# 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
(Shamier, Wendy)**

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

**ISSN:**0169-2070

**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)

### 2004, Volume 20, Issue 2

**321-342 Forecasting with a nonlinear dynamic model of stock returns and industrial production***by*Bradley, Michael D. & Jansen, Dennis W.**343-357 Domestic and international influences on business cycle regimes in Europe***by*Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris**359-372 Forecasting EMU macroeconomic variables***by*Marcellino, Massimliano

### 2004, Volume 20, Issue 1

**1-3 Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation***by*Ord, Keith**5-10 Forecasting seasonals and trends by exponentially weighted moving averages***by*Holt, Charles C.**11-13 Author's retrospective on 'Forecasting seasonals and trends by exponentially weighted moving averages'***by*Holt, Charles C.**15-27 Efficient market hypothesis and forecasting***by*Timmermann, Allan & Granger, Clive W. J.**29-39 The effects of feedback on judgmental interval predictions***by*Bolger, Fergus & Onkal-Atay, Dilek**41-52 Distance and prediction error variance constraints for ARMA model portfolios***by*Chenoweth, Timothy & Dowling, Karen & Hubata, Robert & St. Louis, Robert**53-67 Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance***by*Thomakos, Dimitrios D. & Guerard, John Jr.**69-84 Combining time series models for forecasting***by*Zou, Hui & Yang, Yuhong**85-97 Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators***by*Kim, Jae H.**99-114 Sales forecasting using longitudinal data models***by*Frees, Edward W. & Miller, Thomas W.**115-129 Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations***by*Ng, Hock Guan & McAleer, Michael**131-135 AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality***by*Oliveira, M. M. & Mexia, J. T.**137-139 Applied time series modelling and forecasting: Richard Harris and Robert Sollis, John Wiley and Sons, Chichester, 2003, Paperback, 302 pages. ISBN 0-470-84443-4, [UK pound]24.95, $59.95***by*Sloboda, Brian**139-139 Introduction to econometrics: Christopher Dougherty (2nd edition), Oxford University Press, 2002, Paperback, 424 pages. ISBN: 0198776438, [UK pound]27.99***by*Nikolopoulos, K.**142-143 Analysis of panel data: Second Edition, Cheng Hsiao, Cambridge University Press, Cambridge, United Kingdom, 2003, ISBN 0-521-81855-9, 382 pages, [UK pound]21.95***by*Ribar, David C.**143-144 Elicitation of expert opinions for uncertainty and risk: Bilal M. Ayyub, CRC Press 2001, Hardcover, 328 pages. ISBN: 0-8493-1087-3, $84.95***by*Nikolopoulos, K.**144-148 Environmental Foresight and Models: A Manifesto: Edited by M.B. Beck, Elsevier Science, Oxford, 2003. 473 pp.; $120, ISBN 0-080-44086-X***by*Allen, P. Geoffrey**149-150 The analysis of sports forecasting: Modeling parallels between sports gambling and financial markets: William S. Mallios, Kluwer Academic Publishers, Boston & Dordrecht, 2000, 312 pages, ISBN 0-7923-7713-3, $138.50***by*Simmons, Rob**151-161 A review of Stata 8.1 and its time series capabilities***by*Baum, Christopher F.**139-141 Time series analysis by state space methods: J. Durbin and S.J. Koopman, Oxford Statistical Series 24, 2001, Oxford University Press, ISBN 0-19-852354-8, 254 pages, price: [UK pound]36.00 (hardback)***by*Poncela, Pilar

### 2003, Volume 19, Issue 4

**551-555 Introduction to crime forecasting***by*Gorr, Wilpen & Harries, Richard**557-566 Modelling and predicting recorded property crime trends in England and Wales--a retrospective***by*Harries, Richard**567-578 Forecasting residential burglary***by*Deadman, Derek**579-594 Short-term forecasting of crime***by*Gorr, Wilpen & Olligschlaeger, Andreas & Thompson, Yvonne**595-601 Simple indicators of crime by time of day***by*Felson, Marcus & Poulsen, Erika**603-622 Criminal incident prediction using a point-pattern-based density model***by*Liu, Hua & Brown, Donald E.**623-634 Predicting the geo-temporal variations of crime and disorder***by*Corcoran, Jonathan J. & Wilson, Ian D. & Ware, J. Andrew**635-653 The non-normality of some macroeconomic forecast errors***by*Harvey, David I. & Newbold, Paul**655-667 Evaluating FOMC forecasts***by*Gavin, William T. & Mandal, Rachel J.**669-684 Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy***by*Miller, Don M. & Williams, Dan**685-700 The business cycle in the G-7 economies***by*Duarte, Agustin & Holden, Ken**701-713 Forecasting the New York State economy: The coincident and leading indicators approach***by*Megna, Robert & Xu, Qiang**715-725 Exponential smoothing with a damped multiplicative trend***by*Taylor, James W.**727-734 A note on Musgrave asymmetrical trend-cycle filters***by*Quenneville, Benoit & Ladiray, Dominique & Lefrancois, Bernard**735-742 Diagnostics for evaluating the value and rationality of economic forecasts***by*Stekler, H. O. & Petrei, G.**743-749 Just-in-time inventory systems innovation and the predictability of earnings***by*Carnes, Thomas A. & Jones, Jefferson P. & Biggart, Timothy B. & Barker, Katherine J.**751-752 Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [UK pound]60, [euro;]89.03***by*LeBaron, Blake**753-754 International Marketing Forecasts (2002),: London: Euromonitor Books, 606 pages. ISBN 0 84264-152-2, Paperback, $1250, [UK pound]625, [euro;]1250***by*Goodwin, Paul**754-755 Time-Series Forecasting,: Chris Chatfield, Chapman & Hall/CRC, London, 2001, Hardcover, 280 pages. ISBN: 1-58488-063-5, $74.95***by*Nikolopoulos, K.**755-756 Essays in Econometrics. Collected papers of Clive W.J. Granger. Volume I: Spectral analysis, Seasonality, Nonlinearity, Methodology and Forecasting. Volume II: Causality, Integration and Cointegration, and Long Memory,: Edited by Eric Ghysels, Norman R. Swanson, and Mark W. Watson, Cambridge University Press, 2001, Paperback. Volume I: pp. 523, ISBN: 0-521-77496-9, $40. Volume II: pp. 378, ISBN: 0-521-79649-0, $40***by*Nikolopoulos, K.**756-758 Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback)***by*Oller, Lars-Erik**758-759 Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics, Vol. 154),: R. Kaiser and A. Maravall (eds.), Springer-Verlag, New York, 2000. ISBN 0-387-95112-1, pp. 200, $64.95 (Paperback)***by*Xu, Qiang**760-761 Predicting Presidential Elections and Other Things,: Ray C. Fair. Stanford University Press: Stanford, CA, 2002, 168 pp., Hardback, ISBN 0-8047-4509-9, $26.00***by*Armstrong, J. Scott**763-764 Maddala, G.S., "Econometrics in the 21st Century," pp. 265-284***by*Allen, P. Geoffrey**765-765 The impact of forecasting model selection on the value of information sharing in a supply chain: Zhao, X., J. Xie, and Leung, J. (Eds.), European Journal of Operational Research, 2002, Vol. 142, pp. 321-344***by*Lawrence, K. D.**767-767 Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]***by*Granger, Clive W. J. & Jeon, Yongil

### 2003, Volume 19, Issue 3

**339-349 Comparing forecasts of inflation using time distance***by*Granger, Clive W. J. & Jeon, Yongil**351-367 Predicting returns in U.S. financial sector indices***by*Joseph, Nathan Lael**369-385 The predictability of asset returns: an approach combining technical analysis and time series forecasts***by*Fang, Yue & Xu, Daming**387-400 Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data***by*Kang, In-Bong**401-415 A comparison of forecasting methods for hotel revenue management***by*Weatherford, Larry R. & Kimes, Sheryl E.**417-434 Accuracy, usefulness and the evaluation of analysts' forecasts***by*Mozes, Haim A.**435-451 Univariate versus multivariate time series forecasting: an application to international tourism demand***by*du Preez, Johann & Witt, Stephen F.**453-465 Neural network forecasts of Canadian stock returns using accounting ratios***by*Olson, Dennis & Mossman, Charles**467-475 Debiasing forecasts: how useful is the unbiasedness test?***by*Goodwin, Paul & Lawton, Richard**477-491 Long memory time series and short term forecasts***by*Man, K. S.**493-502 Forecasting autoregressive time series with bias-corrected parameter estimators***by*Kim, Jae H.**503-519 On the specification of cointegrated autoregressive moving-average forecasting systems***by*Poskitt, D. S.**521-523 Econometrics of Qualitative Dependent Variables: Christian Gourieroux, translated by Paul B. Klassen (Cambridge, U.K., Cambridge University Press, 2000). ISBN 0 521 33149 8 (hardback), 0 521 58985 1 (paperback), pp. 372***by*Margolis, David N.**523-524 Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9***by*Phillips, Robert**524-525 Making Social Science Matter: Why Social Inquiry Fails and How it Can Succeed Again,: Bent Flyvbjerg, Cambridge University Press, Cambridge, England, 2001, ISBN 0 521 77268 (hardback) [UK pound]37.50, $55.00 and 0 521 77568 (paperback) [UK pound]13.95, $20.00***by*Wachs, Martin**525-527 Macroeconomics and the Real World. Volume 1: Econometric Techniques and Macroeconomics,: Roger E. Backhouse and Andrea Salanti (Eds.), Oxford University Press, New York, 2001, Paperback, 301 pages, ISBN 0199242046, $26.95***by*Garcia-Ferrer, Antonio**527-530 A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00***by*Garcia-Ferrer, Antonio**530-532 Eliciting and Analyzing Expert Judgment: A practical guide,: Mary A. Meyer and Jane M. Booker, ASA-SIAM Series on Statistics and Applied Probability 2001, Hardcover, 459 pages. ISBN: 0-89871-474-5, $85***by*Nikolopoulos, Dr. K.**532-534 Practical Forecasting for Managers,: John C. Nash & Mary Nash (2001), London: Arnold and New York: Oxford University Press, 296 pages. ISBN 0 340 76238 1 Paperback [UK pound]24.99, $40.00***by*Goodwin, Paul**534-535 Statistics in the 21st Century,: Edited by Adrian E. Rafferty, Martin A. Tanner and Martin T. Wells, Monographs on Statistics and Applied Probability, Chapman and Hall/CRC (2002), Paperback, [UK pound]24.99, $39.95, ISBN 1-58488-272-7***by*Lawton, Richard**535-538 Quantitative Models in Marketing Research,: Philip Hans Franses and Richard Paap (Eds.), Cambridge University Press, Cambridge, UK. (2001), 206 pp. - ISBN 0-521-80166-4, [UK pound]30.00***by*Trost, Robert & Silk, Julian**538-539 Technological Innovation and Economic Performance,: edited by Benn Steil, David Victor, Richard Nelson, A Council of Foreign Relations Book, Princeton University Press, Princeton, New Jersey, 2002, ISBN # 0-691-08874-8, $75.00***by*Mastrogianis, Costas**539-541 20/20 Foresight Crafting Strategy in an Uncertain World,: by Hugh Courtney, Harvard Business School Press, Boston, Massachusetts, 2001. ISBN 1-57851-266-2***by*Joutz, Frederick L.**543-544 The Effect of Collaborative Forecasting on Supply Chain Performance: Aviv, Y., 2001, Management Science, Vol. 47, No. 10, pp. 1326-1343. [aviv@olin.wustl.edu]***by*Olson, John**544-545 Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment,: Brad M. Barber and Terrance Odean (Eds.), 2001, The Quarterly Journal of Economics, 1, pp. 262-292***by*Sanders, Nada R.

### 2003, Volume 19, Issue 2

**161-163 Improving our ability to predict the unusual event***by*Stekler, H. O.**165-175 Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts***by*Wallis, Kenneth F.**177-197 Exploiting information in vintages of time-series data***by*Patterson, K. D.**199-215 A time-distance criterion for evaluating forecasting models***by*Granger, Clive W. J. & Jeon, Yongil**217-227 Forecast evaluation with shared data sets***by*Sullivan, Ryan & Timmermann, Allan & White, Halbert**229-239 Statistically significant forecasting improvements: how much out-of-sample data is likely necessary?***by*Ashley, Richard**241-256 The influence of trend strength on directional probabilistic currency predictions***by*Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C. & Macaulay, Alex**257-270 Predicting the outcomes of National Football League games***by*Boulier, Bryan L. & Stekler, H. O.**271-285 A model of export sales forecasting behavior and performance: development and testing***by*Winklhofer, Heidi & Diamantopoulos, Adamantios**287-290 Unmasking the Theta method***by*Hyndman, Rob J. & Billah, Baki**291-298 Directional accuracy tests of long-term interest rate forecasts***by*Greer, Mark**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