International Journal of Forecasting 2006 - Abstracts

International Journal of Forecasting 2006
TitleSubjectAuthors
25 years of time series forecasting.EconomicsHyndman, Rob J., Gooijer, Jan G. De
A comparison of univariate methods for forecasting electricity demand up to a day ahead.EconomicsTaylor, James W., Menezes, Lilian M. de, McSharry, Patrick E.
A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts.EconomicsDavies, Antony
Aggregation effect and forecasting temporal aggregates of long memory processes.EconomicsMan, K.S., Tiao, G.C.
Another look at measures of forecast accuracy.EconomicsKoehler, Anne B., Hyndman, Rob J.
Are there any reliable leading indicators for US inflation and GDP growth?EconomicsMarcellino, Massimiliano, Banerjee, Anindya
Coherent forecasting in integer time series models.EconomicsJung, Robert C., Tremayne, A.R.
Demographic forecasting: 1980 to 2005 in review.EconomicsBooth, Heather
Density forecasting for the efficient balancing of the generation and consumption of electricity.EconomicsTaylor, James W.
Density forecasting for weather derivative pricing.EconomicsTaylor, James W., Buizza, Roberto
Discussion.EconomicsTaylor, James W.
Discussion.(interpreting Everette S. Gardner Jr works on exponential smoothing)EconomicsSnyder, Ralph
Discussion.(interpreting works of Everette S. Gardner Jr.)EconomicsKoehler, Anne
Effect of tapering of accuracy of forecasts made with stable estimators of vector autoregressive processes.EconomicsRoy, Anindya, Zhou, Yan Yan
Exponential smoothing model selection for forecasting.EconomicsKoehler, Anne B., Snyder, Ralph D., Billah, Baki, King, Maxwll L.
Exponential smoothing: the state of the art -- part II.EconomicsJr., Everette S. Gardner
Finding from evidence-based forecasting: methods for reducing forecast error.EconomicsArmstrong, J. Scott
Forecast accuracy and product differentiation of Japanese institutional forecasters.EconomicsAshiya, Masahiro
Forecasting an accumulated series based on partial accumulation II: a new Bayesian method for short series with stable seasonal patterns.EconomicsMendoza, Manuel, Alba, Enrique de
Forecasting electricity demand using generalized long memory.EconomicsSoares, Lacir Jorge, Souza, Leonardo Rocha
Forecasting software: past, present and future.(Author abstract)EconomicsBell, Michael, Kusters, Ulrich, B.D.McCullough
Forecasting the global electronics cycle with leading indicators: a Bayesian VAR approach.(variance analysis, Bayesian analysis)EconomicsChow, Hwee Kwan, Choy, Keen Meng
Forecasting traffic accidents using disaggregated data.EconomicsGarcia-Ferrer, A., Juan, A. de, Poneela, P.
Forecasting with genetically programmed polynomial neural networks.EconomicsMenezes, Lilian M. de, Nikolaev, Nikolay Y.
Improving forecasting through textbooks u a 25 year review.(Author abstract)EconomicsCox, James E., Jr., Loomis, David G.
Judgmental forecasting: a review of progress over the last 25 years.EconomicsLawrence, Michael, O'Connor, Marcus, Goodwin, Paul, Onkal, Dilek
Making progress in forecasting.(forecasting journals)EconomicsFildes, Robert, Armstrong, J.Scott
MCMC methods for comparing stochastic volatility and GARCH models.(Markov Cain Monte Carlo)EconomicsGerlach, Richard, Tuyl, Frank
Modeling voter choice to predict the final outcome of two-stage elections.EconomicsKamakura, Wagner A., Mazzon, Jose Afonso, Bruyn, Arnaud De
Modelling and forecasting the diffusion of innovation u a 25-year review.EconomicsIslam, Towhidul, Meade, Nigel
Modulated cycles, an approach to modelling periodic components from rapidly sampled data.EconomicsPedregal, Diego J., Young, Peter C.
On a threshold heteroscedastic model.EconomicsChen, Cathy W.S., So, Mike K.P.
On predictive distributions of public net liabilities.EconomicsAlho, Juha M, Vanne, Reijo
Predictability of large future changes in major financial indices.EconomicsSornette, Didier, Zhou, Wei-Xing
Restricted forecasting with VAR models: an analysis of a test for joint compatibility between restrictions and forecasts.(vector autoregressive)EconomicsGomez, Nicolas, Gurrero, Victor M.
Short-term prediction of wind energy production.EconomicsSanchez, Ismail
Spyros Makridakis: an interview with the International Journal of Forecasting.(Author abstract)(Interview)EconomicsFildes, Robert, Nikolopoulos, Konstantinos
Stable seasonal pattern models for forecast revision: a comparative study.EconomicsYelland, Phillip M.
Testing Granger causality in the presence of threshold effects.EconomicsLi, Jing
The forecasting journals and their contribution to forecasting research: citation analysis and expert opinion.EconomicsFildes, Robert
The longer-horizon predictability of German stock market volatility.(Deutscher Aktien Index)EconomicsRaunig, Burkhard
The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior.EconomicsRapach, David E., Wohar, Mark E.
The relationships between sentiment, returns and volatility.EconomicsTaylor, Stephen J., Keswani, Aneel, Wang, Yaw-Huei
Time varying parameter and fixed parameter linear AIDS: an application to tourism demand forecasting.(almost ideal demand systems)EconomicsLi, Gang, Witt, Stephen F., Song, Haiyan
Using extreme value theory to measure value-at-risk for daily electricity spot prices.EconomicsGray, Philip, Chan, Kam Fong
When do forecasters disagree? An assessment of German growth and inflation forecast dispersion.EconomicsDopke, Jorg, Fritsche, Ulrich
When Wall Street conflicts with main street - the divergent movements of Taiwan's leading indicators.EconomicsShen, Chung-Hua, Chen, Shyh-Wei
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