Journal: International Journal of Forecasting

Found 1200 papers in total
Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts
Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts
2005,
This paper investigates the forecasting performance and confidence of experts and...
Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence
Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence
2005,
When people in conflicts can accurately forecast how others will respond, they should...
The M3 competition: Statistical tests of the results
The M3 competition: Statistical tests of the results
2005,
The main conclusions of the M3 competition were derived from the analyses of...
Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program
Damping seasonal factors: Shrinkage estimators for the X-12-ARIMA program
2004,
We examine the effect of damping X-12-ARIMA's estimated seasonable variation on the...
Seasonal adjustment perspectives on “Damping seasonal factors: shrinkage estimators for the X-12-ARIMA program”
Seasonal adjustment perspectives on “Damping seasonal factors: shrinkage estimators for the X-12-ARIMA program”
2004,
We examined the shrinkage methods of Miller and William from the perspective of...
Implementation issues on shrinkage estimators for seasonal factors within X-11 seasonal adjustment method
Implementation issues on shrinkage estimators for seasonal factors within X-11 seasonal adjustment method
2004,
This commentary on Miller and Williams discusses how shrinkage can be implemented...
Forecasting economic time series with unconditional time-varying variance
Forecasting economic time series with unconditional time-varying variance
2004,
The classical forecasting theory of stationary time series exploits the second-order...
Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
2004,
Since Quenouille's influential work on multiple time series, much progress has made...
A comparison of financial duration models via density forecasts
A comparison of financial duration models via density forecasts
2004,
Using density forecast evaluation techniques, we compare the predictive performance of...
A direct test of the information content of the OECD growth forecasts
A direct test of the information content of the OECD growth forecasts
2005,
We develop a regression test to evaluate forecasts relative to the naïve...
Forecasting euro area inflation: Does aggregating forecasts by harmonized index of consumer prices component improve forecast accuracy?
Forecasting euro area inflation: Does aggregating forecasts by harmonized index of consumer prices component improve forecast accuracy?
2005,
Monitoring and forecasting price developments in the euro area is essential in light...
Macro variables and international stock return predictability
Macro variables and international stock return predictability
2005,
In this paper, we examine the predictability of stock returns using macroeconomic...
An empirical comparison of default risk forecasts from alternative credit rating philosophies
An empirical comparison of default risk forecasts from alternative credit rating philosophies
2005,
The New Basel Capital Accord will allow the determination of banks' regulatory capital...
Alternative methods of forecasting risks in Naval manpower planning
Alternative methods of forecasting risks in Naval manpower planning
2005,
This paper compares qualitative and quantitative methods to incorporate risk in...
Consideration sets, intentions and the inclusion of “don't know” in a two-stage model for voter choice
Consideration sets, intentions and the inclusion of “don't know” in a two-stage model for voter choice
2005,
We present a statistical model for voter choice that incorporates a consideration set...
Evaluating consumer sentiments as predictors of UK household consumption behavior: Are they accurate and useful?
Evaluating consumer sentiments as predictors of UK household consumption behavior: Are they accurate and useful?
2004,
This paper investigates empirically whether consumer sentiments indices, based on...
The value of statistical forecasts in the UK Association Football betting market
The value of statistical forecasts in the UK Association Football betting market
2004,
In this paper, we evaluate the economic significance of statistical forecasts of UK...
Decomposition by causal forces: a procedure for forecasting complex time series
Decomposition by causal forces: a procedure for forecasting complex time series
2005,
Causal forces are a way of summarizing forecasters' expectations about what will...
Bootstrap prediction intervals for power-transformed time series
Bootstrap prediction intervals for power-transformed time series
2005,
In this paper, we propose a bootstrap procedure to construct prediction intervals for...
Bootstrap prediction intervals for autoregressive conditional heteroskedasticity
Bootstrap prediction intervals for autoregressive conditional heteroskedasticity
2005,
In this paper, we construct prediction intervals for autoregressive conditional...
Computing level-impulse responses of log-specified VAR systems
Computing level-impulse responses of log-specified VAR systems
2005,
Impulse response functions (IRFs) are often used to analyze the dynamic behavior of a...
The accuracy of intermittent demand estimates
The accuracy of intermittent demand estimates
2005,
Intermittent demand appears sporadically, with some time periods showing no demand at...
Bayesian predictions of low count time series
Bayesian predictions of low count time series
2005,
The application of traditional forecasting methods to discrete count data yields...
A dynamic artificial neural network model for forecasting time series events
A dynamic artificial neural network model for forecasting time series events
2005,
Neural networks have shown to be an effective method for forecasting time series...
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