| International Journal of Forecasting 2001 |
| Title | Subject | Authors |
|---|
| A framework for measuring international business cycles.(Statistical Data Included) | Economics | Banerji, Anirvan, Hiris, Lorene |
| A growth cycle characterisation and forecasting of the Spanish economy: 1970-1998.(Statistical Data Included) | Economics | Garcia-Ferrer, Antonio, Queralt, Ricardo, Blazquez, Cristina |
| A new composite index of coincident economic indicators in Japan: how can we improve forecast performances?(Statistical Data Included) | Economics | Fukuda, Shin-ichi, Onodera, Takashi |
| A trading strategy based on the lead-lag relationship between the spot index and futures contract for the FTSE 100.(Financial Times Stock Exchange (U.K. stock index))(Statistical Data Included) | Economics | Brooks, Chris, Rew, Alistair G., Ritson, Stuart |
| Automatic identification of time series features for rule-based forecasting.(forecast accuracy level maintained with reduced cost)(Statistical Data Included) | Economics | Armstrong, J. Scott, Adya, Monica, Collopy, Fred, Kennedy, Miles |
| Bayesian prediction with cointegrated vector autoregressions.(Statistical Data Included) | Economics | Villani, Mattias |
| Benchmarks and the accuracy of GARCH model estimation.(generalised autoregressive conditionally heterosedastic model)(Statistical Data Included) | Economics | Brooks, Chris, Persand, Gita, Burke, Simon P. |
| Beyond forecasting competitions.(Statistical Data Included) | Economics | Fildes, Robert A. |
| Book Review: Irrational Exuberance by Robert Shiller.(Review) | Economics | Reviewer - Stekler, H. O. |
| Book Review: Tourism Demand Modelling and Forecasting. Modern Econometric Approaches by Haiyan Song and Stephen F. Witt.(tourism demand modelling and forecasting from an econometrics point of view) | Economics | Reviewed by: Pedregal, Diego J. |
| Bootstrapping prediction intervals for autoregressive models.(methods of improving the coverage of Box-Jenkins prediction intervals)(Statistical Data Included) | Economics | Taylor, Nick, Clements, Michael P. |
| Business cycle measurement in the presence of structural change: international evidence.(Statistical Data Included) | Economics | Krolzig, Hans-Martin |
| Commentaries on the M3-competition; an introduction, some comments and a scorecard.(Statistical Data Included) | Economics | Ord, Keith |
| Comments on the M3 forecast evaluation and a comparison with a study by Stock and Watson.(Statistical Data Included) | Economics | Granger Clive W.J. |
| Commercial software in the M3-Competition. | Economics | Goodrich, Robert L. |
| Comparison of regime switching, probit and logit models in dating and forecasting US business cycles.(Statistical Data Included) | Economics | Layton, Allan P., Katsuura, Masaki |
| Cyclical aspects of business cycle turning points.(Statistical Data Included) | Economics | Sarlan, Haldun |
| Effects of parameter estimation on prediction densities: a bootstrap approach.(Statistical Data Included) | Economics | Pascual, Lorenzo, Romo, Juan, Ruiz, Esther |
| Explaining the results of the M3 forecasting competition. | Economics | Hendry, David F., Clements, Michael P. |
| Forecasting Australia's economic performance during the Asian crisis.(Statistical Data Included) | Economics | Summers, Peter M. |
| Forecasting market shares from models for sales.(unbiased forecasts for market shares)(Statistical Data Included) | Economics | Franses, Philip Hans, Fok, Denis |
| Forecasting models and prediction intervals for multiplicative Holt-Winters method.(model selection by simulation)(Statistical Data Included) | Economics | Ord, J. Keith, Koehler, Anne B., Snyder, Ralph D. |
| From exploration to confirmation: movement through the M-competitions. | Economics | Collopy, Fred |
| Further results on focus forecasting vs. exponential smoothing.(Exponential smoothing found to be more accurate than demand solutions)(Statistical Data Included) | Economics | Gardner Jr., Everrete S., Anderson-Fletcher, Elizabeth A., Wicks, Angela M. |
| George Box: An interview with the International Journal of Forecasting.(Interview) | Economics | Pena, Daniel |
| How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth.(Statistical Data Included) | Economics | Loungani, Prakash |
| Investigating the JPY/DEM-rate: arbitrage opportunities and a case for asymmetry.(asymmetric time series models use yielded superior results)(Statistical Data Included) | Economics | Herwartz, Helmut |
| Is 'bigger' necessarily 'better'? | Economics | Chatfield, Chris |
| It's time to move from 'what' to 'why.' | Economics | Hyndman, Rob |
| Long lead-time forecasting of UK air passengers by Holt-Winters methods with damped trend.(10-year lead time data used in estimate with modification)(Statistical Data Included) | Economics | Grubb, Howard, Mason, Alexina |
| Macroeconomic forecasts correlaand the nature of economic shocks in Germany.(correlations being weak, forecasters' expectations found not rational)(Statistical Data Included) | Economics | Dopke, Jorg |
| Measuring and forecasting asymmetries in employment cycles with US labor market applications.(Statistical Data Included) | Economics | Pfann, Gerard A. |
| Neural network forecasting of Canadian GDP growth.(gross domestic product)(Statistical Data Included) | Economics | Tkacz, Greg |
| Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence.(Statistical Data Included) | Economics | Sarantis, Nicholas |
| On forecasting cointegrated seasonal time series.(Statistical Data Included) | Economics | Franses, Philip Hans, Lof, Marten |
| Predicting US recessions with leading indicators via neural network models.(Statistical Data Included) | Economics | Qi, Min |
| Regional multi-family housing start forecast accuracy.(compared to those for single-family residential construction)(Statistical Data Included) | Economics | Fullerton, Thomas M., Jr., Laaksonen, Mkka M.West, Carol T. |
| Response to the commentaries on 'The M3-Competition: results, conclusions and implications.' | Economics | Makridakis, Spyros, Hibon, Michele |
| Setting accuracy targets for short-term judgemental sales forecasting.(foecast accuracy within irreducible uncertainty measurements)(Statistical Data Included) | Economics | Bunn, Derek W., Taylor, James W. |
| Should we redesign forecasting competitions?(Statistical Data Included) | Economics | Armstrong, J. Scott |
| Simple versus complex methods. | Economics | Clemen, Robert T. |
| Structural breaks, ARIMA model and Finnish inflation forecasts.(Auto Regressive Integrated Moving Average)(Statistical Data Included) | Economics | Junttila, Juha |
| The asymmetry of judgemental confidence intervals in time series forecasting.(Statistical Data Included) | Economics | O'Connor, Marcus, Remus, William, Griggs, Kenneth |
| The asymmetry of the sAPE measure and other comments on the M3-Competition.(Statistical Data Included) | Economics | Koehler, Anne B. |
| The forecasting accuracy and determinants of football rankings.(determinants found to be rational)(Statistical Data Included) | Economics | Lebovic, James H., Sigelman, Lee |
| The M3-Competition and forecasting software. | Economics | Tashman, Len |
| The M3-Competition: the need for formal statistical tests. | Economics | Stekler, Herman |
| The trading profitability of forecasts of the gilt-equity yield ratio.(usage of the gilt-equity yield ratio predicting UK stock returns is extended)(Statistical Data Included) | Economics | Brooks, Chris, Persand, Gita |
| The value of nonlinear models in the M3-Competition. | Economics | Balkin, Sandy D. |
| What determines inflation in the US, job growth or unemployment?(Statistical Data Included) | Economics | Guha, Debashis, Visviki, Dimitra |
| Why another study? | Economics | Lawrence, Michael |
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.
