International Journal of Forecasting 2011

Volume 27, n° 4, October-December 2011

Orbituary

  • GARCIA-FERRER Antonio - In memory of Arnold Zellner, a great scientist and person, pp. 961-967
  • FILDES Robert, KOURENTZES Nikolaos - Validation and forecasting accuracy in models of climate change, pp. 967-995

Discussions

  • McSHARRY Patrick E. - Validation and forecasting accuracy in models of climate change: Comments, pp. 996-999
  • KEENLYSIDE Noel S. - Commentary on “Validation and forecasting accuracy in models of climate change”, pp. 1000-1003
  • FILDES Robert, KOURENTES Nikolaos - Validation and forecasting accuracy in models of climate change: Postscript, pp. 1004-1005
  • HAMILTON James D. - Calling recessions in real time, pp. 1006-1026
  • TRIMBUR Thomas M. - Comments on “Calling recessions in real time”, pp. 1027-1031

Discussions

  • WILDI Marc - Calling recessions in real time, pp. 1032-1038
  • HAMILTON James D. - Response to comments, pp. 1039-1040

Regular papers

  • GALBRAITH John W., VAN NORDEN Simon - Kernel-based calibration diagnostics for recession and inflation probability forecasts, pp. 1041-1057
  • BLASKOWITZ Oliver, HERWARTZ Helmut - On economic evaluation of directional forecasts, pp. 1058-1065
  • CHANG Chia-Lin, FRANSES Philip Hans,  McALEERMichael - How accurate are government forecasts of economic fundamentals? The case of Taiwan, pp. 1066-1075
  • GUPTA Rangan, KABUNDI Alain - A large factor model for forecasting macroeconomic variables in South Africa, pp. 1076-1088
  • CHORTAREAS Georgios, JIANG Ying, NANKERVIS John. C. - Forecasting exchange rate volatility using high-frequency data: Is the euro different?, pp. 1089-1107
  • BARDSEN Gunnar, LÜTKEPOHL Helmut - Forecasting levels of log variables in vector autoregressions, pp. 1108-1115
  • KISSAN Kissan, WINTOKI M. Babajide, ZHANG Zelin - Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search, pp. 1116-1127
  • LUI Silvia, MITCHELL James, WEALE Martin - The utility of expectational data: Firm-level evidence using matched qualitative–quantitative UK surveys, pp. 1128-1146
  • ZIKOVIC Saša, AKTAN Bora - Decay factor optimisation in time weighted simulation — Evaluating VaR performance, pp. 1147-1159
  • KRISHNAN Trichy V., FENG Shanfei, BEEBE Tony - Modeling the demand and supply in a new B2B-upstream market using a knowledge updating process, pp. 1160-1177
  • THEODOSIOU Marina - Forecasting monthly and quarterly time series using STL decomposition, pp. 1178-1195
  • REIMERS Stian, HARVEY Nigel - Sensitivity to autocorrelation in judgmental time series forecasting, pp. 1196-1214
  • DANAHER Peter J., DAGGER Tracey S., SMITH Michael S. - Forecasting television ratings, pp. 1215-1240
  • EDIEV Dalkhat M. - Robust backward population projections made possible, pp. 1241-1247
  • TOROS Emre - Forecasting elections in Turkey, pp. 1248-1258
  • DASS Mayukh, JANK Wolfgang, SHMUELI Galit - Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting, pp. 1259-1270

Book review

  • EDWARDS Paul N. - A Vast Machine: Computer Models, Climate Data, and the politics of Global Warming, pp. 1271-1273

(résumés du n° 4/2011)

Volume 27, n° 3, July-September 2011

Special Section 1: Forecasting with Artificial Neural Networks and Computational Intelligence

  • CRONE Sven F., HIBON Michèlen, NIKOLOPOULOS Konstantinos - Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction, pp. 635-660
  • ADEODATO Paulo J.L., ARNAUD Adrian L., VASCONCELOS Germano C., CUNHA Rodrigo C.L.V., MONTEIRO Domingos S.M.P. - MLP ensembles improve long term prediction accuracy over single networks, pp. 661-671
  • ANDRAWIS Robert R., ATIYA Amir F., EL-SHISHINY Hisham - Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition, pp. 672-688
  • BONTEMPI Gianluca, TAIEB Souhaib Ben - Conditionally dependent strategies for multiple-step-ahead prediction in local learning, pp. 689-699
  • WICHARD Jörg D. - Forecasting the NN5 time series with hybrid models, pp. 700-707
  • LUNA Ivette, BALLINI Rosangela - Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting, pp. 708-724
  • RUBIO Ginés, POMARES Héctor, ROJAS Ignacio, HERRERA Luis Javier - A heuristic method for parameter selection in LS-SVM: Application to time series prediction, pp. 725-739
  • MAIA André Luis Santiago, DE CARVALHO Francisco de A.T. - Holt’s exponential smoothing and neural network models for forecasting interval-valued time series, pp. 740-759
  • TEDDY S.D., NG S.K. - Forecasting ATM cash demands using a local learning model of cerebellar associative memory network, pp. 760-776
  • WEST David, DELLANA Scott - An empirical analysis of neural network memory structures for basin water quality forecasting, pp. 777-803
  • EBRAHIMPOUR Reza, NIKOO Hossein, MASOUDNIA Saeed, YOUSEFI Mohammad Reza, GHAEMI Mohammad Sajjad - Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange, pp. 804-816

Special Section 2: Tourism Forecasting

  • SONG Haiyan, HYNDMAN Rob J. - Tourism forecasting: An introduction, pp. 817-821
  • ATHANASOPOULOS George, HYNDMAN Rob J., SONG Haiyan, WU Doris C. - The tourism forecasting competition, pp. 822-844
  • ATHANASOPOULOS George, HYNDMAN Rob J. - The value of feedback in forecasting competitions, pp. 845-849
  • BAKER Lee C., HOWARD Jeremy - Winning methods for forecasting tourism time series, pp. 850-852
  • BRIERLEY Phil - Winning methods for forecasting seasonal tourism time series, pp. 853-854
  • SONG Haiyan, LI Gang, WITT Stephen F., ATHANASOPOULOS George - Forecasting tourist arrivals using time-varying parameter structural time series models, pp. 855-869
  • ANDRAWIS Robert R., ATIYA Amir F., EL-SHISHINY Hisham - Combination of long term and short term forecasts, with application to tourism demand forecasting, pp. 870-886
  • KIM Jae H., WONG Kevin, ATHANASOPOULOS George, LIU Shen - Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals, pp. 887-901
  • FILDES Robert, WEI Yingqi, ISMAIL Suzilah - Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures, pp. 902-922
  • CARSON Richard T., CENESIZOGLU Tolga, PARKER Roger - Forecasting (aggregate) demand for US commercial air travel, pp. 923-941
  • HAENSEL Alwin, KOOLE Ger - Booking horizon forecasting with dynamic updating: A case study of hotel reservation data, pp. 942-960

(résumés du n° 3/2011)

Volume 27, n° 2, April-June 2011

  • GNEITING Tilmann - Quantiles as optimal point forecasts, pp. 197-207
  • CLEMENTS Michael P., HARVEY David I. - Combining probability forecasts, pp. 208-223 
  • PONCELA Pilar, RODRIGUEZ Julio, SANCHEZ-MANGAS Rocío,SENRA Eva - Forecast combination through dimension reduction techniques, pp. 224-237
  • KOLASSA Stephan - Combining exponential smoothing forecasts using Akaike weights, pp. 238-251
  • CORBERAN-VALLET Ana, BERMUDEZ José D., VERCHER Enriqueta - Forecasting correlated time series with exponential smoothing models, pp. 252-265
  • PROIETTI Tommaso - Direct and iterated multistep AR methods for difference stationary processes, pp. 266-280
  • NALEWAIK Jeremy J. - Incorporating vintage differences and forecasts into Markov switching models, pp. 281-307
  • PELLEGRINI Santiago, RUIZ Esther, ESPASA Antoni - Prediction intervals in conditionally heteroscedastic time series with stochastic components, pp. 308-319
  • LI Jing - Bootstrap prediction intervals for SETAR models, pp. 320-332
  • BANBURA Marta, RÜNSTLER Gerhard - A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP, pp. 333-346
  • DEL BRIO Esther B., NIGUEZ Trino-Manuel, PEROTE Javier - Multivariate semi-nonparametric distributions with dynamic conditional correlations, pp. 347-364
  • BROWNLEES Christian T., GALLO Giampiero M. - Shrinkage estimation of semiparametric multiplicative error models, pp. 365-378
  • BOERO Gianna, SMITH Jeremy, WALLIS Kenneth F. - Scoring rules and survey density forecasts, pp. 379-393
  • KIM Kun Ho - Density forecasting through disaggregation, pp. 394-412
  • ARETZ Kevin, BARTRAM Söhnke M., POPE Peter F. - Asymmetric loss functions and the rationality of expected stock returns, pp. 413-437
  • CHUA Chew Lian, TSIAPLIAS Sarantis - Predicting economic contractions and expansions with the aid of professional forecasts, pp. 438-451
  • DOVERN Jonas, WEISSER Johannes - Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7, pp. 452-465
  • HEIJ Christiaan, VAN DIJK Dick, GROENEN Patrick J.F. - Real-time macroeconomic forecasting with leading indicators: An empirical comparison, pp. 466-481
  • FRANSES Philip Hans, KRANENDONK Henk C., LANSER Debby - One model and various experts: Evaluating Dutch macroeconomic forecastspp. 482-495
  • EICKMEIER Sandra, NG Tim - Forecasting national activity using lots of international predictors: An application to New Zealand, pp. 496-511
  • LEES Kirdan, MATHESON Troy, SMITH Christie - Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts, pp. 512-528
  • KUZIN Vladimir, MARCELLINO Massimiliano, SCHUMACHER Christian - MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area, pp. 529-542
  • KONSTANTINIDI Eirini, SKIADOPOULOS George - Are VIX futures prices predictable? An empirical investigation, pp. 543-560
  • NYBERG Henri - Forecasting the direction of the US stock market with dynamic binary probit models, pp. 561-578
  • YU Wei-Choun, ZIVOT Eric - Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models, pp. 579-591 
  • DALLA VALLE Alessandra, FURLAN Claudia - Forecasting accuracy of wind power technology diffusion models across countries, pp. 592-601
  • DUPUIS Debbie J. - Forecasting temperature to price CME temperature derivatives, pp. 602-618
  • McHALE Ian, MORTON Alex - A Bradley-Terry type model for forecasting tennis match results, pp. 619-630

Book review

  • KOLASSA Stephan - The Business Forecasting Deal, pp. 631-633 

(résumés du n° 2/2010)

Volume 27, n° 1, January - March 2011

Special Issue: Group-Based Judgmental Forecasting

Editorial

  • WRIGHT George, ROWE Gene - Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda, pp. 1-13 

Articles

  • KERR Norbert L, TINDALE  R. Scott - Group-based forecasting?: A social psychological analysis, pp. 14-40
  • YANIV Ilan - Group diversity and decision quality: Amplification and attenuation of the framing effect, pp. 41-49 
  • ÖNKAL Dilek, LAWRENCE Michael, ZEYNEP SAYIM  K. -  Influence of differentiated roles on group forecasting accuracy, pp. 50-68
  • GREEN Kesten C., ARMSTRONG  J. Scott - Role thinking: Standing in other people’s shoes to forecast decisions in conflicts, pp. 69-80
  • SOLL Jack B., MANNES  Albert E. - Judgmental aggregation strategies depend on whether the self is involved, pp. 81-102
  • VAN SWOL Lyn M. - Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice, pp. 103-120
  • JODLBAUER Barbara, JONAS Eva - Forecasting clients’ reactions: How does the perception of strategic behavior influence the acceptance of advice?, pp. 121-133
  • LANDETA Jon, BARRUTIA Jon - People consultation to construct the future: A Delphi application, pp. 134-151
  • KLENK Nicole L, HICKEY Gordon M. - A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi, pp. 152-165
  • BENDA Wim G.G., Engels Tim C.E - The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science, pp. 166-182
  • GRAEFE Andreas, ARMSTRONG  J. Scott - Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task, pp. 183-195

(résumés du n° 1/2011)

 

 

 

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