Journal: International Journal of Forecasting

Found 1200 papers in total
To model, or not to model: Forecasting for customer prioritization
To model, or not to model: Forecasting for customer prioritization
2012,
Simple heuristics are usually deemed to be inferior to more complicated models....
Predicting stock volatility using after‐hours information: Evidence from the NASDAQ actively traded stocks
Predicting stock volatility using after‐hours information: Evidence from the NASDAQ actively traded stocks
2012,
We use realized volatilities based on after‐hours high frequency stock returns...
Forecasting monetary policy rules in South Africa
Forecasting monetary policy rules in South Africa
2012,
This paper is the first one to: (i) provide in‐sample estimates of linear and...
A study of outliers in the exponential smoothing approach to forecasting
A study of outliers in the exponential smoothing approach to forecasting
2012,
Outliers in time series have the potential to affect parameter estimates and forecasts...
A comparative analysis of data mining methods in predicting NCAA bowl outcomes
A comparative analysis of data mining methods in predicting NCAA bowl outcomes
2012,
Predicting the outcome of a college football game is an interesting and challenging...
Markov switching and exchange rate predictability
Markov switching and exchange rate predictability
2012,
We first show that the recent success of modern macroeconomic models in forecasting...
Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation
Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation
2012,
In this paper we jointly evaluate the Federal Reserve staff forecasts of U.S. real...
Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation
Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation
2012,
Forecasting inflation is particularly challenging in emerging markets, where trade and...
Forecasting customer behaviour in a multi‐service financial organisation: A profitability perspective
Forecasting customer behaviour in a multi‐service financial organisation: A profitability perspective
2012,
This paper proposes a novel approach to the estimation of Customer Lifetime Value...
Autocontour‐based evaluation of multivariate predictive densities
Autocontour‐based evaluation of multivariate predictive densities
2012,
We contribute to the rather sparse literature on multivariate density forecasting by...
Forecasting US state‐level employment growth: An amalgamation approach
Forecasting US state‐level employment growth: An amalgamation approach
2012,
We forecast US state‐level employment growth using several distinct econometric...
Forecasting volatility with asymmetric smooth transition dynamic range models
Forecasting volatility with asymmetric smooth transition dynamic range models
2012,
We propose a nonlinear smooth transition conditional autoregressive range (CARR) model...
Calling recessions in real time
Calling recessions in real time
2011,
This paper surveys efforts to automate the dating of business cycle turning points....
A large factor model for forecasting macroeconomic variables in South Africa
A large factor model for forecasting macroeconomic variables in South Africa
2011,
This paper uses large Factor Models (FMs), which accommodate a large...
Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search
Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search
2011,
We examine the ability of online ticker searches (e.g. XOM for Exxon Mobil) to...
Forecasting television ratings
Forecasting television ratings
2011,
Despite the state of flux in media today, television remains the dominant player...
Decay factor optimisation in time weighted simulation – Evaluating VaR performance
Decay factor optimisation in time weighted simulation – Evaluating VaR performance
2011,
We propose an optimisation approach for determining the optimal decay factor in time...
On economic evaluation of directional forecasts
On economic evaluation of directional forecasts
2011,
It is commonly accepted that information is helpful if it can be exploited to improve...
Forecasting exchange rate volatility using high‐frequency data: Is the euro different?
Forecasting exchange rate volatility using high‐frequency data: Is the euro different?
2011,
We assess the performances of alternative procedures for forecasting the daily...
Forecasting monthly and quarterly time series using STL decomposition
Forecasting monthly and quarterly time series using STL decomposition
2011,
This paper is a re‐examination of the benefits and limitations of decomposition...
The utility of expectational data: Firm‐level evidence using matched qualitative–quantitative UK surveys
The utility of expectational data: Firm‐level evidence using matched qualitative–quantitative UK surveys
2011,
Qualitative expectational data from business surveys are widely used to construct...
Forecasting levels of log variables in vector autoregressions
Forecasting levels of log variables in vector autoregressions
2011,
Sometimes forecasts of the original variable are of interest, even though a variable...
Robust backward population projections made possible
Robust backward population projections made possible
2011,
Based on formal results for population dynamics under varying fertility and mortality...
Modeling the demand and supply in a new B2B‐upstream market using a knowledge updating process
Modeling the demand and supply in a new B2B‐upstream market using a knowledge updating process
2011,
Business‐to‐Business (B2B) services companies invest heavily in...
Papers per page: