Journal: International Journal of Forecasting

Found 1200 papers in total
Forecasting in least absolute value regression with autocorrelated errors: A small-sample study
Forecasting in least absolute value regression with autocorrelated errors: A small-sample study
1994,
Least absolute value (LAV) regression is a robust alternative to ordinary least...
Prediction with a linear regression model and errors in a regressor
Prediction with a linear regression model and errors in a regressor
1994,
The subject under study is prediction with a simple linear regression model in the...
Adventures with ARIMA software
Adventures with ARIMA software
1994,
Many software packages are available for fitting autoregressive integrated moving...
Are economic forecasts valuable?
Are economic forecasts valuable?
1994,
A previous study questioned whether the published forecasts of one forecasting...
Seven components of judgmental forecasting skill: Implications for research and the improvement of forecasts
Seven components of judgmental forecasting skill: Implications for research and the improvement of forecasts
1994,
A decomposition of the Brier skill score shows that the performance of judgmental...
Testing for unreliable estimators and insignificant forecasts in combined forecasts
Testing for unreliable estimators and insignificant forecasts in combined forecasts
1994,
The reliability and precision of the weights used in combining individual forecasts,...
Combining experts’ opinions using a Normal-Wishart model
Combining experts’ opinions using a Normal-Wishart model
1995,
This paper examines how a Bayesian decision maker might update his/her distributions...
International interdependence of business cycles in the manufacturing industry: The use of leading indicators for forecasting and analysis
International interdependence of business cycles in the manufacturing industry: The use of leading indicators for forecasting and analysis
1995,
This article introduces new leading indicators for fifteen industrialized countries...
Turning the tables: Using location science to specify technology rather than allowing technology to constrain location: A commentary
Turning the tables: Using location science to specify technology rather than allowing technology to constrain location: A commentary
1995,
In this commentary, the authors advocate the use of location models to assess or even...
Using economic indicators to reduce risk in stock market investments
Using economic indicators to reduce risk in stock market investments
1994,
This paper shows how the risk of price declines in stock market investments can be...
Recursive estimation as an aid to exploratory data analysis: An application to market share models
Recursive estimation as an aid to exploratory data analysis: An application to market share models
1994,
Recursive estimation methods are often adopted in order to allow for parameter changes...
Late forecasts and early revisions of United States GNP
Late forecasts and early revisions of United States GNP
1994,
The authors consider a sequence of four-monthly predictions and estimates of quarterly...
Number of sales forecast methods and marketing management
Number of sales forecast methods and marketing management
1994,
The links between the number of sales forecasting methods used by a company, the...
Forecasting intermittent demand in manufacturing: A comparative evaluation of Croston’s method
Forecasting intermittent demand in manufacturing: A comparative evaluation of Croston’s method
1994,
Intermittent demand appears at random, with many time periods having no demand....
Forecasts for the Australian economy using the MONASH model
Forecasts for the Australian economy using the MONASH model
1994,
This paper describes annual forecasts for the period 1990-91 to 1996-97 made with a...
Electronics industry model: A report on two decades of implementation
Electronics industry model: A report on two decades of implementation
1994,
In the context of the literature on the implementation of forecasting models, this...
Estimating daily seasonality in foreign exchange rate changes
Estimating daily seasonality in foreign exchange rate changes
1994,
Combining time- and frequency-domain analysis demonstrates considerable improvement in...
Autoregressive-asymmetric moving average models for business cycle data
Autoregressive-asymmetric moving average models for business cycle data
1994,
Much business cycle research is based on an assumption of symmetric cycles, though it...
The long run, causality, and forecasting in the advertising-sales relationship
The long run, causality, and forecasting in the advertising-sales relationship
1994,
Co-integration analysis is used in a study of the advertising and sales relationship...
The quarterly Liverpool model with current partial information: An exercise in forecasting
The quarterly Liverpool model with current partial information: An exercise in forecasting
1994,
This paper applies an algorithm for the solution of partial current information in...
Forecasting load-duration curves
Forecasting load-duration curves
1994,
A new method is proposed for forecasting electricity load-duration curves. The...
Forecasting stock returns: An examination of stock market trading in the presence of transaction costs
Forecasting stock returns: An examination of stock market trading in the presence of transaction costs
1994,
The paper presents new evidence on the predictability of excess returns on common...
An exploratory analysis of portfolio managers’ probabilistic forecasts of stock prices
An exploratory analysis of portfolio managers’ probabilistic forecasts of stock prices
1994,
This study reports the results of an experiment that examines (1) the effects of...
The rationality of the OECD foreign-balance forecasts for the U.S.A
The rationality of the OECD foreign-balance forecasts for the U.S.A
1994,
A recent study has documented that the OECD forecasts of the U.S.A. foreign balance...
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