# Elsevier

# International Journal of Forecasting

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

**ISSN:**0169-2070

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### 1996, Volume 12, Issue 4

**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.

### 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.

### 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

### 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**176-177 Forecasting profit : M. Metcalf, 1995, (Kluwer Academic Publishers, Boston), US$110, ISBN 0-7923-9482-8***by*Brown, Lawrence D.**177-179 Is the economic cycle still alive? : Mario Baldassarri and Paolo Annunziato, eds., 1994, (St. Martin, New York), US$79.95, ISBN 0-312-10380-8***by*Klein, Philip A.**179-180 Forecasting and market analysis techniques -- A practical approach : George J. Kress and John Snyder, 1994, (Quorum Books, Westport, CT), US$65.00, ISBN 0-59930-835-X***by*de Kluyver, Cornelis A.**180-181 The distortion theory of macro-economic forecasting : Steven Marquard, 1994, (Quorum Books, Westport, CT), US$59.95, ISBN 0-89930-910-0***by*Crawford, Peggy**181-182 Futurehype: The tyranny of prophecy : Max Dublin, 1991, (Dutton Books, New York), 304pp., ISBN 0452-26800-1, US$12.00***by*Glenn, Jerome C.**183-184 Journal of economic literature : Clifford Winston, 1993, Economic deregulation: Days of reckoning for microeconomists, 31, 1263-1289***by*Armstrong, J. Scott**184-185 Journal of behavioral decision making : J.S. Lim and M. O'Connor, 1995, Judgemental adjustment of initial forecasts: its effectiveness and biases, 8, 149-168***by*Goodwin, Paul**185-186 Journal of business forecasting : John Hanke and Pam Weigand, 1994, What are business schools doing to educate forecasters, Fall, 10-12***by*Armstrong, J. Scott**186-187 Journal of computing in civil engineering : Paul Teicholz, 1993, Forecasting final cost and budget of construction projects, 7, 511-529***by*Collopy, Fred

### 1995, Volume 11, Issue 4

**501-502 Positive or negative?***by*Chatfield, Chris**503-538 Forecasting earthquakes and earthquake risk***by*Vere-Jones, David**539-541 Evaluation of probability forecasts of events***by*Ogata, Yosihiko**543-555 Forecasting ultimate resource recovery***by*Pesaran, M. Hashem & Samiei, Hossein**557-567 Multiple cointegrating vectors, error correction, and forecasting with Litterman's model***by*Shoesmith, Gary L.**569-583 Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions***by*Simkins, Scott**585-590 Professor Clive W.J. Granger: An interview for the International Journal of Forecasting***by*Terasvirta, Timo**591-597 Beyond accuracy: Comparison of criteria used to select forecasting methods***by*Yokuma, J. Thomas & Armstrong, J. Scott**599-601 Non-linear dynamics chaos and econometrics : M Hashem Pesaran and Simon M Potter, (Wiley, Chichester), 244 pp., hardback, $39.95, ISBN 04719 39420***by*Adcock, Chris**601-602 Neural network time series forecasting of financial markets : E Michael Azoff, (John Wiley, Chichester) hardback, 194 pp., [UK pound]34.95, ISBN 0471 943568***by*Meade, Nigel**602-603 Neural networks in the capital markets : Apostos-Paul Refenes, Editor, (John Wiley, Chichester) hardback, 392 pp., [UK pound]34.95, $55.95, ISBN 0471 943649***by*Meade, Nigel**603-604 Neural networks in the capital markets : Apostos-Paul Refenes, ed., 1995, (Wiley, Chichester), 376 pp., US$55.00, ISBN 0-471-94364-9***by*Trippi, Robert R.

### 1995, Volume 11, Issue 3

**361-377 Aggregate and disaggregate sector forecasting using consumer confidence measures***by*Kumar, V. & Leone, Robert P. & Gaskins, John N.**379-393 The relationship between manufacturing production and different business survey series in Sweden 1968-;1992***by*Bergstrom, Reinhold**395-405 Forecasting the final vintage of real personal disposable income: A state space approach***by*Patterson, K. D.**407-416 On the optimality of adaptive expectations: Muth revisited***by*Satchell, Steve & Timmermann, Allan**417-427 Accuracy and rationality of state General Fund Revenue forecasts: Evidence from panel data***by*Mocan, H. Naci & Azad, Sam**429-445 Analysts' use of earnings forecasts in predicting stock returns: Forecast horizon effects***by*Bandyopadhyay, Sati P. & Brown, Lawrence D. & Richardson, Gordon D.**447-475 Forecasting tourism demand: A review of empirical research***by*Witt, Stephen F. & Witt, Christine A.**477-490 A bayesian analysis of the use of pooled coefficients in a structural regional economic model***by*Rickman, Dan S.**491-492 Dynamical systems: An introduction with applications in economics and biology, second edition : Pierre D.V. Tu, 1994, Springer, Berlin, xviii + 314 pp., Softcover DM 65.00, ISBN 3 540 57661 4***by*Ray, W. D.**492-493 Kiplinger's looking ahead: 70 years of forecasts from the Kiplinger Washington letter : 1993, (Kiplinger Books, Washington, DC) $29.95, ISBN 0-938721-31-3***by*Stekler, H. O.**493-494 Forecasting technological innovation : B. Henry, Editor, 1991, (Kluwer, Dordrecht)***by*Porter, Alan L.**494-495 Time series analysis : James D. Hamilton, 1994, (Princeton University Press, Princeton, NJ), 799 pp., US $55.00, ISBN 0-691-04289-6***by*Marquez, Jamie**497-499 Software review***by*Koehler, Anne & Noble, Nicholas R.

### 1995, Volume 11, Issue 2

**197-198 The future of the International Journal of Forecasting***by*Ord, Keith**199-215 Forecasting with growth curves: An empirical comparison***by*Meade, Nigel & Islam, Towhidul**217-231 Forecasting consumption, income and real interest rates from alternative state space models***by*Vinod, H. D. & Basu, Parantap**233-251 An analysis of the international tourism demand in Spain***by*Gonzalez, Pilar & Moral, Paz**253-262 The expectations theory of interest rates: Cointegration and factor decomposition***by*Choi, Seungmook & Wohar, Mark E.**263-270 Prediction and control for a time-series count data model***by*Brannas, Kurt**271-283 Estimation of the variances of X-11 ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances***by*Pfeffermann, Danny & Morry, Marietta & Wong, Paul**285-293 Does reliable information improve the accuracy of judgmental forecasts?***by*Remus, William & O'Connor, Marcus & Griggs, Kenneth**295-305 Judgmental and statistical methods of peak electric load management***by*Anderson, Elizabeth A.**307-319 Effects of feedback on probabilistic forecasts of stock prices***by*Onkal, Dilek & Muradoglu, Gulnur**321-329 The measurement of price elasticities--the BT experience***by*Cracknell, David & Knott, Michael**331-333 Learning and practicing econometrics : W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993***by*Phillips, Robert F.**333-334 Population growth, income distribution and economic development (Theory, methodology, and empirical results) : Nico Heerink, 1994, (Springer, Berlin, Heidelberg), 401 pp., DM 168, ISBN 3-540-57323-2 (Springer, Berlin, Heidelberg), 401 pp., DM 168, ISBN 3-540-57323-2***by*Ioannides, Chris**334-335 Macroeconomic modelling vols I and II : Kenneth F. Wallis, Editor, 1944, (Edward Elgar, Aldershot), Vol. I: 460 pp., Vol. II: 475 PP., [UK pound]175.00, ISBN 1-85278-664-7***by*Holden, Ken**337-351 Student editions of forecasting software: A survey***by*Rycroft, Robert S.**353-354 Journal of the American Statistical Association : Carlo Grillenzoni, 1994, Optimal recursive estimation of dynamic models, 89, 777-787***by*Koehler, Anne B.**354-355 Journal of economic psychology : Fred D. Davis, Gerald L. Loshe, and Jeffrey E. Kottemann, 1944, Harmful effects of seemingly helpful information on forecasts of stock earnings***by*Collopy, Fred**355-355 Information systems research : Gurbaxani, V. and H. Mendelson, 1990, An integrative model of information systems spending growth, 1, 23-46***by*Meade, Nigel**355-358 Information systems research : Gurbaxani, V. and H. Mendelson, 1994, Modeling vs. forecasting: the case of information systems spending, 5, 180-190***by*Mead, Nigel & Gurbaxani, V. & Mendelson, H.**337-337 Software review***by*Koehler, Anne

### 1995, Volume 11, Issue 1

**1-4 Probability forecasting***by*Abramson, Bruce & Clemen, Robert**5-24 The use of probability elicitation in the high-level nuclear waste regulation program***by*Dewispelare, Aaron R. & Herren, L. Tandy & Clemen, Robert T.**25-41 A Bayesian method for analyzing dependencies in precursor data***by*Bier, Vicki M. & Yi, Woojune**43-61 A Bayesian technique for refining the uncertainty in global energy model forecasts***by*Tschang, F. Ted & Dowlatabadi, Hadi**63-72 Probabilistic forecasts from probabilistic models: A case study in the oil market***by*Abramson, Bruce & Finizza, Anthony**73-87 Uncertain reasoning and forecasting***by*Dagum, P. & Galper, A. & Horvitz, E. & Seiver, A.**89-111 dHugin: a computational system for dynamic time-sliced Bayesian networks***by*Kjaerulff, Uffe**113-131 SEARCH (Scenario evaluation and analysis through repeated cross impact handling): a new method for scenario analysis with an application to the Videotel service in Italy***by*Sapio, Bartolomeo**133-145 Screening probability forecasts: contrasts between choosing and combining***by*Clemen, Robert T. & Murphy, Allan H. & Winkler, Robert L.**147-157 Comparing probability forecasts derived from theoretical distributions***by*Allen, P. Geoffrey & Morzuch, Bernard J.**159-174 Road closure to mitigate avalanche danger: a case study for Little Cottonwood Canyon***by*Blattenberger, Gail & Fowles, Richard**175-187 Software review***by*Weller, Barry R.**189-191 Handbook of statistics, volume 11, econometrics : G.S. Maddala, C.R. Rao and H.D. Vinod, eds., 1993, (North Holland, Amsterdam), 800 pp., US$180.00 Df340.00, ISBN 0-444-89577-9***by*Gill, Len**191-192 Forecasting financial and economic cycles : Michael P. Niemira and Philip A Klein, 1994, (John Wiley and Sons Inc, New York), 500 pp. [UK pound]39.95, ISBN 0471845442***by*Mullineux, Andy W.**192-193 Business forecasting and planning : Peter Shearer, 1994, (Prentice Hall, Hemel Hempstead, UK), 183 pp., paperback, [UK pound]16.95, ISBN 0-13-094962-0***by*Raeside, Robert**195-196 Oliver Duncan Anderson: 1940-1995***by*De Gooijer, Jan G.

### 1994, Volume 10, Issue 4

**491-494 A world-wide information system for forecasters***by*Collopy, Fred**495-506 Judgmental decomposition: when does it work?***by*MacGregor, Donald G. & Armstrong, J. Scott**507-514 Forecasting costs incurred from unit differencing fractionally integrated processes***by*Smith, Jeremy & Yadav, Sanjay**515-527 Restricted forecasts using exponential smoothing techniques***by*Rosas, A. Lorena & Guerrero, Victor M.**529-538 Forecasting intermittent demand in manufacturing: a comparative evaluation of Croston's method***by*Willemain, Thomas R. & Smart, Charles N. & Shockor, Joseph H. & DeSautels, Philip A.**539-547 Forecasting in least absolute value regression with autocorrelated errors: a small-sample study***by*Dielman, Terry E. & Rose, Elizabeth L.**549-555 Prediction with a linear regression model and errors in a regressor***by*Jonsson, Bo**557-571 Forecasts for the Australian economy using the MONASH model***by*Adams, Philip D. & Dixon, Peter B. & McDonald, Daina & Meagher, G. A. & Parmenter, Brian R.**573-581 Adventures with ARIMA software***by*Newbold, Paul & Agiakloglou, Christos & Miller, John**583-596 Electronics industry model: a report on two decades of implementation***by*Webb, G. Kent**597-599 Economic forecasting in agriculture: Comment***by*Chen, Dean T.**601-602 Economic forecasting in agriculture: Reply***by*Alien, P. Geoffrey**609-609 Introduction***by*Fildes, Robert & Stekler, Herman**643-645 Marketing : J. Eliashberg and G.L. Lilien, eds., 1993, (North-Holland, Amsterdam, The Netherlands), 920 pp., hardback $165.00/Dfl.310.00, ISBN 0-444-88957-4***by*Mercer, Alan**645-646 The rise and fall of strategic planning : Henry Mintzberg, 1994, (Prentice Hall, Englewood Cliffs, NJ, USA), 458 pp., [UK pound]19.95 ISBN 0137818246***by*Lawrence, Michael**647-647 Marketing letters : Barry L., Bayus, (1992), Have diffusion rates been accelerating over time? 3 215-226***by*Armstrong, J. Scott**649-649 Journal of Business and Economic Statistics: Rick L. Andrews, 1994, Forecasting performance of structural time series models, 12, 129-133***by*Fildes, Robert**650-650 Applied Statistics: L.S.-Y. Wu, J.R.M. Hosking and N. Ravishankar, 1993, Reallocation outliers in time series, 42, 301-313***by*Fildes, Robert**647-649 Omega 21: G.L. Riddington, (1993), Time varying coefficient models and their forecasting performance, 573-583***by*Armstrong, J. Scott

### 1994, Volume 10, Issue 3

**387-403 What forecasts (seem to) mean***by*Fischhoff, Baruch**405-417 Using economic indicators to reduce risk in stock market investments***by*Moore, Geoffrey H. & Boehm, Ernst A. & Banerji, Anirvan**419-433 The performance of alternative VAR models in forecasting exchange rates***by*Liu, Te-Ru & Gerlow, Mary E. & Irwin, Scott H.**435-443 The rationality of the OECD foreign-balance forecasts for the USA***by*Antzoulatos, Angelos A.**445-453 Recursive estimation as an aid to exploratory data analysis: an application to market share models***by*Jex, Colin F.**455-460 Late forecasts and early revisions of United States GNP***by*Brodsky, Noel & Newbold, Paul**463-463 Elements of multivariate time series : Gregory C. Reinsel, 1993, Springer Series in Statistics, (Springer-Verlag, New York), 263 pp. US 49.00. ISBN 0-387-94063-4***by*Ord, J. Keith**466-469 Modelling reality and personal modelling : Richard Flavell, (ed.), 1993, Contributions to Management Science, (Physica-Verlag, Heidelberg), 407 pp., paperback, DM120, ISBN 3-7908-0682-X***by*Adcock, Chris**471-472 Forecasting practices in US corporations: Survey results : Nada Sanders and Karl B. Manrodt, 1994, interfaces, 24, 92-100***by*Armstrong, J. Scott**473-474 An analysis of the accuracy ot "trial heat" polls during the 1992 presidential election : Richard R. Lau, 1994, Public opinion quarterly, 58, 2-20***by*Scott Armstrong, J.**474-475 Forecasting final cost and budget of construction projects: Paul Teicholz, Journal of computing in civil engineering, 7 (1993), 511-529***by*Collopy, Fred**475-475 Dating turning points in the business cycle: Michael D. Boldin, Journal of business, 67, 97-131***by*Stekler, H. O.**463-466 Time series prediction: Forecasting the future and understanding the past : Andreas S. Weigend and Neil A. Gershenfeld, eds., 1993, (Addison-Wesley Publishing Company, Reading, MA, USA), 643 pp., paperback $49.50, ISBN 0-201-62***by*Makridakis, Spyros

### 1994, Volume 10, Issue 2

**181-189 Forecasting market response***by*Parsons, Leonard J. & Schultz, Randall L.**191-207 A nearest neighbor model for forecasting market response***by*Mulhern, Francis J. & Caprara, Robert J.**209-233 Bayesian forecasts in markets with overlapping structures***by*Queen, Catriona M. & Smith, Jim Q. & James, David M.**235-244 Comparing the predictive performance of a neural network model with some traditional market response models***by*Dasgupta, Chanda Ghose & Dispensa, Gary S. & Ghose, Sanjoy**245-261 A comparison and an exploration of the forecasting accuracy of a loglinear model at different levels of aggregation***by*Foekens, Eijte W. & Leeflang, Peter S. H. & Wittink, Dick R.**263-276 Forecasting market shares with disaggregate or pooled data: a comparison of attraction models***by*Chen, Youhua & Kanetkar, Vinay & Weiss, Doyle L.**277-285 Conditions when market share models are useful for forecasting: further empirical results***by*Brodie, Roderick J. & Bonfrer, Andre**287-294 Comparing naive with econometric market share models when competitors' actions are forecast***by*Danaher, Peter J.**295-312 Forecasting performance of market share models: an assessment, additional insights, and guidelines***by*Kumar, V.**313-326 Market expansion, cannibalization, and international airline pricing strategy***by*Carpenter, Gregory S. & Hanssens, Dominique M.**327-337 Predicting advertising expenditures using intention surveys***by*Jan Alsem, Karel & Leeflang, Peter S. H.**339-352 Strategic marketing forecasting, market segment selection and firm performance***by*Capon, Noel & Palij, Peter**353-380 Aggregate diffusion forecasting models in marketing: A critical review***by*Parker, Philip M.**381-382 Elements of multivariate time series analysis : Gregory C. Reinsel, 1993, (Springer-Verlag, New York), xiv + 263 pp., DM 88 hardback, ISBN 0-387-94063-4***by*Chatfield, Chris**382-385 Leading economic indicators: New approaches and forecasting record : Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge)***by*Nazmi, Nader**385-386 Business cycles, indicators, and forecasting : James H. Stock and Mark W. Watson, (eds.), 1994, National Bureau of Economic Research, studies in business cycles, vol. 28, (University of Chicago pres***by*Stekler, H. O.

### 1994, Volume 10, Issue 1

**1-4 Editorial: Research prospective on neural network forecasting***by*Gorr, Wilpen L.**5-15 Artificial neural network models for forecasting and decision making***by*Hill, Tim & Marquez, Leorey & O'Connor, Marcus & Remus, William**17-34 Comparative study of artificial neural network and statistical models for predicting student grade point averages***by*Gorr, Wilpen L. & Nagin, Daniel & Szczypula, Janusz**35-41 Review of '4thought'***by*Harvey, Andrew & Toulson, Sabine**43-46 Comments on 'neural networks: Forecasting breakthrough or passing fad' by C. Chatfield***by*Refenes, A. N.**47-57 The combination of forecasts using changing weights***by*Deutsch, Melinda & Granger, Clive W. J. & Terasvirta, Timo**59-64 The approximation of the one-step ahead forecast error covariance for vector ARMA models***by*Hung, Ken & Alt, Frank B.**65-80 Evaluating forecasting models of farmland prices***by*Tegene, Abebayehu & Kuchler, Fred**81-135 Economic forecasting in agriculture***by*Allen, P. Geoffrey**137-138 Economic forecasting in agriculture: Discussion***by*Bessler, David A.**139-142 The agricultural commodity market forecasting game***by*Freebairn, John**143-145 Economic forecasting in agriculture: Comment***by*Tomek, William G.**147-149 The fertile field of meta-analysis: Cumulative progress in agricultural forecasting***by*Armstrong, J. Scott**151-159 The past and the future of forecasting research***by*Dawes, Robyn & Fildes, Robert & Lawrence, Michael & Ord, Keith**161-163 Time series prediction: Forecasting the future and understanding the past : Neil A. Gershenfeld and Andreas S. Weigend, 1994, 'The future of time series', in: A.S. Weigend and N.A. Gershenfeld, eds., (Addison-Wesley, Reading, MA), 1-70***by*Chatfield, Chris & Weigend, Andreas S.**163-164 Journal of econometrics : Chung-ki Min and Arnold Zellner, 1993, "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates"***by*Fildes, Robert**165-166 The econometric modelling of financial time series : Terence C. Mills, 1993, (Cambridge University Press, Cambridge, UK), 247 pp., hardback. [UK pound]35.00, ISBN 0-521-41048-7***by*Meade, Nigel**166-166 ARMA model identification : Byoung Choi, 1992, (Springer-Verlag Berlin), 200 pp., DM 81.00, ISBN 3-540-97795-3***by*Ray, W. D.**168-169 Forecasting the health of elderly populations : Kenneth G. Manton, Burton H. Singer, Richard M. Suzman (editors), 1993, (Springer-Verlag, New York), 371 pp., $59.00, ISBN 0-387-97953-0***by*Bailey, R. Clifton**169-171 Modelling nonlinear economic relationships : C.W.J. Granger and T. Terasvirta, 1993, (Oxford University Press, New York,) 187 pp., hardback $30, ISBN 0-19-877319-6; paperback $14.95, ISBN 0-19-877320-X***by*Oller, Lars-Erik**171-172 Developments in time series analysis : T. Subba Rao, ed., 1993, (Chapman & Hall, London, UK), 433 pp., hardback [UK pound]49.95, ISBN 0-412-49260-1***by*Chatfield, Chris**166-167 Inflation and disinflation: The Israeli experiment : Leonardo Leiderman, 1993, (Chicago University Press, Chicago, IL). 348 pp., [UK pound]39.25, US $56.25***by*Matthews, Kent

### 1993, Volume 9, Issue 4

**437-455 Dynamic structural analysis and forecasting of residential electricity consumption***by*Harris, John L. & Liu, Lon-Mu**457-465 The demand for gasoline: a two stage approach***by*Elkhafif, M. A. & Kubursi, A. A.**467-476 Periodic integration in quarterly UK macroeconomic variables***by*Hans Franses, Philip & Romijn, Gerbert**477-485 Combining historical and preliminary information to obtain timely time series data***by*Guerrero, Victor M.**487-508 Rounding errors in autoregressive processes***by*Stam, Antonie & Cogger, Kenneth O.**509-515 Seasonal exponential smoothing with damped trends : An application for production planning***by*Miller, Tan & Liberatore, Matthew**517-526 Using group seasonal indices in multi-item short-term forecasting***by*Bunn, Derek W. & Vassilopoulos, A. I.**527-529 Accuracy measures: theoretical and practical concerns***by*Makridakis, Spyros**531-575 Microcomputer software of interest to forecasters in comparative review: An update***by*Rycroft, Robert S.**577-578 Introduction to multiple time series : H. Lutkepohl, 1991, (Springer, New York), 552 pp., paperback US$59.00, ISBN 0-387-53194-7***by*Karlsson, Sune**578-579 Konjunkturprognoser och konjunkturpolitikk--Ekonomiska radets arsbok 1992 (Business cycle forecasting and stabilization policies--Economic council yearbook 1992 : (Allmanna Forlaget, Stockholm, 1993), pp. 116, ISBN 91-3812586-X, ISSN 1100-3413***by*Cappelen, A.**579-580 Market research using forecasting in business : Peter Clifton, Hai Nguyen and Susan Nutt, 1991, (Butterworth and Heinemann, Stoneham, MA), 294 pp., paperback, US$29.95, ISBN 0-7506-0153-1***by*Lawrence, Kenneth D.**580-582 Modelling seasonality : Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188)***by*Rose, Elizabeth**582-583 Time series models, second edition : Andrew C. Harvey, 1993, (Harvester-Wheatsheaf, New York) xviii + 308 pp., [UK pound]14.99 (paperback), ISBN 0-7450-1200-0***by*Ray, W. D.**583-583 Total contingency planning for disasters : Kenneth N. Myers, 1993, (Wiley, New York) xvi + 270 pp., [UK pound]45.50, ISBN 0-471-574418-X***by*Ray, W. D.**585-586 Management science : George Duncan, Wilpen Gorr and Janusz Szczypula, 1993, "Bayesian forecasting for seemingly unrelated time series: an application to local government forecasting"39, 275-293***by*Fildes, Robert**586-587 Journal of the Royal Statistical Society (B) : Gary K. Grunwald, Adrian E. Raftery and Peter Guttorp, 1993, "Time series of continuous proportions", 55, 103-116***by*Fildes, Robert

### 1993, Volume 9, Issue 3

**295-320 Earnings forecasting research: its implications for capital markets research***by*Brown, Lawrence D.**321-323 Commentary on: Lawrence D. Brown "Earnings forecasting research: its implications for capital markets research"***by*O'Hanlon, J.**325-330 Comments on 'Earnings forecasting research: its implications for capital markets research', by L. Brown***by*Thomas, Jacob K.