Journal: International Journal of Forecasting

Found 1200 papers in total
Finding good predictors for inflation: a Bayesian model averaging approach
Finding good predictors for inflation: a Bayesian model averaging approach
2004,
We consider a Bayesian model averaging approach for the purpose of forecasting Swedish...
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
2004,
This paper introduces a Bayesian forecasting model that accommodates innovative...
Can out-of-sample forecast comparisons help prevent overfitting?
Can out-of-sample forecast comparisons help prevent overfitting?
2004,
This paper shows that out-of-sample forecast comparisons can help prevent data...
Bias-corrected bootstrap prediction regions for vector autoregression
Bias-corrected bootstrap prediction regions for vector autoregression
2004,
This paper examines small sample properties of alternative bias-corrected bootstrap...
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
2004,
We analyse the nonlinear behaviour of the information content in the spread for future...
A comparison of temperature density forecasts from GARCH and atmospheric models
A comparison of temperature density forecasts from GARCH and atmospheric models
2004,
Density forecasts for weather variables are useful for the many industries exposed to...
Which survey indicators are useful for monitoring consumption? Evidence from European countries
Which survey indicators are useful for monitoring consumption? Evidence from European countries
2004,
This paper assesses the information content of two survey indicators for consumption...
Forecasting commercial paper rates
Forecasting commercial paper rates
2004,
A model previously developed by Lackman for the period 1960 to 1985 is updated to...
Forecasts of the seasonal fractional integrated series
Forecasts of the seasonal fractional integrated series
2004,
We study the probability of rejecting the seasonal unit root tests developed by...
Medium-term forecasts of potential GDP and inflation using age structure information
Medium-term forecasts of potential GDP and inflation using age structure information
2004,
Economic behaviour as well as economic resources of individuals vary with age. Swedish...
Forecasting football results and the efficiency of fixed-odds betting
Forecasting football results and the efficiency of fixed-odds betting
2004,
An ordered probit regression model estimated using 10 years' data is used to forecast...
Do seasonal unit roots matter for forecasting monthly industrial production?
Do seasonal unit roots matter for forecasting monthly industrial production?
2004,
We investigate the seasonal unit root properties of monthly industrial production...
Forecasting support systems for the incorporation of event information: An empirical investigation
Forecasting support systems for the incorporation of event information: An empirical investigation
2005,
A number of recent studies have shown how important non-time series information...
Performance evaluation of judgemental directional exchange rate predictions
Performance evaluation of judgemental directional exchange rate predictions
2005,
A procedure is proposed for examining different aspects of performance for judgemental...
Clustered panel data models: An efficient approach for nowcasting from poor data
Clustered panel data models: An efficient approach for nowcasting from poor data
2005,
Nowcasting concerns the inference on the current realization of random variables using...
Forecasting with measurement errors in dynamic models
Forecasting with measurement errors in dynamic models
2005,
In this paper, we explore the consequences for forecasting of the following two facts:...
Software evaluation: EasyReg International
Software evaluation: EasyReg International
2005,
Herman J. Bierens' EasyReg International is a convenient and efficient tool for...
Coincident and leading indicators for the euro area: A frequency band approach
Coincident and leading indicators for the euro area: A frequency band approach
2005,
The aim of this paper is to build monthly coincident and leading composite indicators...
Measuring and predicting turning points using a dynamic bi-factor model
Measuring and predicting turning points using a dynamic bi-factor model
2005,
In this paper a dynamic bi-factor model with Markov-switching is developed to measure...
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models
Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models
2005,
Fertility forecasting is the weak point of stochastic population forecasts. Changing...
Large neural networks for electricity load forecasting: Are they overfitted?
Large neural networks for electricity load forecasting: Are they overfitted?
2005,
Neural networks have apparently enjoyed considerable success in practice for...
Forecasting electricity prices for a day-ahead pool-based electric energy market
Forecasting electricity prices for a day-ahead pool-based electric energy market
2005,
This paper considers forecasting techniques to predict the 24 market-clearing prices...
A monthly crude oil spot price forecasting model using relative inventories
A monthly crude oil spot price forecasting model using relative inventories
2005,
This paper presents a short-term forecasting model of monthly West Texas Intermediate...
Odds-setters as forecasters: The case of English football
Odds-setters as forecasters: The case of English football
2005,
Sets of odds issued by bookmakers may be interpreted as incorporating implicit...
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