Journal: International Journal of Forecasting

Found 1200 papers in total
The chancellor model: Forecasting German elections
The chancellor model: Forecasting German elections
2010,
Our forecast model for German Bundestag elections relies on three predictors: (1) the...
Estimation of the conditional variance–covariance matrix of returns using the intraday range
Estimation of the conditional variance–covariance matrix of returns using the intraday range
2010,
This paper proposes a hybrid multivariate exponentially weighted moving average (EWMA)...
Testing the accuracy of the Downs' spatial voter model on forecasting the winners of the French parliamentary elections in May–June 2007
Testing the accuracy of the Downs' spatial voter model on forecasting the winners of the French parliamentary elections in May–June 2007
2010,
This paper emphasizes a method of forecasting electoral outcomes based on the spatial...
Forecasting partisan dynamics in Europe
Forecasting partisan dynamics in Europe
2010,
Observing the distribution of the old European Union 15 (EU15) governments ordered by...
Comparing forecast models of Radical Right voting in four European countries (1973–2008)
Comparing forecast models of Radical Right voting in four European countries (1973–2008)
2010,
Radical Right Parties (RRPs) have traditionally been seen as ‘hard cases’...
Electoral forecasting in France: A multi-equation solution
Electoral forecasting in France: A multi-equation solution
2010,
In the field of election forecasting, France is a lead case. Recently, however,...
Improving predictive accuracy of exit polls
Improving predictive accuracy of exit polls
2010,
Exit polls are best known for their use in election forecasting. In recent years,...
Forecasting task-technology fit: The influence of individuals, systems and procedures on forecast performance
Forecasting task-technology fit: The influence of individuals, systems and procedures on forecast performance
2010,
This study establishes and tests a theoretically-based model of forecasting practice....
Judging the judges through accuracy-implication metrics: The case of inventory forecasting
Judging the judges through accuracy-implication metrics: The case of inventory forecasting
2010,
A number of research projects have demonstrated that the efficiency of inventory...
Bread and butter à la française: Multiparty forecasts of the French legislative vote (1981–2007)
Bread and butter à la française: Multiparty forecasts of the French legislative vote (1981–2007)
2010,
It is well known that citizens tend to blame the government for economic hardship, and...
Replications of forecasting research
Replications of forecasting research
2010,
We have examined the frequency of replications published in the two leading...
Election cycles and electoral forecasting in Italy, 1994–2008
Election cycles and electoral forecasting in Italy, 1994–2008
2010,
Research on pre-1994 Italian politics has paid little attention to the study of...
Linking series generated at different frequencies
Linking series generated at different frequencies
2008,
This is a report on our studies of the systematical use of mixed-frequency datasets....
On forecasting counts
On forecasting counts
2008,
Forecasting for a time series of low counts, such as forecasting the number of patents...
Forecast covariances in the linear multiregression dynamic model
Forecast covariances in the linear multiregression dynamic model
2008,
The linear multiregression dynamic model (LMDM) is a Bayesian dynamic model which...
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
Statistical estimation of optimal portfolios for non-Gaussian dependent returns of assets
2008,
This paper discusses the asymptotic efficiency of estimators for optimal portfolios...
Single-index and portfolio models for forecasting value-at-risk thresholds
Single-index and portfolio models for forecasting value-at-risk thresholds
2008,
The variance of a portfolio can be forecast using a single index model or the...
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
2008,
This paper uses a meta-analysis to survey existing factor forecast applications for...
Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
2008,
Empirical high-frequency data can be used to separate the continuous and the jump...
Linear and threshold forecasts of output and inflation using stock and housing prices
Linear and threshold forecasts of output and inflation using stock and housing prices
2008,
This study examines whether simple measures of Canadian equity and housing price...
Forecasting with panel data
Forecasting with panel data
2008,
This paper gives a brief survey of forecasting with panel data. It begins with a...
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
2008,
Accurate modelling of volatility (or risk) is important in finance, particularly as it...
Forecasting market impact costs and identifying expensive trades
Forecasting market impact costs and identifying expensive trades
2008,
Often, a relatively small group of trades causes the major part of the trading costs...
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate
Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate
2008,
This paper investigates whether the forecasting performance of Bayesian autoregressive...
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