International Journal of Forecasting 2005 - Abstracts

International Journal of Forecasting 2005
TitleSubjectAuthors
A direct test of the information content of the OECD growth forecasts.(Organisation for Economic Co-operation and Development)EconomicsVuchelen, Jef, Gutierrez, Maria-Isabel
A dynamic artificial neural network model for forecasting time series events.EconomicsGhiassi, M., Saidane, H., Zimbra, D.K.
Alternative methods of forecasting risks in Naval manpower planning.EconomicsJaffry, Shabbar, Capon, Nick
A mild skepticism on nonlinear forecasting: some comments on the paper by Harvill and Ray.EconomicsCrato, Nuno
A monthly crude oil spot price forecasting model using relative inventories.EconomicsYe, Michael, Zyren, John, Shore, Joanne
An empirical comparison of default risk forecasts from alternative credit rating philosophies.EconomicsRosch, Daniel
A note on multi-step forecasting with functional coefficient autoregressive models.EconomicsRay, Bonnie K., Harvill, Jane L.
A note on multi-step forecasting with functional coefficient autoregressive models.EconomicsRay, Bonnie K., Harvill, Jane L.
Bayesian predictions of low count time series.EconomicsMartin, G.M., McCabe, B.P.M.
Bootstrap prediction intervals for ARCH models.(autoregressive conditional heteroskedasticity)EconomicsReeves, Jonathan J.
Bootstrap prediction intervals for power-transformed time series.EconomicsPascual, Lorenzo, Romo, Juan, Ruiz, Esther
Business survey data: do they help in forecasting GDP growth?EconomicsLof, Marten, Hasson, Jesper, Jansson, Per
Clustered panel data models: an efficient approach for nowcasting from poor data.EconomicsMouchart, Michel, Rombouts, Jeroen V.K.
Coincident and leading indicators for the euro area: a frequency band approach.EconomicsRua, Antonio, Nunes, Luis C.
Combining filter design with model-based filtering (with an application to business-cycle estimation).EconomicsKaiser, Regina, Maravall, Agustin
Comments on "Combining filter design with model-based filtering".EconomicsFernandez-Macho, Javier
Comments on Fok, van Dijk and Franses's paper:"Forecasting aggregates using panels of nonlinear time series".EconomicsHoyo, del J.
Comments on: "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A re-examination".EconomicsNovales, Alfonso
Comments on "Some method for assessing the need for non-linear models in business cylce analysis".EconomicsQuiros, Gabriel Perez
Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich.EconomicsEspasa, Antoni
Computing level-impulse responses of log-specifed VAR systems.(vector autoregressive systems, impulse response functions)EconomicsWieringa, Jaap E., Horvath, Csilla
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice.EconomicsFranses, Philip Hans, Wedel, Michel, Paap, Richard, Nierop, Erjen van, Heerde, Harald J. van, Alsem, Karel Jan
Content horizons for conditional variance forecasts.EconomicsGalbraith, John W., Kismbay, Turgut
Decomposition by causal forces: a procedure for forecasting complex time series.EconomicsArmstrong, J. Scott, Collopy, Fred, Yokum, J. Thomas
Detecting nonlinearity in time series by model selection criteri.EconomicsPena, Daniel, Rodriguez, Julio
Forecasting aggregates using panels of nonlinear time series.EconomicsFranses, Philip Hans, Dijk, Dick van, Fok, Dennis
Forecasting electricity prices for a day-ahead pool-based electric energy market.EconomicsConejo, 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)EconomicsHubrich, Kirstin
Forecasting support systems for the incorporation of event information: an empirical investigation.EconomicsO'Connor, Marcus, Edmundson, Bob, Webby, Richard
Forecasting using the trend model with autoregressive errors.EconomicsRoy, Anindya, Falk, Barry
Forecasting with measurement errors in dynamic models.EconomicsHarrison, Richard, Kapetanios, George, Yates, Tony
Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: further evidence.EconomicsGreen, Kesten C.
Growth, cycles and convergence in US regional time series: a personal point of view .EconomicsCasals, Jose, Jerez, Miguel, Sotoca, Sonia
Growth, cycles and convergence in US regional time series.(business cycle tendencies)EconomicsCarvalho, 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.EconomicsOrtega, Jose Antonio, Poncela, Pilar
Judgmental forecasting in the presence of loss functions.EconomicsLawrence, Michael, O'Connor, Marcus
Large neural networks for electricity load forecasting: are they overfitted?EconomicsHippert, H.S., Bunn, D.W., Souza, R.C.
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: a re-examination.EconomicsTerasvirta, Timo, Dijk, Dick van, Medeiros, Marcelo C.
Macro variables and international stock return predictability.EconomicsRapach, David E., Wohar, Mark E., Rangvid, Jesper
Measuring and predicting turning points using a dynamic bi-factor model.EconomicsKholodilin, Konstantin A., Yao, Vincent W.
Non-parametric direct multi-step estimation for forecasting economic processes.(direct multi-step estimation)(indirect multi-step estimation)EconomicsHendry, David F., Chevillon, Guilaume
Odd-setters as forecasters: the case of English football.EconomicsForrest, David, Simmons, Robert, Goddard, John
On model selection criteria as a starting point for sequential detection of non-linearity.EconomicsBos, Charles S., Justel, Ana
On the predictive content of production surveys: a pan-European study.EconomicsDekimpe, Marnik G., Lemmens, Aurelie, Croux, Christophe
Performance evaluation of judgemental directional exchange rate predictions.EconomicsThomson, 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.EconomicsPaya, 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)EconomicsCorradi, Valentina, Awartani, Basel M.A.
Predicting the World Cup 2002 in soccer: performance and confidence of experts and non-experts.EconomicsAndersson, Patric, Edman, Jan, Ekman, Mattias
Regression models for forecasting goals and match results in association football.EconomicsGoddard, John
Software evaluation: EasyReg International.EconomicsKiefer, Nicholas M., Choi, Hwan-sik
Some methods for assessing the need for non-linear models in business cycle analysis.EconomicsEngel, J., Haugh, D., Pagan, A.
The accuracy of intermittent demand estimates.EconomicsBoylan, John E., Syntetos, Aris A.
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production.EconomicsFranses, Philip Hans
The M3 competition: statistical tests of the results.(economic forecasting method)EconomicsStekler, H.O., Franses, Philip Hans, Hibon, Michele, Koning, Alex J.
The Marshallian macroeconomic model: a progress report.EconomicsZellner, Arnold, Israilevich, Guillermo
To combine or not to combine: selecting among forecasts and their combinations.EconomicsHibon, Michele, Evgeniou, Theodoros
Value line and I/B/E/S earnings forecasts.(Institutional Brokers Estimate System)EconomicsShane, Philip, Ramnath, Sundaresh, Rock, Steve
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