Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Series handle: RePEc:eee:intfor
ISSN: 0169-2070
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:intfor. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijforecast .
Content
2008, Volume 24, Issue 4
- 659-678 A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers
by Brabec, Marek & Konár, Ondrej & Pelikán, Emil & Malý, Marek
- 679-693 Adaptive combination of forecasts with application to wind energy
by Sánchez, Ismael
- 694-709 Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models
by Jursa, René & Rohrig, Kurt
- 710-727 Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
by Panagiotelis, Anastasios & Smith, Michael
- 728-743 A new approach to characterizing and forecasting electricity price volatility
by Chan, Kam Fong & Gray, Philip & van Campen, Bart
- 744-763 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models
by Weron, Rafal & Misiorek, Adam
- 764-785 Forecasting electricity prices: The impact of fundamentals and time-varying coefficients
by Karakatsani, Nektaria V. & Bunn, Derek W.
2008, Volume 24, Issue 3
- 323-342 Stochastic population forecasts using functional data models for mortality, fertility and migration
by Hyndman, Rob J. & Booth, Heather
- 343-353 Aggregation across countries in stochastic population forecasts
by Alho, Juha
- 354-367 Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
- 368-385 Real-time squared: A real-time data set for real-time GDP forecasting
by Golinelli, Roberto & Parigi, Giuseppe
- 386-398 Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
by Schumacher, Christian & Breitung, Jörg
- 399-413 Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting
by Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas
- 414-431 Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys
by Lemmens, Aurélie & Croux, Christophe & Dekimpe, Marnik G.
- 432-448 Multimodality in GARCH regression models
by Doornik, Jurgen A. & Ooms, Marius
- 449-461 A Portfolio Index GARCH model
by Asai, Manabu & McAleer, Michael
- 462-479 Can idiosyncratic volatility help forecast stock market volatility?
by Taylor, Nicholas
- 480-489 Quarterly beta forecasting: An evaluation
by Hooper, Vincent J. & Ng, Kevin & Reeves, Jonathan J.
- 490-497 Forecasting bond yields in the Brazilian fixed income market
by Vicente, José & Tabak, Benjamin M.
- 498-512 On the forecasting performance of a small-scale DSGE model
by Rubaszek, Michal & Skrzypczynski, Pawel
- 513-524 Exponentially weighted information criteria for selecting among forecasting models
by Taylor, James W.
- 525-534 Empirical evidence on individual, group and shrinkage seasonal indices
by Chen, Huijing & Boylan, John E.
- 535-550 A bootstrap-based non-parametric forecast density
by Manzan, Sebastiano & Zerom, Dawit
- 551-552 ,The Black Swan. The impact of the highly improbable .Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99
by Goodwin, Paul
- 552-553 Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover
by Fildes, Robert
- 553-554 Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2
by Syntetos, Aris A.
- 557-557 Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting
by Hyndman, Rob J.
2008, Volume 24, Issue 2
- 189-192 US presidential election forecasting: An introduction
by Campbell, James E. & Lewis-Beck, Michael S.
- 193-208 Forecasting the presidential primary vote: Viability, ideology and momentum
by Steger, Wayne P.
- 209-217 It's about time: Forecasting the 2008 presidential election with the time-for-change model
by Abramowitz, Alan I.
- 218-226 The economy and the presidential vote: What leading indicators reveal well in advance
by Erikson, Robert S. & Wlezien, Christopher
- 227-236 Forecasting presidential elections: When to change the model
by Lewis-Beck, Michael S. & Tien, Charles
- 237-258 Forecasting non-incumbent presidential elections: Lessons learned from the 2000 election
by Sidman, Andrew H. & Mak, Maxwell & Lebo, Matthew J.
- 259-271 Evaluating U.S. presidential election forecasts and forecasting equations
by Campbell, James E.
- 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), £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