International Journal of Forecasting

Volume 33, n° 4, October-December 2017

  • DÖPKE Jörg, FRITSCHE Ulrich, PIERDZIOCH Christian - Predicting recessions with boosted regression trees, pp. 745-759
  • DOVERN Jonas, JANNSEN Nils - Systematic errors in growth expectations over the business cycle, pp. 760-769
  • TAYLOR Nick - Realised variance forecasting under Box-Cox transformations, pp. 770-785
  • BRAGOLI Daniela, MODUGNO Michele - A now-casting model for Canada: Do U.S. variables matter? pp. 786-800
  • D'AMURI Francesco, MARCUCCI Juri - The predictive power of Google searches in forecasting US unemployment, pp. 801-816
  • MERKLE Edgar C., STEYVERS Mark, MELLERS Barbara, TETLOCK Philip E. - A neglected dimension of good forecasting judgment: The questions we choose also matter, pp. 817-832
  • HARVEY David I., LEYBOURNE Stephen J., WHITEHOUSE Emily J. - Forecast evaluation tests and negative long-run variance estimates in small sam- LehnertVolatility measures and Value-at-Risk, pp. 848-863
  • LESSMANN Stefan, VOβ Stefan - Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy, pp. 864-877
  • KAUFMANN Daniel, SCHEUFELE Rolf - Business tendency surveys and macroeconomic fluctuations, pp. 878-893
  • RIBEIRO Pinho J. - Selecting exchange rate fundamentals by bootstrap, pp. 894-914
  • DAHLHAUS Tatjana, GUÉNETTE Justin-Damien, VASISHTHA Garima - Nowcasting BRIC+M in real time, pp. 915-935
  • CENESIZOGLU Tolga, DE OLIVEIRA FERRAZOLI RIBEIRO Fabio, REEVES Jonathan - Beta forecasting at long horizons, pp. 936-957
  • POLANSKI Arnold, STOJA Evarist - Forecasting multidimensional tail risk at short and long horizons, pp. 958-969
  • LABORDA Ricardo, OLMO Jose - Optimal asset allocation for strategic investors, pp. 970-987
  • COLASANTE Annarita, PALESTRINI Antonio, RUSSO Alberto, GALLEGATI Mauro - Adaptive expectations versus rational expectations: Evidence from the lab, pp. 988-1006
  • GONZALEZ Rodrigo Barbone, SOUSA GOMES MARINHO Leonardo, ALVES DE VASCONCELLOS E LIMA Joaquim Ignacio - Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth, pp. 1007-1024
  • HOU Chenghan - Infinite hidden markov switching VARs with application to macroeconomic forecast, pp. 1025-1043
  • HÄNNIKÄINEN Jari - When does the yield curve contain predictive power? Evidence from a data-rich environment, pp. 1044-1064
  • SBRANA Giacomo, SILVESTRINI Andrea, VENDITTI Fabrizio - Short-term inflation forecasting: The M.E.T.A. approach, pp. 1065-1081
  • MANDALICINI Zeyyad - orecasting inflation in emerging markets: An evaluation of alternative models, pp. 1082-1104
  • MAO Xiuping, RUIZ Esther, VEIGA Helena - Threshold stochastic volatility: Properties and forecasting, pp. 1105-1123
  • CHIU Ching-Wai (Jeremy), MUMTAZ Haroon, PINTÉR Gábor - Forecasting with VAR models: Fat tails and stochastic volatility, pp. 1124-1143
( résumés du n° 4/2017)

Volume 33, n° 3, July-September 2017

  • HERWARTZ Helmut - Stock return prediction under GARCH — An empirical assessment, pp. 569-580
  • RUA António - A wavelet-based multivariate multiscale approach for forecasting, pp. 581-590
  • CLEMENTS Michael P., GALVÃO Ana Beatriz - Model and survey estimates of the term structure of US macroeconomic uncertainty, pp. 591-604
  • SOBOLEV Daphne - The effect of price volatility on judgmental forecasts: The correlated response model, pp. 605-617
  • MAYER Walter J., LIU Feng, DANG Xin - Improving the power of the Diebold–Mariano–West test for least squares predictions, pp. 618-626
  • NICHOLSON William B., MATTESON David S., BIEN Jacob - VARX-L: Structured regularization for large vector autoregressions with exogenous variables, pp. 627-651
  • BELVEDERE Valeria, GOODWIN Paul - The influence of product involvement and emotion on short-term product demand forecasting, pp. 652-661
  • FEI Fei, FUERTES Ana-Maria, KALOTYCHOU Elena - Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching, pp. 662-678
  • GARCIA Márcio G.P., MEDEIROS Marcelo C., VACONCELOS Gabriel F.R. - Real-time inflation forecasting with high-dimensional models: The case of Brazil, pp. 679-693
  • CARABOTTA Laura, PALUZIE Elisenda, RAMOS Raul - Does fiscal responsibility matter? Evidence from public and private forecasters in Italy, pp. 694-706
  • GAGLIANONE Wagner Piazza, MARINS Jaqueline Terra Moura - Evaluation of exchange rate point and density forecasts: An application to Brazil, pp. 707-728
  • CLEMENTS Adam, LIAO Yin - Forecasting the variance of stock index returns using jumps and cojumps, pp. 729-742
( résumés du n° 3/2017)

Volume 33, n° 2, April-June 2017

  • CUBADDA Gianluca, GUARDABASCIO Barbara, HECQ Alain - A vector heterogeneous autoregressive index model for realized volatility measures, pp. 337-344
  • KANG Yanfei, HYNDMAN Rob J., SMITH-MILES Kate - Visualising forecasting algorithm performance using time series instance spaces, pp. 345-358
  • HENDRY David F., MARTINEZ Andrew B. - Evaluating multi-step system forecasts with relatively few forecast-error observations, pp. 359-372
  • SHIN Minchul , ZHONG Molin - Does realized volatility help bond yield density prediction? pp. 373-389
  • BRAGOLI Daniela - Now-casting the Japanese economy, pp. 390-402
  • SALAS-MOLINA Francisco, MARTIN Francisco J., RODRIGUEZ-AGUILAR Juan A., SERRÀ Joan, LI Josep - Empowering cash managers to achieve cost savings by improving predictive accuracy, pp. 403-415
  • GONZÁLEZ-RIVERA Gloria, SUN Yingying - Density forecast evaluation in unstable environments, pp. 416-432
  • ALLENBY Greg M. - Structural forecasts for marketing data, pp. 433-411
  • TALLMAN Ellis W., ZAMAN Saeed - Forecasting inflation: Phillips curve effects on services price measures, pp. 442-457 
  • BOSHNAKOV Georgi, KHARRAT Tarak, McHALE Ian G. - A bivariate Weibull count model for forecasting association football scores, pp. 458-466
  • MUNZERT Simon - Forecasting elections at the constituency level: A correction–combination procedure, pp. 467-481
  • DELLE MONACHE Davide, PETRELLA Ivan - Adaptive models and heavy tails with an application to inflation forecasting, pp. 482-501
  • SNYDER Ralph D., ORD J. Keith, KOEHLER Anne B., McLAREN Keith R., BEAUMONT Adrian - Forecasting compositional time series: A state space approach, pp. 502-512
  • TANOUE Yuta, KAWADA Akihiro, YAMASHITA Satoshi - aForecasting loss given default of bank loans with multi-stage model, pp. 513-522
  • ERICSSON Neil R. - Economic forecasting in theory and practice: An interview with David F. Hendry, pp. 523-542
  • ERICSSON Neil R. - How biased are U.S. government forecasts of the federal debt? pp. 543-559
  • GAMBER Edward N., LIEBNER Jeffrey P. - Comment on “How Biased are US Government Forecasts of the Federal Debt?” pp. 560-562
  • ERICSSON Neil R. - Interpreting estimates of forecast bias, pp. 563-568

(résumés du n° 2/2017)

Volume 33, n° 1, January-March 2017   

  • KHALAF Lynda, SAUNDERS Charles J. - Monte Carlo forecast evaluation with persistent data, pp. 1-10
  • KOROBILIS Dimitris - Quantile regression forecasts of inflation under model uncertainty, pp. 11-20
  • ALEXANDRIDIS Antonis K., KAMPOURIDIS Michael, CRAMER Sam - A comparison of wavelet networks and genetic programming in the context of temperature derivatives, pp. 21-47
  • SAMUELS Jon D., SEKKEL Rodrigo M. - Model Confidence Sets and forecast combination, pp. 48-60
  • DUARTE Cláudia, RODRIGUES Paulo M.M., RUA António - A mixed frequency approach to the forecasting of private consumption with ATM/POS data, pp. 61-75
  • HARTMANN Matthias, HERWARTZ Helmut, ULM Maren - A comparative assessment of alternative ex ante measures of inflation uncertainty, pp. 76-89
  • KIYGI-CALLI Meltem, WEVERBERGH Marcel, FRANSES Philip Hans - Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? pp. 90-101
  • JORDAN Steven J., VIVIAN Andrew, WOHAR Mark E. - Forecasting market returns: bagging or combining? pp. 102-120
  • VIEIRA Fausto, FERNANDES Marcelo, CHAGUE Fernando - Forecasting the Brazilian yield curve using forward-looking variables, pp. 121-131
  • TIAN Fengping, YANG Ke, CHEN Langnan - Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity, pp. 132-152
  • BJØRNLAND Hilde C., RAVAZZOLO Francesco, THORSRUD Leif Anders - Forecasting GDP with global components: This time is different, pp. 153-173
  • GIUSTO Andrea, PIGER Jeremy - Identifying business cycle turning points in real time with vector quantization, pp. 174-184
  • DE CARVALHO Miguel, RUA António - Real-time nowcasting the US output gap: Singular spectrum analysis at work, pp. 185-198
  • KHAN M. Atikur Rahman, POSKITT D.S. - Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application, pp. 199-213
  • PAPAILIAS Fotis, THOMAKOS Dimitrios - EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues, pp. 214-229

Special Section: Eliciting, structuring and evaluating expert judgment for use in forecasting and planning systems

  • BOLGER Fergus, WRIGHT George - Use of expert knowledge to anticipate the future: Issues, analysis and directions, pp. 230-243
  • MEISSNER Philip, BRANDS Christian, WULF Torsten - Quantifiying blind spots and weak signals in executive judgment: A structured integration of expert judgment into the scenario development process, pp. 244-253
  • DERBYSHIRE James, WRIGHT George - Augmenting the intuitive logics scenario planning method for a more comprehensive analysis of causation, pp. 254-266
  • HANEA A.M., McBRIDE M.F., BURGMAN M.A., WINTLE B.C., FIDLER F., FLANDER L., TWARDY C.R., MANNING B., MASCARO S. - Investigate Discuss Estimate Aggregate  for structured expert judgement, pp. 267-279
  • ÖNKAL Dilek, GÖNÜL M. Sinan, GOODWIN Paul, THOMSON Mary, ÖZ Esra - Evaluating expert advice in forecasting: Users’ reactions to presumed vs. experienced credibility, pp. 280-297
  • ALVARADO-VALENCIA Jorge, BARRERO Lope H., ÖNKAL Dilek, DENNERLEIN Jack T. - Expertise, credibility of system forecasts and integration methods in judgmental demand forecasting, pp. 298-313
  • PETROPOULOS Fotios, GOODWIN Paul, FILDES Robert - Using a rolling training approach to improve judgmental extrapolations elicited from forecasters with technical knowledge, pp. 314-324
  • WILSON Kevin J. - An investigation of dependence in expert judgement studies with multiple experts, pp. 325-336

 (résumés du n° 1/2017)
   

Dernière modification le