# Elsevier

# International Journal of Forecasting

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### 2003, Volume 19, Issue 2

**299-311 Forecasting the behaviour of manufacturing inventory***by*Albertson, Kevin & Aylen, Jonathan**313-317 Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament***by*Caudill, Steven B.**319-325 STAMP 6.0: STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik and Neil Shephard. London: Timberlake Consultants Ltd, 2000. Prices for the package, which includes GiveWin and one set of books and 1 CD, are: Single user: $850+$50sh, 5-user: $1700+sh, 10-user: $2250+sh, 20-user: $3400+sh, Unlimited: $4250+sh. Prices vary when STAMP bought in combination with other OxMetrics products. Academic discounts are also available. Head office is Timberlake Consultants Limited, Unit B3, Broomsleigh Business Park, Worsley Bridge Road, London, SE26 SBN, UK. Tel.: +44 (0)20 86973377, Fax: +44 (0)20 86973388. Email: info@timberlake.co.uk. Websites: http://www.timberlake.co.uk and (in the U.S.) http://www.timberlake-consultancy.com. Main website for STAMP is: www.STAMP-software.com***by*Hallahan, Charlie**327-328 New-Product Diffusion Models: V. Mahajan, E. Muller and Y. Wind (Eds.), Kluwer Academic Press, Boston & Dordrecht, 2000, ISBN 0-7923-7751-6. 115.50 EUR/99.95 USD/70.00 GBP***by*Fildes, Robert**329-330 Econometric Analysis of Seasonal Time Series: Eric Ghysels and Denise Osborn, Themes in Modern Econometrics, 2001, Cambridge University Press, Paperback: ISBN 0-521-56588-x, $25, [UK pound]17.95, Hardback: ISBN 0-521-562600, $70, [UK pound]47.50***by*Sloboda, Brian W.**330-332 Practical Business Forecasting: Michael K. Evans, Blackwell Publishing, Oxford, 2003, pp. 483, ISBN 0-631-22065-8, $69.95***by*AndersonSenior Economist, Scott**333-335 Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple: Arnold Zellner, Hugo A. Keuzenkamp, Michael McAleer (Editors), Cambridge University Press 2001, Hardcover, 312 pages. ISBN: 0-521-80361-6, $ 75***by*Nikolopoulos, K.**337-337 Corrigendum to "Telecommunications demand forecasting--a review": [International Journal of Forecasting 18 (2002) 489-522]***by*Fildes, Robert

### 2003, Volume 19, Issue 1

**1-3 Some possible directions for future research***by*Clements, Michael P.**5-25 Conducting a sales forecasting audit***by*Moon, Mark A. & Mentzer, John T. & Smith, Carlo D.**27-42 Researching Sales Forecasting Practice: Commentaries and authors' response on "Conducting a Sales Forecasting Audit" by M.A. Moon, J.T. Mentzer & C.D. Smith***by*Fildes, Robert & Bretschneider, Stuart & Collopy, Fred & Lawrence, Michael & Stewart, Doug & Winklhofer, Heidi & Mentzer, John T. & Moon, Mark A.**57-70 Using weather ensemble predictions in electricity demand forecasting***by*Taylor, James W. & Buizza, Roberto**71-85 Forecasting consumer credit card adoption: what can we learn about the utility function?***by*Qi, Min & Yang, Sha**87-94 Forecasting combination and encompassing tests***by*Fang, Yue**95-110 Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy***by*Ribeiro Ramos, Francisco Fernando**111-121 The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting***by*Bewley, Ronald & Griffiths, William E.**123-141 Tourism forecasting: accuracy of alternative econometric models***by*Song, Haiyan & Witt, Stephen F. & Jensen, Thomas C.**143-148 Normalization of seasonal factors in Winters' methods***by*Archibald, Blyth C. & Koehler, Anne B.**149-159 Small negative surprises: frequency and consequence***by*Brown, Lawrence D.

### 2002, Volume 18, Issue 4

**489-522 Telecommunications demand forecasting--a review***by*Fildes, Robert & Kumar, V.**523-543 Forecasting United States-Asia international message telephone service***by*Madden, Gary & Savage, Scott J. & Coble-Neal, Grant**545-559 IntraLATA long-distance demand: carrier choice, usage demand and price elasticities***by*Kridel, Donald J. & Rappoport, Paul N. & Taylor, Lester D.**561-581 Forecasting telecommunication service subscribers in substitutive and competitive environments***by*Jun, Duk B. & Kim, Seon K. & Park, Yoon S. & Park, Myoung H. & Wilson, Amy R.**583-603 Forecasting category sales and market share for wireless telephone subscribers: a combined approach***by*Kumar, V. & Nagpal, Anish & Venkatesan, Rajkumar**605-624 Modelling multinational telecommunications demand with limited data***by*Islam, Towhidul & Fiebig, Denzil G. & Meade, Nigel**625-646 A genetic algorithms approach to growth phase forecasting of wireless subscribers***by*Venkatesan, Rajkumar & Kumar, V.**647-671 A hybrid system-identification method for forecasting telecommunications product demands***by*Cox Jr., Louis A. & Popken, Douglas A.**673-695 An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system***by*Tych, Wlodek & Pedregal, Diego J. & Young, Peter C. & Davies, John

### 2002, Volume 18, Issue 3

**319-320 Introduction to forecasting decisions in conflict situations***by*De Gooijer, Jan G.**321-344 Forecasting decisions in conflict situations: a comparison of game theory, role-playing, and unaided judgement***by*Green, Kesten C.**345-352 Assessing game theory, role playing, and unaided judgment***by*Armstrong, J. Scott**353-358 Game theory's role in role-playing***by*Bolton, Gary E.**359-368 Predictive value and the usefulness of game theoretic models***by*Erev, Ido & Roth, Alvin E. & Slonim, Robert L. & Barron, Greg**369-374 Forecasting games: can game theory win?***by*Goodwin, Paul**375-382 Behavioral decision making, forecasting, game theory, and role-play***by*Shefrin, Hersh**383-387 Game theory, game theorists, university students, role-playing and forecasting ability***by*Wright, George**389-395 Embroiled in a conflict: who do you call?***by*Green, Kesten C.**397-407 Evaluating multivariate forecast densities: a comparison of two approaches***by*Clements, Michael P. & Smith, Jeremy**409-419 Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns***by*Guermat, Cherif & Harris, Richard D. F.**421-438 Combined forecasts from linear and nonlinear time series models***by*Terui, Nobuhiko & van Dijk, Herman K.**439-454 A state space framework for automatic forecasting using exponential smoothing methods***by*Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone**455-460 ITSM 2000 Professional Version 6.0, developed by Peter J. Brockwell and Richard A. Davis, B&D Enterprises, Inc., Copyright 1999. The Student Version is included in Introduction to Time Series and Forecasting, 1996, Springer-Verlag New York Inc. (ISBN: 0387947191). The Professional Version is obtainable from pbrockwell@compuserve.com. Web Page of the author: http://www.stat.colostate.edu/~pjbrock/***by*Lee, Junsoo & Strazicich, Mark C.**461-461 Book reviews: Time Series: Data Analysis and Theory, Classics Edition, David R. Brillinger, SIAM, Philadelphia, USA, 2001, Paperback, 540pp, ISBN 0-89871-501-6, $59, [UK pound]51.95***by*Chatfield, Chris**462-463 Book review: Developments in Forecast Combination and Portfolio Choice, edited by Christian Dunis, Allan Timmermann and John Moody, Wiley, New York, 2001, Hardback, 330pp. ISBN 0-47152-165-5, $95***by*Krause, Andreas**463-464 How to Forecast: A Guide for Business: James Morrell (2001), Aldershot: Gower, xii+201 pages. ISBN 0 566 08363 0. Hardback [UK pound]55***by*Goodwin, Paul**464-466 Understanding Economic Forecasts: David F. Hendry and Neil R. Ericsson (MIT Press, Cambridge, 2001). ISBN 0-262-08304-3, pp. 210, $27.95***by*Marquez, Jaime**467-468 Seasonal Adjustment with the X-11 Method: Dominique Ladiray and Benoit Quenneville, Lecture Notes in Statistics, 2001, New York: Springer-Verlag, pp.260. [UK pound]48, $59.95, ISBN 0-387-95171-7***by*Planas, Christophe**468-478 Principles of Forecasting: A Handbook for Researchers and Practitioners: J. Scott Armstrong (Ed.), (2001), Boston: Kluwer Academic Publishers, 849 pages. Hardback: ISBN: 0-7923-7930-6; $190, [UK pound]133, [euro;]210.00, Paperback: ISBN: 07923-7401-0; $95; [UK pound]66.50, [euro;]105***by*Goodwin, Paul & Ord, J. Keith & Oller, Lars-Erik & Sniezek, Janet A. & Leonard, Mike**479-480 Research on Forecasting***by*Diamantopoulos, A.**481-482 Research on Forecasting***by*Adya, Monica**482-483 "How useful are the forecasts of intergovernmental agencies? The IMF and OECD versus the consensus": Batchelor, Roy (2001), Applied Economics, 33, pp. 225-235. E-mail address: R.A.Batchelor@city.bc.uk***by*Armstrong, J. Scott

### 2002, Volume 18, Issue 2

**163-165 Introduction***by*Baillie, R. & Crato, N. & Ray, B. K.**167-179 Multistep forecasting of long memory series using fractional exponential models***by*Hurvich, Clifford M.**181-206 Computation of the forecast coefficients for multistep prediction of long-range dependent time series***by*Bhansali, R. J. & Kokoszka, P. S.**207-214 Bayesian prediction for vector ARFIMA processes***by*Ravishanker, Nalini & Ray, Bonnie K.**215-226 Modeling and forecasting from trend-stationary long memory models with applications to climatology***by*Baillie, Richard T. & Chung, Sang-Kuck**227-241 On robust local polynomial estimation with long-memory errors***by*Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp**243-264 Inflation, forecast intervals and long memory regression models***by*Bos, Charles S. & Franses, Philip Hans & Ooms, Marius**265-281 A class of nearly long-memory time series models***by*Breidt, F. Jay & Hsu, Nan-Jung**283-290 Predicting the distribution function for long-memory processes***by*Ghosh, Sucharita & Draghicescu, Dana**291-297 A note on moving average forecasts of long memory processes with an application to quality control***by*Ramjee, Radhika & Crato, Nuno & Ray, Bonnie K.**299-313 Bias in the memory parameter for different sampling rates***by*Souza, Leonardo R. & Smith, Jeremy

### 2002, Volume 18, Issue 1

**5-18 Forecasting for inventory control with exponential smoothing***by*Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith**19-30 A new approach to modelling and forecasting monthly guest nights in hotels***by*Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas**31-44 Forecasting performance of seasonal cointegration models***by*Lof, Marten & Lyhagen, Johan**45-65 Does knowledge of the cost of carry model improve commodity futures price forecasting ability?: A case study using the London Metal Exchange lead contract***by*Heaney, Richard**67-83 A comparison of the accuracy of short term foreign exchange forecasting methods***by*Meade, Nigel**85-105 Increasing the transparency of macroeconometric forecasts: a report from the trenches***by*Heilemann, Ullrich**107-115 Do revisions improve forecasts?***by*Cho, Dong W.**117-123 Seasonal adjustment of inventory demand series: a case study***by*Gardner, Everette Jr. & Diaz-Saiz, Joaquin**125-130 Bootstrap prediction intervals for single period regression forecasts***by*Lam, J. -P. & Veall, M. R.**131-151 Victor Zarnowitz: An interview with the International Journal of Forecasting***by*Klein, Philip A.**153-154 Exchange Rate Forecasting. Techniques and Applications: Imad A. Moosa, Macmillan Business, London, 2000, ISBN: 0-333-73644-3, pp. 448, [UK pound]120 (Hardback)***by*Copeland, Laurence**155-156 Data Mining in Finance: Advances in Relational and Hybrid Methods: Boris Kovalerchuk and Evgenii Vityaev (Eds.), Kluwer Academic Publishers, Norwell, Massachusetts, 2000, HB US $120, ISBN 0-7923-7804-0***by*Cowan, Adrian M.**157-158 Predictive Modular Neural Networks - Applications to Time Series***by*Monforte, Frank A.**158-159 Forecasting: Methods and Applications, by Spyros Makridakis, Steven C. Wheelwright and Rob J. Hyndman. Third edition. John Wiley and Sons, 1998, 642pp, ISBN 0-471-53233-9. [UK pound]29.95, $90.65***by*Faria, Alvaro Jr.**159-161 Forecasting with Judgment: George Wright and Paul Goodwin (Eds.) (1998) Chichester: Wiley. 297 pages. ISBN 0 471 97014 X Hardback: [UK pound]55.00, $165.00***by*Harries, Clare

### 2001, Volume 17, Issue 4

**585-605 Bayesian prediction with cointegrated vector autoregressions***by*Villani, Mattias**607-621 On forecasting cointegrated seasonal time series***by*Lof, Marten & Hans Franses, Philip**623-633 The asymmetry of judgemental confidence intervals in time series forecasting***by*O'Connor, Marcus & Remus, William & Griggs, Kenneth

### 2001, Volume 17, Issue 3

**329-332 Introduction***by*Holden, Ken & Klein, Philip A. & Lahiri, Kajal**333-348 A framework for measuring international business cycles***by*Banerji, Anirvan & Hiris, Lorene**349-368 Business cycle measurement in the presence of structural change: international evidence***by*Krolzig, Hans-Martin**369-382 Cyclical aspects of business cycle turning points***by*Sarlan, Haldun**383-401 Predicting US recessions with leading indicators via neural network models***by*Qi, Min**403-417 Comparison of regime switching, probit and logit models in dating and forecasting US business cycles***by*Layton, Allan P. & Katsuura, Masaki**419-432 How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth***by*Loungani, Prakash**433-445 Measuring and forecasting asymmetries in employment cycles with US labor market applications***by*Pfann, Gerard A.**447-458 What determines inflation in the US, job growth or unemployment?***by*Guha, Debashis & Visviki, Dimitra**459-482 Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence***by*Sarantis, Nicholas**499-515 Forecasting Australia's economic performance during the Asian crisis***by*Summers, Peter M.**517-532 A growth cycle characterisation and forecasting of the Spanish economy: 1970-1998***by*Garcia-Ferrer, Antonio & Queralt, Ricardo & Blazquez, Cristina

### 2001, Volume 17, Issue 2

**143-157 Automatic identification of time series features for rule-based forecasting***by*Adya, Monica & Collopy, Fred & Armstrong, J. Scott & Kennedy, Miles**159-169 Setting accuracy targets for short-term judgemental sales forecasting***by*Bunn, Derek W. & Taylor, James W.**171-180 Regional multi-family housing start forecast accuracy***by*Fullerton, Thomas Jr. & Laaksonen, Mika M. & West, Carol T.**181-201 Macroeconomic forecasts and the nature of economic shocks in Germany***by*Dopke, Jorg**203-230 Structural breaks, ARIMA model and Finnish inflation forecasts***by*Junttila, Juha**231-245 Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry***by*Herwartz, Helmut**247-267 Bootstrapping prediction intervals for autoregressive models***by*Clements, Michael P. & Taylor, Nick**269-286 Forecasting models and prediction intervals for the multiplicative Holt-Winters method***by*Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith**287-293 Further results on focus forecasting vs. exponential smoothing***by*Gardner, Everette Jr. & Anderson-Fletcher, Elizabeth A. & Wicks, Angela M.**295-297 Irrational Exuberance: Robert Shiller, Princeton University Press, Princeton, 2000. Hardcover, 296 pages, ISBN 0-691-05062-7, $27.95***by*Stekler, H. O.**297-299 Tourism Demand Modelling and Forecasting. Modern Econometric Approaches,: Haiyan Song and Stephen F. Witt (1999) (Elsevier Science Ltd.) ISBN 0-08-043673-0, pp. 178. Hardback, US$75, euro 70.34***by*Pedregal, Diego J.**299-301 Time Series Analysis and its Applications: Robert H. Shumway and David S. Stoffer; Springer Texts in Statistics; 2000, Springer-Verlag; [UK pound]55, US$79.95, ISBN 0-387-98950-1***by*Lawton, Richard**301-302 Time Series Analysis and Forecasting with Applications of SAS and SPSS: Robert Yaffee and Monnie McGee (contributor), (2000) San Diego: Academic Press. 496 pages. ISBN 0 127 67870 0 Hardback: [UK pound]29.95, $69.95***by*Koehler, Anne B.**302-303 Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95***by*Davidson, James**305-317 Software reviews***by*Gencay, Ramazan & Selcuk, Faruk**317-322 Software reviews***by*Tashman, Len & Gros, Mirco**323-325 Diebold, F.X. and Kilian, L. (2000) Unit-root tests are useful for selecting forecasting models. Journal of Business and Economic Statistics, 18, 265-273***by*Allen, P. Geoffrey

### 2001, Volume 17, Issue 1

**1-9 George Box: An interview with the International Journal of Forecasting***by*Pena, Daniel**11-29 The trading profitability of forecasts of the gilt-equity yield ratio***by*Brooks, Chris & Persand, Gita**45-56 Benchmarks and the accuracy of GARCH model estimation***by*Brooks, Chris & Burke, Simon P. & Persand, Gita**57-69 Neural network forecasting of Canadian GDP growth***by*Tkacz, Greg**71-82 Long lead-time forecasting of UK air passengers by Holt-Winters methods with damped trend***by*Grubb, Howard & Mason, Alexina**83-103 Effects of parameter estimation on prediction densities: a bootstrap approach***by*Pascual, Lorenzo & Romo, Juan & Ruiz, Esther**105-120 The forecasting accuracy and determinants of football rankings***by*Lebovic, James H. & Sigelman, Lee**121-128 Forecasting market shares from models for sales***by*Fok, Dennis & Franses, Philip Hans**130-133 Methodology and Tacit Knowledge: Two Experiments in Econometrics: Jan R. Magnus and Mary S. Morgan (John Wiley, New York, 1999). ISBN: 0471982970, pp. 426, [UK pound]55***by*Marquez, Jaime**133-134 Forecasting Non-stationary Economic Time Series: Michael P. Clements, and David F. Hendry, The MIT Press, Cambridge, Massachusetts, 1999, ISBN 0-262-03272-4, US $35 (Hardback)***by*Oller, Lars-Erik**135-139 A Study of Recidivism of Serious and Persistent Offenders Among Adolescents: Brent B. Benda and Connie L. Tollett, 1999; Journal of Criminal Justice, Vol. 27, No. 2, pp. 111-126***by*Caulkins, Jonathan P.**139-140 On Forecasting Exchange Rates Using Neural Networks: P.H. Franses and P.V. Homelen, 1998, Applied Financial Economics, 8, 589-596***by*Balkin, Sandy**141-142 Henri Theil, 1924-2000***by*Clements, Kenneth W.

### 2000, Volume 16, Issue 4

**433-436 The M3-Competition1***by*Ord, Keith & Hibon, Michele & Makridakis, Spyros**437-450 Out-of-sample tests of forecasting accuracy: an analysis and review***by*Tashman, Leonard J.**451-476 The M3-Competition: results, conclusions and implications***by*Makridakis, Spyros & Hibon, Michele**477-484 An application of rule-based forecasting to a situation lacking domain knowledge***by*Adya, Monica & Armstrong, J. Scott & Collopy, Fred & Kennedy, Miles**485-496 The use of an expert system in the M3 competition***by*Flores, Benito E. & Pearce, Stephen L.**497-508 Automatic ARIMA modeling including interventions, using time series expert software***by*Melard, G. & Pasteels, J. -M.**509-515 Automatic neural network modeling for univariate time series***by*Balkin, Sandy D. & Ord, J. Keith**517-519 A note on the Robust Trend and ARARMA methodologies used in the M3 Competition***by*Meade, Nigel**521-530 The theta model: a decomposition approach to forecasting***by*Assimakopoulos, V. & Nikolopoulos, K.**531-531 Commercially available software and the M3-Competition***by*Ord, Keith**533-535 The Forecast Pro methodology***by*Goodrich, Robert L.**535-535 John Galt's ForecastX Engine***by*Omrod, Anne**536-536 The PP (Autocast) System***by*Levenbach, Hans**536-537 SmartForecasts' Automatic Forecasting System***by*Smart, Charles N.**531-533 The AUTOBOX system***by*Reilly, David

### 2000, Volume 16, Issue 3

**293-315 The accuracy of European growth and inflation forecasts***by*Oller, Lars-Erik & Barot, Bharat**317-331 Forecasting sport: the behaviour and performance of football tipsters***by*Forrest, David & Simmons, Robert**333-347 Estimating non-linear ARMA models using Fourier coefficients***by*Ludlow, Jorge & Enders, Walter**349-357 Is it safe to assume that software is accurate?***by*McCullough, B. D.**359-368 Sales forecasting practices of Egyptian public enterprises: survey evidence***by*Mady, M. Tawfik**369-382 Sales forecasting updates: how good are they in practice?***by*Lawrence, Michael & O'Connor, Marcus**383-397 Sales forecasts for existing consumer products and services: Do purchase intentions contribute to accuracy?***by*Armstrong, J. Scott & Morwitz, Vicki G. & Kumar, V.**399-421 Forecasting market share using predicted values of competitive behavior: further empirical results***by*Klapper, Daniel & Herwartz, Helmut**423-425 Macroeconomic Forecasting: A Sociological Appraisal: by Robert Evans. Routledge Studies in the Modern World Economy, Routledge, 1999, 256 pp, [UK pound]55 (Hbk), ISBN 0-415-20694-4***by*Porojan, Anca**425-426 Forecasting Economic Time Series, Clements, Michael P. and Hendry, David, F., Cambridge University Press, Cambridge, England, 1998, HB US $ 69.95, ISBN 0-521-63242-0, PB US$ 25.95, ISBN 0-521-63242-0***by*Oller, Lars-Erik**426-427 The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)***by*Franses, P. H. B. F.**427-429 Bayesian Inference in Dynamic Econometric Models: Luc Bauwens, Michel Lubrano and Jean-Francois Richard, Oxford University Press, Oxford, 1999, Hardback ISBN 0-19-877312-9, [UK pound]45.00, Paperback ISBN 0-19-877313-7, [UK pound]19.95***by*Kanetkar, Vinay**429-430 Judgment and Decision Making: An Interdisciplinary Reader: Second edition, Terry Connolly, Hal R. Arkes and Kenneth R. Hammond (Eds.), Cambridge University Press, 2000. Paperback: ISBN 0-521-62602-1, [UK pound]24.95 ($34.95); Hardback: ISBN: 0-521-62355-3, [UK pound]60.00 ($84.95)***by*Goodwin, Paul

### 2000, Volume 16, Issue 2

**147-148 What does it take to achieve adoption in sales forecasting?***by*Lawrence, Michael**149-172 A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers***by*Thomas, Lyn C.**173-190 Forecasting stock indices: a comparison of classification and level estimation models***by*Leung, Mark T. & Daouk, Hazem & Chen, An-Sing**207-227 Forecasting OECD industrial turning points using unobserved components models with business survey data***by*Garcia-Ferrer, Antonio & Bujosa-Brun, Marcos**229-246 A method for spatial-temporal forecasting with an application to real estate prices***by*Pace, R. Kelley & Barry, Ronald & Gilley, Otis W. & Sirmans, C. F.**247-260 Comparing seasonal components for structural time series models***by*[Reference to Proietti], Tommaso**261-275 Correct or combine? Mechanically integrating judgmental forecasts with statistical methods***by*Goodwin, Paul**283-286 Business Cycles: Durations, Dynamics and Forecasting: Francis X. Diebold and Glenn D. Rudebusch, Princeton University Press, Princeton 1999. Hardcover, 420 pages. ISBN: 0-691-01218-0, $49.50***by*Garcia-Ferrer, Antonio**286-288 Econometric Business Cycle Research: Jan Jacobs, Kluwer Academic Publishers, Boston, 1997. Hardcover, 228 pages. ISBN; 0-7923-8254-4, $100***by*Garcia-Ferrer, Antonio**288-289 Empirical Modelling in Economics: Specification and Evaluation: Clive W. J. Granger, (Cambridge University Press, 1999) 108 pages, Paperback: ISBN 0-521 77825-5 [UK pound]9.95 ($15.95).Hardback: ISBN 0-521-66208-7 [UK pound]30.00 ($49.95)***by*Webber, D. J.**289-291 Trouble in Paradise? Europe in the 21st Century: Steven Philip Kramer and Irene Kyriakopoulos (Washington, DC: National Defense University Press, 1996)***by*Bucken-Knapp, Gregg

### 2000, Volume 16, Issue 1

**1-16 Mr Henri Theil:: an interview with the International Journal of Forecasting***by*Bewley, Ronald**17-38 An evaluation of the predictions of the Federal Reserve***by*Joutz, Fred & Stekler, H. O.**39-58 Interest rate spreads as predictors of German inflation and business cycles***by*Ivanova, Detelina & Lahiri, Kajal & Seitz, Franz**59-69 Exact smoothing for stationary and non-stationary time series***by*Casals, Jose & Jerez, Miguel & Sotoca, Sonia**71-83 Forecasting the short-term demand for electricity: Do neural networks stand a better chance?***by*Darbellay, Georges A. & Slama, Marek**85-99 Improving the voluntary integration of statistical forecasts and judgment***by*Goodwin, Paul**101-109 Does updating judgmental forecasts improve forecast accuracy?***by*O'Connor, Marcus & Remus, William & Griggs, Kenneth**111-116 Forecasting the levels of vector autoregressive log-transformed time series***by*Arino, Miguel A. & Franses, Philip Hans**117-119 Modeling variables of different frequencies***by*Abeysinghe, Tilak**121-124 Do long-memory models have long memory?***by*Andersson, Michael K.**125-127 Corrections to rule-based forecasting: findings from a replication***by*Adya, Monica**129-130 Statistical Control by Monitoring and Feedback Adjustment: George Box and Alberto Luceno (Eds.); Wiley Series in Probability and Statistics; Copyright 1997, John Wiley and Sons, Inc.; ISBN 0-471-19046-2***by*Singpurwalla, Nozer D.**130-132 The Practice of Data Analysis: Essays in Honor of John W. Tukey: D.R. Brillinger, L.T. Fernholz and S. Morgenthaler (Eds.); Princeton, NJ: Princeton University Press, 1997, 337pp.; ISBN 0-691-05782-6***by*Levenbach, Hans**132-133 Book review***by*Book Review**133-135 Global Energy Perspectives,: edited by Nebojsa Nakicenovic, Arnulf Grubler and Alan McDonald, Cambridge University Press, Cambridge, UK, 1998, ISBN 0521645697***by*de Menezes, Lilian M.**135-136 System Dynamics in Economic and Financial Models: Christiaan Heij, Hans Schumacher, Bernard Hanzon, and Kees Praagman (Eds.); John Wiley & Sons, West Sussex, England, 1997; ISBN 0-471-96934-6***by*Maxwell, William F.**137-138 Book review***by*Stekler, Herman O.**138-140 Book review***by*Book Review**140-142 Griffin, D., Buehler, R. (1999). Frequency, Probability, and Prediction: Easy Solutions to Cognitive Illusions? Cognitive Psychology, 38, 48-78***by*Browne, Glenn J.**143-144 Judgmental forecasts of time series affected by special events: Does providing a statistical forecast improve accuracy?: Paul Goodwin and Robert Fildes (1999) Journal of Behavioral Decision Making 12(1), 37-53***by*Collopy, Fred

### 1999, Volume 15, Issue 4

**351-352 Introduction to paper and commentaries on the Delphi technique***by*Author, A.**353-375 The Delphi technique as a forecasting tool: issues and analysis***by*Rowe, Gene & Wright, George**377-379 Commentaries on "The Delphi technique as a forecasting tool: issues and analysis" by Rowe and Wright***by*Ayton, Peter & Ferrell, William R. & Stewart, Thomas R.**379-380 Book review***by*Author, A.**380-381 Commentary on "The Delphi technique as a forecasting tool: Issues and analysis" by Rowe and Wright***by*Stewart, Thomas R.**383-392 Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS***by*Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon & Andrada-Felix, Julian**393-403 Asymptotic and bootstrap prediction regions for vector autoregression***by*Kim, Jae H.**405-408 On the asymmetry of the symmetric MAPE***by*Goodwin, Paul & Lawton, Richard**409-419 Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap***by*Albertson, Kevin & Aylen, Jonathan**421-430 Nonlinear deterministic forecasting of daily dollar exchange rates***by*Cao, Liangyue & Soofi, Abdol S.**431-443 Comparison of seasonal estimation methods in multi-item short-term forecasting***by*Bunn, Derek W. & Vassilopoulos, Angelos I.**445-447 Book reviews***by*Author, A.**449-450 Book review***by*Author, A.**451-459 Software review***by*Author, A.

### 1999, Volume 15, Issue 3

**227-246 Combining forecasts: What information do judges need to outperform the simple average?***by*Fischer, Ilan & Harvey, Nigel**247-257 Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute***by*Mills, Terence C. & Pepper, Gordon T.**259-271 Validation, probability-weighted priors, and information in stochastic forecasts***by*Tuljapurkar, Shripad & Boe, Carl**273-289 Level-adjusted exponential smoothing for modeling planned discontinuities1***by*Williams, Dan W. & Miller, Don**291-308 Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: evidence from a nonlinear model***by*Mest, David P. & Plummer, Elizabeth