Journal: International Journal of Forecasting

Found 1200 papers in total
Sensitivity to autocorrelation in judgmental time series forecasting
Sensitivity to autocorrelation in judgmental time series forecasting
2011,
How well can people use autocorrelation information when making judgmental forecasts?...
How accurate are government forecasts of economic fundamentals? The case of Taiwan
How accurate are government forecasts of economic fundamentals? The case of Taiwan
2011,
A government’s ability to forecast key economic fundamentals accurately can...
Kernel‐based calibration diagnostics for recession and inflation probability forecasts
Kernel‐based calibration diagnostics for recession and inflation probability forecasts
2011,
A probabilistic forecast is the estimated probability with which a future event will...
Forecasting elections in Turkey
Forecasting elections in Turkey
2011,
This paper proposes a model for forecasting elections in Turkey. In doing so, this...
Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting
Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting
2011,
This paper presents a novel intelligent bidding system, called SOABER (Simultaneous...
Validation and forecasting accuracy in models of climate change
Validation and forecasting accuracy in models of climate change
2011,
Forecasting researchers, with few exceptions, have ignored the current major...
Multivariate semi‐nonparametric distributions with dynamic conditional correlations
Multivariate semi‐nonparametric distributions with dynamic conditional correlations
2011,
This paper generalizes the Dynamic Conditional Correlation (DCC) model of ,...
MIDAS vs. mixed‐frequency VAR: Nowcasting GDP in the euro area
MIDAS vs. mixed‐frequency VAR: Nowcasting GDP in the euro area
2011,
This paper compares the mixed‐data sampling (MIDAS) and mixed‐frequency...
Forecasting the direction of the US stock market with dynamic binary probit models
Forecasting the direction of the US stock market with dynamic binary probit models
2011,
Several empirical studies have documented that the signs of excess stock returns are,...
Forecasting temperature to price CME temperature derivatives
Forecasting temperature to price CME temperature derivatives
2011,
This paper seeks to forecast temperatures in US cities in order to price temperature...
Prediction intervals in conditionally heteroscedastic time series with stochastic components
Prediction intervals in conditionally heteroscedastic time series with stochastic components
2011,
Differencing is a very popular stationary transformation for series with stochastic...
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson‐Siegel models
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson‐Siegel models
2011,
We extend Diebold and Li’s dynamic Nelson‐Siegel three‐factor...
Scoring rules and survey density forecasts
Scoring rules and survey density forecasts
2011,
This article provides a practical evaluation of some leading density forecast scoring...
A Bradley‐Terry type model for forecasting tennis match results
A Bradley‐Terry type model for forecasting tennis match results
2011,
The paper introduces a model for forecasting match results for the top tier of...
Shrinkage estimation of semiparametric multiplicative error models
Shrinkage estimation of semiparametric multiplicative error models
2011,
Within models for nonnegative time series, it is common to encounter deterministic...
Combining exponential smoothing forecasts using Akaike weights
Combining exponential smoothing forecasts using Akaike weights
2011,
Simple forecast combinations such as medians and trimmed or winsorized means are known...
Density forecasting through disaggregation
Density forecasting through disaggregation
2011,
In this paper, the revised expectations model (REM) is developed to incorporate...
Real‐time macroeconomic forecasting with leading indicators: An empirical comparison
Real‐time macroeconomic forecasting with leading indicators: An empirical comparison
2011,
This paper demonstrates that the Conference Board’s Composite Leading Index...
Direct and iterated multistep AR methods for difference stationary processes
Direct and iterated multistep AR methods for difference stationary processes
2011,
The paper focuses on a comparison between the direct and iterated AR predictors for...
One model and various experts: Evaluating Dutch macroeconomic forecasts
One model and various experts: Evaluating Dutch macroeconomic forecasts
2011,
The Netherlands Bureau for Economic Policy Analysis (CPB) uses a large macroeconomic...
Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
2011,
In this paper, we use survey data to analyze the accuracy, unbiasedness and efficiency...
Incorporating vintage differences and forecasts into Markov switching models
Incorporating vintage differences and forecasts into Markov switching models
2011,
This paper incorporates vintage differences and forecasts into the Markov switching...
Forecasting accuracy of wind power technology diffusion models across countries
Forecasting accuracy of wind power technology diffusion models across countries
2011,
Wind power technology is analyzed in terms of diffusion, with incentive effects...
Forecasting correlated time series with exponential smoothing models
Forecasting correlated time series with exponential smoothing models
2011,
This paper presents the Bayesian analysis of a general multivariate exponential...
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