## Content

### 2008, Volume 24, Issue 2

**272-284 Campaign trial heats as election forecasts: Measurement error and bias in 2004 presidential campaign polls***by*Pickup, Mark & Johnston, Richard**285-300 Prediction market accuracy in the long run***by*Berg, Joyce E. & Nelson, Forrest D. & Rietz, Thomas A.**301-309 The keys to the white house: An index forecast for 2008***by*Lichtman, Allan J.**310-321 The state of presidential election forecasting: The 2004 experience***by*Jones Jr., Randall J.

### 2008, Volume 24, Issue 1

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

### 2007, Volume 23, Issue 4

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

### 2007, Volume 23, Issue 3

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

### 2007, Volume 23, Issue 2

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

### 2007, Volume 23, Issue 1

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

### 2006, Volume 22, Issue 4

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

### 2006, Volume 22, Issue 3

**413-414 Twenty-five years of forecasting***by*Hyndman, Rob J. & Ord, J. Keith**415-432 The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion***by*Fildes, Robert**433-441 Making progress in forecasting***by*Armstrong, J. Scott & Fildes, Robert**443-473 25 years of time series forecasting***by*De Gooijer, Jan G. & Hyndman, Rob J.**475-492 Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?***by*Allen, P. Geoffrey & Morzuch, Bernard J.**493-518 Judgmental forecasting: A review of progress over the last 25 years***by*Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek**519-545 Modelling and forecasting the diffusion of innovation - A 25-year review***by*Meade, Nigel & Islam, Towhidul**547-581 Demographic forecasting: 1980 to 2005 in review***by*Booth, Heather**583-598 Findings from evidence-based forecasting: Methods for reducing forecast error***by*Armstrong, J. Scott**599-615 Forecasting software: Past, present and future***by*Kusters, Ulrich & McCullough, B.D. & Bell, Michael**617-624 Improving forecasting through textbooks -- A 25 year review***by*Cox, James Jr. & Loomis, David G.**625-636 Spyros Makridakis: An interview with the International Journal of Forecasting***by*Fildes, Robert & Nikolopoulos, Konstantinos

### 2006, Volume 22, Issue 2

**203-222 Forecasting traffic accidents using disaggregated data***by*Garcia-Ferrer, A. & de Juan, A. & Poncela, P.**223-238 Coherent forecasting in integer time series models***by*Jung, Robert C. & Tremayne, A.R.**239-247 Exponential smoothing model selection for forecasting***by*Billah, Baki & King, Maxwell L. & Snyder, Ralph D. & Koehler, Anne B.**249-265 Forecasting with genetically programmed polynomial neural networks***by*de Menezes, Lilian M. & Nikolaev, Nikolay Y.**267-281 Aggregation effect and forecasting temporal aggregates of long memory processes***by*Man, K.S. & Tiao, G.C.**283-300 Using extreme value theory to measure value-at-risk for daily electricity spot prices***by*Fong Chan, Kam & Gray, Philip**301-315 Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach***by*Chow, Hwee Kwan & Choy, Keen Meng**317-339 When Wall Street conflicts with Main Street--The divergent movements of Taiwan's leading indicators***by*Chen, Shyh-Wei & Shen, Chung-Hua**341-361 The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior***by*Rapach, David E. & Wohar, Mark E.**363-372 The longer-horizon predictability of German stock market volatility***by*Raunig, Burkhard**373-393 A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts***by*Davies, Antony**395-401 Forecast accuracy and product differentiation of Japanese Institutional Forecasters***by*Ashiya, Masahiro**403-405 Ian T. Jolliffe and David B. Stephenson, Forecast Verification: A Practitioner's Guide in Atmospheric Science, John Wiley and Sons, Chichester (2003) ISBN 0-471-49759-2***by*Stevenson, Maxwell**405-407 Hans Levenbach and James P. Cleary, Forecasting: Practice and process for demand management, Thomson, Duxbury, Belmont (2006) ISBN 0-534-26268-6 Hardcover (software enclosed), 622 pp.***by*Syntetos, Aris A.**407-408 Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages***by*Van Dijk, Dick**408-409 Arnold Zellner, Statistics, Econometrics and Forecasting. The Stone Lectures in Economics, Cambridge University Press (2004) 163 pp, ISBN 0 521 54044 5 (paperback), $24.99, ISBN 0 521 83287 X (hardback), $70***by*Oller, Lars-Erik**409-410 Ray C. Fair, Estimating How the Economy Works, Harvard University Press, Cambridge MA, USA (2004) ISBN 0674-01546-0 295 pp., $65***by*Stekler, H.O.

### 2006, Volume 22, Issue 1

**1-16 A comparison of univariate methods for forecasting electricity demand up to a day ahead***by*Taylor, James W. & de Menezes, Lilian M. & McSharry, Patrick E.**17-28 Forecasting electricity demand using generalized long memory***by*Soares, Lacir Jorge & Souza, Leonardo Rocha**29-42 Density forecasting for weather derivative pricing***by*Taylor, James W. & Buizza, Roberto**43-56 Short-term prediction of wind energy production***by*Sanchez, Ismael**57-71 Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting***by*Li, Gang & Song, Haiyan & Witt, Stephen F.**73-89 On a threshold heteroscedastic model***by*Chen, Cathy W.S. & So, Mike K.P.**91-107 MCMC methods for comparing stochastic volatility and GARCH models***by*Gerlach, Richard & Tuyl, Frank**109-123 The relationships between sentiment, returns and volatility***by*Wang, Yaw-Huei & Keswani, Aneel & Taylor, Stephen J.**125-135 When do forecasters disagree? An assessment of German growth and inflation forecast dispersion***by*Dopke, Jorg & Fritsche, Ulrich**137-151 Are there any reliable leading indicators for US inflation and GDP growth?***by*Banerjee, Anindya & Marcellino, Massimiliano**153-168 Predictability of large future changes in major financial indices***by*Sornette, Didier & Zhou, Wei-Xing**169-180 Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes***by*Zhou, YanYan & Roy, Anindya**181-194 Modulated cycles, an approach to modelling periodic components from rapidly sampled data***by*Pedregal, Diego J. & Young, Peter C.**195-196 Nong Ye, Editor, The Handbook of Data Mining, Lawrence Earlbaum Associates (2003) US$149.95, 720 pages***by*McCullough, B.D.**196-198 Michael P. Clements, Evaluating Econometric Forecasts of Economic and Financial Variables, Palgrave Texts in Econometrics, 2005, 173 pp, ISBN 1-4039-0173-2 (paperback), [UK pound]19.99, ISBN 1-4039-0172-4 (hardback), [UK pound]50***by*Oller, Lars-Erik**198-199 Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99***by*Milas, Costas**201-201 Comments on the attribution of an intermittent demand estimator***by*Syntetos, Aris A. & Boylan, John E.

### 2005, Volume 21, Issue 4

**623-625 Introduction to nonlinearities, business cycles, and forecasting***by*Garcia-Ferrer, Antonio & De Gooijer, Jan G. & Poncela, Pilar & Ruiz, Esther**627-645 The Marshallian macroeconomic model: A progress report***by*Zellner, Arnold & Israilevich, Guillermo**647-650 Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich***by*Espasa, Antoni**651-662 Some methods for assessing the need for non-linear models in business cycle analysis***by*Engel, J. & Haugh, D. & Pagan, A.**663-666 Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"***by*Perez Quiros, Gabriel**667-686 Growth, cycles and convergence in US regional time series***by*Carvalho, Vasco M. & Harvey, Andrew C.**687-689 Growth, cycles, and convergence in US regional time series: A personal point of view***by*Jerez, Miguel & Casals, Jose & Sotoca, Sonia**691-710 Combining filter design with model-based filtering (with an application to business-cycle estimation)***by*Kaiser, Regina & Maravall, Agustin**711-715 Comments on "Combining filter design with model-based filtering"***by*Fernandez-Macho, Javier**717-727 A note on multi-step forecasting with functional coefficient autoregressive models***by*Harvill, Jane L. & Ray, Bonnie K.**729-730 A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray***by*Crato, Nuno**731-748 Detecting nonlinearity in time series by model selection criteria***by*Pena, Daniel & Rodriguez, Julio**749-754 On model selection criteria as a starting point for sequential detection of non-linearity***by*Bos, Charles S. & Justel, Ana**755-774 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination***by*Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.**775-780 Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination"***by*Novales, Alfonso**781-783 Reply***by*Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C.**785-794 Forecasting aggregates using panels of nonlinear time series***by*Fok, Dennis & van Dijk, Dick & Franses, Philip Hans**795-797 Comments on Fok, van Dijk and Franses's paper: "Forecasting aggregates using panels of nonlinear time series"***by*del Hoyo, J.

### 2005, Volume 21, Issue 3

**397-409 The M3 competition: Statistical tests of the results***by*Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O.**411-423 Forecasting support systems for the incorporation of event information: An empirical investigation***by*Webby, Richard & O'Connor, Marcus & Edmundson, Bob**425-434 Large neural networks for electricity load forecasting: Are they overfitted?***by*Hippert, H.S. & Bunn, D.W. & Souza, R.C.**435-462 Forecasting electricity prices for a day-ahead pool-based electric energy market***by*Conejo, Antonio J. & Contreras, Javier & Espinola, Rosa & Plazas, Miguel A.**463-472 Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence***by*Green, Kesten C.**473-489 Performance evaluation of judgemental directional exchange rate predictions***by*Pollock, Andrew C. & Macaulay, Alex & Thomson, Mary E. & Onkal, Dilek**491-501 A monthly crude oil spot price forecasting model using relative inventories***by*Ye, Michael & Zyren, John & Shore, Joanne**503-523 Coincident and leading indicators for the euro area: A frequency band approach***by*Rua, Antonio & Nunes, Luis C.**525-537 Measuring and predicting turning points using a dynamic bi-factor model***by*Kholodilin, Konstantin A. & Yao, Vincent W.**539-550 Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models***by*Ortega, Jose Antonio & Poncela, Pilar**551-564 Odds-setters as forecasters: The case of English football***by*Forrest, David & Goddard, John & Simmons, Robert**565-576 Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts***by*Andersson, Patric & Edman, Jan & Ekman, Mattias**577-594 Clustered panel data models: an efficient approach for nowcasting from poor data***by*Mouchart, Michel & Rombouts, Jeroen V.K.**595-607 Forecasting with measurement errors in dynamic models***by*Harrison, Richard & Kapetanios, George & Yates, Tony**609-616 Software evaluation: EasyReg International***by*Choi, Hwan-sik & Kiefer, Nicholas M.**617-618 Comments on a patented bootstrapping method for forecasting intermittent demand***by*Gardner, Everette Jr. & Koehler, Anne B.**619-620 Author's response to Koehler and Gardner***by*Willemain, Thomas R. & Smart, Charles N. & Schwarz, Henry

### 2005, Volume 21, Issue 2

**199-200 The IJF, the Institute and forecasting software***by*Fildes, Robert**201-218 Non-parametric direct multi-step estimation for forecasting economic processes***by*Chevillon, Guillaume & Hendry, David F.**219-235 Bootstrap prediction intervals for power-transformed time series***by*Pascual, Lorenzo & Romo, Juan & Ruiz, Esther**237-248 Bootstrap prediction intervals for ARCH models***by*Reeves, Jonathan J.**249-260 Content horizons for conditional variance forecasts***by*Galbraith, John W. & KI[#x1e63]Inbay, Turgut**261-277 Predicting real growth and the probability of recession in the Euro area using the yield spread***by*Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan**279-289 Computing level-impulse responses of log-specified VAR systems***by*Wieringa, Jaap E. & Horvath, Csilla**291-302 Forecasting using the trend model with autoregressive errors***by*Falk, Barry & Roy, Anindya**303-314 The accuracy of intermittent demand estimates***by*Syntetos, Aris A. & Boylan, John E.**315-330 Bayesian predictions of low count time series***by*McCabe, B.P.M. & Martin, G.M.**331-340 Regression models for forecasting goals and match results in association football***by*Goddard, John**341-362 A dynamic artificial neural network model for forecasting time series events***by*Ghiassi, M. & Saidane, H. & Zimbra, D.K.**363-375 On the predictive content of production surveys: A pan-European study***by*Lemmens, Aurelie & Croux, Christophe & Dekimpe, Marnik G.**377-389 Business survey data: Do they help in forecasting GDP growth?***by*Hansson, Jesper & Jansson, Per & Lof, Marten**391-392 In: Bruce L. Bowerman, Richard T. O'Connell and Anne B. Koehler, Editors, Forecasting, time series, and regression: an applied approach (4th edition), Duxbury Press (2005) ISBN 0-534-40977-6 686 pages***by*Sloboda, Brian**392-394 Market response models: econometric and time series analysis (second edition)***by*Raeside, Robert