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Content
July 2009, Volume 25, Issue 3
- 498-517 Expectation-based scan statistics for monitoring spatial time series data
by Neill, Daniel B.
- 518-525 Monitoring processes with changing variances
by Ord, J. Keith & Koehler, Anne B. & Snyder, Ralph D. & Hyndman, Rob J.
- 526-530 Incorporating a tracking signal into a state space model
by Snyder, Ralph D. & Koehler, Anne B.
- 531-549 Modeling tourism: A fully identified VECM approach
by Bonham, Carl & Gangnes, Byron & Zhou, Ting
- 550-566 Bayesian portfolio selection using a multifactor model
by Ando, Tomohiro
- 567-586 Optimal forecasting with heterogeneous panels: A Monte Carlo study
by Trapani, Lorenzo & Urga, Giovanni
- 587-601 Stock returns and the short-run predictability of health expenditure: Some empirical evidence
by Wang, Zijun
- 602-628 Multi-step forecasting in emerging economies: An investigation of the South African GDP
by Chevillon, Guillaume
- 629-630 Richard S. Markovits , Truth or Economics: On the Definition, Prediction, and Relevance of Economic Efficiency, Yale University Press, New Haven (2008), p. x+507 pp.
by Allen, P. Geoffrey
- 630-631 The Art of Modeling Dynamic Systems. Forecasting for Chaos, Randomness and Determinism. Foster Morrison, Dover Publications, Inc. (2008), p. 385 Paperback. US$ 22.95, ISBN-10, 0-486-46295-1
by Samohyl, Robert Wayne
- 632-634 Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi , Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages
by Maté, Carlos
2009, Volume 25, Issue 2
- 215-217 Forecasting returns and risk in financial markets using linear and nonlinear models
by Clements, Michael P. & Milas, Costas & van Dijk, Dick
- 218-238 Optimal combinations of realised volatility estimators
by Patton, Andrew J. & Sheppard, Kevin
- 239-258 Joint modeling of call and put implied volatility
by Ahoniemi, Katja & Lanne, Markku
- 259-281 On forecasting daily stock volatility: The role of intraday information and market conditions
by Fuertes, Ana-Maria & Izzeldin, Marwan & Kalotychou, Elena
- 282-303 Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
by Martens, Martin & van Dijk, Dick & de Pooter, Michiel
- 304-327 Asymmetric effects and long memory in the volatility of Dow Jones stocks
by Scharth, Marcel & Medeiros, Marcelo C.
- 328-350 On the macroeconomic causes of exchange rate volatility
by Morana, Claudio
- 351-372 Differences in housing price forecastability across US states
by Rapach, David E. & Strauss, Jack K.
- 373-399 Non-linear predictability in stock and bond returns: When and where is it exploitable?
by Guidolin, Massimo & Hyde, Stuart & McMillan, David & Ono, Sadayuki
- 400-417 Forecasting exchange rates with a large Bayesian VAR
by Carriero, A. & Kapetanios, G. & Marcellino, M.
- 418-428 Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
by Lahiani, A. & Scaillet, O.
2009, Volume 25, Issue 1
- 1-2 A change of editors
by Hyndman, Rob J.
- 3-23 Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning
by Fildes, Robert & Goodwin, Paul & Lawrence, Michael & Nikolopoulos, Konstantinos
- 24-26 Comments on "Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning"
by Sanders, Nada R.
- 27-29 Comments on "Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning"
by Flores, Benito E.
- 30-31 Comments on "Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning"
by Önkal, Dilek
- 32-34 Reply to Commentaries by Flores, Önkal and Sanders
by Fildes, Robert & Goodwin, Paul & Lawrence, Michael & Nikolopoulos, Konstantinos
- 35-47 Properties of expert adjustments on model-based SKU-level forecasts
by Franses, Philip Hans & Legerstee, Rianne
- 48-61 Forecast accuracy measures for exception reporting using receiver operating characteristic curves
by Gorr, Wilpen L.
- 62-73 On the importance of verifying forecasting results
by Yalta, A. Talha & Jenal, Olaf
- 74-80 A real time evaluation of Bank of England forecasts of inflation and growth
by Groen, Jan J.J. & Kapetanios, George & Price, Simon
- 81-102 Real time representation of the UK output gap in the presence of model uncertainty
by Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder
- 103-118 Forecasting European industrial production with singular spectrum analysis
by Hassani, Hossein & Heravi, Saeed & Zhigljavsky, Anatoly
- 119-127 The cyclical component factor model
by Dahl, Christian M. & Hansen, Henrik & Smidt, John
- 128-145 A time deformation model and its time-varying autocorrelation: An application to US unemployment data
by Vijverberg, Chu-Ping C.
- 146-166 Hierarchical forecasts for Australian domestic tourism
by Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J.
- 167-181 The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach
by Ager, P. & Kappler, M. & Osterloh, S.
- 182-191 Measuring consensus in binary forecasts: NFL game predictions
by Song, ChiUng & Boulier, Bryan L. & Stekler, Herman O.
- 192-207 Forecasting histogram time series with k-nearest neighbours methods
by Arroyo, Javier & Maté, Carlos
- 208-209 Book review
by Goodwin, Paul
- 209-211 Douglas C. Montgomery, Cheryl L. Jennings and Murat Kulahci , Introduction to Time Series Analysis and Forecasting, Wiley (2008) ISBN 978-0-471-65397-4, p. 446 $115
by Sloboda, Brian
2008, Volume 24, Issue 4
- 561-565 Energy forecasting
by Taylor, James W. & Espasa, Antoni
- 566-587 An hourly periodic state space model for modelling French national electricity load
by Dordonnat, V. & Koopman, S.J. & Ooms, M. & Dessertaine, A. & Collet, J.
- 588-602 Forecasting the electricity load from one day to one week ahead for the Spanish system operator
by Cancelo, José Ramón & Espasa, Antoni & Grafe, Rosmarie
- 603-615 A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting
by Amaral, Luiz Felipe & Souza, Reinaldo Castro & Stevenson, Maxwell
- 616-629 Input space to neural network based load forecasters
by Alves da Silva, Alexandre P. & Ferreira, Vitor H. & Velasquez, Roberto M.G.
- 630-644 Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data
by Soares, Lacir J. & Medeiros, Marcelo C.
- 645-658 An evaluation of methods for very short-term load forecasting using minute-by-minute British data
by Taylor, James W.
- 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
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