Journal: International Journal of Forecasting

Found 1200 papers in total
The structural qualitative method: a promising forecasting tool for developing country markets
The structural qualitative method: a promising forecasting tool for developing country markets
2004,
The growth rate model of forecasting used so far by business organizations in...
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study
2004,
For a fractionally integrated ARFIMA( p,d,q ) model, temporal aggregation changes the...
Parameter estimation and tests of equal forecast accuracy between non-nested models
Parameter estimation and tests of equal forecast accuracy between non-nested models
2004,
This paper reviews recent work regarding the effects of estimated model parameters on...
Just-in-time inventory systems innovation and the predictability of earnings
Just-in-time inventory systems innovation and the predictability of earnings
2003,
Firms that adopt just-in-time (JIT) inventory practices do so in order to realize cost...
The non-normality of some macroeconomic forecast errors
The non-normality of some macroeconomic forecast errors
2003,
This paper investigates the distributional properties of individual and consensus time...
The business cycle in the G-7 economies
The business cycle in the G-7 economies
2003,
In this paper the Hodrick–Prescott filter is used to decompose real GDP for the...
Forecasting the New York State economy: The coincident and leading indicators approach
Forecasting the New York State economy: The coincident and leading indicators approach
2003,
Currently there are no reliable summary indicators of the economic and fiscal...
A note on Musgrave asymmetrical trend-cycle filters
A note on Musgrave asymmetrical trend-cycle filters
2003,
In this paper, we derive the implicit forecasts in the asymmetrical trend-cycle...
Diagnostics for evaluating the value and rationality of economic forecasts
Diagnostics for evaluating the value and rationality of economic forecasts
2003,
A number of studies have sought to determine whether economic forecasts had predictive...
Linear versus neural network forecasts for European industrial production series
Linear versus neural network forecasts for European industrial production series
2004,
The value of neural network models in forecasting economic time series has been...
Bridge models to forecast the euro area GDP
Bridge models to forecast the euro area GDP
2004,
Quantitative information on the current state of the economy is crucial to economic...
The evolution of consensus in macroeconomic forecasting
The evolution of consensus in macroeconomic forecasting
2004,
When professional forecasters repeatedly forecast macroeconomic variables, their...
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure
2004,
We test whether there are nonlinearities in the response of short- and long-term...
Volatility forecasting with smooth transition exponential smoothing
Volatility forecasting with smooth transition exponential smoothing
2004,
Adaptive exponential smoothing methods allow smoothing parameters to change over time,...
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
2004,
In this paper, we investigate the relative performance of Value-at-Risk (VaR) models...
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts
2004,
The aim of this paper is to analyse the out-of-sample performance of SETAR models...
Forecasting with a nonlinear dynamic model of stock returns and industrial production
Forecasting with a nonlinear dynamic model of stock returns and industrial production
2004,
We model stock returns and industrial production as nonlinear and state dependent,...
Domestic and international influences on business cycle regimes in Europe
Domestic and international influences on business cycle regimes in Europe
2004,
This paper examines the roles of domestic and international variables in predicting...
Evaluating Federal Open Market Committee forecasts
Evaluating Federal Open Market Committee forecasts
2003,
Monetary policy outcomes have improved since the early 1980s. One factor contributing...
Introduction to crime forecasting
Introduction to crime forecasting
2003,
This short paper introduces the six papers comprising the Special Section on Crime...
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
Modelling and predicting recorded property crime trends in England and Wales – a retrospective
2003,
In 1999 the Home Office published, for the first time ever, a 3-year ahead projections...
Forecasting residential burglary
Forecasting residential burglary
2003,
Following the work of Dhiri et al . at the Home Office predicting recorded burglary...
Short-term forecasting of crime
Short-term forecasting of crime
2003,
The major question investigated is whether it is possible to accurately forecast...
Simple indicators of crime by time of day
Simple indicators of crime by time of day
2003,
Crime varies greatly by hour of day – more than by any other variable. Yet...
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