International Journal of Forecasting

Volume 31, n° 4, October-December 2015

  • GHYSELS Eric, OZKAN Nazire - Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach, pp. 1009-1020
  • BEC Frédérique, MOGLIANI Matteo - Nowcasting French GDP in real-time with surveys and “blocked” regressions: Combining forecasts or pooling information? pp. 1021-1042
  • PEDERSEN Michael - What affects the predictions of private forecasters? The role of central bank forecasts in Chile, pp. 1043-1055
  • PAPAILIAS Fotis, DIAS Gustavo Fruet - Forecasting long memory series subject to structural change: A two-stage approach, pp. 1056-1066
  • BERG Tim O., HENZEL Steffen R. - Point and density forecasts for the euro area using Bayesian VARs, pp. 1067-1095
  • CONFLITTI Cristina, DE MOL Christine, GIANNONE Domenico - Optimal combination of survey forecasts, pp. 1096-1103

Special section: Forecasting in telecommunications and ICT

  • MEADE Nigel, ISLAM Towhidul - Forecasting in telecommunications and ICT—A review, pp. 1105-1126
  • D'IGNAZIO Alessio, GIOVANNETTI Emanuele - Predicting internet commercial connectivity wars: The impact of trust and operators’ asymmetry, pp. 1127-1137
  • ISLAM Towhidul, MEADE Nigel - Firm level innovation diffusion of 3G mobile connections in international context, pp. 1138-1152
  • MADDEN Gary, MAYER Walter, WU Chen, TRAN Thien - The forecasting accuracy of models of post-award network deployment: An application of maximum score tests, pp. 1153-1158
  • SCAGLIONE Miriam, GIOVANNETTI Emanuele, HAMOUDIA Mohsen - The diffusion of mobile social networking: Exploring adoption externalities in four G7 countries, pp. 1159-1170

(résumés du n° 4/2015)

Volume 31, n° 3, July-September 2015

  • HEATON Chris - Testing for multiple-period predictability between serially dependent time series, pp. 587-597
  • KÖMM Holger, KÜSTERS Ulrich - Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series, pp. 598-608
  • WANG Xunxiao, WU Chongfeng, XU Weidong - Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects, pp. 609-619
  • GALLO Giampiero M., OTRANTO Edoardo - Forecasting realized volatility with changing average levels, pp. 620-634
  • ROMBOUTS Jeroen V.K., STENTOFT Lars - Option pricing with asymmetric heteroskedastic normal mixture models, pp. 635-650
  • HILL Arthur V., ZHANG Weiyong, BURCH Gerald F. - Forecasting the forecastability quotient for inventory management, pp. 651-663
  • FERRARA Laurent, MARCELLINO Massimiliano, MOGLIANI Matteo - Macroeconomic forecasting during the Great Recession: The return of non-linearity? pp. 664-679

Special Section: Forecasting Multivariate Time Series

  • ATHANASOPOULOS Georges, VAHID Farshid - Forecasting multivariate time series, pp. 680-681
  • BERNARDINI Emmanuela, CUBADDA Gianluca - Macroeconomic forecasting and structural analysis through regularized reduced-rank regression, pp. 682-691
  • FORONI Claudia, GUERIN Pierre, MARCELLINO Massimiliano - Markov-switching mixed-frequency VAR models, pp. 692-711
  • GRASSI Stefano, PROIETTI Tommaso, FRALE Cecilia, MARCELLINO Massimiliano, MAZZI Gianluigi - EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries, pp. 712-738
  • BARIBURA Marta, GIANNONE Domenico, LENZA Michele - Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections, pp. 739-756
  • CARRIERO Andreao, CLEMENTS Michael P., BEATRIZ Ana - GalvãoForecasting with Bayesian multivariate vintage-based VARs, pp. 757-768
  • MAGNUS Jan R., VASNEV Andrey L. - Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations, pp. 769-781
  • LÜTKEPOHL Helmut, STASZEWSKA-BYSTROVA Annaa, WINKER Peter - Comparison of methods for constructing joint confidence bands for impulse response functions, pp. 782-798
  • GONZALEZ-RIVERA Gloria, SUN Yingying - unGeneralized autocontours: Evaluation of multivariate density models, pp. 799-814
  • SMITH Michael Stanley - Copula modelling of dependence in multivariate time series, pp. 815-833
  • FRESOLI Diego, RUIZ Esther, PASCUAL Lorenzo - Bootstrap multi-step forecasts of non-Gaussian VAR models, pp. 834-848
  • BECKER R., CLEMENTS A.E., DOOLAN M.B., HURN A.S. - Selecting volatility forecasting models for portfolio allocation purposes, pp. 849-861
  • GUILLEN Osmani Teixeira, HECQ Alain, ISSLER João Victor, SARAIVA Diogo - Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions, pp. 862-875
  • WOZNIAK Tomasz - Testing causality between two vectors in multivariate GARCH models, pp. 876-894

Special Section: US Presidential Election Forecasting

  • LINZER Drew, LEWIS-BECK Michael S. - Forecasting US presidential elections: New approaches (an introduction), pp. 895-897
  • WANG Samuel S.-H. - Origins of Presidential poll aggregation: A perspective from 2004 to 2012, pp. 898-909
  • PUTNAM Joshua T. - A simple approach to projecting the electoral college, pp. 910-915
  • MURR Andreas E. - The wisdom of crowds: Applying Condorcet’s jury theorem to forecasting US presidential elections, pp. 916-929
  • MONTGOMERY Jacob M., HOLLENBACH Florian M., WARD Michael D. - Calibrating ensemble forecasting models with sparse data in the social sciences, pp. 930-942
  • GRAEFE Andreas, KÜCHENHOFF Helmut, STIERLE Veronika, RIEDL Bernhard - Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems, pp. 943-951
  • ROTHSCHILD David - Combining forecasts for elections: Accurate, relevant, and timely, pp. 952-964
  • LAUDERDALE Benjamin E., LINZER Drew - Under-performing, over-performing, or just performing? The limitations of fundamentals-based presidential election forecasting, pp. 965-979
  • WANG Wei, ROTHSCHILD David, GOEL Sharad, GELMAN Andrew - Forecasting elections with non-representative polls, pp. 980-991
  • HUBERTY Mark - Can we vote with our tweet? On the perennial difficulty of election forecasting with social media, pp. 992-1007

(résumés du n° 3/2015)

Volume 31, n° 2, April-June 2015

  • CHENG Gang, YANG Yuhong - Forecast combination with outlier protection, pp. 223-237
  • BAUMEISTER Christiane, GUERIN Pierre, KILIAN Lutz - Do high-frequency financial data help forecast oil prices? The MIDAS touch at work, pp. 238-252
  • SCHNEIDER Matthew J., GORR Wilpen L. - ROC-based model estimation for forecasting large changes in demand, pp. 253-262
  • SEKKEL Rodrigo M. - Balance sheets of financial intermediaries: Do they forecast economic activity? pp. 263-275
  • LUNSFORD Kurt G. - Forecasting residential investment in the United States, pp. 276-285
  • HONG Tao, WANG Pu, WHITE Laura - Weather station selection for electric load forecasting, pp. 286-295
  • LIU Xiaochun - Modeling time-varying skewness via decomposition for out-of-sample forecast, pp. 296-311
  • MARTINEZ Andrew B. - How good are US government forecasts of the federal debt? pp. 312-324
  • CARRIERO Andrea, MUMTAZ Haroon, THEOPHILOPOULOU Angeliki - Macroeconomic information, structural change, and the prediction of fiscal aggregates, pp. 325-348
  • FENG Yuanhua, ZHOU Chen - Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD, pp. 349-363
  • KIM Taegu, HONG Jungsik, KANG Pilsung - Box office forecasting using machine learning algorithms based on SNS data, pp. 364-390

Editorial

  • HYNDMAN Rob J. - Change to the IJF Editors, p. 391

Special Section: International Financial Forecasting: Global Economic Linkages and Corporate Earnings

  • GUERARD John, LAHIRI Kajal - International Financial Forecasting: Global Economic Linkages and Corporate Earnings, pp. 392-398
  • LLEO Sébastien, ZIEMBA William T. - Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world, pp. 399-425
  • LEVANON Gad, MANINI Jean-Claude, OZYILDIRIM Ataman, SCHAITKIN Brian, TANCHUA Jennelyn - Using financial indicators to predict turning points in the business cycle: The case of the leading economic index for the United States, pp. 426-445
  • LAHIRI Kajal, YANG Liu - A further analysis of the conference board’s new Leading Economic Index, pp. 446-453
  • LEVICH Richard M., POTI Valerio - Predictability and ‘good deals’ in currency markets, pp. 454-472- PascalauPretesting for multi-step-ahead exchange rate forecasts with STAR models, pp. 473-487
  • YE Haichun, ASHLEY Richard, GUERARD John - Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis, pp. 488-500
  • BROWN Lawrence D., ZHOU Ling - Interactions between analysts’ and managers’ earnings forecasts, pp. 501-514
  • SHENG Xuguang (Simon), THEVENOT Maya - Quantifying differential interpretation of public information using financial analysts’ earnings forecasts, pp. 515-530
  • JUNG Jay Heon, PAE Jinhan, YOO Choong-Yuel - Do analysts treat winners and losers differently when forecasting earnings? pp. 531-549
  • GUERARD John B., MARKOWITZ Harry, XU GanLin - Earnings forecasting in a global stock selection model and efficient portfolio construction and management, pp. 550-560
  • SHAO Barret Pengyuan, RACHEV Svetlozar T., MU Yu - Applied mean-ETL optimization in using earnings forecasts, pp. 561-567
  • XIA Hui, MIN Xinyu, DENG Shijie - Effectiveness of earnings forecasts in efficient global portfolio construction, pp. 568-574
  • GILLAM Robert A., GUERARD John B., CAHAN Rochester - News volume information: Beyond earnings forecasting in a global stock selection model, pp. 575-581
  • BEHESHTI Bijan - A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers, pp. 582-584  

Corrigendum

  • ATHANASOPOULOS George, AHMED Roman A., HYNDMAN Rob J. - Corrigendum to: “Hierarchical forecasts for Australian domestic tourism” [International Journal of Forecasting 25 (2009) 146–166], p. 585

(résumés du n° 2/2015)

Volume 31, n° 1, January-March 2015

  • KOLASA Marcin, RUBASZEK Michał - Forecasting using DSGE models with financial frictions, pp. 1-19
  • SPITHOURAKIS Georgios P., PETROPOULOS Fotios, NIKOLOPOULOS Konstantinos, ASSIMAKOPOULOS Vassilios - Amplifying the learning effects via a Forecasting and Foresight Support System, pp. 20-32
  • BARSOUM Fady, STANKIWICZ Sandra - Forecasting GDP growth using mixed-frequency models with switching regimes, pp. 33-50
  • LAHIRI Kajal, ZHAO Yongchen - Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method, pp. 51-62
  • BORK Lasse, MOLLER Stig V. - Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection, pp. 63-78
  • BOYLAN John E., GOODWIN Paul, MOHAMMADIPOUR Maryam, SYNTETOS Aris A. - Reproducibility in forecasting research, pp. 79-90

Book Review

  • TRAPERO Juan R. - Recursive Estimation and Time-Series Analysis. An Introduction for the Student and Practitioner, Second edition, Peter C. Young. Springer (2011), pp. 91-92

Honoring Herman: A Special Section for Stekler

  • JOUTZ Fred, LOUNGANI Prakash, SINCLAIR Tara - Honoring Herman: A special section for Stekler, pp. 93-95
  • STEKLER Herman O. - Forecasting—Yesterday, Today and Tomorrow, pp. 96-98
  • CASTLE Jennifer L., CLEMENTS Michael P., HENDRY David F. - Robust approaches to forecasting, pp. 99-112
  • LAHIRI Kajal, PENG Huaming, ZHAO Yongchen - Testing the value of probability forecasts for calibrated combining, pp. 113-129
  • FRITSCHE Ulrich, PIEDZIOCH Christian, RÜLKE Jan-Christoph, STADTMANN Georg - Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding, pp. 130-139
  • FILDES Robert - Forecasters and rationality—A comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso: Asymmetric loss, forecast rationality and forecaster herding, pp. 140-143
  • DOVERN Jonas, FRITSCHE Ulrich, LOUNGANI Prakash, TAMIRISA Natalia - Information rigidities: Comparing average and individual forecasts for a large international panel, pp. 144-154
  • COIBION Olivier - Comments on Dovern, Fritsche, Loungani and Tamarisa, pp. 155-156
  • SINCLAIR Tara M., STEKLER H.O., CARNOW Warren - Evaluating a vector of the Fed’s forecasts, pp. 157-164
  • SHENG Xuguang (Simon) - Evaluating the economic forecasts of FOMC members, pp. 165-175
  • BALL Laurence, JALLES João Tovar, LOUNGANI Prakash - Do forecasters believe in Okun’s Law? An assessment of unemployment and output forecasts, pp. 176-184
  • GUISINGER Amy Y., SINCLAIR Tara M. - Okun’s Law in real time, pp. 185-187
  • BULLIGAN Guido, MARCELLINO Massimiliano, VENDITTI Fabrizio - Forecasting economic activity with targeted predictors, pp. 188-206
  • BENES Jaromir, CHAUVET Marcelle, KAMENIK Ondra, KUMHOF Michael, LAXTON Douglas, MUSULA Susanna, SELODY Jack - The future of oil: Geology versus technology, pp. 207-221

(résumés du n° 1/2015)

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