Journal: International Journal of Forecasting

Found 1200 papers in total
The multi-chain Markov switching model
The multi-chain Markov switching model
2005,
In many real phenomena the behaviour of a certain variable, subject to different...
Forecasting in the presence of level shifts
Forecasting in the presence of level shifts
2005,
This article addresses the problem of forecasting time series that are subject to...
Vector smooth transition regression models for US GDP and the composite index of leading indicators
Vector smooth transition regression models for US GDP and the composite index of leading indicators
2004,
In this paper, I extend to a multiple-equation context the linearity, model selection...
Forecast accuracy after pretesting with an application to the stock market
Forecast accuracy after pretesting with an application to the stock market
2004,
In econometrics, as a rule, the same data set is used to select the model and,...
Human judgments in New York state sales and use tax forecasting
Human judgments in New York state sales and use tax forecasting
2004,
Human judgments have become quite important in revenue forecasting processes. This...
Forecasting new product trial in a controlled test market environment
Forecasting new product trial in a controlled test market environment
2003,
A number of researchers have developed models that use test market data to generate...
Evidence of long memory in short-term interest rates
Evidence of long memory in short-term interest rates
2003,
The issues of non-stationarity and long memory of real interest rates are examined...
Forecasting the Treasury's balance at the Fed
Forecasting the Treasury's balance at the Fed
2004,
As part of the Fed's daily operating procedure, the Federal Reserve Bank of New York,...
Identifying critical technologies in the United States: A review of the federal effort
Identifying critical technologies in the United States: A review of the federal effort
2003,
The United States government has not sponsored technology foresight as it has been...
Identifying emerging generic technologies at the national level: the UK experience
Identifying emerging generic technologies at the national level: the UK experience
2003,
A main reason for the popularity of national technology foresight exercises over the...
Twelve lessons from ‘Key Technologies 2005’: the French technology foresight exercise
Twelve lessons from ‘Key Technologies 2005’: the French technology foresight exercise
2003,
The paper draws lessons from the French technology foresight exercise ‘Key...
Evolving foresight in a small transition economy
Evolving foresight in a small transition economy
2003,
Hungary launched its first Technology Foresight Programme (TEP) in 1997. This was a...
Foresight in a research institution: a critical review of two exercises
Foresight in a research institution: a critical review of two exercises
2003,
Foresight is a powerful tool for imagining possible futures, for raising public...
Multicriteria methods for technology foresight
Multicriteria methods for technology foresight
2003,
In recent years, many countries have carried out foresight exercises to better exploit...
Systematic patterns before and after large price changes: evidence from high frequency data from the Paris Bourse
Systematic patterns before and after large price changes: evidence from high frequency data from the Paris Bourse
2003,
This paper examines the intra-day behaviour of asset prices shortly before and after...
Combination forecasts of output growth in a seven-country data set
Combination forecasts of output growth in a seven-country data set
2004,
This paper uses forecast combination methods to forecast output growth in a...
Tentative business confidence indicators for the Italian economy
Tentative business confidence indicators for the Italian economy
2003,
This paper concerns the cyclical evolution of the Italian economy and, in particular,...
Forecasting stock prices using a hierarchical Bayesian approach
Forecasting stock prices using a hierarchical Bayesian approach
2005,
The Ohlson model is evaluated using quarterly data from stocks in the Dow Jones Index....
A Bayesian threshold nonlinearity test for financial time series
A Bayesian threshold nonlinearity test for financial time series
2005,
We propose in this paper a threshold nonlinearity test for financial time series. Our...
Forecasting recessions using the yield curve
Forecasting recessions using the yield curve
2005,
We compare forecasts of recessions using four different specifications of the probit...
Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data
Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data
2005,
The forecasting capabilities of feed-forward neural network (FFNN) models are compared...
Forecasting outcomes in spread betting markets: can bettors use ‘quarbs’ to beat the book?
Forecasting outcomes in spread betting markets: can bettors use ‘quarbs’ to beat the book?
2005,
In this paper, we examine a relatively novel form of gambling, spread (or index)...
Testing and forecasting the degree of integration in the US inflation rate
Testing and forecasting the degree of integration in the US inflation rate
2005,
In this article we model the log of the US inflation rate by means of fractionally...
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing
2005,
Tests of forecast encompassing are used to evaluate one-step-ahead forecasts of...
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