Journal: International Journal of Forecasting

Found 1200 papers in total
Robust seasonal adjustment by Bayesian modelling
Robust seasonal adjustment by Bayesian modelling
1996,
Akaike’s BAYSEA approach to seasonal decomposition is designed to capture the...
System-based weights versus series-specific weights in the combination of forecasts
System-based weights versus series-specific weights in the combination of forecasts
1996,
System-based combination weights for series r/ step-length h incorporate relative...
Forecasting the Antwerp maritime traffic flows using transformations and intervention models
Forecasting the Antwerp maritime traffic flows using transformations and intervention models
1996,
This article uses univariate time-series models with data transformations and...
How well do analysts forecast interest rates?
How well do analysts forecast interest rates?
1996,
This paper examines interest rate forecasts made for the period 1982-90 and examines...
An evaluation of forecasting using leading indicators
An evaluation of forecasting using leading indicators
1996,
This paper considers the use of indices of leading indicators in forecasting and...
Consistent forecast intervals when the forecast-period exogenous variables are stochastic
Consistent forecast intervals when the forecast-period exogenous variables are stochastic
1996,
Derivation of prediction intervals in the k- variable regression model is problematic...
Non-gaussian seasonal adjustment: X-12-ARIMA versus robust structural models
Non-gaussian seasonal adjustment: X-12-ARIMA versus robust structural models
1996,
This study compares X-12-ARIMA and MING, two new seasonal adjustment methods designed...
Asymptotic normal and bootstrap inference in structural VAR analysis
Asymptotic normal and bootstrap inference in structural VAR analysis
1996,
The aim of the paper is to examine the performance of bootstrap and asymptotic...
A Bootstrap simulation study in ARMA (p,q) structures
A Bootstrap simulation study in ARMA (p,q) structures
1996,
In 1979 Efron proposed a new general statistical procedure known as...
Smooth and timely business cycle indicators for noisy Swedish data
Smooth and timely business cycle indicators for noisy Swedish data
1996,
Noise in statistical time series is often overlooked when selecting the best...
Use of macroeconomic forecasts in corporate forecasting: A note on aggregation problems
Use of macroeconomic forecasts in corporate forecasting: A note on aggregation problems
1996,
The use of corporate sales forecasting models is simplified, if the forecasting models...
An evaluation of the leading indicators for the Canadian economy using time series analysis
An evaluation of the leading indicators for the Canadian economy using time series analysis
1996,
This paper conducts an in-depth statistical evaluation of the ability of Statistics...
Dating and predicting phase changes in the U.S. business cycle
Dating and predicting phase changes in the U.S. business cycle
1996,
Hamilton’s quasi-Bayesian, Markovian, regime-switching model is applied to...
Forest sector modeling: A synthesis of econometrics, mathematical programming, and system dynamics methods
Forest sector modeling: A synthesis of econometrics, mathematical programming, and system dynamics methods
1996,
Quantitative analysis and forecasting of forest product markets began in the 1950s,...
Forecasting in the Scottish electronics industry
Forecasting in the Scottish electronics industry
1996,
In this paper the results from a questionnaire-based survey of sales forecasting in...
Short-term forecasting of industrial production with business survey data; Experience from Finland’s great depression 1990-1993
Short-term forecasting of industrial production with business survey data; Experience from Finland’s great depression 1990-1993
1996,
The severe Finnish recession in the early 90s provides an interesting testing ground...
Modelling the Great Lakes freeze: Forecasting and seasonality in the market for ferrous scrap
Modelling the Great Lakes freeze: Forecasting and seasonality in the market for ferrous scrap
1996,
The paper offers a methodology for modelling seasonality in a volatile commodity...
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
Bayesian modelling of ARFIMA processes by Markov chain Monte Carlo methods
1996,
This article describes inference for autoregressive fractionally integrated moving...
Multi-step forecast error variances for periodically integrated time seires
Multi-step forecast error variances for periodically integrated time seires
1996,
A periodically integrated (PI) time series process assumes that the stochastic trend...
Model selection and forecasting for long-range dependent processes
Model selection and forecasting for long-range dependent processes
1996,
Fractionally integrated autoregressive moving-average (ARFIMA) models have proved...
Non-linear forecasting of financial time series: An overview and some new models
Non-linear forecasting of financial time series: An overview and some new models
1996,
This paper provides an overview of the papers contained in this Special Issue of the...
Modelling the impact of temperature on electricity consumption in the Eastern Province of Saudi Arabia
Modelling the impact of temperature on electricity consumption in the Eastern Province of Saudi Arabia
1996,
An econometric model is developed to forecast electricity consumption and study the...
Forecasting Austrian IPOs: An application of linear and neural network error-correction models
Forecasting Austrian IPOs: An application of linear and neural network error-correction models
1996,
This paper applied cointegration and Granger-causality analyses to construct linear...
A re-evaluation of the quasi-Bayes approach to the linear combination of forecasts
A re-evaluation of the quasi-Bayes approach to the linear combination of forecasts
1995,
The subjective forecasts used in decision analysis should, in principle, synthesize...
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