International Journal of Forecasting, 2009

Volume 25, n° 4, October-December 2009

Special section: Decision making and planning under low levels of predictability

  • Sir Clive Granger

    ELLIOTT Graham - Sir Clive W. J. Granger (1934–2009), pp. 639-641

Forecasting economic and financial variables with Global VARs

  • PESARAN M. Hashem, SCHUERMANN Til, SMITH L. Vanessa - Forecasting economic and financial variables with global VARs, pp. 642-675
  • ALLEN P. Geoffrey - Comments on “Forecasting economic and financial variables with global VARs”, pp. 676-679
  • CLEMENTS Michael P. - Comments on “Forecasting economic and financial variables with global VARs”, pp. 680-683
  • GIANNONE Domenico, REICHLIN Lucrezia - Comments on “Forecasting economic and financial variables with global VARs”, pp. 684-686
  • GRANGER Clive W.J. - Comments on “Forecasting economic and financial variables with global VARs”, pp. 687-688
  • LAHIRI Kajal - Comments on “Forecasting economic and financial variables with global VARs”, pp. 689-692
  • SINCLAIR Tara M., STEKLER H.O. - Forecast evaluation of AveAve forecasts in the global VAR context, pp. 693-696
  • SWANSON Norman R. - Comments on “Forecasting economic and financial variables with global VARs”, pp. 697-702
  • PESARAN M. Hashem, SCHUERMANN Til, SMITH L. Vanessa - Rejoinder to comments on forecasting economic and financial variables with global VARs, pp. 703-715

Decision making and planning under low levels of predictability

  • MAKRIDAKIS Spyros, TALEB Nassim Nicholas - Decision making and planning under low levels of predictability, pp. 716-733
  • ORRELL David, MCSHARRY Patrick - System economics: Overcoming the pitfalls of forecasting models via a multidisciplinary approach, pp. 734-743
  • TALEB Nassim Nicholas - Errors, robustness, and the fourth quadrant, pp. 744-759
  • GOLDSTEIN Daniel G., GIGERENZER Gerd - Fast and frugal forecasting, pp. 760-772
  • IOANNIDIS John P.A. - Limits to forecasting in personalized medicine: An overview, pp. 773-783
  • FINK Waltraud, LIPATOV Vilen, KONITZER Martin - Diagnoses by general practitioners: Accuracy and reliability, pp. 784-793
  • MAKRIDAKIS Spyros, HOGARTH Robin M., GABA Anil - Forecasting and uncertainty in the economic and business world, pp. 794-812
  • WRIGHT George, GOODWIN Paul - Decision making and planning under low levels of predictability: Enhancing the scenario method, pp. 813-825
  • GREEN Kesten C., ARMSTRONG J. Scott, SOON Willie - Validity of climate change forecasting for public policy decision making, pp. 826-832
  • FREEDMAN David A. - Diagnostics cannot have much power against general alternatives, pp. 833-839
  • MAKRIDAKIS Spyros, TALEB Nassim - Living in a world of low levels of predictability, pp. 840-844

(résumés du n° 4/2009)

Volume 25, n° 3, July-September 2009

Special Section: Time Series Monitoring

Victor Zarnowitz

  • KLEIN Philip A. - Victor Zarnowitz 1919–2009, pp. 432-434
  • GUERARD John B. Jr. - Fleeing the Nazis, surviving the Gulag, and arriving in the free world: My life and times, pp. 435-440

Mining the past to determine the future

  • HAND David J. - Mining the past to determine the future: Problems and possibilities, pp. 441-451
  • PRICE Simon - Mining the past to determine the future: Comments, pp. 452-455
  • CRONE Sven F. - Mining the past to determine the future: Comments, pp. 456-460
  • HAND David J. - Mining the past to determine the future: Rejoinder, pp. 461-462

Time series monitoring

  • GORR Wilpen L., ORD J. Keith - Introduction to time series monitoring, pp. 463-466
  • LOTZE Thomas H., SHMUELI Galit - How does improved forecasting benefit detection? An application to biosurveillance, pp. 467-483
  • COHEN Jacqueline, GARMAN Samuel, GORR Wilpen - Empirical calibration of time series monitoring methods using receiver operating characteristic curves, pp. 484-497
  • NEILL Daniel B. - Expectation-based scan statistics for monitoring spatial time series data, pp. 498-517
  • ORD J. Keith, KOEHLER Anne B., SNYDER Ralph D., HYNDMAN Rob J. - Monitoring processes with changing variances, pp. 518-525
  • SNYDER Ralph D., KOEHLER Anne B. - Incorporating a tracking signal into a state space model, pp. 526-530

Regular articles

  • BONHAM Carl , GANGNES Byron, ZHOU Ting - Modeling tourism: A fully identified VECM approach, pp. 531-549
  • ANDO Tomohiro - Bayesian portfolio selection using a multifactor model, pp. 550-566
  • TRAPANI Lorenzo, URGA Giovanni - Optimal forecasting with heterogeneous panels: A Monte Carlo study, pp. 567-586
  • WANG Zijun - Stock returns and the short-run predictability of health expenditure: Some empirical evidence, pp. 587-601
  • CHEVILLON Guillaume - Multi-step forecasting in emerging economies: An investigation of the South African GDP, pp. 602-628

Book reviews

  • ALLEN P. Geoffrey - Markovits Richard S. - Truth or Economics: On the Definition, Prediction, and Relevance of Economic Efficiency, Yale University Press, New Haven, pp. 629-630
  • SAMOHYL Robert Wayne - The Art of Modeling Dynamic Systems. Forecasting for Chaos, Randomness and Determinism. Foster Morrison, Dover Publications, Inc. (2008), pp. 630-631
  • MATÉ Carlos - Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi , Bayesian Methods in Finance, John Wiley and Sons, USA (2008), pp. 632-634

(résumés du n° 3/2009)

Volume 25, n° 2, April-June 2009

Special Issue: Forecasting Returns and Risk in Financial Markets using Linear and Nonlinear Models

Introduction

  • CLEMENTS Michael P., MILAS Costas, VAN DIJK Dick - Forecasting returns and risk in financial markets using linear and nonlinear models, pp.215-217

Articles

  • PATTON Andrew J., SHEPPARD Kevin - Optimal combinations of realised volatility estimators, pp. 218-238
  • AHONIEMI Katja, LANNE Markku - Joint modeling of call and put implied volatility, pp. 239-258
  • FUERTES Ana-Maria, IZZELDIN Marwan, KALOTYCHOU Elena - On forecasting daily stock volatility: The role of intraday information and market conditions, pp. 259-281
  • MARTENS Martin, VAN DIJK Dick, DE POOTER Michiel - Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements, pp. 282-303
  • SCHARTH Marcel, MEDEIROS Marcelo C. - Asymmetric effects and long memory in the volatility of Dow Jones stocks, pp. 304-327
  • MORANA Claudio - On the macroeconomic causes of exchange rate volatility, pp. 328-350
  • RAPACH David E., STRAUSS Jack K. - Differences in housing price forecastability across US states, pp. 351-372
  • GUIDOLIN Massimo, HYDE Stuart, MCMILLAN David, ONO Sadayuki - Non-linear predictability in stock and bond returns: When and where is it exploitable?, pp. 373-399
  • CARRIERO A., KAPETANIOS G., MARCELLINO M. - Forecasting exchange rates with a large Bayesian VAR, pp. 400-417
  • LAHIANI A., SCAILLET O. - Testing for threshold effect in ARFIMA models: Application to US unemployment rate data
    Pages 418-428

(résumés du n° 2/2009)

Volume 25, n° 1, January-March 2009

Announcement

  • HYNDMAN Rob J. - A change of editors, pp. 1-2

Forecast adjustments in supply-chain planning

  • FILDES Robert, GOODWIN Paul, LAWRENCE Michael, NIKOLOPOULOS Konstantinos - Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning, pp. 3-23
  • SANDERS Nada R. - Comments on “Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning”, pp. 24-26
  • FLORES Benito E. - Comments on “Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning”, pp. 27-29
  • ÖNKAL Dilek - Comments on “Effective forecasting and judgmental adjustments: An empirical evaluation and strategies for improvement in supply-chain planning”, pp. 30-31
  • FILDES Robert, GOODWIN Paul, LAWRENCE Michael, NIKOLOPOULOS Konstantinos - Reply to Commentaries by Flores, Önkal and Sanders, pp. 32-34
  • FRANSES Philip Hans, LEGERSTEE Rianne - Properties of expert adjustments on model-based SKU-level forecasts, pp. 35-47

Regular articles

  • GORR Wilpen L. - Forecast accuracy measures for exception reporting using receiver operating characteristic curves, pp. 48-61
  • YALTA A. Talha, JENAL Olaf - On the importance of verifying forecasting results, pp. 62-73
  • GROEN Jan J.J., KAPETANIOS George, PRICE Simon - A real time evaluation of Bank of England forecasts of inflation and growth, pp. 74-80
  • GARRATT Anthony, LEE Kevin, MISE Emi, SHIELDS Kalvinder - Real time representation of the UK output gap in the presence of model uncertainty, pp. 81-102
  • HASSANI Hossein, HERAVI Saeed, ZHIGLJAVSKY Anatoly - Forecasting European industrial production with singular spectrum analysis, pp. 103-118
  • DAHL Christian M., HANSEN Henrik, SMIDT John - The cyclical component factor model, pp. 119-127
  • VIJVERBERG Chu-Ping C. - A time deformation model and its time-varying autocorrelation: An application to US unemployment data, pp. 128-145
  • ATHANASOPOULOS George, AHMED Roman A., HYNDMAN Rob J. - Hierarchical forecasts for Australian domestic tourism, pp. 146-166
  • AGER P. , KAPPLER M., OSTERLOH S. - The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach, pp. 167-181
  • SONG ChiUng, BOULIER Bryan L., STEKLER Herman O. - Measuring consensus in binary forecasts: NFL game predictions, pp. 182-191
  • ARROYO Javier, MATÉ Carlos - Forecasting histogram time series with k-nearest neighbours methods, pp. 192-207

Book Reviews

  • GOODWIN Paul - Predictably Irrational: The hidden forces that shape our decisions, Harper. Hardcover (2008), pp. 208-209
  • SLOBODA Brian - Introduction to Time Series Analysis and Forecasting, Wiley (2008), pp. 209-211

(résumés du n° 1/2009)


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