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Content
2016, Volume 32, Issue 3
- 865-874 Modeling and forecasting call center arrivals: A literature survey and a case study
by Ibrahim, Rouba & Ye, Han & L’Ecuyer, Pierre & Shen, Haipeng
- 875-887 In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
by Blasques, Francisco & Koopman, Siem Jan & Łasak, Katarzyna & Lucas, André
- 896-913 Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond
by Hong, Tao & Pinson, Pierre & Fan, Shu & Zareipour, Hamidreza & Troccoli, Alberto & Hyndman, Rob J.
- 914-938 Probabilistic electric load forecasting: A tutorial review
by Hong, Tao & Fan, Shu
- 939-947 A prediction interval for a function-valued forecast model: Application to load forecasting
by Antoniadis, Anestis & Brossat, Xavier & Cugliari, Jairo & Poggi, Jean-Michel
- 948-956 Probabilistic anomaly detection in natural gas time series data
by Akouemo, Hermine N. & Povinelli, Richard J.
- 957-965 Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
by Maciejowska, Katarzyna & Nowotarski, Jakub & Weron, Rafał
- 966-980 Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniques
by Bello, Antonio & Reneses, Javier & Muñoz, Antonio & Delgadillo, Andrés
- 981-990 Short-term probabilistic forecasting of wind speed using stochastic differential equations
by Iversen, Emil B. & Morales, Juan M. & Møller, Jan K. & Madsen, Henrik
- 991-1004 Short-term density forecasting of wave energy using ARMA-GARCH models and kernel density estimation
by Jeon, Jooyoung & Taylor, James W.
- 1005-1011 GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models
by Dordonnat, V. & Pichavant, A. & Pierrot, A.
- 1012-1016 GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation
by Xie, Jingrui & Hong, Tao
- 1017-1022 A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting
by Haben, Stephen & Giasemidis, Georgios
- 1023-1028 Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting
by Mangalova, Ekaterina & Shesterneva, Olesya
- 1029-1037 Lasso estimation for GEFCom2014 probabilistic electric load forecasting
by Ziel, Florian & Liu, Bidong
- 1038-1050 Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting
by Gaillard, Pierre & Goude, Yannig & Nedellec, Raphaël
- 1051-1056 A hybrid model for GEFCom2014 probabilistic electricity price forecasting
by Maciejowska, Katarzyna & Nowotarski, Jakub
- 1057-1060 Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting
by Dudek, Grzegorz
- 1061-1066 Probabilistic gradient boosting machines for GEFCom2014 wind forecasting
by Landry, Mark & Erlinger, Thomas P. & Patschke, David & Varrichio, Craig
- 1067-1073 K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting
by Mangalova, Ekaterina & Shesterneva, Olesya
- 1074-1080 K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting
by Zhang, Yao & Wang, Jianxue
- 1081-1086 A semi-empirical approach using gradient boosting and k-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting
by Huang, Jing & Perry, Matthew
- 1087-1093 GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach
by Nagy, Gábor I. & Barta, Gergő & Kazi, Sándor & Borbély, Gyula & Simon, Gábor
- 1094-1102 A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014
by Juban, Romain & Ohlsson, Henrik & Maasoumy, Mehdi & Poirier, Louis & Kolter, J. Zico
2016, Volume 32, Issue 2
- 233-242 Assessing macroeconomic forecasts for Japan under an asymmetric loss function
by Tsuchiya, Yoichi
- 243-256 Forecasting sales of new and existing products using consumer reviews: A random projections approach
by Schneider, Matthew J. & Gupta, Sachin
- 257-270 A comparison of MIDAS and bridge equations
by Schumacher, Christian
- 271-282 Using time-stamped survey responses to measure expectations at a daily frequency
by Mokinski, Frieder
- 283-292 Identification and real-time forecasting of Norwegian business cycles
by Aastveit, Knut Are & Jore, Anne Sofie & Ravazzolo, Francesco
- 293-302 Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
by Lucas, André & Zhang, Xin
- 303-312 Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation
by Bergmeir, Christoph & Hyndman, Rob J. & Benítez, José M.
- 313-323 Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach
by El-Shagi, Makram & Giesen, Sebastian & Jung, Alexander
- 324-343 A dynamic factor model of the yield curve components as a predictor of the economy
by Chauvet, Marcelle & Senyuz, Zeynep
- 344-357 Forecasting branded and generic pharmaceuticals
by Nikolopoulos, Konstantinos & Buxton, Samantha & Khammash, Marwan & Stern, Philip
- 358-373 Improving the reliability of real-time output gap estimates using survey forecasts
by Galimberti, Jaqueson K. & Moura, Marcelo L.
- 374-390 Forecasting global recessions in a GVAR model of actual and expected output
by Garratt, Anthony & Lee, Kevin & Shields, Kalvinder
- 391-397 A note on the estimation of optimal weights for density forecast combinations
by Pauwels, Laurent L. & Vasnev, Andrey L.
- 398-410 Low and high prices can improve volatility forecasts during periods of turmoil
by Fiszeder, Piotr & Perczak, Grzegorz
- 411-436 Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts
by Jansen, W. Jos & Jin, Xiaowen & de Winter, Jasper M.
- 437-457 Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
by Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro
- 458-474 Finite sample weighting of recursive forecast errors
by Brooks, Chris & Burke, Simon P. & Stanescu, Silvia
- 475-501 Frontiers in VaR forecasting and backtesting
by Nieto, Maria Rosa & Ruiz, Esther
- 502-517 Multi-period-ahead forecasting with residual extrapolation and information sharing — Utilizing a multitude of retail series
by Gur Ali, Ozden & Pinar, Efe
- 518-526 Do asset price drops foreshadow recessions?
by Bluedorn, John C. & Decressin, Jörg & Terrones, Marco E.
- 527-547 On the predictability of model-free implied correlation
by Markopoulou, Chryssa & Skintzi, Vasiliki & Refenes, Apostolos
- 548-558 Betas and the myth of market neutrality
by Papageorgiou, Nicolas & Reeves, Jonathan J. & Xie, Xuan
- 559-570 Evaluating qualitative forecasts: The FOMC minutes, 2006–2010
by Stekler, Herman & Symington, Hilary
- 571-583 Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis
by Ericsson, Neil R.
2016, Volume 32, Issue 1
- 1-9 Forecasting crude oil market volatility: A Markov switching multifractal volatility approach
by Wang, Yudong & Wu, Chongfeng & Yang, Li
- 10-19 Predicting Finnish economic activity using firm-level data
by Fornaro, Paolo
- 20-22 A note on the Mean Absolute Scaled Error
by Franses, Philip Hans
- 23-33 Herding behavior of business cycle forecasters
by Rülke, Jan-Christoph & Silgoner, Maria & Wörz, Julia
- 34-43 In-play forecasting of win probability in One-Day International cricket: A dynamic logistic regression model
by Asif, Muhammad & McHale, Ian G.
- 44-60 Order effects in judgmental forecasting
by Theocharis, Zoe & Harvey, Nigel
- 61-74 Combining forecasts from successive data vintages: An application to U.S. growth
by Götz, Thomas B. & Hecq, Alain & Urbain, Jean-Pierre
- 75-97 Can currency-based risk factors help forecast exchange rates?
by Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio
- 98-111 Irregular leadership changes in 2014: Forecasts using ensemble, split-population duration models
by Beger, Andreas & Dorff, Cassy L. & Ward, Michael D.
- 112-120 A parsimonious explanation of observed biases when forecasting one’s own performance
by Meeran, Sheik & Goodwin, Paul & Yalabik, Baris
- 121-137 Multistep forecasting in the presence of location shifts
by Chevillon, Guillaume
- 138-153 Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey
by Altug, Sumru & Çakmaklı, Cem
- 154-167 How accurate are professional forecasts in Asia? Evidence from ten countries
by Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno
- 168-179 Forecasting annual lung and bronchus cancer deaths using individual survival times
by Jun, Duk Bin & Kim, Kyunghoon & Park, Myoung Hwan
- 180-202 Outlier detection in structural time series models: The indicator saturation approach
by Marczak, Martyna & Proietti, Tommaso
- 203-230 The time-varying leading properties of the high yield spread in the United States
by De Pace, Pierangelo & Weber, Kyle D.
2015, Volume 31, Issue 4
- 1009-1020 Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach
by Ghysels, Eric & Ozkan, Nazire
- 1021-1042 Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information?
by Bec, Frédérique & Mogliani, Matteo
- 1043-1055 What affects the predictions of private forecasters? The role of central bank forecasts in Chile
by Pedersen, Michael
- 1056-1066 Forecasting long memory series subject to structural change: A two-stage approach
by Papailias, Fotis & Fruet Dias, Gustavo
- 1067-1095 Point and density forecasts for the euro area using Bayesian VARs
by Berg, Tim O. & Henzel, Steffen R.
- 1096-1103 Optimal combination of survey forecasts
by Conflitti, Cristina & De Mol, Christine & Giannone, Domenico
- 1105-1126 Forecasting in telecommunications and ICT—A review
by Meade, Nigel & Islam, Towhidul
- 1127-1137 Predicting internet commercial connectivity wars: The impact of trust and operators’ asymmetry
by D’Ignazio, Alessio & Giovannetti, Emanuele
- 1138-1152 Firm level innovation diffusion of 3G mobile connections in international context
by Islam, Towhidul & Meade, Nigel
- 1153-1158 The forecasting accuracy of models of post-award network deployment: An application of maximum score tests
by Madden, Gary & Mayer, Walter & Wu, Chen & Tran, Thien
- 1159-1170 The diffusion of mobile social networking: Exploring adoption externalities in four G7 countries
by Scaglione, Miriam & Giovannetti, Emanuele & Hamoudia, Mohsen
2015, Volume 31, Issue 3
- 587-597 Testing for multiple-period predictability between serially dependent time series
by Heaton, Chris
- 598-608 Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
by Kömm, Holger & Küsters, Ulrich
- 609-619 Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects
by Wang, Xunxiao & Wu, Chongfeng & Xu, Weidong
- 620-634 Forecasting realized volatility with changing average levels
by Gallo, Giampiero M. & Otranto, Edoardo
- 635-650 Option pricing with asymmetric heteroskedastic normal mixture models
by Rombouts, Jeroen V.K. & Stentoft, Lars
- 651-663 Forecasting the forecastability quotient for inventory management
by Hill, Arthur V. & Zhang, Weiyong & Burch, Gerald F.
- 664-679 Macroeconomic forecasting during the Great Recession: The return of non-linearity?
by Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo
- 682-691 Macroeconomic forecasting and structural analysis through regularized reduced-rank regression
by Bernardini, Emmanuela & Cubadda, Gianluca
- 692-711 Markov-switching mixed-frequency VAR models
by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano
- 712-738 EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries
by Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi
- 739-756 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
by Bańbura, Marta & Giannone, Domenico & Lenza, Michele
- 757-768 Forecasting with Bayesian multivariate vintage-based VARs
by Carriero, Andrea & Clements, Michael P. & Galvão, Ana Beatriz
- 769-781 Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
by Magnus, Jan R. & Vasnev, Andrey L.
- 782-798 Comparison of methods for constructing joint confidence bands for impulse response functions
by Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter
- 799-814 Generalized autocontours: Evaluation of multivariate density models
by González-Rivera, Gloria & Sun, Yingying
- 815-833 Copula modelling of dependence in multivariate time series
by Smith, Michael Stanley
- 834-848 Bootstrap multi-step forecasts of non-Gaussian VAR models
by Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo
- 849-861 Selecting volatility forecasting models for portfolio allocation purposes
by Becker, R. & Clements, A.E. & Doolan, M.B. & Hurn, A.S.
- 862-875 Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
by Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo
- 876-894 Testing causality between two vectors in multivariate GARCH models
by Woźniak, Tomasz
- 898-909 Origins of Presidential poll aggregation: A perspective from 2004 to 2012
by Wang, Samuel S.-H.
- 910-915 A simple approach to projecting the electoral college
by Putnam, Joshua T.
- 916-929 The wisdom of crowds: Applying Condorcet’s jury theorem to forecasting US presidential elections
by Murr, Andreas E.
- 930-942 Calibrating ensemble forecasting models with sparse data in the social sciences
by Montgomery, Jacob M. & Hollenbach, Florian M. & Ward, Michael D.
- 943-951 Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems
by Graefe, Andreas & Küchenhoff, Helmut & Stierle, Veronika & Riedl, Bernhard
- 952-964 Combining forecasts for elections: Accurate, relevant, and timely
by Rothschild, David
- 965-979 Under-performing, over-performing, or just performing? The limitations of fundamentals-based presidential election forecasting
by Lauderdale, Benjamin E. & Linzer, Drew
- 980-991 Forecasting elections with non-representative polls
by Wang, Wei & Rothschild, David & Goel, Sharad & Gelman, Andrew
- 992-1007 Can we vote with our tweet? On the perennial difficulty of election forecasting with social media
by Huberty, Mark
2015, Volume 31, Issue 2
- 223-237 Forecast combination with outlier protection
by Cheng, Gang & Yang, Yuhong
- 238-252 Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
by Baumeister, Christiane & Guérin, Pierre & Kilian, Lutz
- 253-262 ROC-based model estimation for forecasting large changes in demand
by Schneider, Matthew J. & Gorr, Wilpen L.
- 263-275 Balance sheets of financial intermediaries: Do they forecast economic activity?
by Sekkel, Rodrigo M.
- 276-285 Forecasting residential investment in the United States
by Lunsford, Kurt G.
- 286-295 Weather station selection for electric load forecasting
by Hong, Tao & Wang, Pu & White, Laura
- 296-311 Modeling time-varying skewness via decomposition for out-of-sample forecast
by Liu, Xiaochun
- 312-324 How good are US government forecasts of the federal debt?
by Martinez, Andrew B.
- 325-348 Macroeconomic information, structural change, and the prediction of fiscal aggregates
by Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki
- 349-363 Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
by Feng, Yuanhua & Zhou, Chen
- 364-390 Box office forecasting using machine learning algorithms based on SNS data
by Kim, Taegu & Hong, Jungsik & Kang, Pilsung
- 399-425 Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
by Lleo, Sébastien & Ziemba, William T.
- 426-445 Using financial indicators to predict turning points in the business cycle: The case of the leading economic index for the United States
by Levanon, Gad & Manini, Jean-Claude & Ozyildirim, Ataman & Schaitkin, Brian & Tanchua, Jennelyn
- 446-453 A further analysis of the conference board’s new Leading Economic Index
by Lahiri, Kajal & Yang, Liu
- 454-472 Predictability and ‘good deals’ in currency markets
by Levich, Richard M. & Potì, Valerio
- 473-487 Pretesting for multi-step-ahead exchange rate forecasts with STAR models
by Enders, Walter & Pascalau, Razvan
- 488-500 Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis
by Ye, Haichun & Ashley, Richard & Guerard, John
- 501-514 Interactions between analysts’ and managers’ earnings forecasts
by Brown, Lawrence D. & Zhou, Ling
- 515-530 Quantifying differential interpretation of public information using financial analysts’ earnings forecasts
by Sheng, Xuguang (Simon) & Thevenot, Maya
- 531-549 Do analysts treat winners and losers differently when forecasting earnings?
by Jung, Jay Heon & Pae, Jinhan & Yoo, Choong-Yuel
- 550-560 Earnings forecasting in a global stock selection model and efficient portfolio construction and management
by Guerard, John B. & Markowitz, Harry & Xu, GanLin
- 561-567 Applied mean-ETL optimization in using earnings forecasts
by Shao, Barret Pengyuan & Rachev, Svetlozar T. & Mu, Yu
- 568-574 Effectiveness of earnings forecasts in efficient global portfolio construction
by Xia, Hui & Min, Xinyu & Deng, Shijie
- 575-581 News volume information: Beyond earnings forecasting in a global stock selection model
by Gillam, Robert A. & Guerard, John B. & Cahan, Rochester
- 582-584 A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers
by Beheshti, Bijan
2015, Volume 31, Issue 1
- 1-19 Forecasting using DSGE models with financial frictions
by Kolasa, Marcin & Rubaszek, Michał
- 20-32 Amplifying the learning effects via a Forecasting and Foresight Support System
by Spithourakis, Georgios P. & Petropoulos, Fotios & Nikolopoulos, Konstantinos & Assimakopoulos, Vassilios
- 33-50 Forecasting GDP growth using mixed-frequency models with switching regimes
by Barsoum, Fady & Stankiewicz, Sandra
- 51-62 Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method
by Lahiri, Kajal & Zhao, Yongchen
- 63-78 Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
by Bork, Lasse & Møller, Stig V.
- 79-90 Reproducibility in forecasting research
by Boylan, John E. & Goodwin, Paul & Mohammadipour, Maryam & Syntetos, Aris A.
- 99-112 Robust approaches to forecasting
by Castle, Jennifer L. & Clements, Michael P. & Hendry, David F.
- 113-129 Testing the value of probability forecasts for calibrated combining
by Lahiri, Kajal & Peng, Huaming & Zhao, Yongchen
- 130-139 Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding
by Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg
- 140-143 Forecasters and rationality—A comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso: Asymmetric loss, forecast rationality and forecaster herding
by Fildes, Robert
- 144-154 Information rigidities: Comparing average and individual forecasts for a large international panel
by Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia
- 157-164 Evaluating a vector of the Fed’s forecasts
by Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren
- 165-175 Evaluating the economic forecasts of FOMC members
by Sheng, Xuguang (Simon)
- 176-184 Do forecasters believe in Okun’s Law? An assessment of unemployment and output forecasts
by Ball, Laurence & Jalles, João Tovar & Loungani, Prakash
- 188-206 Forecasting economic activity with targeted predictors
by Bulligan, Guido & Marcellino, Massimiliano & Venditti, Fabrizio
- 207-221 The future of oil: Geology versus technology
by Benes, Jaromir & Chauvet, Marcelle & Kamenik, Ondra & Kumhof, Michael & Laxton, Douglas & Mursula, Susanna & Selody, Jack
2014, Volume 30, Issue 4
- 847-862 Tracking world trade and GDP in real time
by Golinelli, Roberto & Parigi, Giuseppe
- 863-881 Forecasting daily return densities from intraday data: A multifractal approach
by Hallam, Mark & Olmo, Jose
- 882-897 An evaluation of business survey indices for short-term forecasting: Balance method versus Carlson–Parkin method
by Vermeulen, Philip
- 898-917 Predicting recessions with a composite real-time dynamic probit model
by Proaño, Christian R. & Theobald, Thomas
- 918-927 Data transforms with exponential smoothing methods of forecasting
by Beaumont, Adrian N.
- 928-933 Forecasting intermittent demand by hyperbolic-exponential smoothing
by Prestwich, S.D. & Tarim, S.A. & Rossi, R. & Hnich, B.
- 944-962 Evaluating forecasts of political conflict dynamics
by Brandt, Patrick T. & Freeman, John R. & Schrodt, Philip A.
- 963-980 Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
by Zhou, Xiaocong & Nakajima, Jouchi & West, Mike
- 981-995 Professional forecasters and real-time forecasting with a DSGE model
by Smets, Frank & Warne, Anders & Wouters, Rafael
- 996-1015 Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models
by Li, Jiahan & Chen, Weiye
- 1016-1029 Currency crisis early warning systems: Why they should be dynamic
by Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe
- 1030-1081 Electricity price forecasting: A review of the state-of-the-art with a look into the future
by Weron, Rafał
- 1082-1097 The challenges of pre-launch forecasting of adoption time series for new durable products
by Goodwin, Paul & Meeran, Sheik & Dyussekeneva, Karima
- 1098-1109 Demographic forecasts and fiscal policy rules
by Lassila, Jukka & Valkonen, Tarmo & Alho, Juha M.
- 1110-1119 Future changes in age and household patterns: Some implications for public finances
by Jacobsen, Rasmus Højbjerg & Jensen, Svend E. Hougaard
- 1120-1127 Response to updated mortality forecasts in life cycle saving and labor supply
by Määttänen, Niku & Alho, Juha
- 1128-1135 Forecasting demographic forecasts
by Alho, Juha M.
2014, Volume 30, Issue 3
- 407-414 Prediction in a spatial nested error components panel data model
by Baltagi, Badi H. & Pirotte, Alain
- 415-425 Forecasting the US housing market
by Kouwenberg, Roy & Zwinkels, Remco
- 426-448 Evaluating alternative models of trend inflation
by Clark, Todd E. & Doh, Taeyoung
- 449-463 Forecasting return volatility: Level shifts with varying jump probability and mean reversion
by Xu, Jiawen & Perron, Pierre
- 464-476 Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models
by Lima, L.M. Marangon & Popova, E. & Damien, P.
- 477-490 The modeling and forecasting of extreme events in electricity spot markets
by Herrera, Rodrigo & González, Nicolás
- 491-497 Marked point process hotspot maps for homicide and gun crime prediction in Chicago
by Mohler, George
- 498-516 Short-term forecasting of GDP with a DSGE model augmented by monthly indicators
by Červená, Marianna & Schneider, Martin
- 520-535 Green shoots and double dips in the euro area: A real time measure
by Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar
- 539-549 The way out of recessions: A forecasting analysis for some Euro area countries
by Bec, Frédérique & Bouabdallah, Othman & Ferrara, Laurent
- 554-568 A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
by Foroni, Claudia & Marcellino, Massimiliano
- 572-584 Forecasting macroeconomic variables using collapsed dynamic factor analysis
by Bräuning, Falk & Koopman, Siem Jan
- 589-612 Forecasting with factor-augmented error correction models
by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
- 616-631 Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009
by Kock, Anders Bredahl & Teräsvirta, Timo
- 635-644 Short-term inflation projections: A Bayesian vector autoregressive approach
by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca
- 648-659 The financial content of inflation risks in the euro area
by Andrade, Philippe & Fourel, Valère & Ghysels, Eric & Idier, Julien
- 662-682 Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
by Rossi, Barbara & Sekhposyan, Tatevik
- 691-713 Stress-testing US bank holding companies: A dynamic panel quantile regression approach
by Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon
- 717-728 Stress testing banks
by Schuermann, Til
- 729-740 Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce
by Jordà, Òscar
- 741-758 Nowcasting and forecasting global financial sector stress and credit market dislocation
by Schwaab, Bernd & Koopman, Siem Jan & Lucas, André
- 759-780 Evaluating early warning indicators of banking crises: Satisfying policy requirements
by Drehmann, Mathias & Juselius, Mikael
- 781-794 Forecasting systemic impact in financial networks
by Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie
- 797-806 Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks
by Fushing, Hsieh & Jordà, Òscar & Beisner, Brianne & McCowan, Brenda
- 807-824 Correlation dynamics and international diversification benefits
by Christoffersen, Peter & Errunza, Vihang & Jacobs, Kris & Jin, Xisong
- 825-843 Forecasting commodity price indexes using macroeconomic and financial predictors
by Gargano, Antonio & Timmermann, Allan
2014, Volume 30, Issue 2
- 177-191 Forecast revisions of Mexican inflation and GDP growth
by Capistrán, Carlos & López-Moctezuma, Gabriel
- 192-205 Illusory profitability of technical analysis in emerging foreign exchange markets
by Kuang, P. & Schröder, M. & Wang, Q.
- 206-216 Evaluating the accuracy of value-at-risk forecasts: New multilevel tests
by Leccadito, Arturo & Boffelli, Simona & Urga, Giovanni
- 217-234 Empirical prediction intervals revisited
by Lee, Yun Shin & Scholtes, Stefan
- 235-245 Asymmetric loss in the Greenbook and the Survey of Professional Forecasters
by Wang, Yiyao & Lee, Tae-Hwy
- 246-256 A new error measure for forecasts of household-level, high resolution electrical energy consumption
by Haben, Stephen & Ward, Jonathan & Vukadinovic Greetham, Danica & Singleton, Colin & Grindrod, Peter
- 257-267 Efficient estimation of forecast uncertainty based on recent forecast errors
by Knüppel, Malte
- 268-279 Measuring output gap nowcast uncertainty
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P.
- 280-290 Forecasting with dimension switching VARs
by Koop, Gary
- 291-302 Improving forecasting by estimating time series structural components across multiple frequencies
by Kourentzes, Nikolaos & Petropoulos, Fotios & Trapero, Juan R.
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