International Journal of Forecasting

Volume 30, n° 4, October-December 2014

  • GOLINELLI Roberto, PARIGI Giuseppe - Tracking world trade and GDP in real time, pp. 847-862
  • HALLAM Mark, OLMO Jose - Forecasting daily return densities from intraday data: A multifractal approach, pp. 863-881
  • VERMEULEN Philip - An evaluation of business survey indices for short-term forecasting: Balance method versus Carlson–Parkin method, pp. 882-897
  • PROANO Christian R., THEOBALD Thomas - Predicting recessions with a composite real-time dynamic probit model, pp. 898-917
  • BEAUMONT Adrian N. - Data transforms with exponential smoothing methods of forecasting, pp. 918-927
  • PRESTWICH S.D., TARIM S.A., ROSSI R., HNICH B. - Forecasting intermittent demand by hyperbolic-exponential smoothing, pp. 928-933
  • STRUMBELJ Erik - On determining probability forecasts from betting odds, pp. 934-943
  • BRANDT Patrick T., FREEMAN John R., SCHRODT Philip A. - Evaluating forecasts of political conflict dynamics, pp. 944-962
  • ZHOU Xiaocong, NAKAJIMA Jouchi, WEST Mike - Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models, pp. 963-980
  • SMETS Frank, WARNE Anders, WOUTERS Rafael - Professional forecasters and real-time forecasting with a DSGE model, pp. 981-995
  • LI Jiahan, CHEN Weiye - Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models, pp. 996-1105
  • CANDELSON Bertrand, DUMITRESCU Elena-Ivona, HURLIN Christophe - Currency crisis early warning systems: Why they should be dynamic, pp. 1016-1029

Reviews

  • WERON Rafał - Electricity price forecasting: A review of the state-of-the-art with a look into the future, pp. 1030-1081
  • GOODWIN Paul, MEERAN Sheik, DYUSSEKENEVA Karima - The challenges of pre-launch forecasting of adoption time series for new durable products, pp. 1082-1097

Special Section: Demographic Forecasting & Public Finance

  • LASSILA Jukka, VALKONEN Tarmo, ALHO Juha M. - Demographic forecasts and fiscal policy rules, pp. 1098-1109
  • JACOBSEN Rasmus Højbjerg, JENSEN Svend E. Hougaard - Future changes in age and household patterns: Some implications for public finances, pp. 1110-1119
  • MÄÄTÄNEN Niku, ALHO Juha - Response to updated mortality forecasts in life cycle saving and labor supply, pp. 1120-1127
  • ALHO Juha M. - Forecasting demographic forecasts, pp. 1128-1135

Book Review

  • SLOBODA Brian W. - Principles of Business Forecasting, pp. 1136-1137

(résumés du n° 4/2014)

Volume 30, n° 3, July-September 2014

  • BALTAGI Badi H., PIROTTE Alain - Prediction in a spatial nested error components panel data model, pp. 407-414
  • KOUWENBERG Roy, ZWINKELS Remco - Forecasting the US housing market, pp. 415-425
  • CLARK Todd E., DOH Taeyoung - Evaluating alternative models of trend inflation, pp. 426-448
  • XU Jiawen, PERRON Pierre - Forecasting return volatility: Level shifts with varying jump probability and mean reversion, pp. 449-463
  • LIMA L.M. Marangon, POPOVA E., DAMIEN P. - Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models, pp. 464-476
  • HERRERA Rodrigo, GONZALEZ Nicolás - The modeling and forecasting of extreme events in electricity spot markets, pp. 477-490
  • MOHLER George - Marked point process hotspot maps for homicide and gun crime prediction in Chicago, pp. 491-497
  • CERVENA Marianna, SCHNEIDER Martin - Short-term forecasting of GDP with a DSGE model augmented by monthly indicators, pp. 498-516

Special Section 1: Forecasting the business cycle; Guest editors: Laurent Ferrara and Dick van Dijk

  • FERRARA Laurent, VAN DIJK Dick - Forecasting the Business Cycle, pp. 517-519
  • CAMACHO Maximo, QUIROS Gabriel Perez, PONCELA Pilar - Green shoots and double dips in the euro area: A real time measure, pp. 520-535
  • VIGFUSSON Robert J. - Forecasting business cycles: Green shoots and red leaves, pp. 536-538
  • BEC Frédérique, BOUABDALLAH Othman, FERRARA Laurent - The way out of recessions: A forecasting analysis for some Euro area countries, pp. 539-549
  • AMISANO Gianni - Discussion of the paper: The way out of recessions: A forecasting analysis for some Euro area countries, pp. 550-553
  • FORONI Claudia, MARCELLINO Massimiliano - A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates, pp. 554-568
  • SESTIERI Giulia - Comments on “A comparison of mixed frequency approaches for nowcasting euro area macroeconomic aggregates”, pp. 569-571
  • BRÄUNING Falk, KOOPMAN Siem Jan - Forecasting macroeconomic variables using collapsed dynamic factor analysis, pp. 572-584
  • MITCHELL James - Discussion of “Forecasting macroeconomic variables using collapsed dynamic factor analysis” by Falk Bräuning and Siem Jan Koopman, pp. 585-588
  • BANERJEE Anindya, MARECELLINO Massimiliano, MASTEN Igor - Forecasting with factor-augmented error correction models, pp. 589-612
  • AASTVEIT Knut Are - Forecasting with factor-augmented error correction models, pp. 613-615
  • KOCK Anders Bredahl, TERÄSVIRTA Timo - aForecasting performances of three automated modelling techniques during the economic crisis 2007–2009, pp. 616-631
  • DUBOIS Éric - Discussion of the paper “Forecasting performance of three automated modeling techniques during the economic crisis 2007–2009” by A. Kock and T. Teräsvirta, pp. 632-634
  • GIANNONE Domenico, LENZA Michele, MOMFERATOU Daphne, ONORANTE Luca - Short-term inflation projections: A Bayesian vector autoregressive approach, pp. 635-644
  • SCHUMACHER Christian - Comments on “Short-term inflation projections: A Bayesian vector autoregressive approach”, pp. 645-647
  • ANDRADE Philippe, FOUREL Valère, GHYSELS Eric, IDIER Julien - The financial content of inflation risks in the euro area, pp. 648-659
  • MONTEFORTE Libero, FRALE Cecilia - Comments on “The financial content of inflation risks in the euro area” by Andrade, Fourel, Ghysels and Idier, pp. 660-661
  • ROSSI Barbara, SEKHPOSYAN Tatevik - Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set, pp. 662-682
  • CHEVILLON Guillaume - Multi-step forecast error corrections: A comment on “Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set” by Barbara Rossi and Tatevik Sekhposyan, pp. 683-687 

Special Section 2: Predicting rare events; Guest editor: Gloria González-Rivera

  • GONZSLEZ-RIVERA Gloria - Predicting rare events: Evaluating systemic and idiosyncratic risk, pp. 688-690
  • COVAS Francisco B., RUMP Ben, ZAKRAJSEK Egon - Stress-testing US bank holding companies: A dynamic panel quantile regression approach, pp. 691-713
  • PRITSKER Matthew - Stress-testing US bank holding companies: A dynamic panel quantile regression approach: A comment, pp. 714-716
  • SCHUERMANN Til - Stress testing banks, pp. 717-728
  • JORDA Òscar - Assessing the historical role of credit: Business cycles, financial crises and the legacy of Charles S. Peirce, pp. 729-740
  • SCHWAAB Bernd, KOOPMAN Siem Jann, LUCAS André - Nowcasting and forecasting global financial sector stress and credit market dislocation, pp. 741-758
  • DREHMANN Mathias, JUSELIUS Mikael - Evaluating early warning indicators of banking crises: Satisfying policy requirements, pp. 759-780
  • HAUTSCH Nikolaus, SCHAUMBURG Julia, SCHIENLE Melanie - Forecasting systemic impact in financial networks, pp. 781-794
  • HALE Galina - Comment on “Forecasting systemic impacts in financial networks”, pp. 795-796
  • FUSHING Hsieh, JORDA Òscar, BEISNER Brianne, McCOWAN Brenda - Computing systemic risk using multiple behavioral and keystone networks: The emergence of a crisis in primate societies and banks, pp. 797-806
  • CHRISTOFFERSEN Peter, ERRUNZA Vihang, JACOBS Kris, JUN Xisong - Correlation dynamics and international diversification benefits, pp. 807-824
  • GARGANO Antonio, TIMMERMANN Allan - Forecasting commodity price indexes using macroeconomic and financial predictors, pp. 825-843
  • GROEN Jan J.J. - Discussion on forecasting commodity price indexes using macroeconomic and financial predictors, pp. 844-846

(résumés du n° 3/2014)

Volume 30, n° 2, April-June 2014

  • CAPISTRAN Carlos, LOPEZ-MOCTEZUMA Gabriel - Forecast revisions of Mexican inflation and GDP growth, pp. 177191
  • KUANG P., SCHRÖDER Schröder, WANG Q. - Illusory profitability of technical analysis in emerging foreign exchange markets, pp. 192-205
  • LECCADITO Arturo, BOFFELLI Simona, URGA Giovanni - Evaluating the accuracy of value-at-risk forecasts: New multilevel tests, pp. 206-216
  • LEE Yun Shin, SCHOLTES Stefan - Empirical prediction intervals revisited, pp. 217-234
  • WANG Yiyao, LEE Tae-Hwy - Asymmetric loss in the Greenbook and the Survey of Professional Forecasters, pp. 235-245
  • HABEN Stephen, WARD Jonathan, GREETHAM Danica Vukadinovic, SINGLETON Colin, GRINDROD Peter - A new error measure for forecasts of household-level, high resolution electrical energy consumption, pp. 246-256
  • KNÜPPEL Malte - Efficient estimation of forecast uncertainty based on recent forecast errors, pp. 257-267
  • GARRATT Anthony, MITCHELL James, VAHEY Shaun P. - Measuring output gap nowcast uncertainty, pp. 268-279
  • KOOP Gary - Forecasting with dimension switching VARs, pp. 280-290
  • KOURENTZES Nikolaos, PETROPOULOS Fotios, TRAPERO Juan R. - Improving forecasting by estimating time series structural components across multiple frequencies, pp. 291-302
  • DREGER Christian, WOLTERS Jürgen - Money demand and the role of monetary indicators in forecasting euro area inflation, pp. 303-312
  • KAUKO Karlo, PALMROOS Peter - The Delphi method in forecasting financial markets— An experimental study, pp. 313-327
  • LIANG Te-Hsin, LIN Jian-Bang - A two-stage segment and prediction model for mortgage prepayment prediction and management, pp. 328-343
  • SATOPÄÄ Ville A., BARON Jonathan, FOSTER Dean P., MELLERS Barbara A., TETLOCK Philip E. , UNGAR Lyle H. - Combining multiple probability predictions using a simple logit model, pp. 344-356

Special section: Energy Forecasting

  • HONG Tao, PINSON Pierre, FAN Shu - Global Energy Forecasting Competition 2012, pp. 357-363
  • CHARLTON Nathaniel, SINGLETON Colin - A refined parametric model for short term load forecasting, pp. 364-368
  • LLOYD James Robert - GEFCom2012 hierarchical load forecasting: Gradient boosting machines and Gaussian processes, pp. 369-374
  • NEDELLEC Raphael, CUGLIARI Jairo, GOUDE Yannig - GEFCom2012: Electric load forecasting and backcasting with semi-parametric models, pp. 375-381
  • TAIEB Souhaib Ben, HYNDMAN Rob J. - A gradient boosting approach to the Kaggle load forecasting competition, pp. 382-394
  • SILVA Lucas - A feature engineering approach to wind power forecasting: GEFCom 2012, pp. 395-401
  • MANGALOVA E., AGAFONOV E. - Wind power forecasting using the image-nearest neighbors algorithm, pp. 402-406

(résumés du n° 2/2014)

Volume 30, n° 1, January-February 2014

  • GEFANG Deborah - Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage, pp. 1-11
  • ARAI Natsuki - Using forecast evaluation to improve the accuracy of the Greenbook forecast, pp. 12-19
  • LUCIANI Matteo - Forecasting with approximate dynamic factor models: The role of non-pervasive shocks, pp. 20-29
  • BLASKOWITZ Oliver, HERWARTZ Helmut - Testing the value of directional forecasts in the presence of serial correlation, pp. 30-42
  • GRAEFE Andreas, ARMSTRONG J. Scott, JONES Randall J., CUZAN Alfred G. - Combining forecasts: An application to elections, pp. 43-54
  • AICHHOLZER Julian, WILLMANN Johanna - Forecasting Austrian national elections: The Grand Coalition model, pp. 55-64
  • MARTINSEN Kjetil, RAVAZZOLO Francesco, WULFSBERG Fredrik - Forecasting macroeconomic variables using disaggregate survey data, pp. 65-77
  • ROMBOUTS Jeroen, STENTOFT Lars, VIOLANTE Franceso - The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options, pp. 78-98
  • CLEMENTS Michael P. - Probability distributions or point predictions? Survey forecasts of US output growth and inflation, pp. 99-117
  • WAN Alan T.K., ZHANG Xinyu, WANG Shouyang - Frequentist model averaging for multinomial and ordered logit models, pp. 118-128
  • BARNETT Alina, MUMTAZ Haroon, THEODORIDIS Konstantinos - Forecasting UK GDP growth and inflation under structural change. A comparison of models with time-varying parameters, pp. 129-143
  • MAHEU John M., SONG Yong - A new structural break model, with an application to Canadian inflation forecasting, pp. 144-160
  • TIAN Jing, ANDERSON Heather M. - Forecast combinations under structural break uncertainty, pp. 161-175
( résumés du n° 1/2014)

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