International Journal Forecasting 2006

Regular Articles

GARDNER Everette S. Jr- Exponential smoothing: The state of the art, pp. 637-666

Discussion
KOEHLER Anne, pp. 667-670
TAYLOR James W., pp. 671-672
SNYDER Ralph, p. 673-676
LAWTON Richard, p. 677-678

HYNDMAN Rob J., KOEHLER Anne B. - Another look at measures of forecast accuracy, pp. 679-688
KAMAKURA Wagner A., MAZZON J. Afonso, DE BRUYN A. - Modeling voter choice to predict the final outcome of two-stage elections, pp. 689-706
TAYLOR James W. - Density forecasting for the efficient balancing of the generation and Consumption of electricity, pp. 707
ALHO Juha M., VANNE Reijo - On predictive distributions of public net liabilities, pp. 725-733
BENGOECHEA Pilar, CAMACHO Maximo, PEREZ-QUIROS Gabriel - A useful tool for forecasting the Euro-area business cycle phases, pp. 735-749
GÓMEZ Nicolás, GUERRERO Victor M. - Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts, pp. 751-770
LI Jing - Testing Granger Causality in the presence of threshold effects, pp. 771-780
MENDOZA Manuel, DE ALBA Enrique - Forecasting an accumulated series based on partial accumulation II: A new Bayesian method for short series with stable seasonal patterns, pp. 781-798
YELLAND Phillip - Stable seasonal pattern models for forecast revision: A comparative study, pp. 799-818

Book Reviews

BURKE Simpon P., HUNTER John - Modelling non-stationary economic time series. A multivariate approach, 2005, p. 819
MENTZER John T., MOON Mark A. - Sales forecasting management: A demand management approach (2nd edition), Sage Publications, Thousand Oaks, London, 2005, p. 821
HANKE John E., WICHERN Dean W. - Business Forecasting (8th Edition), Pearson, Prentice Hall, New Jersey, 2005, pp. 823-824

Special isuue: Twenty-five years of forecasting

Editorial

Review Articles

FILDES R. - The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion, pp. 415 - 432
ARMSTRONG J.S., FILDES R. - Making progress in forecasting, pp. 433 - 442
De GOOIJER J.G., HYNDMAN R.J. - 25 years of time series forecasting, pp. 443 - 474
ALLEN P.G., MORZUCH B.J. - Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the nest 25 years?, pp. 475 - 492
LAWRENCE M., GOODWIN P., O'CONNOR M., ÖNKAL D. - Judgmental forecasting: A review of progress over the last 25 years, pp. 493 - 518
MEADE N., ISLAM T. - Modelling and forecasting the diffusion of innovation - A 25-year review, pp. 519 - 546
BOOTH H. - Demographic forecasting: 1980 to 2005 in review, pp. 547 - 582
ARMSTRONG J.S. - Findings from evidence-based forecasting_ Methods for reducing forecast error, pp. 583 - 598
KÜSTERS U., McCULLOUGH B.D., BELL M. - Forecasting software: Past, present and future, pp. 599 - 616
COX J.E. Jr., LOOMIS D.G. - Improving forecasting through textbooks - A 25 Yyear review, pp. 617 - 624

Interview

FILDES R., NIKOLOPOULOS K. - Spyros Makridakis: An interview with the International Journal of Forecasting, pp. 625 -624

Regular articles

GARCIA-FERRER A., DE JUAN A., PONCELA P. - Forecasting traffic accidents using disaggregated data, pp. 203-222
JUNG Robert C. , TREMAYNE A.R. - Coherent forecasting in integer time series models, pp. 223-238
BILLAH Baki, KING Maxwell, SNYDER Ralph D., KOEHLER Anne B. - Exponential smoothing model selection for forecasting, pp. 239-247
DE MENEZES Lilian M., NIKOLAEV Nikolay Y. - Forecasting with genetically programmed polynomial neural networks, pp. 249-265
MAN K.S., TIAO G.C. - Aggregation effect and forecasting temporal aggregates of long memory processes, pp. 267-281
CHAN Kam Fong, GRAY Philip - Using extreme value theory to measure value-at-risk for daily electricity spot prices, pp. 283-300
KWAN CHOW Hwee, MENG CHOY Keen - Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach , pp. 301-315
CHEN Shyh-Wei , CHEN Chung-Hua - When Wall Street conflicts with Main Street - The divergent movements of Taiwan's leading indicators, pp. 317-339
RAPACH David E., WOHAR Mark E. - The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior, pp. 341-361
RAUNIG Burkhard - The longer-horizon predictability of German stock market volatility, pp. 363-372
DAVIES Antony - A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts, pp. 373-393
ASHIYA Masahiro - Forecast accuracy and product differentiation of Japanese Institutional Forecasters, pp. 395-401

Book Reviews

JOLLIFE Ian T. , STEPHENSON David B., Forecast Verification: A Practitioner's Guide in Atmospheric Science, John Wiley and Sons, Chichester (2003) ISBN 0-471-49759-2.
LEVENBACH Hans, CLEARY James P. , Forecasting: Practice and process for demand management, Thomson, Duxbury, Belmont (2006) ISBN 0-534-26268-6
McNELIS Paul D. , Neural networks in finance - gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4
ZELLNER Arnold Zellner, Statistics, Econometrics and Forecasting. The Stone Lectures in Economics, Cambridge University Press (2004) 163 pp, ISBN 0 521 54044 5
FAIR Ray C. , Estimating How the Economy Works, Harvard University Press, Cambridge MA, USA (2004) ISBN 0674-01546-0 295

Regular articles

TAYLOR J.W., de MENEZES L.M., McSHARRY P.E. - A comparison of univariate methods for forecasting electricity demand up to a day ahead, pp. 1 - 16
SOARES L.J., SOUZA L.R. - Forecasting electricity demand using generalized long memory, pp. 17 - 28
TAYLOR J.W., BUIZZA R. - Density forecasting for weather derivative pricing, pp. 29 - 42
SANCHEZ I. - Short-term prediction of wind energy production, pp. 43 - 56
LI G., SONG H., WITT S.F. - Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting, pp. 57 - 72
CHEN C.W.S., SO M.K.P. - On a threshold heteroscedastic model, pp. 73 - 90
GERLACH R., TUYL F. - MCMC methods for comparing stochastic volatility and GARCH models, pp. 91 - 108
WANG Y.H.,KESWANI A., TAYLOR S.J. - The relatinships between sentiment, returns and volatility, pp. 109 - 124
DÖPKE J., FRITSCHE U. - When do forecasters disagree? An assessment of German growth and inflation forecast dispersion, pp. 125 - 136
BANERJEE A., MARCELLINO M. - Are there any reliable leading indicators for US inflation and GDP growth?, pp. 137 - 152
SORNETTE D., ZHOU W.-X. - Predictability of large future changes in major financial indices, pp. 153 - 168
ZHOU Y., ROY A. - Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes, pp. 169 - 180
PEDREGAL D.J., YOUNG P.C. - Modulated cycles, an approach to modelling periodic components from rapidly sampled data, pp. 181 - 194

Book reviews

McCULLOUGH - The Handbook of Data Mining, p. 195
ÖLLER L.-E. - Evaluating Econometric Forecasts of Economic and Financial Variables, pp. 196 - 197
MILAS C. - The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics", pp. 198 - 200

Correspondence

SYNTETOS A.A., BOYLAN J.E. - Comments on the attribution of an intermittent demand estimator, p. 201

Dernière modification le 22.03.2022