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Elsevier International Journal of Forecasting Contact information of
Elsevier: http://www.elsevier.com/locate/ijforecast
Download restrictions: Full text for ScienceDirect subscribers only Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:intfor
More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 2008, Volume 24, Issue 3
323-342 Stochastic population forecasts using functional data models for mortality, fertility and migration by Hyndman, Rob J. & Booth, Heather [Downloadable! (restricted)]
343-353 Aggregation across countries in stochastic population forecasts by Alho, Juha [Downloadable! (restricted)]
354-367 Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. [Downloadable! (restricted)]
368-385 Real-time squared: A real-time data set for real-time GDP forecasting by Golinelli, Roberto & Parigi, Giuseppe [Downloadable! (restricted)]
386-398 Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data by Schumacher, Christian & Breitung, Jörg [Downloadable! (restricted)]
399-413 Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting by Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas [Downloadable! (restricted)]
414-431 Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys by Lemmens, Aurélie & Croux, Christophe & Dekimpe, Marnik G. [Downloadable! (restricted)]
432-448 Multimodality in GARCH regression models by Doornik, Jurgen A. & Ooms, Marius [Downloadable! (restricted)]
449-461 A Portfolio Index GARCH model by Asai, Manabu & McAleer, Michael [Downloadable! (restricted)]
462-479 Can idiosyncratic volatility help forecast stock market volatility? by Taylor, Nicholas [Downloadable! (restricted)]
480-489 Quarterly beta forecasting: An evaluation by Hooper, Vincent J. & Ng, Kevin & Reeves, Jonathan J. [Downloadable! (restricted)]
490-497 Forecasting bond yields in the Brazilian fixed income market by Vicente, José & Tabak, Benjamin M. [Downloadable! (restricted)]
498-512 On the forecasting performance of a small-scale DSGE model by Rubaszek, Michal & Skrzypczynski, Pawel [Downloadable! (restricted)]
513-524 Exponentially weighted information criteria for selecting among forecasting models by Taylor, James W. [Downloadable! (restricted)]
525-534 Empirical evidence on individual, group and shrinkage seasonal indices by Chen, Huijing & Boylan, John E. [Downloadable! (restricted)]
535-550 A bootstrap-based non-parametric forecast density by Manzan, Sebastiano & Zerom, Dawit [Downloadable! (restricted)]
551-552 ,The Black Swan. The impact of the highly improbable .Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99 by Goodwin, Paul [Downloadable! (restricted)]
552-553 Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover by Fildes, Robert [Downloadable! (restricted)]
553-554 Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2 by Syntetos, Aris A. [Downloadable! (restricted)]
557-557 Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting by Hyndman, Rob J. [Downloadable! (restricted)]
2008, Volume 24, Issue 2 189-192 US presidential election forecasting: An introduction by Campbell, James E. & Lewis-Beck, Michael S. [Downloadable! (restricted)]
193-208 Forecasting the presidential primary vote: Viability, ideology and momentum by Steger, Wayne P. [Downloadable! (restricted)]
209-217 It's about time: Forecasting the 2008 presidential election with the time-for-change model by Abramowitz, Alan I. [Downloadable! (restricted)]
218-226 The economy and the presidential vote: What leading indicators reveal well in advance by Erikson, Robert S. & Wlezien, Christopher [Downloadable! (restricted)]
227-236 Forecasting presidential elections: When to change the model by Lewis-Beck, Michael S. & Tien, Charles [Downloadable! (restricted)]
237-258 Forecasting non-incumbent presidential elections: Lessons learned from the 2000 election by Sidman, Andrew H. & Mak, Maxwell & Lebo, Matthew J. [Downloadable! (restricted)]
259-271 Evaluating U.S. presidential election forecasts and forecasting equations by Campbell, James E. [Downloadable! (restricted)]
272-284 Campaign trial heats as election forecasts: Measurement error and bias in 2004 presidential campaign polls by Pickup, Mark & Johnston, Richard [Downloadable! (restricted)]
285-300 Prediction market accuracy in the long run by Berg, Joyce E. & Nelson, Forrest D. & Rietz, Thomas A. [Downloadable! (restricted)]
301-309 The keys to the white house: An index forecast for 2008 by Lichtman, Allan J. [Downloadable! (restricted)]
310-321 The state of presidential election forecasting: The 2004 experience by Jones Jr., Randall J. [Downloadable! (restricted)]
2008, Volume 24, Issue 1 1-18 Elusive return predictability by Timmermann, Allan [Downloadable! (restricted)]
19-21 Elusive return predictability: Discussion by Brown, Stephen J. [Downloadable! (restricted)]
22-28 Elusive return predictability: Discussion by Hendry, David F. & Reade, J. James [Downloadable! (restricted)]
29-30 Reply to the discussion of Elusive Return Predictability by Timmermann, Allan [Downloadable! (restricted)]
31-33 Merging models and experts by Franses, Philip Hans [Downloadable! (restricted)]
34-75 The financial analyst forecasting literature: A taxonomy with suggestions for further research by Ramnath, Sundaresh & Rock, Steve & Shane, Philip [Downloadable! (restricted)]
76-86 Consensus and uncertainty: Using forecast probabilities of output declines by Clements, Michael P. [Downloadable! (restricted)]
87-100 Macroeconomic forecasting with matched principal components by Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F. [Downloadable! (restricted)]
101-121 Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts by Milas, Costas & Rothman, Philip [Downloadable! (restricted)]
122-133 Are combination forecasts of S&P 500 volatility statistically superior? by Becker, Ralf & Clements, Adam E. [Downloadable! (restricted)]
134-150 Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? by Bhattacharya, Prasad S. & Thomakos, Dimitrios D. [Downloadable! (restricted)]
151-162 Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach by Bu, Ruijun & McCabe, Brendan [Downloadable! (restricted)]
163-169 Simple robust averages of forecasts: Some empirical results by Jose, Victor Richmond R. & Winkler, Robert L. [Downloadable! (restricted)]
170-174 Exponential smoothing in the telecommunications data by Gardner Jr., Everette S. & Diaz-Saiz, Joaquin [Downloadable! (restricted)]
175-176 Kenneth G. Stewart , Introduction to Applied Econometrics, Thomson Brooks/Cole, Belmont (2005) ISBN 0-534-36916-2 Hardcover, 913 pages by Mamingi, Nlandu [Downloadable! (restricted)]
177-179 Peter G.M. Swann, Putting econometrics in its place: A new direction in applied economics , Edward Elgar, Cheltenham (2006) ISBN 978 1 85898 305 9 xiv + 250 pp. by Allen, P. Geoffrey [Downloadable! (restricted)]
179-183 Thomas B. Fomby and Dek Terrell, Editors, Econometric analysis of financial and economic time series, Advances in Econometrics, Volume 20, Part 2, Elsevier Ltd. (2006) 352 pages, Price, $105, ISBN-10: 0-7623-1273-4, ISBN-13: 978-0-7623-1273-3 by Öller, Lars-Erik [Downloadable! (restricted)]
183-184 Nicolas Carnot, Vincent Koen and Bruno Tissot, Economic Forecasting , Palgrave Macmillan (2005) ISBN 1-4039-3653-6 (hardback), £65, ISBN 1-4039-3653-4 (paperback), $22.50, 315pp. by Öller, Lars-Erik & Stockhammar, Pär [Downloadable! (restricted)]
186-186 Special issue on decision making and planning under low levels of predictability by Makridakis, Spyros & Taleb, Nassim Nicholas [Downloadable! (restricted)]
2007, Volume 23, Issue 4 533-538 Long-run income forecasting by Ahlburg, Dennis & Lindh, Thomas [Downloadable! (restricted)]
539-551 Long-term forecasting and evaluation by Granger, Clive W.J. & Jeon, Yongil [Downloadable! (restricted)]
553-567 Demographically based global income forecasts up to the year 2050 by Lindh, Thomas & Malmberg, Bo [Downloadable! (restricted)]
569-585 Does age structure forecast economic growth? by Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E. [Downloadable! (restricted)]
587-602 The effects of age structure on economic growth: An application of probabilistic forecasting to India by Prskawetz, A. & Kogel, T. & Sanderson, W.C. & Scherbov, S. [Downloadable! (restricted)]
603-619 Who gains from the demographic dividend? Forecasting income by age by Lee, Sang-Hyop & Mason, Andrew [Downloadable! (restricted)]
621-635 Income growth in the 21st century: Forecasts with an overlapping generations model by de la Croix, David & Docquier, Frederic & Liegeois, Philippe [Downloadable! (restricted)]
637-653 Long term projections of carbon emissions by McKibbin, Warwick J. & Pearce, David & Stegman, Alison [Downloadable! (restricted)]
655-677 Macroeconomic forecasting using structural factor analysis by Liu, Dandan & Jansen, Dennis W. [Downloadable! (restricted)]
679-693 Evaluating factor forecasts for the UK: The role of asset prices by Zaher, Fadi [Downloadable! (restricted)]
695-705 Predictive financial models of the euro area: A new evaluation test by Panopoulou, Ekaterini [Downloadable! (restricted)]
707-715 Optimal prediction under LINLIN loss: Empirical evidence by Ulu, Yasemin [Downloadable! (restricted)]
717-719 Nonparametric econometrics: Theory and practice by Sloboda, Brian [Downloadable! (restricted)]
719-720 Thomas F. Wallace and Robert A. Stahl , Sales Forecasting: A New Approach, T.F. Wallace & Co. (2006) ISBN: 0-9674884-1-9 (paper), $44.95, 166 pages by Fildes, Robert [Downloadable! (restricted)]
2007, Volume 23, Issue 3 343-345 Judgement in forecasting by Parackal, Mathew & Goodwin, Paul & O'Connor, Marcus [Downloadable! (restricted)]
347-364 When do purchase intentions predict sales? by Morwitz, Vicki G. & Steckel, Joel H. & Gupta, Alok [Downloadable! (restricted)]
365-376 Structured analogies for forecasting by Green, Kesten C. & Armstrong, J. Scott [Downloadable! (restricted)]
377-390 Providing support for the use of analogies in demand forecasting tasks by Lee, Wing Yee & Goodwin, Paul & Fildes, Robert & Nikolopoulos, Konstantinos & Lawrence, Michael [Downloadable! (restricted)]
391-404 The process of using a forecasting support system by Goodwin, Paul & Fildes, Robert & Lawrence, Michael & Nikolopoulos, Konstantinos [Downloadable! (restricted)]
405-413 The comparative accuracy of judgmental and model forecasts of American football games by Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O. [Downloadable! (restricted)]
415-426 Predicting Wimbledon 2005 tennis results by mere player name recognition by Scheibehenne, Benjamin & Broder, Arndt [Downloadable! (restricted)]
427-445 Judgemental bootstrapping of technical traders in the bond market by Batchelor, Roy & Kwan, Tai Yeong [Downloadable! (restricted)]
447-445 Forecasting of software development work effort: Introduction by Armstrong, J. Scott [Downloadable! (restricted)]
449-462 Forecasting of software development work effort: Evidence on expert judgement and formal models by Jorgensen, Magne [Downloadable! (restricted)]
463-464 Is task complexity an exception to the superiority of mechanized judgement, or a barrier to it? by Dana, Jason [Downloadable! (restricted)]
465-467 Information asymmetry and aggregation rules: A comment on Jorgensen (2007) by Hogarth, Robin M. [Downloadable! (restricted)]
469-471 Difficulty and complexity as factors in software effort estimation by Collopy, Fred [Downloadable! (restricted)]
473-474 How should we compare forecasting models with expert judgement? by Jorgensen, Magne [Downloadable! (restricted)]
475-495 Organizational factors in sales forecasting management by Davis, Donna F. & Mentzer, John T. [Downloadable! (restricted)]
497-511 Does past volatility affect investors' price forecasts and confidence judgements? by Du, Ning & Budescu, David V. [Downloadable! (restricted)]
513-529 Forecasting and analyzing insurance companies' ratings by Van Gestel, Tony & Martens, David & Baesens, Bart & Feremans, Daniel & Huysmans, Johan & Vanthienen, Jan [Downloadable! (restricted)]
531-529 John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 by Paap, Richard [Downloadable! (restricted)]
2007, Volume 23, Issue 2 159-165 Introduction to "The future of macroeconomic forecasting" by Heilemann, Ullrich & Stekler, Herman [Downloadable! (restricted)]
167-187 How far ahead can we forecast? Evidence from cross-country surveys by Isiklar, Gultekin & Lahiri, Kajal [Downloadable! (restricted)]
189-203 Bias in macroeconomic forecasts by Batchelor, Roy [Downloadable! (restricted)]
205-217 Quantifying the quality of macroeconomic variables by Oller, Lars-Erik & Teterukovsky, Alex [Downloadable! (restricted)]
219-236 A comparison of methods for the construction of composite coincident and leading indexes for the UK by Carriero, Andrea & Marcellino, Massimiliano [Downloadable! (restricted)]
237-248 The future of macroeconomic forecasting: Understanding the forecasting process by Stekler, H.O. [Downloadable! (restricted)]
249-258 Qualitative business surveys and the assessment of employment -- A case study for Germany by Abberger, Klaus [Downloadable! (restricted)]
259-275 Leading indicators for euro area government deficits by Perez, Javier J. [Downloadable! (restricted)]
277-287 The timing and accuracy of leading and lagging business cycle indicators: A new approach by Seip, Knut Lehre & McNown, Robert [Downloadable! (restricted)]
289-305 The information content of the Bond-Equity Yield Ratio: Better than a random walk? by Giot, Pierre & Petitjean, Mikael [Downloadable! (restricted)]
307-320 Forecasting realized exchange rate volatility by decomposition by Lanne, Markku [Downloadable! (restricted)]
321-327 Significance tests harm progress in forecasting by Armstrong, J. Scott [Downloadable! (restricted)]
329-330 Significance tests harm progress in forecasting: Comment by Stekler, H.O. [Downloadable! (restricted)]
331-332 Comments on "significance tests harm progress in forecasting" by Ord, Keith [Downloadable! (restricted)]
333-334 Should we be using significance tests in forecasting research? by Goodwin, Paul [Downloadable! (restricted)]
335-336 Statistical significance tests are unnecessary even when properly done and properly interpreted: Reply to commentaries by Armstrong, J. Scott [Downloadable! (restricted)]
337-339 Dek Terrell and Thomas B. Fomby, Editors, Advances in Econometrics, Econometric Analysis of Financial and Economic Time Series Vol. 20, Part A, JAI Press (2006) ISBN 0-7623-1274-2 379 pp., Part A by Sloboda, Brian W. [Downloadable! (restricted)]
339-342 P.E. Tetlock, Expert political judgment: How good is it? How can we know?, Princeton University Press (2006) ISBN 978-0-691-12871-9 Paperback, 352 pp. by Tschoegl, Adrian E. & Armstrong, J. Scott [Downloadable! (restricted)]
2007, Volume 23, Issue 1 1-13 Combining density forecasts by Hall, Stephen G. & Mitchell, James [Downloadable! (restricted)]
15-28 Using forecasts of forecasters to forecast by Nolte, Ingmar & Pohlmeier, Winfried [Downloadable! (restricted)]
29-45 Accuracy of GDP growth forecasts for transition countries: Ten years of forecasting assessed by Krkoska, Libor & Teksoz, Utku [Downloadable! (restricted)]
47-69 Business and consumer expectations and macroeconomic forecasts by Claveria, Oscar & Pons, Ernest & Ramos, Raul [Downloadable! (restricted)]
71-84 Forecasting exchange rates: A robust regression approach by Preminger, Arie & Franck, Raphael [Downloadable! (restricted)]
85-100 Optimal design of early warning systems for sovereign debt crises by Fuertes, Ana-Maria & Kalotychou, Elena [Downloadable! (restricted)]
101-114 Forecasting spot and forward prices in the international freight market by Batchelor, Roy & Alizadeh, Amir & Visvikis, Ilias [Downloadable! (restricted)]
115-126 Non-linear forecasting of stock returns: Does volume help? by McMillan, David G. [Downloadable! (restricted)]
127-145 Institutional and individual sentiment: Smart money and noise trader risk? by Schmeling, Maik [Downloadable! (restricted)]
147-152 Increase in mean square forecast error when omitting a needed covariate by Ledolter, Johannes [Downloadable! (restricted)]
153-152 New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages by Taylor, Robert [Downloadable! (restricted)]
154-155 Advances in Business and Management Forecasting(volume 4), Kenneth D. Lawrence & Michael D. Geurts (eds), Elsevier: JAI Press, Hardback, 302 pages, ISBN: 0-7623-1281-5 by Syntetos, A.A. [Downloadable! (restricted)]
157-155 Corrigendum to "Stable seasonal pattern models for forecast revision: A comparative study" [International Journal of Forecasting, 22 (2006), 799-818] by Yelland, Phillip M. [Downloadable! (restricted)]
2006, Volume 22, Issue 4 637-666 Exponential smoothing: The state of the art--Part II by Gardner, Everette Jr. [Downloadable! (restricted)]
667-670 Discussion by Koehler, Anne [Downloadable! (restricted)]
671-672 Discussion by Taylor, James W. [Downloadable! (restricted)]
673-676 Discussion by Snyder, Ralph [Downloadable! (restricted)]
677-677 Discussion by Lawton, Richard [Downloadable! (restricted)]
679-688 Another look at measures of forecast accuracy by Hyndman, Rob J. & Koehler, Anne B. [Downloadable! (restricted)]
689-706 Modeling voter choice to predict the final outcome of two-stage elections by A. Kamakura, Wagner & Afonso Mazzon, Jose & De Bruyn, Arnaud [Downloadable! (restricted)]
707-724 Density forecasting for the efficient balancing of the generation and consumption of electricity by Taylor, James W. [Downloadable! (restricted)]
725-733 On predictive distributions of public net liabilities by Alho, Juha M. & Vanne, Reijo [Downloadable! (restricted)]
735-749 A useful tool for forecasting the Euro-area business cycle phases by Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel [Downloadable! (restricted)]
751-770 Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts by Gomez, Nicolas & Guerrero, Victor M. [Downloadable! (restricted)]
771-780 Testing Granger Causality in the presence of threshold effects by Li, Jing [Downloadable! (restricted)]
781-798 Forecasting an accumulated series based on partial accumulation II: A new Bayesian method for short series with stable seasonal patterns by Mendoza, Manuel & de Alba, Enrique [Downloadable! (restricted)]
799-818 Stable seasonal pattern models for forecast revision: A comparative study by Yelland, Phillip M. [Downloadable! (restricted)]
819-819 `Modelling non-stationary economic time series' by Chatfield, Chris [Downloadable! (restricted)]
821-821 John T. Mentzer and Mark A. Moon, Sales forecasting management: A demand management approach (2nd edition), Sage Publications, Thousand Oaks, London (2005) ISBN 1-4129-0571-0 Softcover, 347 pages by Syntetos, A. [Downloadable! (restricted)]
823-824 John E. Hanke and Dean W. Wichern, Business Forecasting (8th Edition), Pearson, Prentice Hall, New Jersey (2005) ISBN 0-13-122856-0 Softcover (software enclosed), 535 pages by Syntetos, A.A. [Downloadable! (restricted)]
2006, Volume 22, Issue 3 413-414 Twenty-five years of forecasting by Hyndman, Rob J. & Ord, J. Keith [Downloadable! (restricted)]
415-432 The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion by Fildes, Robert [Downloadable! (restricted)]
433-441 Making progress in forecasting by Armstrong, J. Scott & Fildes, Robert [Downloadable! (restricted)]
443-473 25 years of time series forecasting by De Gooijer, Jan G. & Hyndman, Rob J. [Downloadable! (restricted)]
475-492 Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years? by Allen, P. Geoffrey & Morzuch, Bernard J. [Downloadable! (restricted)]
493-518 Judgmental forecasting: A review of progress over the last 25 years by Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek [Downloadable! (restricted)]
519-545 Modelling and forecasting the diffusion of innovation - A 25-year review by Meade, Nigel & Islam, Towhidul [Downloadable! (restricted)]
547-581 Demographic forecasting: 1980 to 2005 in review by Booth, Heather [Downloadable! (restricted)]
583-598 Findings from evidence-based forecasting: Methods for reducing forecast error by Armstrong, J. Scott [Downloadable! (restricted)]
599-615 Forecasting software: Past, present and future by Kusters, Ulrich & McCullough, B.D. & Bell, Michael [Downloadable! (restricted)]
617-624 Improving forecasting through textbooks -- A 25 year review by Cox, James Jr. & Loomis, David G. [Downloadable! (restricted)]
625-636 Spyros Makridakis: An interview with the International Journal of Forecasting by Fildes, Robert & Nikolopoulos, Konstantinos [Downloadable! (restricted)]
2006, Volume 22, Issue 2 203-222 Forecasting traffic accidents using disaggregated data by Garcia-Ferrer, A. & de Juan, A. & Poncela, P. [Downloadable! (restricted)]
223-238 Coherent forecasting in integer time series models by Jung, Robert C. & Tremayne, A.R. [Downloadable! (restricted)]
239-247 Exponential smoothing model selection for forecasting by Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B. [Downloadable! (restricted)]
249-265 Forecasting with genetically programmed polynomial neural networks by de Menezes, Lilian M. & Nikolaev, Nikolay Y. [Downloadable! (restricted)]
267-281 Aggregation effect and forecasting temporal aggregates of long memory processes by Man, K.S. & Tiao, G.C. [Downloadable! (restricted)]
283-300 Using extreme value theory to measure value-at-risk for daily electricity spot prices by Fong Chan, Kam & Gray, Philip [Downloadable! (restricted)]
301-315 Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach by Chow, Hwee Kwan & Choy, Keen Meng [Downloadable! (restricted)]
317-339 When Wall Street conflicts with Main Street--The divergent movements of Taiwan's leading indicators by Chen, Shyh-Wei & Shen, Chung-Hua [Downloadable! (restricted)]
341-361 The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior by Rapach, David E. & Wohar, Mark E. [Downloadable! (restricted)]
363-372 The longer-horizon predictability of German stock market volatility by Raunig, Burkhard [Downloadable! (restricted)]
373-393 A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts by Davies, Antony [Downloadable! (restricted)]
395-401 Forecast accuracy and product differentiation of Japanese Institutional Forecasters by Ashiya, Masahiro [Downloadable! (restricted)]
403-405 Ian T. Jolliffe and David B. Stephenson, Forecast Verification: A Practitioner's Guide in Atmospheric Science, John Wiley and Sons, Chichester (2003) ISBN 0-471-49759-2 by Stevenson, Maxwell [Downloadable! (restricted)]
405-407 Hans Levenbach and James P. Cleary, Forecasting: Practice and process for demand management, Thomson, Duxbury, Belmont (2006) ISBN 0-534-26268-6 Hardcover (software enclosed), 622 pp. by Syntetos, Aris A. [Downloadable! (restricted)]
407-408 Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages by Van Dijk, Dick [Downloadable! (restricted)]
408-409 Arnold Zellner, Statistics, Econometrics and Forecasting. The Stone Lectures in Economics, Cambridge University Press (2004) 163 pp, ISBN 0 521 54044 5 (paperback), $24.99, ISBN 0 521 83287 X (hardback), $70 by Oller, Lars-Erik [Downloadable! (restricted)]
409-410 Ray C. Fair, Estimating How the Economy Works, Harvard University Press, Cambridge MA, USA (2004) ISBN 0674-01546-0 295 pp., $65 by Stekler, H.O. [Downloadable! (restricted)]
2006, Volume 22, Issue 1 1-16 A comparison of univariate methods for forecasting electricity demand up to a day ahead by Taylor, James W. & de Menezes, Lilian M. & McSharry, Patrick E. [Downloadable! (restricted)]
17-28 Forecasting electricity demand using generalized long memory by Soares, Lacir Jorge & Souza, Leonardo Rocha [Downloadable! (restricted)]
29-42 Density forecasting for weather derivative pricing by Taylor, James W. & Buizza, Roberto [Downloadable! (restricted)]
43-56 Short-term prediction of wind energy production by Sanchez, Ismael [Downloadable! (restricted)]
57-71 Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting by Li, Gang & Song, Haiyan & Witt, Stephen F. [Downloadable! (restricted)]
73-89 On a threshold heteroscedastic model by Chen, Cathy W.S. & So, Mike K.P. [Downloadable! (restricted)]
91-107 MCMC methods for comparing stochastic volatility and GARCH models by Gerlach, Richard & Tuyl, Frank [Downloadable! (restricted)]
109-123 The relationships between sentiment, returns and volatility by Wang, Yaw-Huei & Keswani, Aneel & Taylor, Stephen J. [Downloadable! (restricted)]
125-135 When do forecasters disagree? An assessment of German growth and inflation forecast dispersion by Dopke, Jorg & Fritsche, Ulrich [Downloadable! (restricted)]
137-151 Are there any reliable leading indicators for US inflation and GDP growth? by Banerjee, Anindya & Marcellino, Massimiliano [Downloadable! (restricted)]
153-168 Predictability of large future changes in major financial indices by Sornette, Didier & Zhou, Wei-Xing [Downloadable! (restricted)]
169-180 Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes by Zhou, YanYan & Roy, Anindya [Downloadable! (restricted)]
181-194 Modulated cycles, an approach to modelling periodic components from rapidly sampled data by Pedregal, Diego J. & Young, Peter C. [Downloadable! (restricted)]
195-196 Nong Ye, Editor, The Handbook of Data Mining, Lawrence Earlbaum Associates (2003) US$149.95, 720 pages by McCullough, B.D. [Downloadable! (restricted)]
196-198 Michael P. Clements, Evaluating Econometric Forecasts of Economic and Financial Variables, Palgrave Texts in Econometrics, 2005, 173 pp, ISBN 1-4039-0173-2 (paperback), [UK pound]19.99, ISBN 1-4039-0172-4 (hardback), [UK pound]50 by Oller, Lars-Erik [Downloadable! (restricted)]
198-199 Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99 by Milas, Costas [Downloadable! (restricted)]
201-201 Comments on the attribution of an intermittent demand estimator by Syntetos, Aris A. & Boylan, John E. [Downloadable! (restricted)]
2005, Volume 21, Issue 4 623-625 Introduction to nonlinearities, business cycles, and forecasting by Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther [Downloadable! (restricted)]
627-645 The Marshallian macroeconomic model: A progress report by Zellner, Arnold & Israilevich, Guillermo [Downloadable! (restricted)]
647-650 Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich by Espasa, Antoni [Downloadable! (restricted)]
651-662 Some methods for assessing the need for non-linear models in business cycle analysis by Engel, J. & Haugh, D. & Pagan, A. [Downloadable! (restricted)]
663-666 Comments on "Some methods for assessing the need for non-linear models in business cycle analysis" by Perez Quiros, Gabriel [Downloadable! (restricted)]
667-686 Growth, cycles and convergence in US regional time series by Carvalho, Vasco M. & Harvey, Andrew C. [Downloadable! (restricted)]
687-689 Growth, cycles, and convergence in US regional time series: A personal point of view by Jerez, Miguel & Casals, Jose & Sotoca, Sonia [Downloadable! (restricted)]
691-710 Combining filter design with model-based filtering (with an application to business-cycle estimation) by Kaiser, Regina & Maravall, Agustin [Downloadable! (restricted)]
711-715 Comments on "Combining filter design with model-based filtering" by Fernandez-Macho, Javier [Downloadable! (restricted)]
717-727 A note on multi-step forecasting with functional coefficient autoregressive models by Harvill, Jane L. & Ray, Bonnie K. [Downloadable! (restricted)]
729-730 A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray by Crato, Nuno [Downloadable! (restricted)]
731-748 Detecting nonlinearity in time series by model selection criteria by Pena, Daniel & Rodriguez, Julio [Downloadable! (restricted)]
749-754 On model selection criteria as a starting point for sequential detection of non-linearity by Bos, Charles S. & Justel, Ana [Downloadable! (restricted)]
755-774 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C. [Downloadable! (restricted)]
775-780 Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" by Novales, Alfonso [Downloadable! (restricted)]
781-783 Reply by Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C. [Downloadable! (restricted)]
785-794 Forecasting aggregates using panels of nonlinear time series by Fok, Dennis & van Dijk, Dick & Franses, Philip Hans [Downloadable! (restricted)]
795-797 Comments on Fok, van Dijk and Franses's paper: "Forecasting aggregates using panels of nonlinear time series" by del Hoyo, J. [Downloadable! (restricted)]
2005, Volume 21, Issue 3 397-409 The M3 competition: Statistical tests of the results by Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O. [Downloadable! (restricted)]
411-423 Forecasting support systems for the incorporation of event information: An empirical investigation by Webby, Richard & O'Connor, Marcus & Edmundson, Bob [Downloadable! (restricted)]
425-434 Large neural networks for electricity load forecasting: Are they overfitted? by Hippert, H.S. & Bunn, D.W. & Souza, R.C. [Downloadable! (restricted)]
435-462 Forecasting electricity prices for a day-ahead pool-based electric energy market by Conejo, Antonio J. & Contreras, Javier & Espinola, Rosa & Plazas, Miguel A. [Downloadable! (restricted)]
463-472 Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence by Green, Kesten C. [Downloadable! (restricted)]
473-489 Performance evaluation of judgemental directional exchange rate predictions by Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek [Downloadable! (restricted)]
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This page was last updated on 2008-11-27.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .