Journal of Forecasting

1987 - 2025

Continuation of Journal of Forecasting.

Current editor(s): Derek W. Bunn

From John Wiley & Sons, Ltd.
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Volume 44, issue 3, 2025

Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited pp. 851-855

Nikolaos Giannellis, Stephen G. Hall, Georgios Kouretas, George Tavlas and Yongli Wang

Predictive Power of Key Financial Variables During the Unconventional Monetary Policy Era pp. 856-866

Petri Kuosmanen and Juuso Vataja

Time‐Varying US Government Spending Anticipation in Real Time pp. 867-880

Pascal Goemans and Robinson Kruse‐Becher

Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations pp. 881-921

Joni Heikkinen and Kari Heimonen

The Bias of the ECB Inflation Projections: A State‐Dependent Analysis pp. 922-940

Eleonora Granziera, Pirkka Jalasjoki and Maritta Paloviita

Fiscal Forecasting Rationality Among Expert Forecasters pp. 941-959

Belen Chocobar, Peter Claeys and Marcos Poplawski‐Ribeiro

Explaining and Predicting Momentum Performance Shifts Across Time and Sectors pp. 960-977

Konstantinos Mamais, Dimitrios Thomakos and Prodromos Vlamis

Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB pp. 978-1008

Bertrand Candelon and Francesco Roccazzella

Money Growth and Inflation—How to Account for the Differences in Empirical Results pp. 1009-1025

Martin Mandler and Michael Scharnagl

Step by Step—A Quarterly Evaluation of EU Commission's GDP Forecasts pp. 1026-1041

Katja Heinisch

On the Detection of Structural Breaks: The Case of the Covid Shock pp. 1042-1070

Stephen G. Hall, George Tavlas, Lorenzo Trapani and Yongli Wang

Money Matters: Broad Divisia Money and the Recovery of the US Nominal GDP From the COVID‐19 Recession pp. 1071-1096

Michael D. Bordo and John Duca

A Snapshot of Central Bank (Two‐Year) Forecasting: A Mixed Picture pp. 1097-1131

Charles A. E. Goodhart and Manoj Pradhan

Bank Capital Requirements, Lending Supply, and Economic Activity: A Scenario Analysis Perspective pp. 1132-1164

Antonio Conti, Andrea Nobili and Federico M. Signoretti

Common Shocks and Climate Risk in European Equities pp. 1165-1192

Andrea Cipollini and Fabio Parla

Volume 44, issue 2, 2025

Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting pp. 255-269

Domenic Franjic and Karsten Schweikert

Demand Forecasting New Fashion Products: A Review Paper pp. 270-280

Anitha S. and Neelakandan R.

Deep Dive Into Churn Prediction in the Banking Sector: The Challenge of Hyperparameter Selection and Imbalanced Learning pp. 281-296

Vasileios Gkonis and Ioannis Tsakalos

Stock Price Limit and Its Predictability in the Chinese Stock Market pp. 297-319

Haohui Liang and Yujia Hu

Could Diffusion Indexes Have Forecasted the Great Depression? pp. 320-338

Gabriel Mathy and Yongchen Zhao

Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach pp. 339-355

Divya Aggarwal and Sougata Banerjee

Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets pp. 356-375

Mirko S. Bozanic‐Leal, Marcel Goic and Charles Thraves

Interval Forecasting of Carbon Price With a Novel Hybrid Multiscale Decomposition and Bootstrap Approach pp. 376-390

Bangzhu Zhu, Chunzhuo Wan, Ping Wang and Julien Chevallier

Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation pp. 391-423

Jie Wang and Yongqiao Wang

Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning pp. 424-435

Yong Qu and Ying Yuan

A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction pp. 436-458

Canran Xiao and Yongmei Liu

Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach pp. 459-473

Xingxuan Zhuo, Shunfei Luo and Yan Cao

Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model pp. 474-484

Tengteng Xu, Ping Deng, Riquan Zhang and Weihua Zhao

Forecasting Beta Using Ultra High Frequency Data pp. 485-496

Jian Zhou

Economic Forecasting With German Newspaper Articles pp. 497-512

Tino Berger and Simon Wintter

Forecasting Equity Premium in the Face of Climate Policy Uncertainty pp. 513-546

Hyder Ali and Salma Naz

Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets pp. 547-555

Likun Lei, Mengxi He, Yi Zhang and Yaojie Zhang

Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships pp. 556-574

Zain Ul Abideen, Xiaodong Sun and Chao Sun

Temporal Patterns in Migration Flows Evidence from South Sudan pp. 575-588

Thomas Schincariol and Thomas Chadefaux

Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting pp. 589-605

Helton Saulo, Suvra Pal, Rubens Souza, Roberto Vila and Alan Dasilva

Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter pp. 606-622

Paresh Date and Janeeta Maunthrooa

Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach pp. 623-634

Afees Salisu, Kazeem O. Isah and Ahamuefula Ogbonna

Vector SHAP Values for Machine Learning Time Series Forecasting pp. 635-645

Ji Eun Choi, Ji Won Shin and Dong Wan Shin

Ensemble Multitask Prediction of Air Pollutants Time Series: Based on Variational Inference, Data Projection, and Generative Adversarial Network pp. 646-675

Kang Wang, Chao Qu, Jianzhou Wang, Zhiwu Li and Haiyan Lu

Taming Data‐Driven Probability Distributions pp. 676-691

Jozef Baruník and Luboš Hanus

Forecasting Realized Volatility: The Choice of Window Size pp. 692-705

Yuqing Feng and Yaojie Zhang

Global Risk Aversion: Driving Force of Future Real Economic Activity pp. 706-729

Jinhwan Kim, Hoon Cho and Doojin Ryu

Data‐Driven Predictive Modeling of Citywide Crowd Flow for Urban Safety Management: A Case Study of Beijing, China pp. 730-752

He Jiang, Xuxilu Zhang, Yao Dong and Jianzhou Wang

Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe pp. 753-780

Pietro Giorgio Lovaglio

A Quantification Approach of Changes in Firms' Financial Situation Using Neural Networks for Predicting Bankruptcy pp. 781-802

Philippe du Jardin

Using a Wage–Price‐Setting Model to Forecast US Inflation pp. 803-832

Nguyen Duc Do

Regime‐Switching Density Forecasts Using Economists' Scenarios pp. 833-845

Graziano Moramarco

Volume 44, issue 1, 2025

New forecasting methods for an old problem: Predicting 147 years of systemic financial crises pp. 3-40

Emile du Plessis and Ulrich Fritsche

Short‐term multivariate airworthiness forecasting based on decomposition and deep prediction models pp. 41-58

Ali Tatli, Tansu Filik, Erdogan Bocu and Hikmet Tahir Karakoc

Macroeconomic real‐time forecasts of univariate models with flexible error structures pp. 59-78

Kelly Trinh, Bo Zhang and Chenghan Hou

Research on occupant injury severity prediction of autonomous vehicles based on transfer learning pp. 79-92

Na Yang, Dongwei Liu, Qi Liu, Zhiwei Li, Tao Liu, Jianfeng Wang and Ze Xu

A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network pp. 93-111

Jiajia Zhang, Zhifu Tao, Jinpei Liu, Xi Liu and Huayou Chen

A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data pp. 112-135

Huosong Xia, Xiaoyu Hou, Justin Zuopeng Zhang and Mohammad Zoynul Abedin

Forecasting Markov switching vector autoregressions: Evidence from simulation and application pp. 136-152

Maddalena Cavicchioli

Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention pp. 153-172

Dohee Kim, Eunju Lee, Imam Mustafa Kamal and Hyerim Bae

Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam pp. 173-199

Thi Thuy Hanh Nguyen, Abdelghani Bekrar, Thi Muoi Le, Mourad Abed and Anirut Kantasa‐ard

Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model pp. 200-215

Yun Zhou and Xuxu Zhu

Forecasting house price index with social media sentiment: A decomposition–ensemble approach pp. 216-241

Jin Shao, Lean Yu, Jingke Hong and Xianzhu Wang

A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach pp. 242-252

Andreas Karathanasopoulos, Chia Chun Lo, Mitra Sovan, Mohamed Osman, Hans‐Jörg von Mettenheim and Slim Skander