International Journal of Forecasting 2005 |
Title | Subject | Authors |
A direct test of the information content of the OECD growth forecasts.(Organisation for Economic Co-operation and Development) | Economics | Vuchelen, Jef, Gutierrez, Maria-Isabel |
A dynamic artificial neural network model for forecasting time series events. | Economics | Ghiassi, M., Saidane, H., Zimbra, D.K. |
Alternative methods of forecasting risks in Naval manpower planning. | Economics | Jaffry, Shabbar, Capon, Nick |
A mild skepticism on nonlinear forecasting: some comments on the paper by Harvill and Ray. | Economics | Crato, Nuno |
A monthly crude oil spot price forecasting model using relative inventories. | Economics | Ye, Michael, Zyren, John, Shore, Joanne |
An empirical comparison of default risk forecasts from alternative credit rating philosophies. | Economics | Rosch, Daniel |
A note on multi-step forecasting with functional coefficient autoregressive models. | Economics | Ray, Bonnie K., Harvill, Jane L. |
A note on multi-step forecasting with functional coefficient autoregressive models. | Economics | Ray, Bonnie K., Harvill, Jane L. |
Bayesian predictions of low count time series. | Economics | Martin, G.M., McCabe, B.P.M. |
Bootstrap prediction intervals for ARCH models.(autoregressive conditional heteroskedasticity) | Economics | Reeves, Jonathan J. |
Bootstrap prediction intervals for power-transformed time series. | Economics | Pascual, Lorenzo, Romo, Juan, Ruiz, Esther |
Business survey data: do they help in forecasting GDP growth? | Economics | Lof, Marten, Hasson, Jesper, Jansson, Per |
Clustered panel data models: an efficient approach for nowcasting from poor data. | Economics | Mouchart, Michel, Rombouts, Jeroen V.K. |
Coincident and leading indicators for the euro area: a frequency band approach. | Economics | Rua, Antonio, Nunes, Luis C. |
Combining filter design with model-based filtering (with an application to business-cycle estimation). | Economics | Kaiser, Regina, Maravall, Agustin |
Comments on "Combining filter design with model-based filtering". | Economics | Fernandez-Macho, Javier |
Comments on Fok, van Dijk and Franses's paper:"Forecasting aggregates using panels of nonlinear time series". | Economics | Hoyo, del J. |
Comments on: "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A re-examination". | Economics | Novales, Alfonso |
Comments on "Some method for assessing the need for non-linear models in business cylce analysis". | Economics | Quiros, Gabriel Perez |
Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich. | Economics | Espasa, Antoni |
Computing level-impulse responses of log-specifed VAR systems.(vector autoregressive systems, impulse response functions) | Economics | Wieringa, Jaap E., Horvath, Csilla |
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice. | Economics | Franses, Philip Hans, Wedel, Michel, Paap, Richard, Nierop, Erjen van, Heerde, Harald J. van, Alsem, Karel Jan |
Content horizons for conditional variance forecasts. | Economics | Galbraith, John W., Kismbay, Turgut |
Decomposition by causal forces: a procedure for forecasting complex time series. | Economics | Armstrong, J. Scott, Collopy, Fred, Yokum, J. Thomas |
Detecting nonlinearity in time series by model selection criteri. | Economics | Pena, Daniel, Rodriguez, Julio |
Forecasting aggregates using panels of nonlinear time series. | Economics | Franses, Philip Hans, Dijk, Dick van, Fok, Dennis |
Forecasting electricity prices for a day-ahead pool-based electric energy market. | Economics | Conejo, Antonio J., Contreras, Javier, Espinola, Rosa, Plazas, Miguel A. |
Forecasting euro area inflation: does aggregating forecasts by HICP component improve forecast accuracy?(Harmonised Index of Consumer Prices of euro area) | Economics | Hubrich, Kirstin |
Forecasting support systems for the incorporation of event information: an empirical investigation. | Economics | O'Connor, Marcus, Edmundson, Bob, Webby, Richard |
Forecasting using the trend model with autoregressive errors. | Economics | Roy, Anindya, Falk, Barry |
Forecasting with measurement errors in dynamic models. | Economics | Harrison, Richard, Kapetanios, George, Yates, Tony |
Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: further evidence. | Economics | Green, Kesten C. |
Growth, cycles and convergence in US regional time series: a personal point of view . | Economics | Casals, Jose, Jerez, Miguel, Sotoca, Sonia |
Growth, cycles and convergence in US regional time series.(business cycle tendencies) | Economics | Carvalho, Vasco M., Harvey, Andrew C. |
Introduction to nonlinearities, business cycles, and forecasting.(International Institute of Forecasters' workshop)(Editorial) | Economics | |
Joint forecasts of southern European fertility rates with non-stationery dynamic factor models. | Economics | Ortega, Jose Antonio, Poncela, Pilar |
Judgmental forecasting in the presence of loss functions. | Economics | Lawrence, Michael, O'Connor, Marcus |
Large neural networks for electricity load forecasting: are they overfitted? | Economics | Hippert, H.S., Bunn, D.W., Souza, R.C. |
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: a re-examination. | Economics | Terasvirta, Timo, Dijk, Dick van, Medeiros, Marcelo C. |
Macro variables and international stock return predictability. | Economics | Rapach, David E., Wohar, Mark E., Rangvid, Jesper |
Measuring and predicting turning points using a dynamic bi-factor model. | Economics | Kholodilin, Konstantin A., Yao, Vincent W. |
Non-parametric direct multi-step estimation for forecasting economic processes.(direct multi-step estimation)(indirect multi-step estimation) | Economics | Hendry, David F., Chevillon, Guilaume |
Odd-setters as forecasters: the case of English football. | Economics | Forrest, David, Simmons, Robert, Goddard, John |
On model selection criteria as a starting point for sequential detection of non-linearity. | Economics | Bos, Charles S., Justel, Ana |
On the predictive content of production surveys: a pan-European study. | Economics | Dekimpe, Marnik G., Lemmens, Aurelie, Croux, Christophe |
Performance evaluation of judgemental directional exchange rate predictions. | Economics | Thomson, Mary E., Pollock, Andrew C., Onkal, Dilek, Macaulay, Alex |
Predicting real growth and the probability of recession in the Euro area using the yield spread. | Economics | Paya, Ivan, Venetis, Ioannis A., Duarte, Agustin |
Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries.(Standard and Poor) | Economics | Corradi, Valentina, Awartani, Basel M.A. |
Predicting the World Cup 2002 in soccer: performance and confidence of experts and non-experts. | Economics | Andersson, Patric, Edman, Jan, Ekman, Mattias |
Regression models for forecasting goals and match results in association football. | Economics | Goddard, John |
Software evaluation: EasyReg International. | Economics | Kiefer, Nicholas M., Choi, Hwan-sik |
Some methods for assessing the need for non-linear models in business cycle analysis. | Economics | Engel, J., Haugh, D., Pagan, A. |
The accuracy of intermittent demand estimates. | Economics | Boylan, John E., Syntetos, Aris A. |
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production. | Economics | Franses, Philip Hans |
The M3 competition: statistical tests of the results.(economic forecasting method) | Economics | Stekler, H.O., Franses, Philip Hans, Hibon, Michele, Koning, Alex J. |
The Marshallian macroeconomic model: a progress report. | Economics | Zellner, Arnold, Israilevich, Guillermo |
To combine or not to combine: selecting among forecasts and their combinations. | Economics | Hibon, Michele, Evgeniou, Theodoros |
Value line and I/B/E/S earnings forecasts.(Institutional Brokers Estimate System) | Economics | Shane, Philip, Ramnath, Sundaresh, Rock, Steve |
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