# Elsevier

# International Journal of Forecasting

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### 2002, Volume 18, Issue 3

### 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**309-323 Why did forecasters fail to predict the 1990 recession?***by*Fintzen, David & Stekler, H. O.**325-339 Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study***by*Taylor, James W. & Bunn, Derek W.**341-342 Book review***by*Author, A.**345-346 Book review***by*Author, A.**347-348 The International Institute of Forecasters Award for the Best Forecasting Paper***by*Author, A.

### 1999, Volume 15, Issue 2

**127-135 Forecasting presidential elections using history and polls***by*Brown, Lloyd B. & Chappell Jr., Henry W.**137-142 Using state polls to forecast presidential election outcomes in the American states***by*Holbrook, Thomas M. & DeSart, Jay A.**143-152 Toward stability in presidential forecasting: the development of a multiple indicator model***by*Stambough, Stephen J. & Thorson, Gregory R.**153-162 Local votes, national forecasts - using local government by-elections in Britain to estimate party support***by*Rallings, Colin & Thrasher, Michael**163-174 Polls fail in France: forecasts of the 1997 legislative election1***by*Jerome, Bruno & Jerome, Veronique & Lewis-Beck, Michael S.**175-184 Voters as forecasters: a micromodel of election prediction***by*Lewis-Beck, Michael S. & Tien, Charles**185-199 Forecasting long memory left-right political orientations***by*Eisinga, Rob & Franses, Philip Hans & Ooms, Marius**225-226 Research note***by*Author, A.

### 1999, Volume 15, Issue 1

**1-9 Additive outliers, GARCH and forecasting volatility***by*Franses, Philip Hans & Ghijsels, Hendrik**11-25 Fitting autoregressive trend stationary models with finite samples***by*Falk, Barry**27-47 Seasonal unit roots and forecasts of two-digit European industrial production***by*Osborn, Denise R. & Heravi, Saeed & Birchenhall, C. R.**49-55 Power transformation and forecasting the magnitude of exchange rate changes***by*McKenzie, Michael D.**57-66 Testing the efficiency and rationality of City forecasts***by*Egginton, Don M.**67-81 The impact of firm and export characteristics on the accuracy of export sales forecasts: evidence from UK exporters***by*Diamantopoulos, Adamantios & Winklhofer, Heidi**83-91 Are sports seedings good predictors?: an evaluation***by*Boulier, Bryan L. & Stekler, H. O.

### 1998, Volume 14, Issue 4

**433-446 Can univariate models forecast turning points in seasonal economic time series?***by*Garcia-Ferrer, Antonio & Queralt, Ricardo A.**447-456 Bootstrap prediction intervals for autoregressions: some alternatives***by*Grigoletto, Matteo**457-468 The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting***by*Bidarkota, Prasad V.**469-482 Forecasting unstable and nonstationary time series***by*Grillenzoni, Carlo**483-496 A two-step approach for identifying seasonal autoregressive time series forecasting models***by*Koreisha, Sergio G. & Pukkila, Tarmo**497-504 Improving forecasting for telemarketing centers by ARIMA modeling with intervention***by*Bianchi, Lisa & Jarrett, Jeffrey & Choudary Hanumara, R.**505-513 Forecasting Singapore's quarterly GDP with monthly external trade***by*Abeysinghe, Tilak**515-522 The impact of incentives on the accuracy of subjects in judgmental forecasting experiments***by*Remus, William & O'Connor, Marcus & Griggs, Kenneth**523-526 Combining probabilistic and subjective assessments of error to provide realistic appraisals of demographic forecast uncertainty: Alho's approach***by*Carter, Lawrence R.

### 1998, Volume 14, Issue 3

**303-312 Professor Zellner: An interview for the International Journal of Forecasting***by*Garcia-Ferrer, Antonio**313-322 The impact of information of unknown correctness on the judgmental forecasting process***by*Remus, William & O'Connor, Marcus & Griggs, Kenneth**339-358 Generalising about univariate forecasting methods: further empirical evidence***by*Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel**367-379 A nonlinear forecasts combination method based on Takagi-Sugeno fuzzy systems***by*Fiordaliso, Antonio**381-391 Are OECD forecasts rational and useful?: a directional analysis***by*Ash, J. C. K. & Smyth, D. J. & Heravi, S. M.**393-403 How should additive Holt-Winters estimates be corrected?***by*Lawton, Richard**405-414 A model selection strategy for time series with increasing seasonal variation***by*Hans Franses, Philip & Koehler, Anne B.**415-426 The persistence of specification problems in the distribution of combined forecast errors***by*de Menezes, Lilian M. & Bunn, Derek W.

### 1998, Volume 14, Issue 2

**161-170 Twenty five years of floating: some observations***by*Modigliani, Franco & Askari, Hossein**171-186 Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity***by*Enders, Walter & Falk, Barry**187-198 Structural VAR, MARMA and open economy models***by*Dhrymes, Phoebus J. & Thomakos, Dimitrios D.**215-225 The stock price-volume relationship in emerging stock markets: the case of Latin America***by*Saatcioglu, Kemal & Starks, Laura T.**227-244 Fundamental information and share prices in Japan: evidence from earnings surprises and management predictions***by*Conroy, Robert M. & Harris, Robert S. & Park, Young S.**245-254 PSR--an efficient stock-selection tool?***by*Suzuki, Makoto**255-259 Forecasting earnings composite variables, financial anomalies, and efficient Japanese and U.S. portfolios***by*Guerard, John Jr. & Blin, John & Bender, Steve**261-275 Biases in analyst forecasts: cognitive, strategic or second-best?***by*Loffler, Gunter**277-290 Just what are we optimizing, anyway?***by*Masters, Timothy**291-298 Generating scenarios for global financial planning systems***by*Mulvey, John & Rush, Robert & Sweeney, John

### 1998, Volume 14, Issue 1

**5-15 Forecasting a collection of binomial proportions in the presence of covariates***by*Stroud, T. W. F. & Sykes, Alan M. & Witt, Stephen F.**17-34 A method for forecasting owner monthly construction project expenditure flow***by*Skitmore, Martin**35-62 Forecasting with artificial neural networks:: The state of the art***by*Zhang, Guoqiang & Eddy Patuwo, B. & Y. Hu, Michael**63-70 A further test of the influence of leading indicators on the probability of US business cycle phase shifts***by*Layton, Allan P.