International Journal of Forecasting
2014, Volume 30, Issue 4
2014, Volume 30, Issue 3
- 407-414 Prediction in a spatial nested error components panel data model
by Baltagi, Badi H. & Pirotte, Alain
- 415-425 Forecasting the US housing market
by Kouwenberg, Roy & Zwinkels, Remco
- 426-448 Evaluating alternative models of trend inflation
by Clark, Todd E. & Doh, Taeyoung
- 449-463 Forecasting return volatility: Level shifts with varying jump probability and mean reversion
by Xu, Jiawen & Perron, Pierre
- 464-476 Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models
by Lima, L.M. Marangon & Popova, E. & Damien, P.
- 477-490 The modeling and forecasting of extreme events in electricity spot markets
by Herrera, Rodrigo & González, Nicolás
- 491-497 Marked point process hotspot maps for homicide and gun crime prediction in Chicago
by Mohler, George
- 498-516 Short-term forecasting of GDP with a DSGE model augmented by monthly indicators
by Červená, Marianna & Schneider, Martin
- 520-535 Green shoots and double dips in the euro area: A real time measure
by Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar
- 539-549 The way out of recessions: A forecasting analysis for some Euro area countries
by Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent
- 554-568 A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
by Foroni, Claudia & Marcellino, Massimiliano
- 572-584 Forecasting macroeconomic variables using collapsed dynamic factor analysis
by Bräuning, Falk & Koopman, Siem Jan
- 589-612 Forecasting with factor-augmented error correction models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
- 616-631 Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009
by Kock, Anders Bredahl & Teräsvirta, Timo
- 635-644 Short-term inflation projections: A Bayesian vector autoregressive approach
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca
- 648-659 The financial content of inflation risks in the euro area
by Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien
- 662-682 Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
by Rossi, Barbara & Sekhposyan, Tatevik
- 691-713 Stress-testing US bank holding companies: A dynamic panel quantile regression approach
by Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon
- 717-728 Stress testing banks
by Schuermann, Til
- 729-740 Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce
by Jordà, Òscar
- 741-758 Nowcasting and forecasting global financial sector stress and credit market dislocation
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André
- 759-780 Evaluating early warning indicators of banking crises: Satisfying policy requirements
by Drehmann, Mathias & Juselius, Mikael
- 781-794 Forecasting systemic impact in financial networks
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie
- 797-806 Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks
by Fushing, Hsieh & Jordà, Òscar & Beisner, Brianne & McCowan, Brenda
- 807-824 Correlation dynamics and international diversification benefits
by Christoffersen, Peter & Errunza, Vihang & Jacobs, Kris & Jin, Xisong
- 825-843 Forecasting commodity price indexes using macroeconomic and financial predictors
by Gargano, Antonio & Timmermann, Allan
2014, Volume 30, Issue 2
- 177-191 Forecast revisions of Mexican inflation and GDP growth
by Capistrán, Carlos & López-Moctezuma, Gabriel
- 192-205 Illusory profitability of technical analysis in emerging foreign exchange markets
by Kuang, P. & Schröder, M. & Wang, Q.
- 206-216 Evaluating the accuracy of value-at-risk forecasts: New multilevel tests
by Leccadito, Arturo & Boffelli, Simona & Urga, Giovanni
- 217-234 Empirical prediction intervals revisited
by Lee, Yun Shin & Scholtes, Stefan
- 235-245 Asymmetric loss in the Greenbook and the Survey of Professional Forecasters
by Wang, Yiyao & Lee, Tae-Hwy
- 246-256 A new error measure for forecasts of household-level, high resolution electrical energy consumption
by Haben, Stephen & Ward, Jonathan & Vukadinovic Greetham, Danica & Singleton, Colin & Grindrod, Peter
- 257-267 Efficient estimation of forecast uncertainty based on recent forecast errors
by Knüppel, Malte
- 268-279 Measuring output gap nowcast uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P.
- 280-290 Forecasting with dimension switching VARs
by Koop, Gary
- 291-302 Improving forecasting by estimating time series structural components across multiple frequencies
by Kourentzes, Nikolaos & Petropoulos, Fotios & Trapero, Juan R.
- 303-312 Money demand and the role of monetary indicators in forecasting euro area inflation
by Dreger, Christian & Wolters, Jürgen
- 313-327 The Delphi method in forecasting financial markets— An experimental study
by Kauko, Karlo & Palmroos, Peter
- 328-343 A two-stage segment and prediction model for mortgage prepayment prediction and management
by Liang, Te-Hsin & Lin, Jian-Bang
- 344-356 Combining multiple probability predictions using a simple logit model
by Satopää, Ville A. & Baron, Jonathan & Foster, Dean P. & Mellers, Barbara A. & Tetlock, Philip E. & Ungar, Lyle H.
- 357-363 Global Energy Forecasting Competition 2012
by Hong, Tao & Pinson, Pierre & Fan, Shu
- 364-368 A refined parametric model for short term load forecasting
by Charlton, Nathaniel & Singleton, Colin
- 369-374 GEFCom2012 hierarchical load forecasting: Gradient boosting machines and Gaussian processes
by Lloyd, James Robert
- 375-381 GEFCom2012: Electric load forecasting and backcasting with semi-parametric models
by Nedellec, Raphael & Cugliari, Jairo & Goude, Yannig
- 382-394 A gradient boosting approach to the Kaggle load forecasting competition
by Ben Taieb, Souhaib & Hyndman, Rob J.
- 395-401 A feature engineering approach to wind power forecasting
by Silva, Lucas
- 402-406 Wind power forecasting using the k-nearest neighbors algorithm
by Mangalova, E. & Agafonov, E.
2014, Volume 30, Issue 1
- 1-11 Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage
by Gefang, Deborah
- 12-19 Using forecast evaluation to improve the accuracy of the Greenbook forecast
by Arai, Natsuki
- 20-29 Forecasting with approximate dynamic factor models: The role of non-pervasive shocks
by Luciani, Matteo
- 30-42 Testing the value of directional forecasts in the presence of serial correlation
by Blaskowitz, Oliver & Herwartz, Helmut
- 43-54 Combining forecasts: An application to elections
by Graefe, Andreas & Armstrong, J. Scott & Jones, Randall J. & Cuzán, Alfred G.
- 55-64 Forecasting Austrian national elections: The Grand Coalition model
by Aichholzer, Julian & Willmann, Johanna
- 65-77 Forecasting macroeconomic variables using disaggregate survey data
by Martinsen, Kjetil & Ravazzolo, Francesco & Wulfsberg, Fredrik
- 78-98 The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options
by Rombouts, Jeroen & Stentoft, Lars & Violante, Franceso
- 99-117 Probability distributions or point predictions? Survey forecasts of US output growth and inflation
by Clements, Michael P.
- 118-128 Frequentist model averaging for multinomial and ordered logit models
by Wan, Alan T.K. & Zhang, Xinyu & Wang, Shouyang
- 129-143 Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters
by Barnett, Alina & Mumtaz, Haroon & Theodoridis, Konstantinos
- 144-160 A new structural break model, with an application to Canadian inflation forecasting
by Maheu, John M. & Song, Yong
- 161-175 Forecast combinations under structural break uncertainty
by Tian, Jing & Anderson, Heather M.
2013, Volume 29, Issue 4
- 527-540 The two-sided Weibull distribution and forecasting financial tail risk
by Chen, Qian & Gerlach, Richard H.
- 541-547 Forecasting runoff elections using candidate evaluations from first round exit polls
by Selb, Peter & Herrmann, Michael & Munzert, Simon & Schübel, Thomas & Shikano, Susumu
- 548-562 A zero-adjusted gamma model for mortgage loan loss given default
by Tong, Edward N.C. & Mues, Christophe & Thomas, Lyn
- 563-574 Forecasting and stress testing credit card default using dynamic models
by Bellotti, Tony & Crook, Jonathan
- 575-591 Forecasting leadership transitions around the world
by Cáceres, Neila & Malone, Samuel W.
- 592-604 Overnight stock returns and realized volatility
by Ahoniemi, Katja & Lanne, Markku
- 605-621 Information rigidity in growth forecasts: Some cross-country evidence
by Loungani, Prakash & Stekler, Herman & Tamirisa, Natalia
- 622-627 Analyzing fixed-event forecast revisions
by Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael
- 628-641 Takeover prediction using forecast combinations
by Rodrigues, Bruno Dore & Stevenson, Maxwell J.
- 644-658 Nowcasting US GDP: The role of ISM business surveys
by Lahiri, Kajal & Monokroussos, George
- 664-675 Now-casting inflation using high frequency data
by Modugno, Michele
- 676-694 Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model
by Koopman, Siem Jan & van der Wel, Michel
- 698-714 Forecasting with vector autoregressive models of data vintages: US output growth and inflation
by Clements, Michael P. & Galvão, Ana Beatriz
- 718-732 Forecasting aggregates and disaggregates with common features
by Espasa, Antoni & Mayo-Burgos, Iván
- 733-735 Some considerations about “Forecasting aggregates and disaggregates with common features”
by Bujosa, Marcos & García-Hiernaux, Alfredo
- 736-750 Examining the quality of early GDP component estimates
by Sinclair, Tara M. & Stekler, H.O.
- 754-766 Testing time series data compatibility for benchmarking
by Quennevillle, Benoît & Gagné, Christian
2013, Volume 29, Issue 3
- 367-377 On the use of cross-sectional measures of forecast uncertainty
by Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni
- 378-394 Multi-step-ahead estimation of time series models
by McElroy, Tucker & Wildi, Marc
- 395-410 Changes in predictive ability with mixed frequency data
by Galvão, Ana Beatriz
- 411-430 Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
by Ng, Jason & Forbes, Catherine S. & Martin, Gael M. & McCabe, Brendan P.M.
- 431-441 Multivariate density forecast evaluation: A modified approach
by Ko, Stanley I.M. & Park, Sung Y.
- 442-455 Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data
by Chua, Chew Lian & Suardi, Sandy & Tsiaplias, Sarantis
- 456-468 Empirical simultaneous prediction regions for path-forecasts
by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
- 469-478 Are macroeconomic variables useful for forecasting the distribution of U.S. inflation?
by Manzan, Sebastiano & Zerom, Dawit
- 479-492 Approximating and forecasting macroeconomic signals in real-time
by Valle e Azevedo, João & Pereira, Ana
- 493-509 Adaptive forecasting of exchange rates with panel data
by Morales-Arias, Leonardo & Moura, Guilherme V.
- 510-522 Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts
by Davydenko, Andrey & Fildes, Robert
2013, Volume 29, Issue 2
- 221-233 Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
by Staszewska-Bystrova, Anna & Winker, Peter
- 234-243 Analysis of judgmental adjustments in the presence of promotions
by Trapero, Juan R. & Pedregal, Diego J. & Fildes, R. & Kourentzes, N.
- 244-257 Robust forecasting of dynamic conditional correlation GARCH models
by Boudt, Kris & Daníelsson, Jón & Laurent, Sébastien
- 258-273 Long memory conditional volatility and asset allocation
by Harris, Richard D.F. & Nguyen, Anh
- 274-281 Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis
by Gorr, Wilpen L. & Schneider, Matthew J.
- 282-289 Evaluating state revenue forecasting under a flexible loss function
by Krol, Robert
- 295-310 Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system
by Song, Haiyan & Gao, Bastian Z. & Lin, Vera S.
- 311-321 A strategic forecasting framework for governmental decision-making and planning
by Savio, Nicolas D. & Nikolopoulos, Konstantinos
- 322-336 Forecasting support systems technologies-in-practice: A model of adoption and use for product forecasting
by Asimakopoulos, Stavros & Dix, Alan
- 337-353 Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting
by Thomson, Mary E. & Pollock, Andrew C. & Gönül, M. Sinan & Önkal, Dilek
- 354-366 Antecedents and effects of trust in forecasting advice
by Goodwin, Paul & Sinan Gönül, M. & Önkal, Dilek
2013, Volume 29, Issue 1
- 1-12 A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
by Mestekemper, Thomas & Kauermann, Göran & Smith, Michael S.
- 13-27 Comparing forecast accuracy: A Monte Carlo investigation
by Busetti, Fabio & Marcucci, Juri
- 28-42 Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
by Fuertes, Ana-Maria & Olmo, Jose
- 43-59 Hierarchical shrinkage priors for dynamic regressions with many predictors
by Korobilis, Dimitris
- 60-68 Forecasting contemporaneous aggregates with stochastic aggregation weights
by Brüggemann, Ralf & Lütkepohl, Helmut
- 69-79 Depression and forecast accuracy: Evidence from the 2010 FIFA World Cup
by Jain, Kriti & Bearden, J. Neil & Filipowicz, Allan
- 80-87 Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?
by Franses, Philip Hans & Legerstee, Rianne
- 88-99 Does the Box–Cox transformation help in forecasting macroeconomic time series?
by Proietti, Tommaso & Lütkepohl, Helmut
- 100-107 Estimation and prediction in the random effects model with AR(p) remainder disturbances
by Baltagi, Badi H. & Liu, Long
- 108-121 Combining expert forecasts: Can anything beat the simple average?
by Genre, Véronique & Kenny, Geoff & Meyler, Aidan & Timmermann, Allan
- 122-130 Forecasting exact scores in National Football League games
by Baker, Rose D. & McHale, Ian G.
- 131-141 Does the euro area forward rate provide accurate forecasts of the short rate?
by Galvao, Ana Beatriz & Costa, Sonia
- 142-154 Quantifying survey expectations: What’s wrong with the probability approach?
by Breitung, Jörg & Schmeling, Maik
- 155-174 Can securities analysts forecast intangible firms’ earnings?
by Higgins, Huong
- 175-190 Evaluating probability forecasts for GDP declines using alternative methodologies
by Lahiri, Kajal & Wang, J. George
- 191-201 Space–time autoregressive models and forecasting national, regional and state crime rates
by Shoesmith, Gary L.
- 202-219 On downside risk predictability through liquidity and trading activity: A dynamic quantile approach
by Rubia, Antonio & Sanchis-Marco, Lidia
2012, Volume 28, Issue 4
- 769-776 Forecasting Spanish elections
by Magalhães, Pedro C. & Aguiar-Conraria, Luís & Lewis-Beck, Michael S.
- 777-788 Election forecasting under opaque conditions: A model for Francophone Belgium, 1981–2010
by Dassonneville, Ruth & Hooghe, Marc
- 789-796 Forecasting Norwegian elections: Out of work and out of office
by Arnesen, Sveinung
- 797-803 Japanese election forecasting: Classic tests of a hard case
by Lewis-Beck, Michael S. & Tien, Charles
- 804-812 Forecasting Brazilian presidential elections: Solving the N problem
by Turgeon, Mathieu & Rennó, Lucio
- 813-821 Forecasting Turkish local elections
by Toros, Emre
- 822-829 Election forecasting in Lithuania: The case of municipal elections
by Jastramskis, Mažvydas
- 830-841 Forecast errors and inventory performance under forecast information sharing
by Ali, Mohammad M. & Boylan, John E. & Syntetos, Aris A.
- 842-848 Forecasting method selection in a global supply chain
by Acar, Yavuz & Gardner, Everette S.
- 849-873 Ranking the predictive performances of value-at-risk estimation methods
by Şener, Emrah & Baronyan, Sayad & Ali Mengütürk, Levent
- 874-890 Security analysts, cash flow forecasts, and turnover
by Pandit, Shailendra & Willis, Richard H. & Zhou, Ling
2012, Volume 28, Issue 3
- 557-574 Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
by Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael
- 575-586 Bias correction and out-of-sample forecast accuracy
by Kim, Hyeongwoo & Durmaz, Nazif
- 587-606 A population dependent diffusion model with a stochastic extension
by Michalakelis, C. & Sphicopoulos, T.
- 607-622 Using a nested logit model to forecast television ratings
by Danaher, Peter & Dagger, Tracey
- 623-631 Optimal forecasting of noncausal autoregressive time series
by Lanne, Markku & Luoto, Jani & Saikkonen, Pentti
- 632-643 Forecasting test cricket match outcomes in play
by Akhtar, Sohail & Scarf, Philip
- 644-659 Are freight futures markets efficient? Evidence from IMAREX
by Goulas, Lambros & Skiadopoulos, George
- 660-674 Modeling patronage shift to a new entrant for predicting disproportionate losses for incumbent outlets
by Jun, Duk Bin & Kim, Jungki & Park, Myoung Hwan & Cha, Kyoung Cheon
- 675-688 A varying-coefficient default model
by Hwang, Ruey-Ching
- 695-711 The illusion of predictability: How regression statistics mislead experts
by Soyer, Emre & Hogarth, Robin M.
- 722-738 Fast sparse regression and classification
by Friedman, Jerome H.
2012, Volume 28, Issue 2
- 297-308 Do professional forecasters pay attention to data releases?
by Clements, Michael P.
- 309-314 Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation
by Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth
- 315-327 Forecasting US state-level employment growth: An amalgamation approach
by Rapach, David E. & Strauss, Jack K.
- 328-342 Autocontour-based evaluation of multivariate predictive densities
by González-Rivera, Gloria & Yoldas, Emre
- 343-352 Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
by Polanski, Arnold & Stoja, Evarist
- 353-365 Markov switching and exchange rate predictability
by Nikolsko-Rzhevskyy, Alex & Prodan, Ruxandra
- 366-383 Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks
by Chen, Chun-Hung & Yu, Wei-Choun & Zivot, Eric
- 384-399 Forecasting volatility with asymmetric smooth transition dynamic range models
by Lin, Edward M.H. & Chen, Cathy W.S. & Gerlach, Richard
- 400-411 Forecasting spikes in electricity prices
by Christensen, T.M. & Hurn, A.S. & Lindsay, K.A.
- 412-427 Forecasting a monetary aggregate under instability: Argentina after 2001
by Ahumada, Hildegart A. & Garegnani, Maria Lorena
- 428-445 The performance of short-term forecasts of the German economy before and during the 2008/2009 recession
by Drechsel, Katja & Scheufele, Rolf
- 446-455 Forecasting monetary policy rules in South Africa
by Naraidoo, Ruthira & Paya, Ivan
- 456-476 Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation
by Aron, Janine & Muellbauer, John
- 477-484 A study of outliers in the exponential smoothing approach to forecasting
by Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith & Beaumont, Adrian
- 485-496 Forecasting the intermittent demand for slow-moving inventories: A modelling approach
by Snyder, Ralph D. & Ord, J. Keith & Beaumont, Adrian
- 497-506 To model, or not to model: Forecasting for customer prioritization
by Huang, Chun-Yao
- 507-518 Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective
by Audzeyeva, Alena & Summers, Barbara & Schenk-Hoppé, Klaus Reiner
- 519-531 Forecasting life expectancy in an international context
by Torri, Tiziana & Vaupel, James W.
- 532-542 Simulating a basketball match with a homogeneous Markov model and forecasting the outcome
by Štrumbelj, Erik & Vračar, Petar
- 543-552 A comparative analysis of data mining methods in predicting NCAA bowl outcomes
by Delen, Dursun & Cogdell, Douglas & Kasap, Nihat
2012, Volume 28, Issue 1
- 3-14 Kernel density estimation for time series data
by Harvey, Andrew & Oryshchenko, Vitaliy
- 20-33 Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns
by González-Rivera, Gloria & Arroyo, Javier
- 39-43 Improved forecasting of autoregressive series by weighted least squares approximate REML estimation
by Deo, Rohit S.
- 46-53 Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures
by Baillie, Richard T. & Kongcharoen, Chaleampong & Kapetanios, George
- 57-66 Better to give than to receive: Predictive directional measurement of volatility spillovers
by Diebold, Francis X. & Yilmaz, Kamil
- 70-93 A conditionally heteroskedastic independent factor model with an application to financial stock returns
by García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel
- 97-117 Bond risk, bond return volatility, and the term structure of interest rates
by Viceira, Luis M.
- 133-138 A through-the-cycle model for retail lending economic capital
by Breeden, Joseph L. & Parker, Robert & Steinebach, Carsten
- 139-144 Performance monitoring of credit portfolios using survival analysis
by Gandy, Axel
- 145-160 Forecasting and explaining aggregate consumer credit delinquency behaviour
by Crook, Jonathan & Banasik, John
- 161-170 Benchmarking regression algorithms for loss given default modeling
by Loterman, Gert & Brown, Iain & Martens, David & Mues, Christophe & Baesens, Bart
- 171-182 Loss given default models incorporating macroeconomic variables for credit cards
by Bellotti, Tony & Crook, Jonathan
- 183-195 Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data
by Leow, Mindy & Mues, Christophe
- 196-203 Comparing debt characteristics and LGD models for different collections policies
by Thomas, L.C. & Matuszyk, A. & Moore, A.
- 204-215 Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
by Zhang, Jie & Thomas, Lyn C.
- 216-223 Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations
by Hand, David J. & Crowder, Martin J.
- 224-238 Instance sampling in credit scoring: An empirical study of sample size and balancing
by Crone, Sven F. & Finlay, Steven
- 239-247 Non-linearity of scorecard log-odds
by McDonald, Ross A. & Sturgess, Matthew & Smith, Keith & Hawkins, Michael S. & Huang, Edward Xiao-Ming
- 248-260 Estimating causal effects of credit decisions
by Fahner, Gerald
- 261-272 Transition matrix models of consumer credit ratings
by Malik, Madhur & Thomas, Lyn C.
- 273-287 Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
by Mizen, Paul & Tsoukas, Serafeim
- 288-296 The predictive accuracy of credit ratings: Measurement and statistical inference
by Orth, Walter
2011, Volume 27, Issue 4
- 961-967 In memory of Arnold Zellner, a great scientist and person
by García-Ferrer, Antonio
- 968-995 Validation and forecasting accuracy in models of climate change
by Fildes, Robert & Kourentzes, Nikolaos
- 996-999 Validation and forecasting accuracy in models of climate change: Comments
by McSharry, Patrick E.
- 1000-1003 Commentary on "Validation and forecasting accuracy in models of climate change"
by Keenlyside, Noel S.
- 1004-1005 Validation and forecasting accuracy in models of climate change: Postscript
by Fildes, Robert & Kourentzes, Nikolaos
- 1006-1026 Calling recessions in real time
by Hamilton, James D.
- 1027-1031 Comments on "Calling recessions in real time"
by Trimbur, Thomas M.
- 1032-1038 Discussion: Calling recessions in real time
by Wildi, Marc
- 1039-1040 Response to comments
by Hamilton, James D.
- 1041-1057 Kernel-based calibration diagnostics for recession and inflation probability forecasts
by Galbraith, John W. & van Norden, Simon
- 1058-1065 On economic evaluation of directional forecasts
by Blaskowitz, Oliver & Herwartz, Helmut
- 1066-1075 How accurate are government forecasts of economic fundamentals? The case of Taiwan
by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
- 1076-1088 A large factor model for forecasting macroeconomic variables in South Africa
by Gupta, Rangan & Kabundi, Alain
- 1089-1107 Forecasting exchange rate volatility using high-frequency data: Is the euro different?
by Chortareas, Georgios & Jiang, Ying & Nankervis, John. C.
- 1108-1115 Forecasting levels of log variables in vector autoregressions
by Bårdsen, Gunnar & Lütkepohl, Helmut
- 1116-1127 Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search
by Joseph, Kissan & Babajide Wintoki, M. & Zhang, Zelin
- 1128-1146 The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys
by Lui, Silvia & Mitchell, James & Weale, Martin
- 1147-1159 Decay factor optimisation in time weighted simulation -- Evaluating VaR performance
by Zikovic, Sasa & Aktan, Bora
- 1160-1177 Modeling the demand and supply in a new B2B-upstream market using a knowledge updating process
by Krishnan, Trichy V. & Feng, Shanfei & Beebe, Tony
- 1178-1195 Forecasting monthly and quarterly time series using STL decomposition
by Theodosiou, Marina