Journal: International Journal of Forecasting

Found 1200 papers in total
The forecasting accuracy of models of post-award network deployment: An application of maximum score tests
The forecasting accuracy of models of post-award network deployment: An application of maximum score tests
2015,
Each mobile network operator’s spectrum is assigned by national governments....
Firm level innovation diffusion of 3G mobile connections in international context
Firm level innovation diffusion of 3G mobile connections in international context
2015,
Our objective is to explain the differences in the technology diffusion of 3G mobile...
Forecasting in telecommunications and ICT–A review
Forecasting in telecommunications and ICT–A review
2015,
Given the length of time that has elapsed since the IJF Special Issue on...
Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach
Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach
2015,
This paper proposes a real‐time forecasting procedure involving a combination...
Nowcasting French GDP in real-time with surveys and ‘blocked’ regressions: Combining forecasts or pooling information?
Nowcasting French GDP in real-time with surveys and ‘blocked’ regressions: Combining forecasts or pooling information?
2015,
This paper empirically investigates two alternative combination strategies, namely...
What affects the predictions of private forecasters? The role of central bank forecasts in Chile
What affects the predictions of private forecasters? The role of central bank forecasts in Chile
2015,
This study utilizes Chilean data for analyzing the factors that affect the...
The diffusion of mobile social networking: Exploring adoption externalities in four G7 countries
The diffusion of mobile social networking: Exploring adoption externalities in four G7 countries
2015,
The diffusion of Mobile Social Networking (MSN) is driven by the development of new...
Point and density forecasts for the euro area using Bayesian VARs
Point and density forecasts for the euro area using Bayesian VARs
2015,
We evaluate variants of the Bayesian vector autoregressive (BVAR) model with respect...
Predicting internet commercial connectivity wars: The impact of trust and operators’ asymmetry
Predicting internet commercial connectivity wars: The impact of trust and operators’ asymmetry
2015,
Early studies on forecasting the growth of the Internet suggested that its evolution...
Forecasting long memory series subject to structural change: A two-stage approach
Forecasting long memory series subject to structural change: A two-stage approach
2015,
A two‐stage forecasting approach for long memory time series is introduced. In...
Optimal combination of survey forecasts
Optimal combination of survey forecasts
2015,
We consider the problem of combining individual forecasts of real gross domestic...
Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
2012,
Estimating the recovery rate and recovery amount has become important in consumer...
Estimating causal effects of credit decisions
Estimating causal effects of credit decisions
2012,
In principle, making credit decisions under uncertainty can be approached by...
Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations
Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations
2012,
When proposed new fraud detection systems are tested in revolving credit operations, a...
Loss given default models incorporating macroeconomic variables for credit cards
Loss given default models incorporating macroeconomic variables for credit cards
2012,
Based on UK data for major retail credit cards, we build several models of Loss Given...
Performance monitoring of credit portfolios using survival analysis
Performance monitoring of credit portfolios using survival analysis
2012,
We are interested in detecting changes in the performance of a credit portfolio...
Forecasting and explaining aggregate consumer credit delinquency behaviour
Forecasting and explaining aggregate consumer credit delinquency behaviour
2012,
We model aggregate delinquency behaviour for consumer credit (including credit card...
Transition matrix models of consumer credit ratings
Transition matrix models of consumer credit ratings
2012,
Although the corporate credit risk literature includes many studies modelling the...
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
2012,
With the implementation of the Basel II regulatory framework, it became increasingly...
The predictive accuracy of credit ratings: Measurement and statistical inference
The predictive accuracy of credit ratings: Measurement and statistical inference
2012,
Credit ratings are ordinal predictions of the default risk of an obligor. The most...
Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
2012,
In this paper we investigate the ability of a number of different ordered probit...
Instance sampling in credit scoring: An empirical study of sample size and balancing
Instance sampling in credit scoring: An empirical study of sample size and balancing
2012,
To date, best practice in sampling credit applicants has been established based...
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
2013,
We suggest a new approach for forecasting energy demand at an intraday resolution. The...
Comparing forecast accuracy: A Monte Carlo investigation
Comparing forecast accuracy: A Monte Carlo investigation
2013,
The size and power properties of several tests of equal Mean Square Prediction Errors...
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