Journal: International Journal of Forecasting

Found 1200 papers in total
Improving the voluntary integration of statistical forecasts and judgment
Improving the voluntary integration of statistical forecasts and judgment
2000,
When regular time series patterns are disturbed by foreseeable special events,...
Does updating judgmental forecasts improve forecast accuracy?
Does updating judgmental forecasts improve forecast accuracy?
2000,
This study investigates whether updating judgmental forecasts of time series leads to...
Forecasting the levels of vector autoregressive log-transformed time series
Forecasting the levels of vector autoregressive log-transformed time series
2000,
In this paper we give explicit expressions for the forecasts of levels of a vector...
Modeling variables of different frequencies
Modeling variables of different frequencies
2000,
The transformation introduced in Abeysinghe to model dynamic regressions with...
Do long-memory models have long memory?
Do long-memory models have long memory?
2000,
This paper examines the predictability memory of fractionally integrated ARMA...
Corrections to rule-based forecasting: Findings from a replication
Corrections to rule-based forecasting: Findings from a replication
2000,
Rule-Based Forecasting (RBF) is an expert system that combines forecasts from simple...
An evaluation of the predictions of the Federal Reserve
An evaluation of the predictions of the Federal Reserve
2000,
To successfully implement monetary policy, the Federal Reserve System (FED) must make...
Forecasting the short-term demand for electricity – do neural networks stand a better chance?
Forecasting the short-term demand for electricity – do neural networks stand a better chance?
2000,
We address a problem faced by every supplier of electricity, i.e. forecasting the...
Interest rate spreads as predictors of German inflation and business cycles
Interest rate spreads as predictors of German inflation and business cycles
2000,
We have studied the comparative performance of a number of interest rate spreads as...
Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the European Monetary System
Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the European Monetary System
1999,
In this paper we extend nearest-neighbour predictors to allow for information content...
Asymptotic and bootstrap prediction regions for vector autoregression
Asymptotic and bootstrap prediction regions for vector autoregression
1999,
Small sample properties of asymptotic and bootstrap prediction regions for vector...
On the asymmetry of the symmetric mean absolute percentage error
On the asymmetry of the symmetric mean absolute percentage error
1999,
Several authors have suggested that the use of the mean absolute percentage error...
Nonlinear deterministic forecasting of daily dollar exchange rates
Nonlinear deterministic forecasting of daily dollar exchange rates
1999,
We perform out-of-sample predictions on several dollar exchange rate returns by using...
Comparison of seasonal estimation methods in multi-item short-term forecasting
Comparison of seasonal estimation methods in multi-item short-term forecasting
1999,
This paper addresses the issue of estimating seasonal indices for multi-item,...
The Delphi technique as a forecasting tool: Issues and analysis
The Delphi technique as a forecasting tool: Issues and analysis
1999,
This paper systematically reviews empirical studies looking at the effectiveness of...
Forecasting using a periodic transfer function: With an application to the UK price of ferrous scrap
Forecasting using a periodic transfer function: With an application to the UK price of ferrous scrap
1999,
The familiar concept of cointegration enables us to determine whether or not there is...
Combining forecasts: What information do judges need to outperform the simple average?
Combining forecasts: What information do judges need to outperform the simple average?
1999,
Previous work has shown that combinations of separate forecasts produced by judgment...
Assessing the forecasters: An analysis of the forecasting records of the Treasury, the London Business School and the National Institute
Assessing the forecasters: An analysis of the forecasting records of the Treasury, the London Business School and the National Institute
1999,
This paper analyses the historical inflation and output growth forecasting records of...
Validation, probability-weighted priors, and information in stochastic forecasts
Validation, probability-weighted priors, and information in stochastic forecasts
1999,
This paper addresses issues that arise in evaluating, making, and using stochastic...
Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study
Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study
1999,
Despite a considerable literature on the combination of forecasts, there is little...
Level-adjusted exponential smoothing for modeling planned discontinuities
Level-adjusted exponential smoothing for modeling planned discontinuities
1999,
Based on contextual information, forecasters often make judgmental adjustments to the...
Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: Evidence from a nonlinear model
Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: Evidence from a nonlinear model
1999,
This study uses a nonlinear framework to examine the relative proportion of transitory...
Why did forecasters fail to predict the 1990 recession?
Why did forecasters fail to predict the 1990 recession?
1999,
This paper examines the forecasts that were prepared prior to and during the early...
An empirical comparison of new product trial forecasting models
An empirical comparison of new product trial forecasting models
1998,
While numerous researchers have proposed different models to forecast trial sales for...
Papers per page: