Journal: International Journal of Forecasting

Found 1200 papers in total
Combining time series models for forecasting
Combining time series models for forecasting
2004,
Statistical models (e.g., ARIMA models) have commonly been used in time series data...
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
2004,
The use of asymptotically mean-unbiased parameter estimation is considered as a means...
Sales forecasting using longitudinal data models
Sales forecasting using longitudinal data models
2004,
This paper shows how to forecast using a class of linear mixed longitudinal, or panel,...
Telecommunications demand forecasting – a review
Telecommunications demand forecasting – a review
2002,
The last decade has seen rapid advances in telecommunications technology in an...
Forecasting United States–Asia international message telephone service
Forecasting United States–Asia international message telephone service
2002,
This study compares forecasts of US international message telephone service (IMTS)...
IntraLATA long-distance demand: carrier choice, usage demand and price elasticities
IntraLATA long-distance demand: carrier choice, usage demand and price elasticities
2002,
Competition in the long-distance market in the US continues to intensify; the 1996...
Forecasting telecommunication service subscribers in substitutive and competitive environments
Forecasting telecommunication service subscribers in substitutive and competitive environments
2002,
The telecommunications market is expanding rapidly and becoming more substitutive and...
Forecasting category sales and market share for wireless telephone subscribers: a combined approach
Forecasting category sales and market share for wireless telephone subscribers: a combined approach
2002,
The ability to forecast market share remains a challenge for many managers especially...
Modelling multinational telecommunications demand with limited data
Modelling multinational telecommunications demand with limited data
2002,
Forecasting the diffusion of innovations in the telecommunications sector is a...
A genetic algorithms approach to growth phase forecasting of wireless subscribers
A genetic algorithms approach to growth phase forecasting of wireless subscribers
2002,
In order to effectively make forecasts in the telecommunications sector during the...
A hybrid system-identification method for forecasting telecommunications product demands
A hybrid system-identification method for forecasting telecommunications product demands
2002,
A crucial challenge for telecommunications companies is how to forecast changes in...
An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system
An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system
2002,
An Unobserved Components (UC) Model based on an enhanced version of the Dynamic...
Inflation, forecast intervals and long memory regression models
Inflation, forecast intervals and long memory regression models
2002,
We examine recursive out-of-sample forecasting of monthly postwar US core inflation...
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
2003,
This article reviews recently proposed likelihood ratio tests of goodness-of-fit and...
Forecasting EMU macroeconomic variables
Forecasting EMU macroeconomic variables
2004,
After the creation of the European Monetary Union (EMU), both the European Commission...
The influence of trend strength on directional probabilistic currency predictions
The influence of trend strength on directional probabilistic currency predictions
2003,
An experiment is reported which compares the judgmental forecasting performance of...
Modeling and forecasting from trend-stationary long memory models with applications to climatology
Modeling and forecasting from trend-stationary long memory models with applications to climatology
2002,
This paper considers the estimation of both univariate and multivariate...
A model of export sales forecasting behavior and performance: development and testing
A model of export sales forecasting behavior and performance: development and testing
2003,
This paper presents and tests a path model of export sales forecasting behavior and...
Multi-period forecasting using different models for different horizons: an application to US economic time series data
Multi-period forecasting using different models for different horizons: an application to US economic time series data
2003,
Most time series forecasters have used a single forecasting model at multiple forecast...
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 G7 economies
The business cycle in the G7 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...
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...
Predicting returns in US financial sector indices
Predicting returns in US financial sector indices
2003,
This study focuses on: (i) the responsiveness of the US financial sector stock indices...
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