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Content
2020, Volume 36, Issue 1
- 110-115 A simple combination of univariate models
by Petropoulos, Fotios & Svetunkov, Ivan
- 116-120 Fast and accurate yearly time series forecasting with forecast combinations
by Shaub, David
- 121-128 Correlated daily time series and forecasting in the M4 competition
by Ingel, Anti & Shahroudi, Novin & Kängsepp, Markus & Tättar, Andre & Komisarenko, Viacheslav & Kull, Meelis
- 129-134 Card forecasts for M4
by Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F.
- 135-141 Forecasting the M4 competition weekly data: Forecast Pro’s winning approach
by Darin, Sarah Goodrich & Stellwagen, Eric
2019, Volume 35, Issue 4
- 1193-1210 Forecasting returns in the VIX futures market
by Taylor, Nick
- 1211-1225 A SHARP model of bid–ask spread forecasts
by Cattivelli, Luca & Pirino, Davide
- 1226-1239 A comprehensive evaluation of macroeconomic forecasting methods
by Carriero, Andrea & Galvão, Ana Beatriz & Kapetanios, George
- 1240-1249 Do forecasters target first or later releases of national accounts data?
by Clements, Michael P.
- 1250-1262 Forecasting and trading on the VIX futures market: A neural network approach based on open to close returns and coincident indicators
by Ballestra, Luca Vincenzo & Guizzardi, Andrea & Palladini, Fabio
- 1263-1272 Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
by Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios
- 1273-1287 Ordinal-response GARCH models for transaction data: A forecasting exercise
by Dimitrakopoulos, Stefanos & Tsionas, Mike
- 1288-1303 A hybrid machine learning model for forecasting a billing period’s peak electric load days
by Saxena, Harshit & Aponte, Omar & McConky, Katie T.
- 1304-1317 Forecasting of density functions with an application to cross-sectional and intraday returns
by Kokoszka, Piotr & Miao, Hong & Petersen, Alexander & Shang, Han Lin
- 1318-1331 A novel cluster HAR-type model for forecasting realized volatility
by Yao, Xingzhi & Izzeldin, Marwan & Li, Zhenxiong
- 1332-1355 Heterogeneous component multiplicative error models for forecasting trading volumes
by Naimoli, Antonio & Storti, Giuseppe
- 1356-1369 Adaptive learning forecasting, with applications in forecasting agricultural prices
by Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B.
- 1370-1386 Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
by Ardia, David & Bluteau, Keven & Boudt, Kris
- 1389-1399 Global energy forecasting competition 2017: Hierarchical probabilistic load forecasting
by Hong, Tao & Xie, Jingrui & Black, Jonathan
- 1400-1408 Quantile regression for the qualifying match of GEFCom2017 probabilistic load forecasting
by Ziel, Florian
- 1409-1423 Neural networks for GEFCom2017 probabilistic load forecasting
by Dimoulkas, I. & Mazidi, P. & Herre, L.
- 1424-1431 Machine learning methods for GEFCom2017 probabilistic load forecasting
by Smyl, Slawek & Hua, N. Grace
- 1432-1438 An ensemble approach to GEFCom2017 probabilistic load forecasting
by Landgraf, Andrew J.
- 1439-1450 Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting
by Roach, Cameron
- 1451-1459 Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match
by de Hoog, Julian & Abdulla, Khalid
- 1460-1468 Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match
by Kanda, Isao & Veguillas, J.M. Quintana
- 1469-1484 Short term load forecasting and the effect of temperature at the low voltage level
by Haben, Stephen & Giasemidis, Georgios & Ziel, Florian & Arora, Siddharth
- 1485-1498 Online adaptive lasso estimation in vector autoregressive models for high dimensional wind power forecasting
by Messner, Jakob W. & Pinson, Pierre
- 1499-1519 Operational solar forecasting for the real-time market
by Yang, Dazhi & Wu, Elynn & Kleissl, Jan
- 1520-1532 On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks
by Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał
- 1533-1547 Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO
by Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał
- 1548-1560 Text-based crude oil price forecasting: A deep learning approach
by Li, Xuerong & Shang, Wei & Wang, Shouyang
- 1564-1582 Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach
by Reifschneider, David & Tulip, Peter
- 1583-1595 Fiscal Surprises at the FOMC
by Croushore, Dean & van Norden, Simon
- 1596-1612 A new approach for detecting shifts in forecast accuracy
by Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos
- 1613-1626 Asymmetry in unemployment rate forecast errors
by Galbraith, John W. & van Norden, Simon
- 1627-1635 Evaluating the conditionality of judgmental forecasts
by Berge, Travis J. & Chang, Andrew C. & Sinha, Nitish R.
- 1636-1657 Predicting relative forecasting performance: An empirical investigation
by Granziera, Eleonora & Sekhposyan, Tatevik
- 1658-1668 Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections
by Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan
- 1669-1678 Forecasting the UK economy with a medium-scale Bayesian VAR
by Domit, Sílvia & Monti, Francesca & Sokol, Andrej
- 1679-1691 Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives
by Diebold, Francis X. & Shin, Minchul
- 1692-1707 Forecasting economic activity with mixed frequency BVARs
by Brave, Scott A. & Butters, R. Andrew & Justiniano, Alejandro
- 1708-1724 Financial nowcasts and their usefulness in macroeconomic forecasting
by Knotek, Edward S. & Zaman, Saeed
- 1725-1734 Macroeconomic news and market reaction: Surprise indexes meet nowcasting
by Caruso, Alberto
- 1735-1747 Forecasting economic time series using score-driven dynamic models with mixed-data sampling
by Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng
- 1748-1769 Assessing the uncertainty in central banks’ inflation outlooks
by Knüppel, Malte & Schultefrankenfeld, Guido
- 1770-1789 DSGE forecasts of the lost recovery
by Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica
- 1790-1799 Residential investment and recession predictability
by Aastveit, Knut Are & Anundsen, André K. & Herstad, Eyo I.
- 1800-1813 Implied volatility term structure and exchange rate predictability
by Ornelas, José Renato Haas & Mauad, Roberto Baltieri
- 1814-1828 Forecasting GDP growth with NIPA aggregates: In search of core GDP
by Garciga, Christian & Knotek II, Edward S.
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.
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