International journal of forecasting

CHEN Qian, GERLACH Richard H. - The two-sided Weibull distribution and forecasting financial tail risk, pp. 527-540
SELB Peter, HERRMANN Michael, MUNZERT Simon, SCHÜBEL Thomas, SHIKANO Susumu - Forecasting runoff elections using candidate evaluations from first round exit polls, pp. 541-547
TONG Edward N.C., MUES Christophe, THOMAS Lyn - A zero-adjusted gamma model for mortgage loan loss given default, pp. 548-562
BELLOTTI Tony, CROOK Jonathan - Forecasting and stress testing credit card default using dynamic models, pp. 563-574
CACERES Neila, MALONE Samuel W. - Forecasting leadership transitions around the world, pp. 575-591
AHONIEMI Katja, LANNE Markku - Overnight stock returns and realized volatility, pp. 592-604
LOUNGANI Prakash, STEKLER Herman, TAMIRISA Natalia - Information rigidity in growth forecasts: Some cross-country evidence, pp. 605-621
CHANG Chia-Lin, DE BRUIJN Bert, FRANSES Philip Hans, McALEER Michael - Analyzing fixed-event forecast revisions, pp. 622-627
RODRIGUES Bruno Dore, STEVENSON Maxwell J. - Takeover prediction using forecast combinations, pp. 628-641

Special Section: Flash Indicators
Nowcasting

CROUSHORE Dean, RUIZ Esther, SCALIONE Miriam - Introduction to Flash Indicators, pp. 642-643
LAHIRI Kajal, MONOKROUSSOS George - Nowcasting US GDP: The role of ISM business surveys, pp. 644-658
MÜLLER Urs - Discussion of “Nowcasting US GDP: The role of ISM Business Surveys”, pp. 659-663
MODUGNO Michele - Now-casting inflation using high frequency data, pp. 664-675

Forecasting

KOOPMAN Siem Jan, VAN DER WEL Michel - Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model, pp. 676-694
PONCELA Pilar - Comments on “Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model” by Koopman and van der Wel, pp. 695-697
CLEMENTS Michael P., GALVAO Ana Beatriz - Forecasting with vector autoregressive models of data vintages: US output growth and inflation, pp. 698-714
SINCLAIR Tara M. - Forecasting data vintages, pp. 715-717
ESPASA Antoni, MAYO-BURGOSD Iván - Forecasting aggregates and disaggregates with common features, pp. 718-732
BUJOSA Marcos, GARCIA-HIERNAUX Alfredo - Some considerations about “Forecasting aggregates and disaggregates with common features”, pp. 733-735

Data Issues

SINCLAIR Tara M., STEKLER H.O. - Examining the quality of early GDP component estimates, pp. 736-750
FERRARA Laurent - Comments on: “Examining the quality of early GDP component estimates”, pp. 751-753
QUENNEVILLE Benoît, GAGNE Christian - Testing time series data compatibility for benchmarking, pp. 754-766
PROJETTI Tommaso - Discussion of the paper “Testing Time Series Data Compatibility for Benchmarking”, Benoit Quenneville, Christian Gagné, pp. 767-771

DRIVER Ciaran, TRAPANI Lorenzo, URGA Giovanni - On the use of cross-sectional measures of forecast uncertainty, pp. 367-377
McELROY Tucker, WILDI Marc - iMulti-step-ahead estimation of time series models, pp. 378-394
GALVAO Ana Beatriz - Changes in predictive ability with mixed frequency data, pp. 395-410
NG Jason, FORBES Catherine S., MARTIN Gael M., McCABE Brendan P.M. - Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models, pp. 411-430
KO Stanley I.M., PARK Sung Y. - Multivariate density forecast evaluation: A modified approach, pp. 431-441
CHUA Chew Lian, SUARDI Sandy, TSIAPLIAS Sarantis - Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data, pp. 442-455
JORDA Òscar, KNÜPPEL Malte, MARCELLINO Massimiliano - Empirical simultaneous prediction regions for path-forecasts, pp. 456-468
MANZAN Sebastiano, ZEROM Dawit - Are macroeconomic variables useful for forecasting the distribution of U.S. inflation? pp. 469-478
E AZEVEDO João Valle, PEREIRA Ana - Approximating and forecasting macroeconomic signals in real-time, pp. 479-492
MORALES-ARIAS Leonardos, MOURA Guilherme V. - Adaptive forecasting of exchange rates with panel data, pp. 493-509
DAVYDENKO Andrey, FILDES Robert - Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts, pp. 510-522

Book Reviews

SLOBODA Brian - Economic Time Series: Modeling and Seasonality, pp. 523-524
ALLMON Carolyn I. - Fundamentals of Demand Planning and Forecasting, pp. 525-526

STASZEWSKA-BYSTROVA Anna, WINKER Peter - Constructing narrowest pathwise bootstrap prediction bands using threshold accepting, pp. 221-233
TRAPERO Juan R., PEDREGAL Diego J., FILDES R., KOURENTZES N. - Analysis of judgmental adjustments in the presence of promotions, pp. 234-243
BOUDT Kris, DANIELSSON Jón, LAURENT Sébastien - Robust forecasting of dynamic conditional correlation GARCH models, pp. 244-257
HARRIS Richard D.F., NHUYEN Anh - Long memory conditional volatility and asset allocation, pp. 258-273
GORR Wilpen L., SCHNEIDER Matthew J. - Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis, pp. 274-281
KROL Robert - Evaluating state revenue forecasting under a flexible loss function, pp. 282-289

Special Section: Forecasting Support Systems

FILDES Robert, GOODWIN Paul - Forecasting support systems: What we know, what we need to know, pp. 290-294
SONG Haiyan, GAO Bastian Z., LIN Vera S. - Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system, pp. 295-310
SAVIO Nicolas D., NIKOLOPOULOS Konstantinos - A strategic forecasting framework for governmental decision-making and planning, pp. 311-321
ASIMAKOPOULOS Stavros, DIX Alan - Forecasting support systems technologies-in-practice: A model of adoption and use for product forecasting, pp. 322-336
THOMSON Mary E., POLLOCK Andrew C., GÖNÜL M. Sinan, ÖNKAL Dilek - Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting, pp. 337-353
GOODWIN Paul, GÖNÜL M. Sinan, ÖNKAL Dilek - Antecedents and effects of trust in forecasting advice, pp. 354-366

STASZEWSKA-BYSTROVA Anna, WINKER Peter - Constructing narrowest pathwise bootstrap prediction bands using threshold accepting, pp. 221-233
TRAPERO Juan R., PEDREGAL Diego J., FILDES R., KOURENTZES N. - Analysis of judgmental adjustments in the presence of promotions, pp. 234-243
BOUDT Kris, DANIELSSON Jón, LAURENT Sébastien - Robust forecasting of dynamic conditional correlation GARCH models, pp. 244-257
HARRIS Richard D.F., NGUYEN Anh - Long memory conditional volatility and asset allocation, pp. 258-273
GORR Wilpen L., SCHNEIDER Matthew J. - Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis, pp. 274-281

Dernière modification le 22.03.2022