Journal: International Journal of Forecasting

Found 1200 papers in total
Bayesian prediction with cointegrated vector autoregressions
Bayesian prediction with cointegrated vector autoregressions
2001,
A complete procedure for calculating the joint predictive distribution of future...
On forecasting cointegrated seasonal time series
On forecasting cointegrated seasonal time series
2001,
We analyze periodic and seasonal cointegration models for bivariate quarterly observed...
The asymmetry of judgemental confidence intervals in time series forecasting
The asymmetry of judgemental confidence intervals in time series forecasting
2001,
In forecasting a time series, one may be asked to communicate the likely distribution...
A framework for measuring international business cycles
A framework for measuring international business cycles
2001,
The classical measurement of business cycles, growth cycles, and growth rate cycles...
Business cycle measurement in the presence of structural change: International evidence
Business cycle measurement in the presence of structural change: International evidence
2001,
By generalizing Hamilton's model of the US business cycle to a three-regime...
Cyclical aspects of business cycle turning points
Cyclical aspects of business cycle turning points
2001,
This paper analyses changes in the intensity and duration of US business cycles...
Predicting US recessions with leading indicators via neural network models
Predicting US recessions with leading indicators via neural network models
2001,
This paper examines the relevance of variance financial and economic indicators in...
Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
2001,
Three non-linear model specifications are tested for their efficacy in dating and...
How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth
How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth
2001,
The performance of Consensus Forecasts of real GDP growth is evaluated for a large...
Measuring and forecasting asymmetries in employment cycles with US labor market applications
Measuring and forecasting asymmetries in employment cycles with US labor market applications
2001,
This paper proposes and estimates a particular non-linear model to measure and...
What determines inflation in the US, job growth or unemployment?
What determines inflation in the US, job growth or unemployment?
2001,
An empirical investigation of postwar US data reveals that movements in inflation are...
Nonlinearities, cyclical behaviour and predictability in stock markets: International evidence
Nonlinearities, cyclical behaviour and predictability in stock markets: International evidence
2001,
In this paper we employ the STAR (smooth transition autoregressive) model to...
A new composite index of coincident economic indicators in Japan: How can we improve forecast performances?
A new composite index of coincident economic indicators in Japan: How can we improve forecast performances?
2001,
The purpose of this paper is to construct a new composite index of coincident economic...
Forecasting Australia's economic performance during the Asian crisis
Forecasting Australia's economic performance during the Asian crisis
2001,
During the Asian economic crisis of 1997–98, published forecasts from a Bayesian...
A growth cycle characterisation and forecasting of the Spanish economy: 1970–1998
A growth cycle characterisation and forecasting of the Spanish economy: 1970–1998
2001,
In contrast to classical cycles, growth cycles are more likely to represent the...
Testing in unobserved components models
Testing in unobserved components models
2001,
This article reviews recent work on testing for the presence of non-stationary...
Alternative regime switching models for forecasting inflation
Alternative regime switching models for forecasting inflation
2001,
US inflation appears to undergo shifts in its mean level and variability. We evaluate...
Analysis of the US business cycle with a Vector-Markov-switching model
Analysis of the US business cycle with a Vector-Markov-switching model
2001,
This paper identifies turning points for the US ‘business cycle’ using...
An aggregate sales model for consumer durables incorporating a time-varying mean replacement age
An aggregate sales model for consumer durables incorporating a time-varying mean replacement age
2001,
Forecasting category or industry sales is a vital component of a company's planning...
Bounds for the least squares extrapolation in non-linear AR(1) processes
Bounds for the least squares extrapolation in non-linear AR(1) processes
2001,
It is proved that formula for least squares extrapolation in stationary non-linear...
Regional multi-family housing start forecast accuracy
Regional multi-family housing start forecast accuracy
2001,
This paper extends earlier research regarding the predictability of residential...
Macroeconomic forecasts and the nature of economic shocks in Germany
Macroeconomic forecasts and the nature of economic shocks in Germany
2001,
The paper elaborates on the sources of macroeconomic forecast errors in Germany...
Structural breaks, ARIMA model and Finnish inflation forecasts
Structural breaks, ARIMA model and Finnish inflation forecasts
2001,
Via the use of the rolling regression technique and a specific procedure for analysing...
Automatic identification of time series features for rule-based forecasting
Automatic identification of time series features for rule-based forecasting
2001,
Rule-based forecasting (RBF) is an expert system that uses features of time series to...
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