Journal: Journal of Forecasting

Found 273 papers in total
Testing for the usefulness of forecasts
Testing for the usefulness of forecasts
2011,
Ashley (Journal of Forecasting 1983; 2(3): 211–223) proposes a criterion (known...
Cointegration rank switching model: an application to forecasting interest rates
Cointegration rank switching model: an application to forecasting interest rates
2011,
This paper proposes a new forecasting method in which the cointegration rank switches...
Nonlinear identification of judgmental forecasts effects at SKU level
Nonlinear identification of judgmental forecasts effects at SKU level
2011,
Prediction of demand is a key component within supply chain management. Improved...
Predicting the Direction of the Fed's Target Rate
Predicting the Direction of the Fed's Target Rate
2012,
Predicting the direction of central banks' target interest rates is important for...
The Role of Financial Variables in predicting economic activity
The Role of Financial Variables in predicting economic activity
2012,
Previous research found that the US business cycle leads the European one by a few...
Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy
Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy
2012,
Using a structural time-series model, the forecasting accuracy of a wide range of...
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate
2012,
This paper focuses on the contemporaneous aggregation of moving average processes. It...
Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns
Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns
2012,
This article contributes to the literature on business cycle forecasts and their...
Do professional forecasters believe in the Phillips curve? evidence from the G7 countries
Do professional forecasters believe in the Phillips curve? evidence from the G7 countries
2011,
This paper uses monthly survey data for the G7 countries for the time period...
The role of age-structured education data for economic growth forecasts
The role of age-structured education data for economic growth forecasts
2011,
This paper utilizes for the first time age-structured human capital data for economic...
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models
2011,
This paper uses the dynamic factor model framework, which accommodates a large...
On the association between IPO underpricing and reversal and Taiwan's regulatory reforms for mandatory forecasts
On the association between IPO underpricing and reversal and Taiwan's regulatory reforms for mandatory forecasts
2011,
The unique institutions in Taiwan may add to our understanding of the effect of...
Dynamic density forecasts for multivariate asset returns
Dynamic density forecasts for multivariate asset returns
2011,
We propose a simple and flexible framework for forecasting the joint density of asset...
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Combining forecasts based on multiple encompassing tests in a macroeconomic core system
2011,
This paper investigates whether and to what extent multiple encompassing tests may...
Prediction from the regression model with two-way error components
Prediction from the regression model with two-way error components
2011,
In this paper we extend the Baillie and Baltagi (1999) paper. In particular, we derive...
Forecast accuracy and effort: The case of US inflation rates
Forecast accuracy and effort: The case of US inflation rates
2011,
This paper investigates the relationship between forecast accuracy and effort, where...
How helpful are spatial effects in forecasting the growth of Chinese provinces?
How helpful are spatial effects in forecasting the growth of Chinese provinces?
2011,
In this paper, we make multi-step forecasts of the annual growth rates of the real...
A nonparametric method for asymmetrically extending signal extraction filters
A nonparametric method for asymmetrically extending signal extraction filters
2011,
Two important problems in the X-11 seasonal adjustment methodology are the...
A wavelet approach for factor-augmented forecasting
A wavelet approach for factor-augmented forecasting
2011,
It has been acknowledged that wavelets can constitute a useful tool for forecasting in...
Bootstrap prediction bands for forecast paths from vector autoregressive models
Bootstrap prediction bands for forecast paths from vector autoregressive models
2011,
The problem of forecasting from vector autoregressive models has attracted...
Nonparametric density forecast based on time- and state-domain
Nonparametric density forecast based on time- and state-domain
2011,
We propose a new nonparametric density forecast based on time- and state-domain...
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
2011,
Factor-based forecasting has been at the forefront of developments in the...
Business failure prediction using decision trees
Business failure prediction using decision trees
2010,
Accurate business failure prediction models would be extremely valuable to many...
Forecasting inflation in Malaysia
Forecasting inflation in Malaysia
2010,
This paper aims to identify the best indicator in forecasting inflation in Malaysia....
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