International Journal of Forecasting

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2003, Volume 19, Issue 4

• 763-764 Maddala, G.S., "Econometrics in the 21st Century," pp. 265-284
  by Allen, P. Geoffrey [Downloadable! (restricted)]
• 765-765 The impact of forecasting model selection on the value of information sharing in a supply chain: Zhao, X., J. Xie, and Leung, J. (Eds.), European Journal of Operational Research, 2002, Vol. 142, pp. 321-344
  by Lawrence, K. D. [Downloadable! (restricted)]
• 767-767 Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]
  by Granger, Clive W. J. & Jeon, Yongil [Downloadable! (restricted)]

• 339-349 Comparing forecasts of inflation using time distance
  by Granger, Clive W. J. & Jeon, Yongil [Downloadable! (restricted)]
• 351-367 Predicting returns in U.S. financial sector indices
  by Joseph, Nathan Lael [Downloadable! (restricted)]
• 369-385 The predictability of asset returns: an approach combining technical analysis and time series forecasts
  by Fang, Yue & Xu, Daming [Downloadable! (restricted)]
• 387-400 Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data
  by Kang, In-Bong [Downloadable! (restricted)]
• 401-415 A comparison of forecasting methods for hotel revenue management
  by Weatherford, Larry R. & Kimes, Sheryl E. [Downloadable! (restricted)]
• 417-434 Accuracy, usefulness and the evaluation of analysts' forecasts
  by Mozes, Haim A. [Downloadable! (restricted)]
• 435-451 Univariate versus multivariate time series forecasting: an application to international tourism demand
  by du Preez, Johann & Witt, Stephen F. [Downloadable! (restricted)]
• 453-465 Neural network forecasts of Canadian stock returns using accounting ratios
  by Olson, Dennis & Mossman, Charles [Downloadable! (restricted)]
• 467-475 Debiasing forecasts: how useful is the unbiasedness test?
  by Goodwin, Paul & Lawton, Richard [Downloadable! (restricted)]
• 477-491 Long memory time series and short term forecasts
  by Man, K. S. [Downloadable! (restricted)]
• 493-502 Forecasting autoregressive time series with bias-corrected parameter estimators
  by Kim, Jae H. [Downloadable! (restricted)]
• 503-519 On the specification of cointegrated autoregressive moving-average forecasting systems
  by Poskitt, D. S. [Downloadable! (restricted)]
• 521-523 Econometrics of Qualitative Dependent Variables: Christian Gourieroux, translated by Paul B. Klassen (Cambridge, U.K., Cambridge University Press, 2000). ISBN 0 521 33149 8 (hardback), 0 521 58985 1 (paperback), pp. 372
  by Margolis, David N. [Downloadable! (restricted)]
• 523-524 Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9
  by Phillips, Robert [Downloadable! (restricted)]
• 524-525 Making Social Science Matter: Why Social Inquiry Fails and How it Can Succeed Again,: Bent Flyvbjerg, Cambridge University Press, Cambridge, England, 2001, ISBN 0 521 77268 (hardback) [UK pound]37.50, $55.00 and 0 521 77568 (paperback) [UK pound]13.95, $20.00
  by Wachs, Martin [Downloadable! (restricted)]
• 525-527 Macroeconomics and the Real World. Volume 1: Econometric Techniques and Macroeconomics,: Roger E. Backhouse and Andrea Salanti (Eds.), Oxford University Press, New York, 2001, Paperback, 301 pages, ISBN 0199242046, $26.95
  by Garcia-Ferrer, Antonio [Downloadable! (restricted)]
• 527-530 A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00
  by Garcia-Ferrer, Antonio [Downloadable! (restricted)]
• 530-532 Eliciting and Analyzing Expert Judgment: A practical guide,: Mary A. Meyer and Jane M. Booker, ASA-SIAM Series on Statistics and Applied Probability 2001, Hardcover, 459 pages. ISBN: 0-89871-474-5, $85
  by Nikolopoulos, Dr. K. [Downloadable! (restricted)]
• 532-534 Practical Forecasting for Managers,: John C. Nash & Mary Nash (2001), London: Arnold and New York: Oxford University Press, 296 pages. ISBN 0 340 76238 1 Paperback [UK pound]24.99, $40.00
  by Goodwin, Paul [Downloadable! (restricted)]
• 534-535 Statistics in the 21st Century,: Edited by Adrian E. Rafferty, Martin A. Tanner and Martin T. Wells, Monographs on Statistics and Applied Probability, Chapman and Hall/CRC (2002), Paperback, [UK pound]24.99, $39.95, ISBN 1-58488-272-7
  by Lawton, Richard [Downloadable! (restricted)]
• 535-538 Quantitative Models in Marketing Research,: Philip Hans Franses and Richard Paap (Eds.), Cambridge University Press, Cambridge, UK. (2001), 206 pp. - ISBN 0-521-80166-4, [UK pound]30.00
  by Trost, Robert & Silk, Julian [Downloadable! (restricted)]
• 538-539 Technological Innovation and Economic Performance,: edited by Benn Steil, David Victor, Richard Nelson, A Council of Foreign Relations Book, Princeton University Press, Princeton, New Jersey, 2002, ISBN # 0-691-08874-8, $75.00
  by Mastrogianis, Costas [Downloadable! (restricted)]
• 539-541 20/20 Foresight Crafting Strategy in an Uncertain World,: by Hugh Courtney, Harvard Business School Press, Boston, Massachusetts, 2001. ISBN 1-57851-266-2
  by Joutz, Frederick L. [Downloadable! (restricted)]
• 543-544 The Effect of Collaborative Forecasting on Supply Chain Performance: Aviv, Y., 2001, Management Science, Vol. 47, No. 10, pp. 1326-1343. [aviv@olin.wustl.edu]
  by Olson, John [Downloadable! (restricted)]
• 544-545 Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment,: Brad M. Barber and Terrance Odean (Eds.), 2001, The Quarterly Journal of Economics, 1, pp. 262-292
  by Sanders, Nada R. [Downloadable! (restricted)]

• 161-163 Improving our ability to predict the unusual event
  by Stekler, H. O. [Downloadable! (restricted)]
• 165-175 Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
  by Wallis, Kenneth F. [Downloadable! (restricted)]
• 177-197 Exploiting information in vintages of time-series data
  by Patterson, K. D. [Downloadable! (restricted)]
• 199-215 A time-distance criterion for evaluating forecasting models
  by Granger, Clive W. J. & Jeon, Yongil [Downloadable! (restricted)]
• 217-227 Forecast evaluation with shared data sets
  by Sullivan, Ryan & Timmermann, Allan & White, Halbert [Downloadable! (restricted)]
• 229-239 Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?
  by Ashley, Richard [Downloadable! (restricted)]
• 241-256 The influence of trend strength on directional probabilistic currency predictions
  by Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C. & Macaulay, Alex [Downloadable! (restricted)]
• 257-270 Predicting the outcomes of National Football League games
  by Boulier, Bryan L. & Stekler, H. O. [Downloadable! (restricted)]
• 271-285 A model of export sales forecasting behavior and performance: development and testing
  by Winklhofer, Heidi & Diamantopoulos, Adamantios [Downloadable! (restricted)]
• 287-290 Unmasking the Theta method
  by Hyndman, Rob J. & Billah, Baki [Downloadable! (restricted)]
• 291-298 Directional accuracy tests of long-term interest rate forecasts
  by Greer, Mark [Downloadable! (restricted)]
• 299-311 Forecasting the behaviour of manufacturing inventory
  by Albertson, Kevin & Aylen, Jonathan [Downloadable! (restricted)]
• 313-317 Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament
  by Caudill, Steven B. [Downloadable! (restricted)]
• 319-325 STAMP 6.0: STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik and Neil Shephard. London: Timberlake Consultants Ltd, 2000. Prices for the package, which includes GiveWin and one set of books and 1 CD, are: Single user: $850+$50sh, 5-user: $1700+sh, 10-user: $2250+sh, 20-user: $3400+sh, Unlimited: $4250+sh. Prices vary when STAMP bought in combination with other OxMetrics products. Academic discounts are also available. Head office is Timberlake Consultants Limited, Unit B3, Broomsleigh Business Park, Worsley Bridge Road, London, SE26 SBN, UK. Tel.: +44 (0)20 86973377, Fax: +44 (0)20 86973388. Email: info@timberlake.co.uk. Websites: http://www.timberlake.co.uk and (in the U.S.) http://www.timberlake-consultancy.com. Main website for STAMP is: www.STAMP-software.com
  by Hallahan, Charlie [Downloadable! (restricted)]
• 327-328 New-Product Diffusion Models: V. Mahajan, E. Muller and Y. Wind (Eds.), Kluwer Academic Press, Boston & Dordrecht, 2000, ISBN 0-7923-7751-6. 115.50 EUR/99.95 USD/70.00 GBP
  by Fildes, Robert [Downloadable! (restricted)]
• 329-330 Econometric Analysis of Seasonal Time Series: Eric Ghysels and Denise Osborn, Themes in Modern Econometrics, 2001, Cambridge University Press, Paperback: ISBN 0-521-56588-x, $25, [UK pound]17.95, Hardback: ISBN 0-521-562600, $70, [UK pound]47.50
  by Sloboda, Brian W. [Downloadable! (restricted)]
• 330-332 Practical Business Forecasting: Michael K. Evans, Blackwell Publishing, Oxford, 2003, pp. 483, ISBN 0-631-22065-8, $69.95
  by AndersonSenior Economist, Scott [Downloadable! (restricted)]
• 333-335 Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple: Arnold Zellner, Hugo A. Keuzenkamp, Michael McAleer (Editors), Cambridge University Press 2001, Hardcover, 312 pages. ISBN: 0-521-80361-6, $ 75
  by Nikolopoulos, K. [Downloadable! (restricted)]
• 337-337 Corrigendum to "Telecommunications demand forecasting--a review": [International Journal of Forecasting 18 (2002) 489-522]
  by Fildes, Robert [Downloadable! (restricted)]

• 1-3 Some possible directions for future research
  by Clements, Michael P. [Downloadable! (restricted)]
• 5-25 Conducting a sales forecasting audit
  by Moon, Mark A. & Mentzer, John T. & Smith, Carlo D. [Downloadable! (restricted)]
• 27-42 Researching Sales Forecasting Practice: Commentaries and authors' response on "Conducting a Sales Forecasting Audit" by M.A. Moon, J.T. Mentzer & C.D. Smith
  by Fildes, Robert & Bretschneider, Stuart & Collopy, Fred & Lawrence, Michael & Stewart, Doug & Winklhofer, Heidi & Mentzer, John T. & Moon, Mark A. [Downloadable! (restricted)]
• 57-70 Using weather ensemble predictions in electricity demand forecasting
  by Taylor, James W. & Buizza, Roberto [Downloadable! (restricted)]
• 71-85 Forecasting consumer credit card adoption: what can we learn about the utility function?
  by Qi, Min & Yang, Sha [Downloadable! (restricted)]
• 87-94 Forecasting combination and encompassing tests
  by Fang, Yue [Downloadable! (restricted)]
• 95-110 Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy
  by Ribeiro Ramos, Francisco Fernando [Downloadable! (restricted)]
• 111-121 The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting
  by Bewley, Ronald & Griffiths, William E. [Downloadable! (restricted)]
• 123-141 Tourism forecasting: accuracy of alternative econometric models
  by Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C. [Downloadable! (restricted)]
• 143-148 Normalization of seasonal factors in Winters' methods
  by Archibald, Blyth C. & Koehler, Anne B. [Downloadable! (restricted)]
• 149-159 Small negative surprises: frequency and consequence
  by Brown, Lawrence D. [Downloadable! (restricted)]

• 489-522 Telecommunications demand forecasting--a review
  by Fildes, Robert & Kumar, V. [Downloadable! (restricted)]
• 523-543 Forecasting United States-Asia international message telephone service
  by Madden, Gary & Savage, Scott J. & Coble-Neal, Grant [Downloadable! (restricted)]
• 545-559 IntraLATA long-distance demand: carrier choice, usage demand and price elasticities
  by Kridel, Donald J. & Rappoport, Paul N. & Taylor, Lester D. [Downloadable! (restricted)]
• 561-581 Forecasting telecommunication service subscribers in substitutive and competitive environments
  by Jun, Duk B. & Kim, Seon K. & Park, Yoon S. & Park, Myoung H. & Wilson, Amy R. [Downloadable! (restricted)]
• 583-603 Forecasting category sales and market share for wireless telephone subscribers: a combined approach
  by Kumar, V. & Nagpal, Anish & Venkatesan, Rajkumar [Downloadable! (restricted)]
• 605-624 Modelling multinational telecommunications demand with limited data
  by Islam, Towhidul & Fiebig, Denzil G. & Meade, Nigel [Downloadable! (restricted)]
• 625-646 A genetic algorithms approach to growth phase forecasting of wireless subscribers
  by Venkatesan, Rajkumar & Kumar, V. [Downloadable! (restricted)]
• 647-671 A hybrid system-identification method for forecasting telecommunications product demands
  by Cox Jr., Louis A. & Popken, Douglas A. [Downloadable! (restricted)]
• 673-695 An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system
  by Tych, Wlodek & Pedregal, Diego J. & Young, Peter C. & Davies, John [Downloadable! (restricted)]

• 319-320 Introduction to forecasting decisions in conflict situations
  by De Gooijer, Jan G. [Downloadable! (restricted)]
• 321-344 Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement
  by Green, Kesten C. [Downloadable! (restricted)]
• 345-352 Assessing game theory, role playing, and unaided judgment
  by Armstrong, J. Scott [Downloadable! (restricted)]
• 353-358 Game theory's role in role-playing
  by Bolton, Gary E. [Downloadable! (restricted)]
• 359-368 Predictive value and the usefulness of game theoretic models
  by Erev, Ido & Roth, Alvin E. & Slonim, Robert L. & Barron, Greg [Downloadable! (restricted)]
• 369-374 Forecasting games: can game theory win?
  by Goodwin, Paul [Downloadable! (restricted)]
• 375-382 Behavioral decision making, forecasting, game theory, and role-play
  by Shefrin, Hersh [Downloadable! (restricted)]
• 383-387 Game theory, game theorists, university students, role-playing and forecasting ability
  by Wright, George [Downloadable! (restricted)]
• 389-395 Embroiled in a conflict: who do you call?
  by Green, Kesten C. [Downloadable! (restricted)]
• 397-407 Evaluating multivariate forecast densities: a comparison of two approaches
  by Clements, Michael P. & Smith, Jeremy [Downloadable! (restricted)]
• 409-419 Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
  by Guermat, Cherif & Harris, Richard D. F. [Downloadable! (restricted)]
• 421-438 Combined forecasts from linear and nonlinear time series models
  by Terui, Nobuhiko & van Dijk, Herman K. [Downloadable! (restricted)]
• 439-454 A state space framework for automatic forecasting using exponential smoothing methods
  by Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone [Downloadable! (restricted)]
• 455-460 ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN: 0387947191). The Professional Version is obtainable from pbrockwell@compuserve.com. Web Page of the author: http://www.stat.colostate.edu/~pjbrock/
  by Lee, Junsoo & Strazicich, Mark C. [Downloadable! (restricted)]
• 461-461 Book reviews: Time Series: Data Analysis and Theory, Classics Edition, David R. Brillinger, SIAM, Philadelphia, USA, 2001, Paperback, 540pp, ISBN 0-89871-501-6, $59, [UK pound]51.95
  by Chatfield, Chris [Downloadable! (restricted)]
• 462-463 Book review: Developments in Forecast Combination and Portfolio Choice, edited by Christian Dunis, Allan Timmermann and John Moody, Wiley, New York, 2001, Hardback, 330pp. ISBN 0-47152-165-5, $95
  by Krause, Andreas [Downloadable! (restricted)]
• 463-464 How to Forecast: A Guide for Business: James Morrell (2001), Aldershot: Gower, xii+201 pages. ISBN 0 566 08363 0. Hardback [UK pound]55
  by Goodwin, Paul [Downloadable! (restricted)]
• 464-466 Understanding Economic Forecasts: David F. Hendry and Neil R. Ericsson (MIT Press, Cambridge, 2001). ISBN 0-262-08304-3, pp. 210, $27.95
  by Marquez, Jaime [Downloadable! (restricted)]
• 467-468 Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7
  by Planas, Christophe [Downloadable! (restricted)]
• 468-478 Principles of Forecasting: A Handbook for Researchers and Practitioners: J. Scott Armstrong (Ed.), (2001), Boston: Kluwer Academic Publishers, 849 pages. Hardback: ISBN: 0-7923-7930-6; $190, [UK pound]133, [euro;]210.00, Paperback: ISBN: 07923-7401-0; $95; [UK pound]66.50, [euro;]105
  by Goodwin, Paul & Ord, J. Keith & Oller, Lars-Erik & Sniezek, Janet A. & Leonard, Mike [Downloadable! (restricted)]
• 479-480 Research on Forecasting
  by Diamantopoulos, A. [Downloadable! (restricted)]
• 481-482 Research on Forecasting
  by Adya, Monica [Downloadable! (restricted)]
• 482-483 "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus": Batchelor, Roy (2001), Applied Economics, 33, pp. 225-235. E-mail address: R.A.Batchelor@city.bc.uk
  by Armstrong, J. Scott [Downloadable! (restricted)]

• 163-165 Introduction
  by Baillie, R. & Crato, N. & Ray, B. K. [Downloadable! (restricted)]
• 167-179 Multistep forecasting of long memory series using fractional exponential models
  by Hurvich, Clifford M. [Downloadable! (restricted)]
• 181-206 Computation of the forecast coefficients for multistep prediction of long-range dependent time series
  by Bhansali, R. J. & Kokoszka, P. S. [Downloadable! (restricted)]
• 207-214 Bayesian prediction for vector ARFIMA processes
  by Ravishanker, Nalini & Ray, Bonnie K. [Downloadable! (restricted)]
• 215-226 Modeling and forecasting from trend-stationary long memory models with applications to climatology
  by Baillie, Richard T. & Chung, Sang-Kuck [Downloadable! (restricted)]
• 227-241 On robust local polynomial estimation with long-memory errors
  by Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp [Downloadable! (restricted)]
• 243-264 Inflation, forecast intervals and long memory regression models
  by Bos, Charles S. & Franses, Philip Hans & Ooms, Marius [Downloadable! (restricted)]
• 265-281 A class of nearly long-memory time series models
  by Breidt, F. Jay & Hsu, Nan-Jung [Downloadable! (restricted)]
• 283-290 Predicting the distribution function for long-memory processes
  by Ghosh, Sucharita & Draghicescu, Dana [Downloadable! (restricted)]
• 291-297 A note on moving average forecasts of long memory processes with an application to quality control
  by Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K. [Downloadable! (restricted)]
• 299-313 Bias in the memory parameter for different sampling rates
  by Souza, Leonardo R. & Smith, Jeremy [Downloadable! (restricted)]

• 5-18 Forecasting for inventory control with exponential smoothing
  by Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith [Downloadable! (restricted)]
• 19-30 A new approach to modelling and forecasting monthly guest nights in hotels
  by Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas [Downloadable! (restricted)]
• 31-44 Forecasting performance of seasonal cointegration models
  by Lof, Marten & Lyhagen, Johan [Downloadable! (restricted)]
• 45-65 Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract
  by Heaney, Richard [Downloadable! (restricted)]
• 67-83 A comparison of the accuracy of short term foreign exchange forecasting methods
  by Meade, Nigel [Downloadable! (restricted)]
• 85-105 Increasing the transparency of macroeconometric forecasts: a report from the trenches
  by Heilemann, Ullrich [Downloadable! (restricted)]
• 107-115 Do revisions improve forecasts?
  by Cho, Dong W. [Downloadable! (restricted)]
• 117-123 Seasonal adjustment of inventory demand series: a case study
  by Gardner, Everette Jr. & Diaz-Saiz, Joaquin [Downloadable! (restricted)]
• 125-130 Bootstrap prediction intervals for single period regression forecasts
  by Lam, J. -P. & Veall, M. R. [Downloadable! (restricted)]
• 131-151 Victor Zarnowitz: An interview with the International Journal of Forecasting
  by Klein, Philip A. [Downloadable! (restricted)]
• 153-154 Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback)
  by Copeland, Laurence [Downloadable! (restricted)]
• 155-156 Data Mining in Finance: Advances in Relational and Hybrid Methods: Boris Kovalerchuk and Evgenii Vityaev (Eds.), Kluwer Academic Publishers, Norwell, Massachusetts, 2000, HB US $120, ISBN 0-7923-7804-0
  by Cowan, Adrian M. [Downloadable! (restricted)]
• 157-158 Predictive Modular Neural Networks - Applications to Time Series
  by Monforte, Frank A. [Downloadable! (restricted)]
• 158-159 Forecasting: Methods and Applications, by Spyros Makridakis, Steven C. Wheelwright and Rob J. Hyndman. Third edition. John Wiley and Sons, 1998, 642pp, ISBN 0-471-53233-9. [UK pound]29.95, $90.65
  by Faria, Alvaro Jr. [Downloadable! (restricted)]
• 159-161 Forecasting with Judgment: George Wright and Paul Goodwin (Eds.) (1998) Chichester: Wiley. 297 pages. ISBN 0 471 97014 X Hardback: [UK pound]55.00, $165.00
  by Harries, Clare [Downloadable! (restricted)]

• 585-605 Bayesian prediction with cointegrated vector autoregressions
  by Villani, Mattias [Downloadable! (restricted)]
• 607-621 On forecasting cointegrated seasonal time series
  by Lof, Marten & Hans Franses, Philip [Downloadable! (restricted)]
• 623-633 The asymmetry of judgemental confidence intervals in time series forecasting
  by O'Connor, Marcus & Remus, William & Griggs, Kenneth [Downloadable! (restricted)]

• 329-332 Introduction
  by Holden, Ken & Klein, Philip A. & Lahiri, Kajal [Downloadable! (restricted)]
• 333-348 A framework for measuring international business cycles
  by Banerji, Anirvan & Hiris, Lorene [Downloadable! (restricted)]
• 349-368 Business cycle measurement in the presence of structural change: international evidence
  by Krolzig, Hans-Martin [Downloadable! (restricted)]
• 369-382 Cyclical aspects of business cycle turning points
  by Sarlan, Haldun [Downloadable! (restricted)]
• 383-401 Predicting US recessions with leading indicators via neural network models
  by Qi, Min [Downloadable! (restricted)]
• 403-417 Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
  by Layton, Allan P. & Katsuura, Masaki [Downloadable! (restricted)]
• 419-432 How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth
  by Loungani, Prakash [Downloadable! (restricted)]
• 433-445 Measuring and forecasting asymmetries in employment cycles with US labor market applications
  by Pfann, Gerard A. [Downloadable! (restricted)]
• 447-458 What determines inflation in the US, job growth or unemployment?
  by Guha, Debashis & Visviki, Dimitra [Downloadable! (restricted)]
• 459-482 Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence
  by Sarantis, Nicholas [Downloadable! (restricted)]
• 499-515 Forecasting Australia's economic performance during the Asian crisis
  by Summers, Peter M. [Downloadable! (restricted)]
• 517-532 A growth cycle characterisation and forecasting of the Spanish economy: 1970-1998
  by Garcia-Ferrer, Antonio & Queralt, Ricardo & Blazquez, Cristina [Downloadable! (restricted)]

• 143-157 Automatic identification of time series features for rule-based forecasting
  by Adya, Monica & Collopy, Fred & Armstrong, J. Scott & Kennedy, Miles [Downloadable! (restricted)]
• 159-169 Setting accuracy targets for short-term judgemental sales forecasting
  by Bunn, Derek W. & Taylor, James W. [Downloadable! (restricted)]
• 171-180 Regional multi-family housing start forecast accuracy
  by Fullerton, Thomas Jr. & Laaksonen, Mika M. & West, Carol T. [Downloadable! (restricted)]
• 181-201 Macroeconomic forecasts and the nature of economic shocks in Germany
  by Dopke, Jorg [Downloadable! (restricted)]
• 203-230 Structural breaks, ARIMA model and Finnish inflation forecasts
  by Junttila, Juha [Downloadable! (restricted)]
• 231-245 Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry
  by Herwartz, Helmut [Downloadable! (restricted)]
• 247-267 Bootstrapping prediction intervals for autoregressive models
  by Clements, Michael P. & Taylor, Nick [Downloadable! (restricted)]
• 269-286 Forecasting models and prediction intervals for the multiplicative Holt-Winters method
  by Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith [Downloadable! (restricted)]
• 287-293 Further results on focus forecasting vs. exponential smoothing
  by Gardner, Everette Jr. & Anderson-Fletcher, Elizabeth A. & Wicks, Angela M. [Downloadable! (restricted)]
• 295-297 Irrational Exuberance: Robert Shiller, Princeton University Press, Princeton, 2000. Hardcover, 296 pages, ISBN 0-691-05062-7, $27.95
  by Stekler, H. O. [Downloadable! (restricted)]
• 297-299 Tourism Demand Modelling and Forecasting. Modern Econometric Approaches,: Haiyan Song and Stephen F. Witt (1999) (Elsevier Science Ltd.) ISBN 0-08-043673-0, pp. 178. Hardback, US$75, euro 70.34
  by Pedregal, Diego J. [Downloadable! (restricted)]
• 299-301 Time Series Analysis and its Applications: Robert H. Shumway and David S. Stoffer; Springer Texts in Statistics; 2000, Springer-Verlag; [UK pound]55, US$79.95, ISBN 0-387-98950-1
  by Lawton, Richard [Downloadable! (restricted)]
• 301-302 Time Series Analysis and Forecasting with Applications of SAS and SPSS: Robert Yaffee and Monnie McGee (contributor), (2000) San Diego: Academic Press. 496 pages. ISBN 0 127 67870 0 Hardback: [UK pound]29.95, $69.95
  by Koehler, Anne B. [Downloadable! (restricted)]
• 302-303 Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95
  by Davidson, James [Downloadable! (restricted)]
• 305-317 Software reviews
  by Gencay, Ramazan & Selcuk, Faruk [Downloadable! (restricted)]
• 317-322 Software reviews
  by Tashman, Len & Gros, Mirco [Downloadable! (restricted)]
• 323-325 Diebold, F.X. and Kilian, L. (2000) Unit-root tests are useful for selecting forecasting models. Journal of Business and Economic Statistics, 18, 265-273
  by Allen, P. Geoffrey [Downloadable! (restricted)]

• 1-9 George Box: An interview with the International Journal of Forecasting
  by Pena, Daniel [Downloadable! (restricted)]
• 11-29 The trading profitability of forecasts of the gilt-equity yield ratio
  by Brooks, Chris & Persand, Gita [Downloadable! (restricted)]
• 45-56 Benchmarks and the accuracy of GARCH model estimation
  by Brooks, Chris & Burke, Simon P. & Persand, Gita [Downloadable! (restricted)]
• 57-69 Neural network forecasting of Canadian GDP growth
  by Tkacz, Greg [Downloadable! (restricted)]
• 71-82 Long lead-time forecasting of UK air passengers by Holt-Winters methods with damped trend
  by Grubb, Howard & Mason, Alexina [Downloadable! (restricted)]
• 83-103 Effects of parameter estimation on prediction densities: a bootstrap approach
  by Pascual, Lorenzo & Romo, Juan & Ruiz, Esther [Downloadable! (restricted)]
• 105-120 The forecasting accuracy and determinants of football rankings
  by Lebovic, James H. & Sigelman, Lee [Downloadable! (restricted)]
• 121-128 Forecasting market shares from models for sales
  by Fok, Dennis & Franses, Philip Hans [Downloadable! (restricted)]
• 130-133 Methodology and Tacit Knowledge: Two Experiments in Econometrics: Jan R. Magnus and Mary S. Morgan (John Wiley, New York, 1999). ISBN: 0471982970, pp. 426, [UK pound]55
  by Marquez, Jaime [Downloadable! (restricted)]
• 133-134 Forecasting Non-stationary Economic Time Series: Michael P. Clements, and David F. Hendry, The MIT Press, Cambridge, Massachusetts, 1999, ISBN 0-262-03272-4, US $35 (Hardback)
  by Oller, Lars-Erik [Downloadable! (restricted)]
• 135-139 A Study of Recidivism of Serious and Persistent Offenders Among Adolescents: Brent B. Benda and Connie L. Tollett, 1999; Journal of Criminal Justice, Vol. 27, No. 2, pp. 111-126
  by Caulkins, Jonathan P. [Downloadable! (restricted)]
• 139-140 On Forecasting Exchange Rates Using Neural Networks: P.H. Franses and P.V. Homelen, 1998, Applied Financial Economics, 8, 589-596
  by Balkin, Sandy [Downloadable! (restricted)]
• 141-142 Henri Theil, 1924-2000
  by Clements, Kenneth W. [Downloadable! (restricted)]

• 433-436 The M3-Competition1
  by Ord, Keith & Hibon, Michele & Makridakis, Spyros [Downloadable! (restricted)]
• 437-450 Out-of-sample tests of forecasting accuracy: an analysis and review
  by Tashman, Leonard J. [Downloadable! (restricted)]
• 451-476 The M3-Competition: results, conclusions and implications
  by Makridakis, Spyros & Hibon, Michele [Downloadable! (restricted)]
• 477-484 An application of rule-based forecasting to a situation lacking domain knowledge
  by Adya, Monica & Armstrong, J. Scott & Collopy, Fred & Kennedy, Miles [Downloadable! (restricted)]
• 485-496 The use of an expert system in the M3 competition
  by Flores, Benito E. & Pearce, Stephen L. [Downloadable! (restricted)]
• 497-508 Automatic ARIMA modeling including interventions, using time series expert software
  by Melard, G. & Pasteels, J. -M. [Downloadable! (restricted)]
• 509-515 Automatic neural network modeling for univariate time series
  by Balkin, Sandy D. & Ord, J. Keith [Downloadable! (restricted)]
• 517-519 A note on the Robust Trend and ARARMA methodologies used in the M3 Competition
  by Meade, Nigel [Downloadable! (restricted)]
• 521-530 The theta model: a decomposition approach to forecasting
  by Assimakopoulos, V. & Nikolopoulos, K. [Downloadable! (restricted)]
• 531-531 Commercially available software and the M3-Competition
  by Ord, Keith [Downloadable! (restricted)]
• 533-535 The Forecast Pro methodology
  by Goodrich, Robert L. [Downloadable! (restricted)]
• 535-535 John Galt's ForecastX Engine
  by Omrod, Anne [Downloadable! (restricted)]
• 536-536 The PP (Autocast) System
  by Levenbach, Hans [Downloadable! (restricted)]
• 536-537 SmartForecasts' Automatic Forecasting System
  by Smart, Charles N. [Downloadable! (restricted)]
• 531-533 The AUTOBOX system
  by Reilly, David [Downloadable! (restricted)]

• 293-315 The accuracy of European growth and inflation forecasts
  by Oller, Lars-Erik & Barot, Bharat [Downloadable! (restricted)]
• 317-331 Forecasting sport: the behaviour and performance of football tipsters
  by Forrest, David & Simmons, Robert [Downloadable! (restricted)]
• 333-347 Estimating non-linear ARMA models using Fourier coefficients
  by Ludlow, Jorge & Enders, Walter [Downloadable! (restricted)]
• 349-357 Is it safe to assume that software is accurate?
  by McCullough, B. D. [Downloadable! (restricted)]
• 359-368 Sales forecasting practices of Egyptian public enterprises: survey evidence
  by Mady, M. Tawfik [Downloadable! (restricted)]
• 369-382 Sales forecasting updates: how good are they in practice?
  by Lawrence, Michael & O'Connor, Marcus [Downloadable! (restricted)]
• 383-397 Sales forecasts for existing consumer products and services: Do purchase intentions contribute to accuracy?
  by Armstrong, J. Scott & Morwitz, Vicki G. & Kumar, V. [Downloadable! (restricted)]
• 399-421 Forecasting market share using predicted values of competitive behavior: further empirical results
  by Klapper, Daniel & Herwartz, Helmut [Downloadable! (restricted)]
• 423-425 Macroeconomic Forecasting: A Sociological Appraisal: by Robert Evans. Routledge Studies in the Modern World Economy, Routledge, 1999, 256 pp, [UK pound]55 (Hbk), ISBN 0-415-20694-4
  by Porojan, Anca [Downloadable! (restricted)]
• 425-426 Forecasting Economic Time Series, Clements, Michael P. and Hendry, David, F., Cambridge University Press, Cambridge, England, 1998, HB US $ 69.95, ISBN 0-521-63242-0, PB US$ 25.95, ISBN 0-521-63242-0
  by Oller, Lars-Erik [Downloadable! (restricted)]
• 426-427 The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)
  by Franses, P. H. B. F. [Downloadable! (restricted)]
• 427-429 Bayesian Inference in Dynamic Econometric Models: Luc Bauwens, Michel Lubrano and Jean-Francois Richard, Oxford University Press, Oxford, 1999, Hardback ISBN 0-19-877312-9, [UK pound]45.00, Paperback ISBN 0-19-877313-7, [UK pound]19.95
  by Kanetkar, Vinay [Downloadable! (restricted)]
• 429-430 Judgment and Decision Making: An Interdisciplinary Reader: Second edition, Terry Connolly, Hal R. Arkes and Kenneth R. Hammond (Eds.), Cambridge University Press, 2000. Paperback: ISBN 0-521-62602-1, [UK pound]24.95 ($34.95); Hardback: ISBN: 0-521-62355-3, [UK pound]60.00 ($84.95)
  by Goodwin, Paul [Downloadable! (restricted)]

• 147-148 What does it take to achieve adoption in sales forecasting?
  by Lawrence, Michael [Downloadable! (restricted)]
• 149-172 A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers
  by Thomas, Lyn C. [Downloadable! (restricted)]
• 173-190 Forecasting stock indices: a comparison of classification and level estimation models
  by Leung, Mark T. & Daouk, Hazem & Chen, An-Sing [Downloadable! (restricted)]
• 207-227 Forecasting OECD industrial turning points using unobserved components models with business survey data
  by Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos [Downloadable! (restricted)]
• 229-246 A method for spatial-temporal forecasting with an application to real estate prices
  by Pace, R. Kelley & Barry, Ronald & Gilley, Otis W. & Sirmans, C. F. [Downloadable! (restricted)]
• 247-260 Comparing seasonal components for structural time series models
  by [Reference to Proietti], Tommaso [Downloadable! (restricted)]
• 261-275 Correct or combine? Mechanically integrating judgmental forecasts with statistical methods
  by Goodwin, Paul [Downloadable! (restricted)]
• 283-286 Business Cycles: Durations, Dynamics and Forecasting: Francis X. Diebold and Glenn D. Rudebusch, Princeton University Press, Princeton 1999. Hardcover, 420 pages. ISBN: 0-691-01218-0, $49.50
  by Garcia-Ferrer, Antonio [Downloadable! (restricted)]
• 286-288 Econometric Business Cycle Research: Jan Jacobs, Kluwer Academic Publishers, Boston, 1997. Hardcover, 228 pages. ISBN; 0-7923-8254-4, $100
  by Garcia-Ferrer, Antonio [Downloadable! (restricted)]
• 288-289 Empirical Modelling in Economics: Specification and Evaluation: Clive W. J. Granger, (Cambridge University Press, 1999) 108 pages, Paperback: ISBN 0-521 77825-5 [UK pound]9.95 ($15.95).Hardback: ISBN 0-521-66208-7 [UK pound]30.00 ($49.95)
  by Webber, D. J. [Downloadable! (restricted)]
• 289-291 Trouble in Paradise? Europe in the 21st Century: Steven Philip Kramer and Irene Kyriakopoulos (Washington, DC: National Defense University Press, 1996)
  by Bucken-Knapp, Gregg [Downloadable! (restricted)]

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This page was last updated on 2009-11-7.