| International Journal of Forecasting 2004 |
| Title | Subject | Authors |
|---|
| A comparison of financial duration models via density forecasts. | Economics | Giot, Pierre, Bauwens, Luc, Grammig, Joachim, Veredas, David |
| A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure. | Economics | Clements, Michael P., Galvao, Ana Beatriz |
| AIDS in Portugal: endemic versus epidemic forecasting scenarios for mortality.(acquired immune deficiency syndrome ) | Economics | Oliveira, M. M., Mexia J. T. |
| An analytic network process model for financial-crisis forecasting. | Economics | Saaty, Thomas L., Niemira, Michael P. |
| A review of Stata 8.1 and its time series capabilities. | Economics | Baum, Christopher F. |
| Author's retrospective on 'forecasting seasonals and trends by exponentially weighted moving averages'. | Economics | Holt, Charles C. |
| Bayesian time series analysis of periodic behavior and spectral structure. | Economics | McCoy, E.J., Stephens, D.A. |
| Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators. | Economics | Kim, Jae H. |
| Bridge models to forecast the euro area GDP.(Gross Domestic Product) | Economics | Baffigi, Alberto, Golinelli, Roberto, Parigi, Giuseppe |
| Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation. | Economics | Ord, Keith |
| Combing time series models for forecasting. | Economics | Hui Zou, Yuhong Yang |
| Commentary on: a new approach to forecasting intermittent demand for service parts inventories. | Economics | Lawrence, Michael |
| Comments on damped seasonal factors and decisions by potential users. | Economics | Koehler, Anne B. |
| Damping seasonal factors: shrinkage estimators for the X-12-ARIMA program. | Economics | Miller, Don M., Williams, Dan |
| Distance and prediction error variance constraints for ARMA model portfolios. | Economics | Chenoweth, Timothy, Dowling, Karen, Hubata, Robert, St. Louis, Robert |
| Domestic and international influences on business cycle regimes in Europe. | Economics | Osborn, Denise R., Sensier, Marianne, Artis, Michael, Birchenhall, Chris |
| Effects of judges' forecasting on their later combination of forecasts for the same outcomes.(psychological influences) | Economics | Harries, Clare, Harvey, Nigel |
| Effects of temporal aggregation on estimates and forecasts of fractionally integreated processes: a Mote - Carlo study. | Economics | Smith, Jeremy, Souza, Leonardo R. |
| Efficient market hypothesis and forecasting. | Economics | Timmermann, Allan, Granger, Clive W. J. |
| Evaluating consumer sentiments as predictors of UK household consumption behavior u are they accurate and useful? | Economics | Easaw, Joshy Z., Heravi, Saeed M. |
| Extreme value theory and value-at-risk: relative performance in emerging markets. | Economics | Gencay, Ramazan, Selcuk, Faruk |
| Flexible regression models and relative forecast performance. | Economics | Dahl, Christian M., Hylleberg, Svend |
| Forecasting discrete valued low count time series. | Economics | Freeland, R.K., McCabe, B.P.M. |
| Forecasting economic and financial time-series with non-linear models. | Economics | Franses, Philip Hans, Clements, Michael P., Swanson, Norman R. |
| Forecasting economic time series with unconditional time-varying variance. | Economics | Bellegem, Sebastien Van, Sachs, Rainer von |
| Forecasting EMU macroeconomic variables.(European Monetary Union) | Economics | Marcellino, Massimliano |
| Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination.(Quenouille's work) | Economics | Bessler, David A., Wang, Zijun |
| Forecasting seasonals and trends by exponentially weighted moving averages. | Economics | Holt, Charles C. |
| Forecasting threshold cointegrated systems. | Economics | Gooijer, Jan D. De, Vidiella-i-Anguera, Antoni |
| Forecasting unemployment using an autoregression with censored latent effects parameters. | Economics | Franses, Philip Hans, Paap, Richard, Vroomen, Bjorn |
| Forecasting volatility: a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. | Economics | Gonzalez-Rivera, Gloria, Lee, Tae-Hwy, Mishra, Santosh |
| Forecasting with a nonlinear dynamic model of stock returns and industrial production. | Economics | Bradley, Michael D., Jansen, Dennis W. |
| How costly is it to ignore breaks when forecasting the direction of a time series. | Economics | Timmermann, Allan, Pesaran, Hashem M. |
| Linear prediction of temporal aggregates under model misspecification. | Economics | Man, K.S. |
| Linear versus neural network forecasts for European industrial production series. | Economics | Osborn, Denise R., Heravi, Saeed, Birchenhall, C.R. |
| Naive, ARIMA, nonparametric, transfer function and VAR models: a comparison of forecasting performance.(Auto Regressive Integrated Moving Average)(Value-Added Reseller ) | Economics | Thomakos, Dimitrios D., Guerard, John B. |
| Parameter estimation and tests of equal forecast accuracy between non - nested models. | Economics | McCracken, Michael |
| Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations. | Economics | McAleer, Michael, Guan Ng, Hock |
| Research on forecasting. | Economics | |
| Sales forecasting using longitudinal data models. | Economics | Miller, Thomas W., Frees, Edward W. |
| Seasonal adjustment perspectives on 'damping seasonal factors: shrinkage estimators for X-12-ARIMA program'. | Economics | Findley, David F., Wills, Kellie C., Monsell, Brian C. |
| Shrinkage: when and how?(James-Stein's shrinkage estimators) | Economics | Ord, Keith |
| Software Review.(time series modeling software)(Product/Service Evaluation) | Economics | Bos, Charles S. |
| Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives. | Economics | Corradi, Valentina, Swanson, Norman R. |
| The effects of feedback on judgmental interval predictions. | Economics | Bolger, Fergus, Onkal-Atay, Dilek |
| The evolution of consensus in macroeconomic forecasting. | Economics | Gregory, Allan W., Yetman, James |
| The impact of institutional change on forecast accuracy: a case study of budget forecasting in Washington State. | Economics | Deschamps, Elaine |
| The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts. | Economics | Boero, Gianna, Marrocu, Emanuela |
| The value of statistical forecasts in the UK association football betting market. | Economics | Pope, Peter F., Dixon, Mark J. |
| Volatility forecasting with smooth transition exponential smoothing. | Economics | Taylor, James W. |
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