International Journal Forcasting 2005
Volume 21, Issue 4, October-December 2005
Special Issue: Nonlinearities, Business Cycles and Forecasting
Editorial
- GARCÍA-FERRER A., De GOOIJER J.G., PONCELA P., RUIZ E. - Introduction to nonlinearities, business cycles, and forecasting, pp. 623 - 626
Business Cycles
- ZELLNER A., ISRAILEVICH G, - The Marshallian macroeconomic model: A progress report, pp. 627 - 646
ESPASA A. - Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich, pp. 647 - 650 - ENGEL J., HAUGH D., PAGAN A. - Some methods for assessing the need for non-linear models in business cycles analysis, pp. 651 - 662
PÉREZ QUIRÓS G. - Comments on "Some methods for assessing the need for non-linear models in business cycle analysis", pp. 663 - 666 - CARVALHO V.M., HARVEY A.C. - Growth, cycles and convergence in US regional time series, pp. 667 - 686
- JEREZ M., CASALS J., SOTOCA S. - Growth, cycles, and convergence in US regional time series: A personal point of view, pp. 687 - 690
- FERNÁNDET-MACHO J. - Comments on <<Combining filter design with model-based filtering>>, pp. 711 - 716
Time series
- HARVILL J.L., RAY B.K. - A note on multi-step forecasting with functional coefficient autoregressive models, pp. 717 - 728
- CRATO N. - A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray, pp. 729 - 730
- PEÑA D., RODRIGUEZ J. - Detecting nonlinearity in time series by model selection criteria, pp. 731 - 748
- BOS C.S., JUSTEL A. - On model selection criteria as a starting point for sequential detection of non-linearity, pp. 749 - 754
- TERÄSVIRTA T., van DIJK D., MEDEIROS M.C. - Linear models, smooth transition autoregressions, and neutral networks for forecasting macroeconomic time series: A re-examination, pp. 755 - 774
- NOVALES A. - Comments on <<Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination>>, pp. 775 - 780
- TERÄSVIRTA T., van DIJK D., MEDEIROS M.C - Reply, pp. 781 - 784
- FOK D., van DIJK D, FRANSES P.H. - Forecasting aggregates using panels of nonlinear time series, pp. 785 - 794
- DEL HOYO J. - Comments on Fok, van Dijk and Franses's paper: "Forecasting aggregates using panels of nonlinear time series", pp. 795 - 798
Volume 21, Issue 3, July-September 2005
Regular papers
- KONING Alex J., FRANSES Philip Hans, HIBON Michèle, STEKLER H.O. - The M3 competition: Statistical tests of the results, pp. 397-409
- WEBBY Richard, O'CONNOR Marcus, EDMUNDSON Bob - Forecasting support systems for the incorporation of event information: An empirical investigation, pp. 411-423
- HIPPERT H.S., BUNN D.W., SOUZA R.C. - Large neural networks for electricity load forecasting: Are they overfitted?, pp. 425-434
- CONEJO Antonio J., CONTRERAS Javier,ESPÍNOLA Rosa, PLAZAS Miguel A.- Forecasting electricity prices for a day-ahead pool-based electric energy market, pp. 435-462
- GREEN Kesten C. - Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence, pp. 463-472
- POLLOCK Andrew C., MACAULAY Alex, THOMSON Mary E., ÖNKAL Dilek - Performance evaluation of judgemental directional exchange rate predictions, pp. 473-489
- YE Michael, ZYREN John, SHORE Joanne - A monthly crude oil spot price forecasting model using relative inventories, pp. 491-501
- RUA António, NUNES Luis C. - Coincident and leading indicators for the euro area: A frequency band approach, pp. 503-523
- KHLODILIN Konstantin A., YAO Vincent W. - Measuring and predicting turning points using a dynamic bi-factor model, pp. 525-537
- ORTEGA José Antonio, PONCELA Pilar - Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models, pp. 539-550
- FORREST David, GODDARD John, SIMMONS Robert - Odds-setters as forecasters: The case of English football, pp. 551-564
- ANDERSSON Patric, EDMAN Jan, EKMAN Mattias - Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts, pp. 565-576
- MOUCHART Michel, ROMBOUTS Jeroen V.K. - Clustered panel data models: an efficient approach for nowcasting from poor data, pp. 577-594
- HARRISON Richard, KAPETANIOS George, YATES Tony - Forecasting with measurement errors in dynamic models, pp. 595-607
Product Review
- CHOI Hwan-sik, KIEFER Nicholas M. - Software evaluation: EasyReg International, pp. 609-616
Correspondence
- GARDNER Everette S., KOEHLER Anne B. - Comments on a patented bootstrapping method for forecasting intermittent demand, pp. 617-618
Thomas R. Willemain, Charles N. Smart and Henry Schwarz - Author's response to Koehler and Gardner, pp. 619-320
Volume 21, Issue 2, May-June 2005
Editorial
- FILDES Robert - The IJF, the Institute and forecasting software, pp. 199-200
Regular papers
- CHEVILLON Guillaume, HENDRY David F. - Non-parametric direct multi-step estimation for forecasting economic processes, pp. 201-218
- PASCUAL Lorenzo, ROMO Juan, RUIZ Esther - Bootstrap prediction intervals for power-transformed time series, pp. 219-235
- REEVES Jonathan J. - Bootstrap prediction intervals for ARCH models, pp. 237-248
- GALBRAITH John W., KINBAY Turgut - Content horizons for conditional variance forecasts, pp. 249-260
- DUARTE Agustin, VENETIS Ioannis A., PAYA Ivan - Predicting real growth and the probability of recession in the Euro area using the yield spread, pp. 261-277
- WIERINGA Jaap E., HORVÁTH Csilla - Computing level-impulse responses of log-specified VAR systems, pp. 279-289
- FALK Barry, ROY Anindya - Forecasting using the trend model with autoregressive errors, pp. 291-302
- SYNTETOS Aris A., BOYLAN John E. - The accuracy of intermittent demand estimates, pp. 303-314
- McCABE B.P.M. , MARTIN G.M. - Bayesian predictions of low count time series, pp. 315-330
- GODDARD John - Regression models for forecasting goals and match results in association football, pp. 331-340
- GHIASSI M., SAIDANE H., ZIMBRA D.K. - A dynamic artificial neural network model for forecasting time series events, pp. 341-362
- LEMMENS Aurélie, CROUX Christophe, DEKIMPE Marnik G. - On the predictive content of production surveys: A pan-European study, pp. 363-375
- HANSSON Jesper, JANSSON Per, LÖF Mårten - Business survey data: Do they help in forecasting GDP growth?, pp. 377-389
Book reviews
- Bruce L. Bowerman, Richard T. O'Connell and Anne B. Koehler, Editors, Forecasting, time series, and regression: an applied approach (4th edition), Duxbury Press (2005)
Market response models: econometric and time series analysis (second edition)
J. Knight and S. Satchell, Editors, Forecasting volatility in the financial markets, Butterworth-Heinemann (2002)
G. Peter Zhang, Editor, Neural networks in business forecasting, Idea Group Inc. (2003)
Advances in business and management forecasting
Volume 21, Issue 1, January-March 2005
Regular papers
- LAWRENCE M., O'CONNOR M. - Judgment forecasting in the presence of loss functions, pp. 3 - 14
- HIBON M., EVGENIOU T. - To combine or not to combine: selecting among forecasts and their combinations, pp. 15 - 24
- ARMSTRONG J.S., COLLOPY F., YOKUM J.T. - Decomposition by causal forces: a procedure for forecasting complex time series, pp. 25 - 36
- RÖSCH D. - An empirical comparison of default risk forecasts from alternative credit rating philosophies, pp. 37 - 52
- PAAP R., van NIEROP E., van HEERDE H.J., WEDEL M., FRANSES P.H., ALSEM K.J. - Considerations sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice, pp. 53 - 72
- JAFFRY S., CAPON N. - Alternative methods of forecasting risks in Naval Manpower planning, pp. 73 - 86
- FRANSES P.H., van DIJK D. - The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production, pp. 87 - 102
- VUCHELEN J., GUTIERREZ M.I. - A direct test of the information content of the OECD growth forecasts, pp. 103 - 118
- HUBRICH K. - Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?, pp. 119 - 136
- RAPACH D.E., WOHAR M.E., RANGVID J. - Macro variables and international stock return predictability, pp. 137 - 166
- AWARTANI B.M.A., CORRADI V. - Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries, pp. 167 - 184
- RAMNATH S., ROCK S., SHANE P. - Value Line and I/B/E/S earnings forecasts, pp. 185 - 198
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