25 Years of IIF Time Series Forecasting: A Selective Review

Jan G. Gooijer and Rob Hyndman

No 05-068/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers_new published in these journals concerned time series forecasting. We also review highly influential works on time series forecasting that have been published elsewhere during this period. Enormous progress has been made in many areas, but we find that there are a large number of topics in need of further development. We conclude with comments on possible future research directions in this field.

Keywords: Time-Series Models; Index Numbers and Aggregation (search for similar items in EconPapers)
JEL-codes: C22 C43 (search for similar items in EconPapers)
Date: 2005-06-23
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
https://papers.tinbergen.nl/05068.pdf (application/pdf)

Related works:
Working Paper: 25 Years of IIF Time Series Forecasting: A Selective Review (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tin:wpaper:20050068

Access Statistics for this paper

More papers in Tinbergen Institute Discussion Papers from Tinbergen Institute Contact information at EDIRC.
Bibliographic data for series maintained by Tinbergen Office +31 (0)10-4088900 ().