IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to save this article

Exponential smoothing: The state of the art--Part II

  • Gardner, Everette Jr.
Registered author(s):

    No abstract is available for this item.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://www.sciencedirect.com/science/article/pii/S0169-2070(06)00039-2
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 22 (2006)
    Issue (Month): 4 ()
    Pages: 637-666

    as
    in new window

    Handle: RePEc:eee:intfor:v:22:y:2006:i:4:p:637-666
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    as in new window
    1. Hyndman, Rob J. & Billah, Baki, 2003. "Unmasking the Theta method," International Journal of Forecasting, Elsevier, vol. 19(2), pages 287-290.
    2. Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001. "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 217-225, April.
    3. Syntetos, Aris A. & Boylan, John E., 2005. "The accuracy of intermittent demand estimates," International Journal of Forecasting, Elsevier, vol. 21(2), pages 303-314.
    4. Harvey, A.C. & Koopman, S.J.M., 1999. "Signal Extraction and the Formulation of Unobserved Components Models," Discussion Paper 1999-44, Tilburg University, Center for Economic Research.
    5. Snyder, Ralph D. & Koehler, Anne B. & Hyndman, Rob J. & Ord, J. Keith, 2004. "Exponential smoothing models: Means and variances for lead-time demand," European Journal of Operational Research, Elsevier, vol. 158(2), pages 444-455, October.
    6. Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord, 2005. "Prediction intervals for exponential smoothing using two new classes of state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 17-37.
    7. Rossana, Robert J & Seater, John J, 1995. "Temporal Aggregation and Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 441-451, October.
    8. Geurts, Michael D. & Patrick Kelly, J., 1986. "Forecasting retail sales using alternative models," International Journal of Forecasting, Elsevier, vol. 2(3), pages 261-272.
    9. Williams, Dan W. & Miller, Don, 1999. "Level-adjusted exponential smoothing for modeling planned discontinuities1," International Journal of Forecasting, Elsevier, vol. 15(3), pages 273-289, July.
    10. Snyder, R.D. & Koehler, A. & Ord, K., 1999. "Forecasting for Inventory Control with Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 10/99, Monash University, Department of Econometrics and Business Statistics.
    11. Arinze, B, 1994. "Selecting appropriate forecasting models using rule induction," Omega, Elsevier, vol. 22(6), pages 647-658, November.
    12. Chan, Chi Kin & Kingsman, Brian G. & Wong, H., 1999. "The value of combining forecasts in inventory management - a case study in banking," European Journal of Operational Research, Elsevier, vol. 117(2), pages 199-210, September.
    13. Lee, TS & Cooper, FW & Adam, EE, 1993. "The effects of forecasting errors on the total cost of operations," Omega, Elsevier, vol. 21(5), pages 541-550, September.
    14. Phillip G. Enns & Joseph A. Machak & W. Allen Spivey & William J. Wrobleski, 1982. "Forecasting Applications of an Adaptive Multiple Exponential Smoothing Model," Management Science, INFORMS, vol. 28(9), pages 1035-1044, September.
    15. Hyndman, R.J. & Koehler, A.B. & Snyder, R.D. & Grose, S., 2000. "A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers 9/00, Monash University, Department of Econometrics and Business Statistics.
    16. Chatfield, Chris, 1993. "Calculating Interval Forecasts: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 143-144, April.
    17. Assimakopoulos, V. & Nikolopoulos, K., 2000. "The theta model: a decomposition approach to forecasting," International Journal of Forecasting, Elsevier, vol. 16(4), pages 521-530.
    18. Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001. "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, vol. 17(2), pages 269-286.
    19. Willemain, Thomas R. & Smart, Charles N. & Schwarz, Henry F., 2004. "A new approach to forecasting intermittent demand for service parts inventories," International Journal of Forecasting, Elsevier, vol. 20(3), pages 375-387.
    20. Holmes, R. A., 1986. "Leading indicators of industrial employment in British Columbia," International Journal of Forecasting, Elsevier, vol. 2(1), pages 87-100.
    21. Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel, 1998. "Generalising about univariate forecasting methods: further empirical evidence," International Journal of Forecasting, Elsevier, vol. 14(3), pages 339-358, September.
    22. Yar, Mohammed & Chatfield, Chris, 1990. "Prediction intervals for the Holt-Winters forecasting procedure," International Journal of Forecasting, Elsevier, vol. 6(1), pages 127-137.
    23. Rosas, A. Lorena & Guerrero, Victor M., 1994. "Restricted forecasts using exponential smoothing techniques," International Journal of Forecasting, Elsevier, vol. 10(4), pages 515-527, December.
    24. Gardner, Everette S. & Anderson, Elizabeth A., 1997. "Focus forecasting reconsidered," International Journal of Forecasting, Elsevier, vol. 13(4), pages 501-508, December.
    25. Fildes, Robert, 1992. "The evaluation of extrapolative forecasting methods," International Journal of Forecasting, Elsevier, vol. 8(1), pages 81-98, June.
    26. Gardner, Everette Jr. & Anderson-Fletcher, Elizabeth A. & Wicks, Angela M., 2001. "Further results on focus forecasting vs. exponential smoothing," International Journal of Forecasting, Elsevier, vol. 17(2), pages 287-293.
    27. Syntetos, A. A. & Boylan, J. E., 2001. "On the bias of intermittent demand estimates," International Journal of Production Economics, Elsevier, vol. 71(1-3), pages 457-466, May.
    28. Pantazopoulos, Sotiris N. & Pappis, Costas P., 1996. "A new adaptive method for extrapolative forecasting algorithms," European Journal of Operational Research, Elsevier, vol. 94(1), pages 106-111, October.
    29. Taylor, James W., 2004. "Volatility forecasting with smooth transition exponential smoothing," International Journal of Forecasting, Elsevier, vol. 20(2), pages 273-286.
    30. Makridakis, Spyros & Chatfield, Chris & Hibon, Michele & Lawrence, Michael & Mills, Terence & Ord, Keith & Simmons, LeRoy F., 1993. "The M2-competition: A real-time judgmentally based forecasting study," International Journal of Forecasting, Elsevier, vol. 9(1), pages 5-22, April.
    31. Thury, Gerhard, 1985. "Macroeconomic forecasting in Austria : An analysis of accuracy," International Journal of Forecasting, Elsevier, vol. 1(2), pages 111-121.
    32. Everette S. Gardner, 1999. "Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing," Management Science, INFORMS, vol. 45(8), pages 1169-1176, August.
    33. Newbold, Paul & Bos, Ted, 1989. "On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models," International Journal of Forecasting, Elsevier, vol. 5(4), pages 523-527.
    34. Chandra, Charu & Grabis, Janis, 2005. "Application of multi-steps forecasting for restraining the bullwhip effect and improving inventory performance under autoregressive demand," European Journal of Operational Research, Elsevier, vol. 166(2), pages 337-350, October.
    35. M. Nerlove & S. Wage, 1964. "On the Optimality of Adaptive Forecasting," Management Science, INFORMS, vol. 10(2), pages 207-224, January.
    36. Shami, R.G. & Snyder, R.D., 1997. "Exponential Smoothing of Seasonal Data: A Comparison," Monash Econometrics and Business Statistics Working Papers 10/97, Monash University, Department of Econometrics and Business Statistics.
    37. Lin, Winston T., 1989. "Modeling and forecasting hospital patient movements: Univariate and multiple time series approaches," International Journal of Forecasting, Elsevier, vol. 5(2), pages 195-208.
    38. Shah, Chandra, 1997. "Model selection in univariate time series forecasting using discriminant analysis," International Journal of Forecasting, Elsevier, vol. 13(4), pages 489-500, December.
    39. Lawton, Richard, 1998. "How should additive Holt-Winters estimates be corrected?," International Journal of Forecasting, Elsevier, vol. 14(3), pages 393-403, September.
    40. Chatfield, Christopher & Koehler, Anne B., 1991. "On confusing lead time demand with h-period-ahead forecasts," International Journal of Forecasting, Elsevier, vol. 7(2), pages 239-240, August.
    41. Carreno, Jose Juan & Madinaveitia, Jesus, 1990. "A modification of time series forecasting methods for handling announced price increases," International Journal of Forecasting, Elsevier, vol. 6(4), pages 479-484, December.
    42. Huss, William R., 1985. "Comparative analysis of company forecasts and advanced time series techniques using annual electric utility energy sales data," International Journal of Forecasting, Elsevier, vol. 1(3), pages 217-239.
    43. Bodo, Giorgio & Signorini, Luigi Federico, 1987. "Short-term forecasting of the industrial production index," International Journal of Forecasting, Elsevier, vol. 3(2), pages 245-259.
    44. Lydia Shenstone & Rob J. Hyndman, 2003. "Stochastic models underlying Croston's method for intermittent demand forecasting," Monash Econometrics and Business Statistics Working Papers 1/03, Monash University, Department of Econometrics and Business Statistics.
    45. Sharp, John A. & Price, David H. R., 1990. "Experience curve models in the electricity supply industry," International Journal of Forecasting, Elsevier, vol. 6(4), pages 531-540, December.
    46. Zhao, Xiande & Xie, Jinxing & Leung, Janny, 2002. "The impact of forecasting model selection on the value of information sharing in a supply chain," European Journal of Operational Research, Elsevier, vol. 142(2), pages 321-344, October.
    47. Tashman, Leonard J., 2000. "Out-of-sample tests of forecasting accuracy: an analysis and review," International Journal of Forecasting, Elsevier, vol. 16(4), pages 437-450.
    48. Gorr, Wilpen & Olligschlaeger, Andreas & Thompson, Yvonne, 2003. "Short-term forecasting of crime," International Journal of Forecasting, Elsevier, vol. 19(4), pages 579-594.
    49. I. Gijbels & A. Pope & M. P. Wand, 1999. "Understanding exponential smoothing via kernel regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 39-50.
    50. Snyder, R., 1999. "Forecasting Sales of Slow and Fast Moving Inventories," Monash Econometrics and Business Statistics Working Papers 7/99, Monash University, Department of Econometrics and Business Statistics.
    51. Schnaars, Steven P., 1986. "A comparison of extrapolation models on yearly sales forecasts," International Journal of Forecasting, Elsevier, vol. 2(1), pages 71-85.
    52. Satchell, Steve & Timmermann, Allan, 1995. "On the optimality of adaptive expectations: Muth revisited," International Journal of Forecasting, Elsevier, vol. 11(3), pages 407-416, September.
    53. Chen, Chunhang, 1997. "Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study," International Journal of Forecasting, Elsevier, vol. 13(2), pages 269-280, June.
    54. Miller, Tan & Liberatore, Matthew, 1993. "Seasonal exponential smoothing with damped trends : An application for production planning," International Journal of Forecasting, Elsevier, vol. 9(4), pages 509-515, December.
    55. Dejonckheere, J. & Disney, S. M. & Lambrecht, M. R. & Towill, D. R., 2003. "Measuring and avoiding the bullwhip effect: A control theoretic approach," European Journal of Operational Research, Elsevier, vol. 147(3), pages 567-590, June.
    56. Dejonckheere, J. & Disney, S. M. & Lambrecht, M. R. & Towill, D. R., 2004. "The impact of information enrichment on the Bullwhip effect in supply chains: A control engineering perspective," European Journal of Operational Research, Elsevier, vol. 153(3), pages 727-750, March.
    57. Ord, Keith, 2004. "Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation," International Journal of Forecasting, Elsevier, vol. 20(1), pages 1-3.
    58. Fred Collopy & JS Armstrong, 2004. "Rule-Based Forecasting: Development and Validation of an Expert Systems Approach to Combining Time Series Extrapolations," General Economics and Teaching 0412004, EconWPA.
    59. Harvey,Andrew C., 1990. "Forecasting, Structural Time Series Models and the Kalman Filter," Cambridge Books, Cambridge University Press, number 9780521321969, October.
    60. James W. Taylor & Derek W. Bunn, 1999. "A Quantile Regression Approach to Generating Prediction Intervals," Management Science, INFORMS, vol. 45(2), pages 225-237, February.
    61. David J. Wright, 1986. "Forecasting Data Published at Irregular Time Intervals Using an Extension of Holt's Method," Management Science, INFORMS, vol. 32(4), pages 499-510, April.
    62. John O. McClain, 1974. "Dynamics of Exponential Smoothing with Trend and Seasonal Terms," Management Science, INFORMS, vol. 20(9), pages 1300-1304, May.
    63. Rasmussen, Rasmus, 2004. "On time series data and optimal parameters," Omega, Elsevier, vol. 32(2), pages 111-120, April.
    64. A. C. Harvey, 1986. "Analysis and Generalisation of a Multivariate Exponential Smoothing Model," Management Science, INFORMS, vol. 32(3), pages 374-380, March.
    65. Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 173-190.
    66. Zhang, Xiaolong, 2004. "The impact of forecasting methods on the bullwhip effect," International Journal of Production Economics, Elsevier, vol. 88(1), pages 15-27, March.
    67. Everette S. Gardner, 1990. "Evaluating Forecast Performance in an Inventory Control System," Management Science, INFORMS, vol. 36(4), pages 490-499, April.
    68. Pfeffermann, D. & Allon, J., 1989. "Multivariate exponential smoothing: Method and practice," International Journal of Forecasting, Elsevier, vol. 5(1), pages 83-98.
    69. Taylor, James W., 2003. "Exponential smoothing with a damped multiplicative trend," International Journal of Forecasting, Elsevier, vol. 19(4), pages 715-725.
    70. Adya, Monica & Collopy, Fred & Armstrong, J. Scott & Kennedy, Miles, 2001. "Automatic identification of time series features for rule-based forecasting," International Journal of Forecasting, Elsevier, vol. 17(2), pages 143-157.
    71. Gardner, Everette Jr. & Diaz-Saiz, Joaquin, 2002. "Seasonal adjustment of inventory demand series: a case study," International Journal of Forecasting, Elsevier, vol. 18(1), pages 117-123.
    72. H. Theil & S. Wage, 1964. "Some Observations on Adaptive Forecasting," Management Science, INFORMS, vol. 10(2), pages 198-206, January.
    73. Andrews, Rick L, 1994. "Forecasting Performance of Structural Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 129-133, January.
    74. Archibald, Blyth C. & Koehler, Anne B., 2003. "Normalization of seasonal factors in Winters' methods," International Journal of Forecasting, Elsevier, vol. 19(1), pages 143-148.
    75. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
    76. Johnston, F. R. & Boylan, J. E., 1996. "Forecasting intermittent demand: A comparative evaluation of croston's method. Comment," International Journal of Forecasting, Elsevier, vol. 12(2), pages 297-298, June.
    77. S. A. Roberts, 1982. "A General Class of Holt-Winters Type Forecasting Models," Management Science, INFORMS, vol. 28(7), pages 808-820, July.
    78. Chatfield, Chris & Yar, Mohammed, 1991. "Prediction intervals for multiplicative Holt-Winters," International Journal of Forecasting, Elsevier, vol. 7(1), pages 31-37, May.
    79. Segura, J. V. & Vercher, E., 2001. "A spreadsheet modeling approach to the Holt-Winters optimal forecasting," European Journal of Operational Research, Elsevier, vol. 131(2), pages 375-388, June.
    80. Makridakis, Spyros & Hibon, Michele, 1991. "Exponential smoothing: The effect of initial values and loss functions on post-sample forecasting accuracy," International Journal of Forecasting, Elsevier, vol. 7(3), pages 317-330, November.
    81. J Keith Ord & Ralph D Snyder & Anne B Koehler & Rob J Hyndman & Mark Leeds, 2005. "Time Series Forecasting: The Case for the Single Source of Error State Space," Monash Econometrics and Business Statistics Working Papers 7/05, Monash University, Department of Econometrics and Business Statistics.
    82. Holt, Charles C., 2004. "Forecasting seasonals and trends by exponentially weighted moving averages," International Journal of Forecasting, Elsevier, vol. 20(1), pages 5-10.
    83. [Reference to Proietti], Tommaso, 2000. "Comparing seasonal components for structural time series models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 247-260.
    84. Grubb, Howard & Mason, Alexina, 2001. "Long lead-time forecasting of UK air passengers by Holt-Winters methods with damped trend," International Journal of Forecasting, Elsevier, vol. 17(1), pages 71-82.
    85. Willemain, Thomas R. & Smart, Charles N. & Shockor, Joseph H. & DeSautels, Philip A., 1994. "Forecasting intermittent demand in manufacturing: a comparative evaluation of Croston's method," International Journal of Forecasting, Elsevier, vol. 10(4), pages 529-538, December.
    86. Geriner, Pamela Texter & Ord, J. Keith, 1991. "Automatic forecasting using explanatory variables: A comparative study," International Journal of Forecasting, Elsevier, vol. 7(2), pages 127-140, August.
    87. John Bossons, 1966. "The Effects of Parameter Misspecification and Non-Stationarity on the Applicability of Adaptive Forecasts," Management Science, INFORMS, vol. 12(9), pages 659-669, May.
    88. James W. Taylor, 2004. "Smooth transition exponential smoothing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 385-404.
    89. Vokurka, Robert J. & Flores, Benito E. & Pearce, Stephen L., 1996. "Automatic feature identification and graphical support in rule-based forecasting: a comparison," International Journal of Forecasting, Elsevier, vol. 12(4), pages 495-512, December.
    90. Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July.
    91. Martin, Christine A. & Witt, Stephen F., 1989. "Forecasting tourism demand: A comparison of the accuracy of several quantitative methods," International Journal of Forecasting, Elsevier, vol. 5(1), pages 7-19.
    92. Price, D. H. R. & Sharp, J. A., 1986. "A comparison of the performance of different univariate forecasting methods in a model of capacity acquisition in UK electricity supply," International Journal of Forecasting, Elsevier, vol. 2(3), pages 333-348.
    93. Laurence Broze & Guy Melard, 1990. "Exponential smoothing: estimation by maximum likelihood," ULB Institutional Repository 2013/13716, ULB -- Universite Libre de Bruxelles.
    94. Weatherford, Larry R. & Kimes, Sheryl E., 2003. "A comparison of forecasting methods for hotel revenue management," International Journal of Forecasting, Elsevier, vol. 19(3), pages 401-415.
    95. Yasushi Masuda & Seungjin Whang, 1999. "Dynamic Pricing for Network Service: Equilibrium and Stability," Management Science, INFORMS, vol. 45(6), pages 857-869, June.
    96. Tashman, Leonard J. & Kruk, Joshua M., 1996. "The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions," International Journal of Forecasting, Elsevier, vol. 12(2), pages 235-253, June.
    97. Bartolomei, Sonia M. & Sweet, Arnold L., 1989. "A note on a comparison of exponential smoothing methods for forecasting seasonal series," International Journal of Forecasting, Elsevier, vol. 5(1), pages 111-116.
    98. Mahmoud, E & Motwani, J & Rice, G, 1990. "Forecasting US exports: An illustration using time series and econometric models," Omega, Elsevier, vol. 18(4), pages 375-382.
    99. Flores, Benito E. & Pearce, Stephen L., 2000. "The use of an expert system in the M3 competition," International Journal of Forecasting, Elsevier, vol. 16(4), pages 485-496.
    100. Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
    101. Tomá\v{s} Cipra & José Trujillo & Asunción Robio, 1995. "Holt-Winters Method with Missing Observations," Management Science, INFORMS, vol. 41(1), pages 174-178, January.
    102. Peter R. Winters, 1960. "Forecasting Sales by Exponentially Weighted Moving Averages," Management Science, INFORMS, vol. 6(3), pages 324-342, April.
    103. Bianchi, Lisa & Jarrett, Jeffrey & Choudary Hanumara, R., 1998. "Improving forecasting for telemarketing centers by ARIMA modeling with intervention," International Journal of Forecasting, Elsevier, vol. 14(4), pages 497-504, December.
    104. Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey, 1997. "Shorte-run forecasts of electricity loads and peaks," International Journal of Forecasting, Elsevier, vol. 13(2), pages 161-174, June.
    105. Ramesh Sharda & Kathryn D. Musser, 1986. "Financial Futures Hedging Via Goal Programming," Management Science, INFORMS, vol. 32(8), pages 933-947, August.
    106. Archibald, Blyth C., 1990. "Parameter space of the Holt-winters' model," International Journal of Forecasting, Elsevier, vol. 6(2), pages 199-209, July.
    107. Holt, Charles C., 2004. "Author's retrospective on 'Forecasting seasonals and trends by exponentially weighted moving averages'," International Journal of Forecasting, Elsevier, vol. 20(1), pages 11-13.
    108. Koehler, Anne B. & Murphree, Emily S., 1988. "A comparison of results from state space forecasting with forecasts from the Makridakis Competition," International Journal of Forecasting, Elsevier, vol. 4(1), pages 45-55.
    109. Chambers, M. L. & Eglese, R. W., 1988. "Forecasting demand for mail order catalogue lines during the season," European Journal of Operational Research, Elsevier, vol. 34(2), pages 131-138, March.
    110. P. J. Harrison, 1967. "Exponential Smoothing and Short-Term Sales Forecasting," Management Science, INFORMS, vol. 13(11), pages 821-842, July.
    111. Koehler, Anne B., 1990. "An inappropriate prediction interval," International Journal of Forecasting, Elsevier, vol. 6(4), pages 557-558, December.
    112. Leven, Erik & Segerstedt, Anders, 2004. "Inventory control with a modified Croston procedure and Erlang distribution," International Journal of Production Economics, Elsevier, vol. 90(3), pages 361-367, August.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:eee:intfor:v:22:y:2006:i:4:p:637-666. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.