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2019, Volume 35, Issue 3
- 823-835 Forecasting dynamic return distributions based on ordered binary choice
by Anatolyev, Stanislav & Baruník, Jozef
- 836-847 Forecasting Bitcoin risk measures: A robust approach
by Trucíos, Carlos
- 848-867 Recession forecasting using Bayesian classification
by Davig, Troy & Hall, Aaron Smalter
- 868-877 Accuracy of German federal election forecasts, 2013 & 2017
by Graefe, Andreas
- 878-890 Unrestricted and controlled identification of loss functions: Possibility and impossibility results
by Lieli, Robert P. & Stinchcombe, Maxwell B. & Grolmusz, Viola M.
- 891-909 Semiparametric quantile averaging in the presence of high-dimensional predictors
by De Gooijer, Jan G. & Zerom, Dawit
- 910-926 Robust optimization of forecast combinations
by Post, Thierry & Karabatı, Selçuk & Arvanitis, Stelios
- 929-947 International propagation of shocks: A dynamic factor model using survey forecasts
by Lahiri, Kajal & Zhao, Yongchen
- 948-966 Growth in stress
by González-Rivera, Gloria & Maldonado, Javier & Ruiz, Esther
- 967-979 The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries
by Liu, Yang & Sheng, Xuguang Simon
- 980-993 Inflation expectations in India: Learning from household tendency surveys
by Das, Abhiman & Lahiri, Kajal & Zhao, Yongchen
- 994-1007 Quasi ex-ante inflation forecast uncertainty
by Charemza, Wojciech & Díaz, Carlos & Makarova, Svetlana
- 1008-1031 New perspectives on forecasting inflation in emerging market economies: An empirical assessment
by Duncan, Roberto & Martínez-García, Enrique
- 1042-1059 Bagged neural networks for forecasting Polish (low) inflation
by Szafranek, Karol
- 1060-1071 Forecasting inflation in Latin America with core measures
by Pincheira-Brown, Pablo & Selaive, Jorge & Nolazco, Jose Luis
- 1072-1084 The trilemma between accuracy, timeliness and smoothness in real-time signal extraction
by Wildi, Marc & McElroy, Tucker S.
- 1085-1099 Medium term growth forecasts: Experts vs. simple models
by Aromí, J. Daniel
- 1100-1107 Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters
by Pedersen, Michael
- 1108-1117 Characteristics and implications of Chinese macroeconomic data revisions
by Sinclair, Tara M.
- 1118-1130 Can media and text analytics provide insights into labour market conditions in China?
by Bailliu, Jeannine & Han, Xinfen & Kruger, Mark & Liu, Yu-Hsien & Thanabalasingam, Sri
- 1131-1142 Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies
by An, Zidong & Ball, Laurence & Jalles, Joao & Loungani, Prakash
- 1143-1159 Forecasts in times of crises
by Eicher, Theo S. & Kuenzel, David J. & Papageorgiou, Chris & Christofides, Charis
- 1160-1174 Financial information and macroeconomic forecasts
by Chen, Sophia & Ranciere, Romain
- 1175-1185 Assessing the accuracy of electricity production forecasts in developing countries
by Steinbuks, Jevgenijs
- 1186-1192 Some observations on forecasting and policy
by Wright, Jonathan H.
2019, Volume 35, Issue 2
- 429-442 Forecasting the exchange rate using nonlinear Taylor rule based models
by Wang, Rudan & Morley, Bruce & Stamatogiannis, Michalis P.
- 443-457 Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques
by Tarassow, Artur
- 458-473 Threshold cointegration in international exchange rates:A Bayesian approach
by Huber, Florian & Zörner, Thomas O.
- 474-484 Combining forecasts: Performance and coherence
by Thomson, Mary E. & Pollock, Andrew C. & Önkal, Dilek & Gönül, M. Sinan
- 485-501 Forecasting cryptocurrencies under model and parameter instability
by Catania, Leopoldo & Grassi, Stefano & Ravazzolo, Francesco
- 502-520 Long-term forecasting of fuel demand at theater entry points
by Lobo, Benjamin J. & Brown, Donald E. & Grazaitis, Peter J.
- 521-539 Approximate Bayesian forecasting
by Frazier, David T. & Maneesoonthorn, Worapree & Martin, Gael M. & McCabe, Brendan P.M.
- 540-554 Testing out-of-sample portfolio performance
by Kazak, Ekaterina & Pohlmeier, Winfried
- 555-572 Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
by Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R.
- 573-579 Interpreting the skill score form of forecast performance metrics
by Wheatcroft, Edward
- 580-600 Euro area real-time density forecasting with financial or labor market frictions
by McAdam, Peter & Warne, Anders
- 601-615 Combining wavelet decomposition with machine learning to forecast gold returns
by Risse, Marian
- 616-633 Macroeconomic forecasting for Australia using a large number of predictors
by Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid
- 634-640 A generalized non-linear forecasting model for limited overs international cricket
by Asif, M. & McHale, I.G.
- 644-658 Forecasting unknown-unknowns by boosting the risk radar within the risk intelligent organisation
by Marshall, Alasdair & Ojiako, Udechukwu & Wang, Victoria & Lin, Fenfang & Chipulu, Maxwell
- 659-666 Forecasting, uncertainty and risk; perspectives on clinical decision-making in preventive and curative medicine
by Makridakis, Spyros & Kirkham, Richard & Wakefield, Ann & Papadaki, Maria & Kirkham, Joanne & Long, Lisa
- 667-676 Systemic risk in major public contracts
by Bloomfield, Katherine & Williams, Terry & Bovis, Chris & Merali, Yasmin
- 677-686 How much data do you need? An operational, pre-asymptotic metric for fat-tailedness
by Taleb, Nassim Nicholas
- 687-698 Tales from tails: On the empirical distributions of forecasting errors and their implication to risk
by Spiliotis, Evangelos & Nikolopoulos, Konstantinos & Assimakopoulos, Vassilios
- 699-709 Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach
by Karmakar, Madhusudan & Paul, Samit
- 712-721 Efficiency of online football betting markets
by Angelini, Giovanni & De Angelis, Luca
- 722-732 Bayesian forecasting of UEFA Champions League under alternative seeding regimes
by Corona, Francisco & Forrest, David & Tena, J.D. & Wiper, Michael
- 733-740 Paired comparison models with age effects modeled as piecewise quadratic splines
by Araki, Kenji & Hirose, Yoshihiro & Komaki, Fumiyasu
- 741-755 Predictive analysis and modelling football results using machine learning approach for English Premier League
by Baboota, Rahul & Kaur, Harleen
- 756-766 A calibration method with dynamic updates for within-match forecasting of wins in tennis
by Kovalchik, Stephanie & Reid, Machar
- 767-775 Optimizing the allocation of funds of an NFL team under the salary cap
by Mulholland, Jason & Jensen, Shane T.
- 776-782 Wage against the machine: A generalized deep-learning market test of dataset value
by Maymin, Philip Z.
- 783-796 Exploiting sports-betting market using machine learning
by Hubáček, Ondřej & Šourek, Gustav & Železný, Filip
- 797-809 Forecasting football match results in national league competitions using score-driven time series models
by Koopman, Siem Jan & Lit, Rutger
- 810-821 Forecasting Tour de France TV audiences: A multi-country analysis
by Van Reeth, Daam
2019, Volume 35, Issue 1
- 1-10 Crowdsourcing the vote: New horizons in citizen forecasting
by Temporão, Mickael & Dufresne, Yannick & Savoie, Justin & Linden, Clifton van der
- 11-24 What determines forecasters’ forecasting errors?
by Nolte, Ingmar & Nolte, Sandra & Pohlmeier, Winfried
- 25-44 Measuring connectedness of euro area sovereign risk
by Buse, Rebekka & Schienle, Melanie
- 45-66 Google data in bridge equation models for German GDP
by Götz, Thomas B. & Knetsch, Thomas A.
- 67-79 Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
by Cubadda, Gianluca & Guardabascio, Barbara
- 80-99 Predictive regressions under asymmetric loss: Factor augmentation and model selection
by Demetrescu, Matei & Hacıoğlu Hoke, Sinem
- 100-120 Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information
by Boneva, Lena & Fawcett, Nicholas & Masolo, Riccardo M. & Waldron, Matt
- 129-143 Forecast quality improvement with Action Research: A success story at PharmaCo
by Phillips, Christina Jane & Nikolopoulos, Konstantinos
- 144-156 Use and misuse of information in supply chain forecasting of promotion effects
by Fildes, Robert & Goodwin, Paul & Önkal, Dilek
- 157-169 Automatic selection of unobserved components models for supply chain forecasting
by Villegas, Marco A. & Pedregal, Diego J.
- 170-180 Forecasting sales in the supply chain: Consumer analytics in the big data era
by Boone, Tonya & Ganeshan, Ram & Jain, Aditya & Sanders, Nada R.
- 181-196 Forecasting spare part demand with installed base information: A review
by Van der Auweraer, Sarah & Boute, Robert N. & Syntetos, Aris A.
- 197-212 Demand forecasting with user-generated online information
by Schaer, Oliver & Kourentzes, Nikolaos & Fildes, Robert
- 213-223 Online big data-driven oil consumption forecasting with Google trends
by Yu, Lean & Zhao, Yaqing & Tang, Ling & Yang, Zebin
- 224-238 A general method for addressing forecasting uncertainty in inventory models
by Prak, Dennis & Teunter, Ruud
- 239-250 Quantile forecast optimal combination to enhance safety stock estimation
by Trapero, Juan R. & Cardós, Manuel & Kourentzes, Nikolaos
- 251-265 The inventory performance of forecasting methods: Evidence from the M3 competition data
by Petropoulos, Fotios & Wang, Xun & Disney, Stephen M.
- 271-287 Longshots, overconfidence and efficiency on the Iowa Electronic Market
by Berg, Joyce E. & Rietz, Thomas A.
- 288-296 The wisdom of large and small crowds: Evidence from repeated natural experiments in sports betting
by Brown, Alasdair & Yang, Fuyu
- 297-312 Predicting the failures of prediction markets: A procedure of decision making using classification models
by Tai, Chung-Ching & Lin, Hung-Wen & Chie, Bin-Tzong & Tung, Chen-Yuan
- 313-320 The cost of capital in a prediction market
by Grant, Andrew & Johnstone, David & Kwon, Oh Kang
- 321-335 Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy
by Sperb, Luis Felipe Costa & Sung, Ming-Chien & Johnson, Johnnie E.V. & Ma, Tiejun
- 336-350 Polls to probabilities: Comparing prediction markets and opinion polls
by Reade, J. James & Vaughan Williams, Leighton
- 351-370 Incentive compatibility in prediction markets: Costly actions and external incentives
by Di, Chen & Dimitrov, Stanko & He, Qi-Ming
- 371-389 The behaviour of betting and currency markets on the night of the EU referendum
by Auld, Tom & Linton, Oliver
- 390-407 Classification of intraday S&P500 returns with a Random Forest
by Lohrmann, Christoph & Luukka, Pasi
- 408-419 Explaining variance in the accuracy of prediction markets
by Strijbis, Oliver & Arnesen, Sveinung
- 420-428 When are prediction market prices most informative?
by Brown, Alasdair & Reade, J. James & Vaughan Williams, Leighton
2018, Volume 34, Issue 4
- 551-565 Residual value forecasting using asymmetric cost functions
by Dress, Korbinian & Lessmann, Stefan & von Mettenheim, Hans-Jörg
- 566-581 A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
by Moisan, Stella & Herrera, Rodrigo & Clements, Adam
- 582-597 Structured low-rank matrix completion for forecasting in time series analysis
by Gillard, Jonathan & Usevich, Konstantin
- 598-611 Markov-switching dynamic factor models in real time
by Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar
- 612-621 The diffusion of mobile social networking: Further study
by Bemmaor, Albert C. & Zheng, Li
- 622-635 Forecasting crude oil price volatility
by Herrera, Ana María & Hu, Liang & Pastor, Daniel
- 636-664 Predictions of short-term rates and the expectations hypothesis
by Guidolin, Massimo & Thornton, Daniel L.
- 665-677 Crude oil price forecasting based on internet concern using an extreme learning machine
by Wang, Jue & Athanasopoulos, George & Hyndman, Rob J. & Wang, Shouyang
- 678-695 Forecasting distress in cooperative banks: The role of asset quality
by Forgione, Antonio Fabio & Migliardo, Carlo
- 696-710 Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries
by Khan, Urmee & Lieli, Robert P.
- 711-732 Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
by Zanetti Chini, Emilio
- 733-747 Forecasting risk with Markov-switching GARCH models:A large-scale performance study
by Ardia, David & Bluteau, Keven & Boudt, Kris & Catania, Leopoldo
- 748-761 Improving time series forecasting: An approach combining bootstrap aggregation, clusters and exponential smoothing
by Dantas, Tiago Mendes & Cyrino Oliveira, Fernando Luiz
- 762-773 Ensemble forecast of photovoltaic power with online CRPS learning
by Thorey, J. & Chaussin, C. & Mallet, V.
- 774-787 Using low frequency information for predicting high frequency variables
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano
- 788-801 Understanding survey-based inflation expectations
by Berge, Travis J.
- 802-808 The M4 Competition: Results, findings, conclusion and way forward
by Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios
- 809-821 Does the foreign sector help forecast domestic variables in DSGE models?
by Kolasa, Marcin & Rubaszek, Michał
- 822-829 Considerations of a retail forecasting practitioner
by Seaman, Brian
2018, Volume 34, Issue 3
- 377-388 An approximate long-memory range-based approach for value at risk estimation
by Meng, Xiaochun & Taylor, James W.
- 389-407 Inversion copulas from nonlinear state space models with an application to inflation forecasting
by Smith, Michael Stanley & Maneesoonthorn, Worapree
- 408-430 Macroeconomic forecasting using penalized regression methods
by Smeekes, Stephan & Wijler, Etienne
- 431-439 Improving social harm indices with a modulated Hawkes process
by Mohler, George & Carter, Jeremy & Raje, Rajeev
- 440-455 Forecasting bank failures and stress testing: A machine learning approach
by Gogas, Periklis & Papadimitriou, Theophilos & Agrapetidou, Anna
- 456-476 Improving forecasting performance using covariate-dependent copula models
by Li, Feng & Kang, Yanfei
- 477-496 Combining predictive distributions for the statistical post-processing of ensemble forecasts
by Baran, Sándor & Lerch, Sebastian
- 497-506 Portfolio optimization based on GARCH-EVT-Copula forecasting models
by Sahamkhadam, Maziar & Stephan, Andreas & Östermark, Ralf
- 507-528 Determining analogies based on the integration of multiple information sources
by Lu, Emiao & Handl, Julia & Xu, Dong-ling
- 529-547 Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data
by David, Mathieu & Luis, Mazorra Aguiar & Lauret, Philippe
2018, Volume 34, Issue 2
- 147-162 Probabilistic forecasting of industrial electricity load with regime switching behavior
by Berk, K. & Hoffmann, A. & Müller, A.
- 163-180 Forecasting from time series subject to sporadic perturbations: Effectiveness of different types of forecasting support
by De Baets, Shari & Harvey, Nigel
- 181-198 Are macroeconomic density forecasts informative?
by Clements, Michael P.
- 199-215 Affect versus cognition: Wishful thinking on election day
by Stiers, Dieter & Dassonneville, Ruth
- 216-224 The effects of feeding back experts’ own initial ratings in Delphi studies: A randomized trial
by Meijering, Jurian Vincent & Tobi, Hilde
- 225-234 How can big data enhance the timeliness of official statistics?
by Harchaoui, Tarek M. & Janssen, Robert V.
- 235-248 Social networks and citizen election forecasting: The more friends the better
by Leiter, Debra & Murr, Andreas & Rascón Ramírez, Ericka & Stegmaier, Mary
- 249-275 Forecasting banking crises with dynamic panel probit models
by Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M.
- 276-287 Forecasting realized variance measures using time-varying coefficient models
by Bekierman, Jeremias & Manner, Hans
- 288-311 What do professional forecasters actually predict?
by Nibbering, Didier & Paap, Richard & van der Wel, Michel
- 314-335 Data-based mechanistic modelling and forecasting globally averaged surface temperature
by Young, Peter C.
- 339-354 Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
by Kim, Hyun Hak & Swanson, Norman R.
- 355-365 Belgian economic policy uncertainty index: Improvement through text mining
by Tobback, Ellen & Naudts, Hans & Daelemans, Walter & Junqué de Fortuny, Enric & Martens, David
- 366-376 Nowcasting with payments system data
by Galbraith, John W. & Tkacz, Greg
2018, Volume 34, Issue 1
- 1-16 Targeted growth rates for long-horizon crude oil price forecasts
by Snudden, Stephen
- 17-29 Testing the Wisdom of Crowds in the field: Transfermarkt valuations and international soccer results
by Peeters, Thomas
- 30-44 Using past contribution patterns to forecast fundraising outcomes in crowdfunding
by Fan-Osuala, Onochie & Zantedeschi, Daniel & Jank, Wolfgang
- 45-63 MGARCH models: Trade-off between feasibility and flexibility
by de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther
- 64-74 Some theoretical results on forecast combinations
by Chan, Felix & Pauwels, Laurent L.
- 75-88 Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index
by Horta, Eduardo & Ziegelmann, Flavio
- 89-104 Benchmarking robustness of load forecasting models under data integrity attacks
by Luo, Jian & Hong, Tao & Fang, Shu-Cherng
- 105-116 Forecast-error-based estimation of forecast uncertainty when the horizon is increased
by Knüppel, Malte
- 119-135 Deciding between alternative approaches in macroeconomics
by Hendry, David F.
2017, Volume 33, Issue 4
- 745-759 Predicting recessions with boosted regression trees
by Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian
- 760-769 Systematic errors in growth expectations over the business cycle
by Dovern, Jonas & Jannsen, Nils
- 770-785 Realised variance forecasting under Box-Cox transformations
by Taylor, Nick
- 786-800 A now-casting model for Canada: Do U.S. variables matter?
by Bragoli, Daniela & Modugno, Michele
- 801-816 The predictive power of Google searches in forecasting US unemployment
by D’Amuri, Francesco & Marcucci, Juri
- 817-832 A neglected dimension of good forecasting judgment: The questions we choose also matter
by Merkle, Edgar C. & Steyvers, Mark & Mellers, Barbara & Tetlock, Philip E.
- 833-847 Forecast evaluation tests and negative long-run variance estimates in small samples
by Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J.
- 848-863 Volatility measures and Value-at-Risk
by Bams, Dennis & Blanchard, Gildas & Lehnert, Thorsten
- 864-877 Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy
by Lessmann, Stefan & Voß, Stefan
- 878-893 Business tendency surveys and macroeconomic fluctuations
by Kaufmann, Daniel & Scheufele, Rolf
- 894-914 Selecting exchange rate fundamentals by bootstrap
by Ribeiro, Pinho J.
- 915-935 Nowcasting BRIC+M in real time
by Dahlhaus, Tatjana & Guénette, Justin-Damien & Vasishtha, Garima
- 936-957 Beta forecasting at long horizons
by Cenesizoglu, Tolga & de Oliveira Ferrazoli Ribeiro, Fabio & Reeves, Jonathan J.
- 958-969 Forecasting multidimensional tail risk at short and long horizons
by Polanski, Arnold & Stoja, Evarist
- 970-987 Optimal asset allocation for strategic investors
by Laborda, Ricardo & Olmo, Jose
- 988-1006 Adaptive expectations versus rational expectations: Evidence from the lab
by Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro
- 1007-1024 Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth
by Gonzalez, Rodrigo Barbone & Marinho, Leonardo Sousa Gomes & Lima, Joaquim Ignacio Alves de Vasconcellos e
- 1025-1043 Infinite hidden markov switching VARs with application to macroeconomic forecast
by Hou, Chenghan
- 1044-1064 When does the yield curve contain predictive power? Evidence from a data-rich environment
by Hännikäinen, Jari
- 1065-1081 Short-term inflation forecasting: The M.E.T.A. approach
by Sbrana, Giacomo & Silvestrini, Andrea & Venditti, Fabrizio
- 1082-1104 Forecasting inflation in emerging markets: An evaluation of alternative models
by Mandalinci, Zeyyad
- 1105-1123 Threshold stochastic volatility: Properties and forecasting
by Mao, Xiuping & Ruiz, Esther & Veiga, Helena
- 1124-1143 Forecasting with VAR models: Fat tails and stochastic volatility
by Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor
2017, Volume 33, Issue 3
- 569-580 Stock return prediction under GARCH — An empirical assessment
by Herwartz, Helmut
- 581-590 A wavelet-based multivariate multiscale approach for forecasting
by Rua, António
- 591-604 Model and survey estimates of the term structure of US macroeconomic uncertainty
by Clements, Michael P. & Galvão, Ana Beatriz
- 605-617 The effect of price volatility on judgmental forecasts: The correlated response model
by Sobolev, Daphne
- 618-626 Improving the power of the Diebold–Mariano–West test for least squares predictions
by Mayer, Walter J. & Liu, Feng & Dang, Xin
- 627-651 VARX-L: Structured regularization for large vector autoregressions with exogenous variables
by Nicholson, William B. & Matteson, David S. & Bien, Jacob
- 652-661 The influence of product involvement and emotion on short-term product demand forecasting
by Belvedere, Valeria & Goodwin, Paul
- 662-678 Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching
by Fei, Fei & Fuertes, Ana-Maria & Kalotychou, Elena
- 679-693 Real-time inflation forecasting with high-dimensional models: The case of Brazil
by Garcia, Márcio G.P. & Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R.
- 694-706 Does fiscal responsibility matter? Evidence from public and private forecasters in Italy
by Carabotta, Laura & Paluzie, Elisenda & Ramos, Raul
- 707-728 Evaluation of exchange rate point and density forecasts: An application to Brazil
by Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura
- 729-742 Forecasting the variance of stock index returns using jumps and cojumps
by Clements, Adam & Liao, Yin
2017, Volume 33, Issue 2
- 337-344 A vector heterogeneous autoregressive index model for realized volatility measures
by Cubadda, Gianluca & Guardabascio, Barbara & Hecq, Alain
- 345-358 Visualising forecasting algorithm performance using time series instance spaces
by Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate
- 359-372 Evaluating multi-step system forecasts with relatively few forecast-error observations
by Hendry, David F. & Martinez, Andrew B.
- 373-389 Does realized volatility help bond yield density prediction?
by Shin, Minchul & Zhong, Molin
- 390-402 Now-casting the Japanese economy
by Bragoli, Daniela
- 403-415 Empowering cash managers to achieve cost savings by improving predictive accuracy
by Salas-Molina, Francisco & Martin, Francisco J. & Rodríguez-Aguilar, Juan A. & Serrà, Joan & Arcos, Josep Ll.
- 416-432 Density forecast evaluation in unstable environments
by González-Rivera, Gloria & Sun, Yingying
- 433-441 Structural forecasts for marketing data
by Allenby, Greg M.
- 442-457 Forecasting inflation: Phillips curve effects on services price measures
by Tallman, Ellis W. & Zaman, Saeed
- 458-466 A bivariate Weibull count model for forecasting association football scores
by Boshnakov, Georgi & Kharrat, Tarak & McHale, Ian G.
- 467-481 Forecasting elections at the constituency level: A correction–combination procedure
by Munzert, Simon
- 482-501 Adaptive models and heavy tails with an application to inflation forecasting
by Delle Monache, Davide & Petrella, Ivan
- 502-512 Forecasting compositional time series: A state space approach
by Snyder, Ralph D. & Ord, J. Keith & Koehler, Anne B. & McLaren, Keith R. & Beaumont, Adrian N.
- 513-522 Forecasting loss given default of bank loans with multi-stage model
by Tanoue, Yuta & Kawada, Akihiro & Yamashita, Satoshi
- 523-542 Economic forecasting in theory and practice: An interview with David F. Hendry
by Ericsson, Neil R.
- 543-559 How biased are U.S. government forecasts of the federal debt?
by Ericsson, Neil R.
- 560-562 Comment on “How Biased are US Government Forecasts of the Federal Debt?”
by Gamber, Edward N. & Liebner, Jeffrey P.
- 563-568 Interpreting estimates of forecast bias
by Ericsson, Neil R.
2017, Volume 33, Issue 1
- 1-10 Monte Carlo forecast evaluation with persistent data
by Khalaf, Lynda & Saunders, Charles J.
- 11-20 Quantile regression forecasts of inflation under model uncertainty
by Korobilis, Dimitris
- 21-47 A comparison of wavelet networks and genetic programming in the context of temperature derivatives
by Alexandridis, Antonis K. & Kampouridis, Michael & Cramer, Sam
- 48-60 Model Confidence Sets and forecast combination
by Samuels, Jon D. & Sekkel, Rodrigo M.
- 61-75 A mixed frequency approach to the forecasting of private consumption with ATM/POS data
by Duarte, Cláudia & Rodrigues, Paulo M.M. & Rua, António
- 76-89 A comparative assessment of alternative ex ante measures of inflation uncertainty
by Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren
- 90-101 Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?
by Kiygi-Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans
- 102-120 Forecasting market returns: bagging or combining?
by Jordan, Steven J. & Vivian, Andrew & Wohar, Mark E.
- 121-131 Forecasting the Brazilian yield curve using forward-looking variables
by Vieira, Fausto & Fernandes, Marcelo & Chague, Fernando
- 132-152 Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity
by Tian, Fengping & Yang, Ke & Chen, Langnan
- 153-173 Forecasting GDP with global components: This time is different
by Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders
- 174-184 Identifying business cycle turning points in real time with vector quantization
by Giusto, Andrea & Piger, Jeremy