# 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 (Dana Niculescu)**

**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)

### 2000, Volume 16, Issue 1

**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

### October 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.

### July 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.

### April 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.

### February 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.

### December 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.

### September 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.

### June 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

### March 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.**71-81 Improving macro-economic forecasts: The role of consumer confidence***by*Batchelor, Roy & Dua, Pami**83-93 Combining qualitative forecasts using logit***by*Kamstra, Mark & Kennedy, Peter**95-110 Accuracy of judgmental extrapolation of time series data: Characteristics, causes, and remediation strategies for forecasting***by*Welch, Eric & Bretschneider, Stuart & Rohrbaugh, John**111-131 Forecasting economic processes***by*Clements, Michael P. & Hendry, David F.

### December 1997, Volume 13, Issue 4

**433-437 The forecast process and academic research***by*Bewley, Ronald**439-461 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models***by*Swanson, Norman R. & White, Halbert**463-475 The performance of alternative forecasting methods for SETAR models***by*Clements, Michael P. & Smith, Jeremy**477-488 Trends, lead times and forecasting***by*Saligari, Grant R. & Snyder, Ralph D.**489-500 Model selection in univariate time series forecasting using discriminant analysis***by*Shah, Chandra**501-508 Focus forecasting reconsidered***by*Gardner, Everette S. & Anderson, Elizabeth A.**509-526 Currency forecasting: an investigation of extrapolative judgement***by*Wilkie-Thomson, Mary E. & Onkal-Atay, Dilek & Pollock, Andrew C.**527-537 An estimation model for replicating the rankings of the world competitiveness report***by*Oral, Muhittin & Chabchoub, Habib**539-549 A note on forecasting international tourism demand in Spain***by*Garcia-Ferrer, Antonio & Queralt, Ricardo A.**551-556 Comments on "An analysis of the international tourism demand in Spain" by P. Gonzalez and P. Moral***by*Young, Peter & Pedregal, Diego**557-565 Further thoughts on simplicity and complexity in population projection models***by*Smith, Stanley K.**567-573 Adjusting from X-11 to X-12***by*Scott, Stuart**574-578 WinX-11***by*Weller, Barry R.**578-582 Sas/Ets(R)***by*Hallahan, Charles**583-584 Currency forecasting : by Michael R. Rosenberg, (Irwin, Professional Publishing, Burr Ridge IL, 1996, ISBN 1-55738-918-7, p. 388***by*Melick, William R.**584-586 Nonstationary time series analysis and cointegration : C. Hargreaves ed. (Oxford University Press, New York, 1996), 308 pp. $29.95, ISBN 0198773927***by*Marquez, Jaime**586-587 Economies in transition and the world economy: Models, forecasts and scenarios : Wladyslaw Welfe (ed.) (Peter Lang, Frankfurt am Main, 1997) 528 pp., [UK pound]52.00, ISBN 3-631-49335-5***by*Holden, Ken**587-588 Hidden Markov and other models for discrete-valued time series : by Iain L. Mac Donald and Walter Zucchini. ISBN 0 412 55850 5. Monographs on Statistics and Applied Probability 70. Chapman and Hall, London, 1997. xvi + 236pp, [UK pound]35***by*Ray, W. D.**588-589 The econometrics of panel data. A handbook of the theory with applications, second revised edition : by Laszlo Matyas and Patrick Sevestre (Editors), 1996, (Kluwer Academic Publishers, Dordrecht), Dfl275.00; US$150.00; [UK pound]106.00; ISBN 0792337875***by*Ioannidis, C.**591-592 The International Institute of Forecasters Award for the Best Forecasting Paper***by*Terasvirta, Timo

### September 1997, Volume 13, Issue 3

**303-305 Forecasting and seasonality***by*De Gooijer, Jan G. & Franses, Philip Hans**307-318 On the practical problems of computing seasonal unit root tests***by*Taylor, A. M. Robert**319-327 Forecasting international quarterly tourist flows using error-correction and time-series models***by*Kulendran, N. & King, Maxwell L.**329-340 Seasonal integration and the evolving seasonals model***by*Hylleberg, S. & Pagan, A. R.**341-355 An empirical study of seasonal unit roots in forecasting***by*Clements, Michael P. & Hendry, David F.**357-368 Mean shifts, unit roots and forecasting seasonal time series***by*Paap, Richard & Franses, Philip Hans & Hoek, Henk**369-380 Forecasting of seasonal cointegrated processes***by*Reimers, Hans-Eggert**381-391 The role of seasonality in economic time series reinterpreting money-output causality in U.S. data***by*Lee, Hahn Shik & Siklos, Pierre L.**393-405 Forecasting with periodic models A comparison with time invariant coefficient models***by*Novales, Alfonso & de Fruto, Rafael Flores**407-420 Modelling seasonal patterns and long-run trends in U.S. time series***by*Wells, J. M.**421-431 Performance of periodic error correction models in forecasting consumption data***by*Herwartz, Helmut

### June 1997, Volume 13, Issue 2

**161-174 Shorte-run forecasts of electricity loads and peaks***by*Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & Vahid-Araghi, Farshid & Brace, Casey**175-195 Average work hours as a leading economic variable in US manufacturing industries***by*Glosser, Stuart M. & Golden, Lonnie**197-209 Predicting consumption of Italian households by means of survey indicators***by*Parigi, Giuseppe & Schlitzer, Giuseppe**211-222 Supply potential and output gaps in West German manufacturing***by*Funke, Michael**223-236 Generating detailed commodity forecasts from a computable general equilibrium model***by*Adams, Philip D. & Dixon, Peter B.**237-244 A principal component approach to dynamic regression models***by*del Moral, Maria Jose & Valderrama, Mariano Jose**245-253 Analysis of spatial contiguity influences on state price level formation***by*Dowd, Michael R. & LeSage, James P.**255-267 Is a random walk the best exchange rate predictor?***by*Lisi, Francesco & Medio, Alfredo**269-280 Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study***by*Chen, Chunhang**281-291 Testing the equality of prediction mean squared errors***by*Harvey, David & Leybourne, Stephen & Newbold, Paul**293-293 The art of forecasting : G. Fredric Bolling, 1996, (Gower, Vermont), 143pp., [UK pound]22.50, ISBN 0566077647***by*Ray, W. D.**293-295 Financial forecasting for business and economics : Eduard J Bomhoff, The Dryden Press, 1994, ISBN 003099005X [UK pound]21.95***by*Speight, Alan E H**296-297 Practical tourism forecasting : D.C. Frechtling, 1996, (Butterworth Heineman, Oxford), + 240 pp., Softcover, ISBN 0 7506 0877 3***by*Turner, L. W.**297-298 Forecasting the labour market by occupation and education: The forecasting activities of three European labour market research institute : J.A.M. Heijke, ed. 1994, Norwell, MA: Kluwer Academic Publishers, xvi + 210 pp, ISBN 0-7923-9447-X***by*Ribar, David C.**299-299 Diagnosing unemployment : Edmond Malinvaud, (Cambridge University Press, Cambridge, 1994), pp. 156, $34.95, ISBN 0-521-44533-7***by*Stekler, H. O.**300-300 Predicting external imbalances for the United States and Japan***by*Gagnon, Joseph E.**301-301 Non linear filters, estimation and applications : Hisashi Tanizaki, ISBN 3-540-61326-9. Springer-Verlag, Berlin, 1996. xviii + 254pp. DM 128.00, SwFr 113.00***by*Ray, W. D.

### March 1997, Volume 13, Issue 1

**1-12 Recent advances and applications in the field of short-term traffic forecasting***by*Van Arem, Bart & Kirby, Howard R. & Van Der Vlist, Martie J. M. & Whittaker, Joe C.**13-19 Real-time estimation and prediction of origin--destination matrices per time slice***by*Camus, Roberto & Cantarella, Giulio E. & Inaudi, Domenico**21-31 Short-term inter-urban traffic forecasts using neural networks***by*Dougherty, Mark S. & Cobbett, Mark R.**33-42 Journey time forecasting for dynamic route guidance systems in incident conditions***by*Hounsell, Nick B. & Ishtiaq, Saeed**43-50 Should we use neural networks or statistical models for short-term motorway traffic forecasting?***by*Kirby, Howard R. & Watson, Susan M. & Dougherty, Mark S.**51-61 Tracking and predicting a network traffic process***by*Whittaker, Joe & Garside, Simon & Lindveld, Karel**63-72 Short-term forecasting based on a transformation and classification of traffic volume time series***by*Wild, Dieter**73-85 Travel time estimation in the GERDIEN project***by*Van Arem, Bart & Van Der Vlist, Martie J. M. & Muste, M. (Rik) & Smulders, Stef A.**87-103 A dynamic traffic forecasting application on the Amsterdam beltway***by*Van Der Zijpp, Nanne J. & De Romph, Erik**105-116 Nested threshold autoregressive (NeTAR) models***by*Astatkie, T. & Watts, D. G. & Watt, W. E.**117-126 A periodic long-memory model for quarterly UK inflation***by*Franses, Philip Hans & Ooms, Marius**137-139 Comptrack: A competitive tracking software : Hubert Gatignon and Piet Vanden Abeele, 1993, (Scientific Management Systems, Scientific Press) ISBN 0-89426-247-5. The software is supplied with this book***by*Cutler, Justine & Brodie, Roderick**139-142 Expanding your toolbox with SPSS' neural connection : Neural Connection Version 1 (SPSS Incorporated, 444 North Michigan Avenue, Chicago Illinois 60611, (312) 329-2400), List Price $995, Academic $795***by*Rubino, Thomas Jr.**143-144 Microsimulation modelling of the corporate firm : F.W. van Tongeren, 1995, Springer-Verlag, Berlin, 275 pp., DM 82.00, ISBN 3-540-59443-4***by*Holden, Ken**144-146 Neural networks in finance and investing. Using artificial intelligence to improve realworld performance : Robert R. Trippi and Efraim Turban (eds.) 1996, Irwin Professional Publishing Co., Burr Ridge IL, 1996, $70.00 821 pp., ISBN 1-55738-919-5***by*Timmerman, Allan**146-147 Chaos and nonlinear dynamics in the financial markets: Theory, evidence, and applications : Robert R. Trippi (ed.), Irwin Professional Publishing Company, Burr Ridge, IL, 1996, 528 pages, $85, ISBN 1-55738-857-7***by*Harriff, Richard B.**149-150 A psychological approach to decision support systems : S.J. Hoch and D.A. Schkade, 1996, Management science, 42, 51-64***by*Goodwin, Paul**150-151 Model selection and forecasting ability of theory-constrained food demand systems : T.L. Kastens and G.W. Brester, 1996, American journal of agricultural economics, 78, 301-312***by*Allen, Geoff**151-153 The impact of empirical accuracy studies on time series analysis and forecasting : R. Fildes and S. Makridakis, 1995, International Statistical Review, 63, 289-308***by*Armstrong, J. Scott

### December 1996, Volume 12, Issue 4

**439-453 Consumer credit and consumption forecasts***by*Antzoulatos, Angelos A.**455-464 Is there a consensus among financial forecasters?***by*Kolb, R. A. & Stekler, H. O.**465-473 Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?***by*Cecen, A. Aydin & Erkal, Cahit**475-482 Neural network forecasting of quarterly accounting earnings***by*Callen, Jeffrey L. & Kwan, Clarence C. Y. & Yip, Patrick C. Y. & Yuan, Yufei**483-493 Modelling optimal strategies for the allocation of wealth in multicurrency investments***by*Christou, Costas & Swamy, P. A. V. B. & Tavlas, George S.**495-512 Automatic feature identification and graphical support in rule-based forecasting: a comparison***by*Vokurka, Robert J. & Flores, Benito E. & Pearce, Stephen L.**513-537 Forecasting: its role and value for planning and strategy***by*Makridakis, Spyros**539-546 Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis***by*Faucheux, Claude**546-550 Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis***by*Grinyer, Peter H.**550-551 Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis***by*Mintzberg, Henry**551-552 Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis***by*Rumelt, Richard P.**552-554 Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis***by*Schnaars, Steven**555-557 Reply to comments on "Forecasting: its role and value for planning and strategy"***by*Makridakis, Spyros**559-561 Testing of macroeconometric models : Ray C. Fair, 1994, (Harvard University Press, Cambridge, MA), 421 pp., ISBN 0-674-87503-6***by*Joutz, Fred**561-562 Statistics and econometric models : C. Gourieroux and A. Monfort, 1995, (Cambridge University Press, Cambridge), [UK pound]32.50, US$44.95, ISBN 052147837***by*Ray, W. D.**562-564 Economics, econometrics and the LINK : M. Dutta, executive ed., 1995, (North Holland, Amsterdam), 578 pp., $95, ISBN 0 444 81787 5***by*Stevens, Guy V. G.**564-565 Econometrics of short and unreliable time series : T. Url and A. Worgotter, eds., 1996, (Physica-Verlag, Heidelberg), DM140, ISBN 37908-0879-2***by*Walters, Bernard**566-566 Adaptive prediction and predictive control : P.P. Kanjilal, 1995, (Peter Peregrinus Ltd. (on behalf of I.E.E. London), xvii + 518 pp., [UK pound]60.00, ISBN 0 86341 193 2***by*Ray, W. D.

### September 1996, Volume 12, Issue 3

**329-343 Forest sector modeling: a synthesis of econometrics, mathematical programming, and system dynamics methods***by*Buongiorno, Joseph**345-359 Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap***by*Albertson, Kevin & Aylen, Jonathan**361-371 Forecasting in the Scottish electronics industry***by*Watson, Moira C.**373-381 Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993***by*Kauppi, Eija & Lassila, Jukka & Terasvirta, Timo**383-388 Use of macroeconomic forecasts in corporate forecasting: a note on aggregation problems***by*Ilmakunnas, Pekka**389-402 Smooth and timely business cycle indicators for noisy Swedish data***by*Oller, Lars-Erik & Tallbom, Christer**403-416 An evaluation of the leading indicators for the Canadian economy using time series analysis***by*Veloce, William**417-428 Dating and predicting phase changes in the U.S. business cycle***by*Layton, Allan P.

### June 1996, Volume 12, Issue 2

**193-221 Forecasting practice: A review of the empirical literature and an agenda for future research***by*Winklhofer, Heidi & Diamantopoulos, Adamantios & Witt, Stephen F.**223-233 An experimental examination of subjective forecast combination***by*Maines, Laureen A.**235-253 The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions***by*Tashman, Leonard J. & Kruk, Joshua M.**255-267 Forecasting consumers' expenditure: A comparison between econometric and neural network models***by*Church, Keith B. & Curram, Stephen P.**269-282 Forecasting macroeconomic variables using data of different periodicities***by*Shen, Chung-Hua**283-288 Unit roots in the Nelson-Plosser data: Do they matter for forecasting?***by*Franses, Philip Hans & Kleibergen, Frank**289-295 The predictive power of the money market term structure***by*Engsted, Tom**297-298 Forecasting intermittent demand: A comparative evaluation of croston's method. Comment***by*Johnston, F. R. & Boylan, J. E.**299-302 Publication of research on controversial topics: The early acceptance procedure***by*Armstrong, J. Scott**303-304 Testing exogeneity : N. R. Ericsson and J. S. Irons, Editors, 1994, (Oxford University Press, Oxford), 422 pp. [UK pound]18.95, ISBN 0-19-8774044***by*Holden, Ken**304-306 Chaos and forecasting : Howell Tong (Editor), 1995, (World Scientific, Singapore), 345 pp., [UK pound]38, ISBN 981-02-2126-6***by*Kaboudan, M. A.**306-308 Dynamic econometrics : David F. Hendry, 1995, (Oxford University Press, Oxford), 904 pp., paperback, [UK pound]25.00, ISBN 0-19-828316-4, hardback, [UK pound]50.00, ISBN 0-19-828317-2***by*Garcia-Ferrer, Antonio**309-315 Software review***by*Koehler, Anne & Diebold, Francis X. & Giogianni, Lorenzo & Inoue, Atsushi**317-318 The validity of employment interviews: A comprehensive review and meta-analysis : Michael A. McDaniel, D.L. Whetzel, F.L. Schmidt and S.D. Maurer, 994, Journal of Applied Psychology, 79, 599-615***by*Armstrong, J. Scott**318-319 Validity of an honeesty test in predicting theft among convenience store employees : H. John Bernardin and D.K. Cooke, 1993 Academy of Management Journal, 36, 1097-1108***by*Armstrong, J. Scott**319-321 Heuristics, biases and improvement strategies in judgmental time series : P. Goodwin and G. Wright, 1994, Omega, 22, 553-568***by*Armstrong, J. Scott**321-322 Factors affecting new product forecasting accuracy in new firms : William B. Gartner, and Robert J. Thomas, 1993, Journal of Productive Innovation Management, 10, 35-52***by*Armstrong, J. Scott**322-323 Predicting insurance agent turnover using a video-based judgement test : Anthony T. Dalessio, 1994, Journal of Business an Psychology, 9, 23-32***by*Armstrong, J. Scott

### March 1996, Volume 12, Issue 1

**1-8 The role and validity of judgment in forecasting***by*Wright, George & Lawrence, Michael J. & Collopy, Fred**9-24 Effects of task format on probabilistic forecasting of stock prices***by*Onkal, Dilek & Muradoglu, Gulnur**25-40 An application of probability judgement accuracy measures to currency forecasting***by*Wilkie, Mary E. & Pollock, Andrew C.**41-56 Good probabilistic forecasters: The 'consumer's' perspective***by*Yates, J. Frank & Price, Paul C. & Lee, Ju-Whei & Ramirez, James**57-71 Hailfinder: A Bayesian system for forecasting severe weather***by*Abramson, Bruce & Brown, John & Edwards, Ward & Murphy, Allan & Winkler, Robert L.**73-89 The impact of task characteristics on the performance of structured group forecasting techniques***by*Rowe, Gene & Wright, George**91-118 Judgemental and statistical time series forecasting: a review of the literature***by*Webby, Richard & O'Connor, Marcus**119-137 Graphs versus tables: Effects of data presentation format on judgemental forecasting***by*Harvey, Nigel & Bolger, Fergus**139-153 Judgmental forecasting with time series and causal information***by*Lim, Joa Sang & O'Connor, Marcus**155-161 Remarks on the application of the analytic hierarchy process to judgmental forecasting***by*Belton, Valerie & Goodwin, Paul**163-170 Adjustment of forecasts with model consistent expectations***by*Bunn, Derek W. & Salo, Ahti A.**175-176 Outliers in statistical data : V. Barnett and T. Lewis, 1994, 3rd edition, (John Wiley & Sons, Chichester), 584 pp., [UK pound]55.00, ISBN 0-471-93094-6***by*Ord, Keith