Journal: International Journal of Forecasting

Found 1200 papers in total
Asymmetric loss functions and the rationality of expected stock returns
Asymmetric loss functions and the rationality of expected stock returns
2011,
We combine the innovative approaches of and with a block bootstrap to analyze whether...
Forecasting national activity using lots of international predictors: An application to New Zealand
Forecasting national activity using lots of international predictors: An application to New Zealand
2011,
We assess the marginal predictive content of a large international dataset for...
Quantiles as optimal point forecasts
Quantiles as optimal point forecasts
2011,
Loss functions play a central role in the theory and practice of forecasting. If the...
Combining probability forecasts
Combining probability forecasts
2011,
We consider different methods for combining probability forecasts. In empirical...
Are VIX futures prices predictable? An empirical investigation
Are VIX futures prices predictable? An empirical investigation
2011,
This paper investigates whether volatility futures prices per se can be forecasted by...
Open economy forecasting with a DSGE‐VAR: Head to head with the RBNZ published forecasts
Open economy forecasting with a DSGE‐VAR: Head to head with the RBNZ published forecasts
2011,
We construct a DSGE‐VAR model for competing head to head with the long history...
Predicting economic contractions and expansions with the aid of professional forecasts
Predicting economic contractions and expansions with the aid of professional forecasts
2011,
Traditional econometric models of economic contractions typically perform poorly in...
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
2011,
We derive forecast weights and uncertainty measures for assessing the roles of...
Forecast combination through dimension reduction techniques
Forecast combination through dimension reduction techniques
2011,
This paper considers several methods of producing a single forecast from several...
Bootstrap prediction intervals for SETAR models
Bootstrap prediction intervals for SETAR models
2011,
This paper considers four methods for obtaining bootstrap prediction intervals (BPIs)...
Group-based forecasting?: A social psychological analysis
Group-based forecasting?: A social psychological analysis
2011,
The potential of group (vs. individual) forecasting is analyzed from the perspective...
Influence of differentiated roles on group forecasting accuracy
Influence of differentiated roles on group forecasting accuracy
2011,
While behavioral research on forecasting has mostly examined the individual...
Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice
Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice
2011,
In two experiments, participants received advice from another participant on a task...
The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science
The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science
2011,
In this review we investigate what the available data on the predictive validity of...
People consultation to construct the future: A Delphi application
People consultation to construct the future: A Delphi application
2011,
This work presents the Delphi method, in its Policy Delphi variant, as an efficient...
Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
Role thinking: Standing in other people’s shoes to forecast decisions in conflicts
2011,
When forecasting decisions in conflict situations, experts are often advised to...
A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
2011,
Integrating knowledge and values across a range of stakeholders and experts is a...
Judgmental aggregation strategies depend on whether the self is involved
Judgmental aggregation strategies depend on whether the self is involved
2011,
We report the results of a novel experiment that addresses two unresolved questions in...
Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task
Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task
2011,
We conducted laboratory experiments for analyzing the accuracy of three structured...
Forecasting clients’ reactions: How does the perception of strategic behavior influence the acceptance of advice?
Forecasting clients’ reactions: How does the perception of strategic behavior influence the acceptance of advice?
2011,
Because they want high quality information, people often follow advice from advisors...
Group diversity and decision quality: Amplification and attenuation of the framing effect
Group diversity and decision quality: Amplification and attenuation of the framing effect
2011,
Do groups make better judgments and decisions than individuals? We tested the...
Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda
Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda
2011,
We review and integrate the extant knowledge on group-based forecasting, paying...
Stochastic level shifts and outliers and the dynamics of oil price movements
Stochastic level shifts and outliers and the dynamics of oil price movements
2010,
Oil prices clearly play an important role in the macroeconomy. The dynamics of oil...
Biases in judgmental adjustments of statistical forecasts: The role of individual differences
Biases in judgmental adjustments of statistical forecasts: The role of individual differences
2010,
Judgmental adjustments of statistical forecasts are widely used for improving forecast...
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