# Elsevier

# International Journal of Forecasting

**Download restrictions:**Full text for ScienceDirect subscribers only

**Editor:**

Additional information is available for the following
registered editor(s): Rob J Hyndman
**For corrections or technical questions regarding this series, please contact
(Zhang, Lei)**

**Series handle:**repec:eee:intfor

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 2009, Volume 25, Issue 4

**826-832 Validity of climate change forecasting for public policy decision making***by*Green, Kesten C. & Armstrong, J. Scott & Soon, Willie**833-839 Diagnostics cannot have much power against general alternatives***by*Freedman, David A.**840-844 Living in a world of low levels of predictability***by*Makridakis, Spyros & Taleb, Nassim

### 2009, Volume 25, Issue 3

**432-434 Victor Zarnowitz 1919-2009***by*Klein, Philip A.**435-440 Fleeing the Nazis, surviving the Gulag, and arriving in the free world: My life and times***by*Guerard Jr., John B.**441-451 Mining the past to determine the future: Problems and possibilities***by*Hand, David J.**452-455 Mining the past to determine the future: Comments***by*Price, Simon**456-460 Mining the past to determine the future: Comments***by*Crone, Sven F.**461-462 Mining the past to determine the future: Rejoinder***by*Hand, David J.**463-466 Introduction to time series monitoring***by*Gorr, Wilpen L. & Ord, J. Keith**467-483 How does improved forecasting benefit detection? An application to biosurveillance***by*Lotze, Thomas H. & Shmueli, Galit**484-497 Empirical calibration of time series monitoring methods using receiver operating characteristic curves***by*Cohen, Jacqueline & Garman, Samuel & Gorr, Wilpen**498-517 Expectation-based scan statistics for monitoring spatial time series data***by*Neill, Daniel B.**518-525 Monitoring processes with changing variances***by*Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J.**526-530 Incorporating a tracking signal into a state space model***by*Snyder, Ralph D. & Koehler, Anne B.**531-549 Modeling tourism: A fully identified VECM approach***by*Bonham, Carl & Gangnes, Byron & Zhou, Ting**550-566 Bayesian portfolio selection using a multifactor model***by*Ando, Tomohiro**567-586 Optimal forecasting with heterogeneous panels: A Monte Carlo study***by*Trapani, Lorenzo & Urga, Giovanni**587-601 Stock returns and the short-run predictability of health expenditure: Some empirical evidence***by*Wang, Zijun**602-628 Multi-step forecasting in emerging economies: An investigation of the South African GDP***by*Chevillon, Guillaume**629-630 Richard S. Markovits , Truth or Economics: On the Definition, Prediction, and Relevance of Economic Efficiency, Yale University Press, New Haven (2008), p. x+507 pp.***by*Allen, P. Geoffrey**630-631 The Art of Modeling Dynamic Systems. Forecasting for Chaos, Randomness and Determinism. Foster Morrison, Dover Publications, Inc. (2008), p. 385 Paperback. US$ 22.95, ISBN-10, 0-486-46295-1***by*Samohyl, Robert Wayne**632-634 Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi , Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages***by*Maté, Carlos

### 2009, Volume 25, Issue 2

**215-217 Forecasting returns and risk in financial markets using linear and nonlinear models***by*Clements, Michael P. & Milas, Costas & van Dijk, Dick**218-238 Optimal combinations of realised volatility estimators***by*Patton, Andrew J. & Sheppard, Kevin**239-258 Joint modeling of call and put implied volatility***by*Ahoniemi, Katja & Lanne, Markku**259-281 On forecasting daily stock volatility: The role of intraday information and market conditions***by*Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena**282-303 Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements***by*Martens, Martin & van Dijk, Dick & de Pooter, Michiel**304-327 Asymmetric effects and long memory in the volatility of Dow Jones stocks***by*Scharth, Marcel & Medeiros, Marcelo C.**328-350 On the macroeconomic causes of exchange rate volatility***by*Morana, Claudio**351-372 Differences in housing price forecastability across US states***by*Rapach, David E. & Strauss, Jack K.**373-399 Non-linear predictability in stock and bond returns: When and where is it exploitable?***by*Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki**400-417 Forecasting exchange rates with a large Bayesian VAR***by*Carriero, A. & Kapetanios, G. & Marcellino, M.**418-428 Testing for threshold effect in ARFIMA models: Application to US unemployment rate data***by*Lahiani, A. & Scaillet, O.

### 2009, Volume 25, Issue 1

**1-2 A change of editors***by*Hyndman, Rob J.**3-23 Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning***by*Fildes, Robert & Goodwin, Paul & Lawrence, Michael & Nikolopoulos, Konstantinos**24-26 Comments on "Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning"***by*Sanders, Nada R.**27-29 Comments on "Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning"***by*Flores, Benito E.**30-31 Comments on "Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning"***by*Önkal, Dilek**32-34 Reply to Commentaries by Flores, Önkal and Sanders***by*Fildes, Robert & Goodwin, Paul & Lawrence, Michael & Nikolopoulos, Konstantinos**35-47 Properties of expert adjustments on model-based SKU-level forecasts***by*Franses, Philip Hans & Legerstee, Rianne**48-61 Forecast accuracy measures for exception reporting using receiver operating characteristic curves***by*Gorr, Wilpen L.**62-73 On the importance of verifying forecasting results***by*Yalta, A. Talha & Jenal, Olaf**74-80 A real time evaluation of Bank of England forecasts of inflation and growth***by*Groen, Jan J.J. & Kapetanios, George & Price, Simon**81-102 Real time representation of the UK output gap in the presence of model uncertainty***by*Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder**103-118 Forecasting European industrial production with singular spectrum analysis***by*Hassani, Hossein & Heravi, Saeed & Zhigljavsky, Anatoly**119-127 The cyclical component factor model***by*Dahl, Christian M. & Hansen, Henrik & Smidt, John**128-145 A time deformation model and its time-varying autocorrelation: An application to US unemployment data***by*Vijverberg, Chu-Ping C.**146-166 Hierarchical forecasts for Australian domestic tourism***by*Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J.**167-181 The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach***by*Ager, P. & Kappler, M. & Osterloh, S.**182-191 Measuring consensus in binary forecasts: NFL game predictions***by*Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O.**192-207 Forecasting histogram time series with k-nearest neighbours methods***by*Arroyo, Javier & Maté, Carlos**208-209 Book review***by*Goodwin, Paul**209-211 Douglas C. Montgomery, Cheryl L. Jennings and Murat Kulahci , Introduction to Time Series Analysis and Forecasting, Wiley (2008) ISBN 978-0-471-65397-4, p. 446 $115***by*Sloboda, Brian

### 2008, Volume 24, Issue 4

**561-565 Energy forecasting***by*Taylor, James W. & Espasa, Antoni**566-587 An hourly periodic state space model for modelling French national electricity load***by*Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J.**588-602 Forecasting the electricity load from one day to one week ahead for the Spanish system operator***by*Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie**603-615 A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting***by*Amaral, Luiz Felipe & Souza, Reinaldo Castro & Stevenson, Maxwell**616-629 Input space to neural network based load forecasters***by*Alves da Silva, Alexandre P. & Ferreira, Vitor H. & Velasquez, Roberto M.G.**630-644 Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data***by*Soares, Lacir J. & Medeiros, Marcelo C.**645-658 An evaluation of methods for very short-term load forecasting using minute-by-minute British data***by*Taylor, James W.**659-678 A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers***by*Brabec, Marek & Konár, Ondrej & Pelikán, Emil & Malý, Marek**679-693 Adaptive combination of forecasts with application to wind energy***by*Sánchez, Ismael**694-709 Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models***by*Jursa, René & Rohrig, Kurt**710-727 Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions***by*Panagiotelis, Anastasios & Smith, Michael**728-743 A new approach to characterizing and forecasting electricity price volatility***by*Chan, Kam Fong & Gray, Philip & van Campen, Bart**744-763 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models***by*Weron, Rafal & Misiorek, Adam**764-785 Forecasting electricity prices: The impact of fundamentals and time-varying coefficients***by*Karakatsani, Nektaria V. & Bunn, Derek W.

### 2008, Volume 24, Issue 3

**323-342 Stochastic population forecasts using functional data models for mortality, fertility and migration***by*Hyndman, Rob J. & Booth, Heather**343-353 Aggregation across countries in stochastic population forecasts***by*Alho, Juha**354-367 Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters***by*Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.**368-385 Real-time squared: A real-time data set for real-time GDP forecasting***by*Golinelli, Roberto & Parigi, Giuseppe**386-398 Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data***by*Schumacher, Christian & Breitung, Jörg**399-413 Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting***by*Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas**414-431 Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys***by*Lemmens, Aurélie & Croux, Christophe & Dekimpe, Marnik G.**432-448 Multimodality in GARCH regression models***by*Doornik, Jurgen A. & Ooms, Marius**449-461 A Portfolio Index GARCH model***by*Asai, Manabu & McAleer, Michael**462-479 Can idiosyncratic volatility help forecast stock market volatility?***by*Taylor, Nicholas**480-489 Quarterly beta forecasting: An evaluation***by*Hooper, Vincent J. & Ng, Kevin & Reeves, Jonathan J.**490-497 Forecasting bond yields in the Brazilian fixed income market***by*Vicente, José & Tabak, Benjamin M.**498-512 On the forecasting performance of a small-scale DSGE model***by*Rubaszek, Michal & Skrzypczynski, Pawel**513-524 Exponentially weighted information criteria for selecting among forecasting models***by*Taylor, James W.**525-534 Empirical evidence on individual, group and shrinkage seasonal indices***by*Chen, Huijing & Boylan, John E.**535-550 A bootstrap-based non-parametric forecast density***by*Manzan, Sebastiano & Zerom, Dawit**551-552 ,The Black Swan. The impact of the highly improbable .Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99***by*Goodwin, Paul**552-553 Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover***by*Fildes, Robert**553-554 Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2***by*Syntetos, Aris A.**557-557 Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting***by*Hyndman, Rob J.

### 2008, Volume 24, Issue 2

**189-192 US presidential election forecasting: An introduction***by*Campbell, James E. & Lewis-Beck, Michael S.**193-208 Forecasting the presidential primary vote: Viability, ideology and momentum***by*Steger, Wayne P.**209-217 It's about time: Forecasting the 2008 presidential election with the time-for-change model***by*Abramowitz, Alan I.**218-226 The economy and the presidential vote: What leading indicators reveal well in advance***by*Erikson, Robert S. & Wlezien, Christopher**227-236 Forecasting presidential elections: When to change the model***by*Lewis-Beck, Michael S. & Tien, Charles**237-258 Forecasting non-incumbent presidential elections: Lessons learned from the 2000 election***by*Sidman, Andrew H. & Mak, Maxwell & Lebo, Matthew J.**259-271 Evaluating U.S. presidential election forecasts and forecasting equations***by*Campbell, James E.**272-284 Campaign trial heats as election forecasts: Measurement error and bias in 2004 presidential campaign polls***by*Pickup, Mark & Johnston, Richard**285-300 Prediction market accuracy in the long run***by*Berg, Joyce E. & Nelson, Forrest D. & Rietz, Thomas A.**301-309 The keys to the white house: An index forecast for 2008***by*Lichtman, Allan J.**310-321 The state of presidential election forecasting: The 2004 experience***by*Jones Jr., Randall J.

### 2008, Volume 24, Issue 1

**1-18 Elusive return predictability***by*Timmermann, Allan**19-21 Elusive return predictability: Discussion***by*Brown, Stephen J.**22-28 Elusive return predictability: Discussion***by*Hendry, David F. & Reade, J. James**29-30 Reply to the discussion of Elusive Return Predictability***by*Timmermann, Allan**31-33 Merging models and experts***by*Franses, Philip Hans**34-75 The financial analyst forecasting literature: A taxonomy with suggestions for further research***by*Ramnath, Sundaresh & Rock, Steve & Shane, Philip**76-86 Consensus and uncertainty: Using forecast probabilities of output declines***by*Clements, Michael P.**87-100 Macroeconomic forecasting with matched principal components***by*Heij, Christiaan & van Dijk, Dick & Groenen, Patrick J.F.**101-121 Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts***by*Milas, Costas & Rothman, Philip**122-133 Are combination forecasts of S&P 500 volatility statistically superior?***by*Becker, Ralf & Clements, Adam E.**134-150 Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?***by*Bhattacharya, Prasad S. & Thomakos, Dimitrios D.**151-162 Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach***by*Bu, Ruijun & McCabe, Brendan**163-169 Simple robust averages of forecasts: Some empirical results***by*Jose, Victor Richmond R. & Winkler, Robert L.**170-174 Exponential smoothing in the telecommunications data***by*Gardner Jr., Everette S. & Diaz-Saiz, Joaquin**175-176 Kenneth G. Stewart , Introduction to Applied Econometrics, Thomson Brooks/Cole, Belmont (2005) ISBN 0-534-36916-2 Hardcover, 913 pages***by*Mamingi, Nlandu**177-179 Peter G.M. Swann, Putting econometrics in its place: A new direction in applied economics , Edward Elgar, Cheltenham (2006) ISBN 978 1 85898 305 9 xiv + 250 pp.***by*Allen, P. Geoffrey**179-183 Thomas B. Fomby and Dek Terrell, Editors, Econometric analysis of financial and economic time series, Advances in Econometrics, Volume 20, Part 2, Elsevier Ltd. (2006) 352 pages, Price, $105, ISBN-10: 0-7623-1273-4, ISBN-13: 978-0-7623-1273-3***by*Öller, Lars-Erik**183-184 Nicolas Carnot, Vincent Koen and Bruno Tissot, Economic Forecasting , Palgrave Macmillan (2005) ISBN 1-4039-3653-6 (hardback), Â£65, ISBN 1-4039-3653-4 (paperback), $22.50, 315pp.***by*Öller, Lars-Erik & Stockhammar, Pär**186-186 Special issue on decision making and planning under low levels of predictability***by*Makridakis, Spyros & Taleb, Nassim Nicholas

### 2007, Volume 23, Issue 4

**533-538 Long-run income forecasting***by*Ahlburg, Dennis & Lindh, Thomas**539-551 Long-term forecasting and evaluation***by*Granger, Clive W.J. & Jeon, Yongil**553-567 Demographically based global income forecasts up to the year 2050***by*Lindh, Thomas & Malmberg, Bo**569-585 Does age structure forecast economic growth?***by*Bloom, David E. & Canning, David & Fink, Gunther & Finlay, Jocelyn E.**587-602 The effects of age structure on economic growth: An application of probabilistic forecasting to India***by*Prskawetz, A. & Kogel, T. & Sanderson, W.C. & Scherbov, S.**603-619 Who gains from the demographic dividend? Forecasting income by age***by*Lee, Sang-Hyop & Mason, Andrew**621-635 Income growth in the 21st century: Forecasts with an overlapping generations model***by*de la Croix, David & Docquier, Frederic & Liegeois, Philippe**637-653 Long term projections of carbon emissions***by*McKibbin, Warwick J. & Pearce, David & Stegman, Alison**655-677 Macroeconomic forecasting using structural factor analysis***by*Liu, Dandan & Jansen, Dennis W.**679-693 Evaluating factor forecasts for the UK: The role of asset prices***by*Zaher, Fadi**695-705 Predictive financial models of the euro area: A new evaluation test***by*Panopoulou, Ekaterini**707-715 Optimal prediction under LINLIN loss: Empirical evidence***by*Ulu, Yasemin**717-719 Nonparametric econometrics: Theory and practice***by*Sloboda, Brian**719-720 Thomas F. Wallace and Robert A. Stahl , Sales Forecasting: A New Approach, T.F. Wallace & Co. (2006) ISBN: 0-9674884-1-9 (paper), $44.95, 166 pages***by*Fildes, Robert

### 2007, Volume 23, Issue 3

**343-345 Judgement in forecasting***by*Parackal, Mathew & Goodwin, Paul & O'Connor, Marcus**347-364 When do purchase intentions predict sales?***by*Morwitz, Vicki G. & Steckel, Joel H. & Gupta, Alok**365-376 Structured analogies for forecasting***by*Green, Kesten C. & Armstrong, J. Scott**377-390 Providing support for the use of analogies in demand forecasting tasks***by*Lee, Wing Yee & Goodwin, Paul & Fildes, Robert & Nikolopoulos, Konstantinos & Lawrence, Michael**391-404 The process of using a forecasting support system***by*Goodwin, Paul & Fildes, Robert & Lawrence, Michael & Nikolopoulos, Konstantinos**405-413 The comparative accuracy of judgmental and model forecasts of American football games***by*Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O.**415-426 Predicting Wimbledon 2005 tennis results by mere player name recognition***by*Scheibehenne, Benjamin & Broder, Arndt**427-445 Judgemental bootstrapping of technical traders in the bond market***by*Batchelor, Roy & Kwan, Tai Yeong**445-447 Forecasting of software development work effort: Introduction***by*Armstrong, J. Scott**449-462 Forecasting of software development work effort: Evidence on expert judgement and formal models***by*Jorgensen, Magne**463-464 Is task complexity an exception to the superiority of mechanized judgement, or a barrier to it?***by*Dana, Jason**465-467 Information asymmetry and aggregation rules: A comment on Jorgensen (2007)***by*Hogarth, Robin M.**469-471 Difficulty and complexity as factors in software effort estimation***by*Collopy, Fred**473-474 How should we compare forecasting models with expert judgement?***by*Jorgensen, Magne**475-495 Organizational factors in sales forecasting management***by*Davis, Donna F. & Mentzer, John T.**497-511 Does past volatility affect investors' price forecasts and confidence judgements?***by*Du, Ning & Budescu, David V.**513-529 Forecasting and analyzing insurance companies' ratings***by*Van Gestel, Tony & Martens, David & Baesens, Bart & Feremans, Daniel & Huysmans, Johan & Vanthienen, Jan**529-531 John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1***by*Paap, Richard

### 2007, Volume 23, Issue 2

**159-165 Introduction to "The future of macroeconomic forecasting"***by*Heilemann, Ullrich & Stekler, Herman**167-187 How far ahead can we forecast? Evidence from cross-country surveys***by*Isiklar, Gultekin & Lahiri, Kajal**189-203 Bias in macroeconomic forecasts***by*Batchelor, Roy**205-217 Quantifying the quality of macroeconomic variables***by*Oller, Lars-Erik & Teterukovsky, Alex**219-236 A comparison of methods for the construction of composite coincident and leading indexes for the UK***by*Carriero, Andrea & Marcellino, Massimiliano**237-248 The future of macroeconomic forecasting: Understanding the forecasting process***by*Stekler, H.O.**249-258 Qualitative business surveys and the assessment of employment -- A case study for Germany***by*Abberger, Klaus**259-275 Leading indicators for euro area government deficits***by*Perez, Javier J.**277-287 The timing and accuracy of leading and lagging business cycle indicators: A new approach***by*Seip, Knut Lehre & McNown, Robert**289-305 The information content of the Bond-Equity Yield Ratio: Better than a random walk?***by*Giot, Pierre & Petitjean, Mikael**307-320 Forecasting realized exchange rate volatility by decomposition***by*Lanne, Markku**321-327 Significance tests harm progress in forecasting***by*Armstrong, J. Scott**329-330 Significance tests harm progress in forecasting: Comment***by*Stekler, H.O.**331-332 Comments on "significance tests harm progress in forecasting"***by*Ord, Keith**333-334 Should we be using significance tests in forecasting research?***by*Goodwin, Paul**335-336 Statistical significance tests are unnecessary even when properly done and properly interpreted: Reply to commentaries***by*Armstrong, J. Scott**337-339 Dek Terrell and Thomas B. Fomby, Editors, Advances in Econometrics, Econometric Analysis of Financial and Economic Time Series Vol. 20, Part A, JAI Press (2006) ISBN 0-7623-1274-2 379 pp., Part A***by*Sloboda, Brian W.**339-342 P.E. Tetlock, Expert political judgment: How good is it? How can we know?, Princeton University Press (2006) ISBN 978-0-691-12871-9 Paperback, 352 pp.***by*Tschoegl, Adrian E. & Armstrong, J. Scott

### 2007, Volume 23, Issue 1

**1-13 Combining density forecasts***by*Hall, Stephen G. & Mitchell, James**15-28 Using forecasts of forecasters to forecast***by*Nolte, Ingmar & Pohlmeier, Winfried**29-45 Accuracy of GDP growth forecasts for transition countries: Ten years of forecasting assessed***by*Krkoska, Libor & Teksoz, Utku**47-69 Business and consumer expectations and macroeconomic forecasts***by*Claveria, Oscar & Pons, Ernest & Ramos, Raul**71-84 Forecasting exchange rates: A robust regression approach***by*Preminger, Arie & Franck, Raphael**85-100 Optimal design of early warning systems for sovereign debt crises***by*Fuertes, Ana-Maria & Kalotychou, Elena**101-114 Forecasting spot and forward prices in the international freight market***by*Batchelor, Roy & Alizadeh, Amir & Visvikis, Ilias**115-126 Non-linear forecasting of stock returns: Does volume help?***by*McMillan, David G.**127-145 Institutional and individual sentiment: Smart money and noise trader risk?***by*Schmeling, Maik**147-152 Increase in mean square forecast error when omitting a needed covariate***by*Ledolter, Johannes**152-153 New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages***by*Taylor, Robert**154-155 Advances in Business and Management Forecasting(volume 4), Kenneth D. Lawrence & Michael D. Geurts (eds), Elsevier: JAI Press, Hardback, 302 pages, ISBN: 0-7623-1281-5***by*Syntetos, A.A.**155-157 Corrigendum to "Stable seasonal pattern models for forecast revision: A comparative study" [International Journal of Forecasting, 22 (2006), 799-818]***by*Yelland, Phillip M.

### 2006, Volume 22, Issue 4

**637-666 Exponential smoothing: The state of the art--Part II***by*Gardner, Everette Jr.**667-670 Discussion***by*Koehler, Anne**671-672 Discussion***by*Taylor, James W.**673-676 Discussion***by*Snyder, Ralph**677-677 Discussion***by*Lawton, Richard**679-688 Another look at measures of forecast accuracy***by*Hyndman, Rob J. & Koehler, Anne B.**689-706 Modeling voter choice to predict the final outcome of two-stage elections***by*A. Kamakura, Wagner & Afonso Mazzon, Jose & De Bruyn, Arnaud**707-724 Density forecasting for the efficient balancing of the generation and consumption of electricity***by*Taylor, James W.**725-733 On predictive distributions of public net liabilities***by*Alho, Juha M. & Vanne, Reijo**735-749 A useful tool for forecasting the Euro-area business cycle phases***by*Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel**751-770 Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts***by*Gomez, Nicolas & Guerrero, Victor M.**771-780 Testing Granger Causality in the presence of threshold effects***by*Li, Jing**781-798 Forecasting an accumulated series based on partial accumulation II: A new Bayesian method for short series with stable seasonal patterns***by*Mendoza, Manuel & de Alba, Enrique**799-818 Stable seasonal pattern models for forecast revision: A comparative study***by*Yelland, Phillip M.**819-819 `Modelling non-stationary economic time series'***by*Chatfield, Chris**821-821 John T. Mentzer and Mark A. Moon, Sales forecasting management: A demand management approach (2nd edition), Sage Publications, Thousand Oaks, London (2005) ISBN 1-4129-0571-0 Softcover, 347 pages***by*Syntetos, A.**823-824 John E. Hanke and Dean W. Wichern, Business Forecasting (8th Edition), Pearson, Prentice Hall, New Jersey (2005) ISBN 0-13-122856-0 Softcover (software enclosed), 535 pages***by*Syntetos, A.A.

### 2006, Volume 22, Issue 3

**413-414 Twenty-five years of forecasting***by*Hyndman, Rob J. & Ord, J. Keith**415-432 The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion***by*Fildes, Robert