| Journal of Forecasting 1995 |
| Title | Subject | Authors |
|---|
| A BVAR model for the Connecticut economy. (Bayesian vector autoregressive)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Ray, Subhash C., Dua, Pami |
| An assessment of the economic value of non-linear foreign exchange rate forecasts. | Mathematics | Timmermann, Allan, Satchell, Steve |
| An integrated Bayesian vector autoregression and error correction model for forecasting electricity consumption and prices.(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Maddala, G.S., Joutz, Frederick L., Trost, Robert P. |
| A re-evaluation of the quasi-Bayes approach to the linear combination of forecasts. | Mathematics | Souza, R.C., Faria, A.E. |
| A reply to Armstrong and Fildes. (reply to an article in this issue by J. Scott Armstrong and Robert Fildes, p.67) | Mathematics | Hendry, David F., Clements, Michael P. |
| A successive filtering technique for identifying long-term trends. | Mathematics | Assimakopoulos, V. |
| Business cycle analysis and forecasting with a structural vector autoregression model for Wales. (Wales, England)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Ioannidis, C., Laws, J., Mathews, K., Morgan, B. |
| BVAR as a category management tool: an illustration and comparison with alternative techniques. (Bayesian vector autoregression)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Mathur, Sharat K., Curry, David J., Whiteman, Charles H., Divakar, Suresh |
| Can purchasing power parity help forecast the dollar? | Mathematics | Defina, Robert H., Cochran, Steven J. |
| Cointegration, error-correction models, and forecasting using realigned foreign exchange rates. | Mathematics | Joseph, Nathan Lael |
| Combining experts' opinions using a normal-Wishart model. | Mathematics | Wiper, Michael P., French, Simon |
| Combining VAR estimation and state space model reduction for simple good predictions. (vector autoregression)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Gilbert, Paul D. |
| Correspondence on the selection of error measures for comparisons among forecasting methods. | Mathematics | Armstrong, J. Scott, Fildes, Robert A. |
| Forecasting growth with time series models. | Mathematics | Pena, Daniel |
| Forecasting technique familiarity, satisfaction, usage and application. | Mathematics | Mentzer, John T., Kahn, Kenneth B. |
| Forecasting US home sales using BVAR models and survey data on households' buying attitudes for homes. (Bayesian vector autoregressive)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Smyth, David J., Dua, Pami |
| Forecasting volatility in commodity markets. | Mathematics | Claessens, Stijn, Kroner, Kenneth F., Kneafsey, Kevin P. |
| Forecasts of inflation from VAR models. (vector autoregression)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Webb, Roy H. |
| Highest-density forecast regions for nonlinear and non-formal time series models. | Mathematics | Hyndman, Rob J. |
| International interdependence of business cycles in the manufacturing industry: the use of leading indicators for forecasting and analysis. | Mathematics | Berk, J.M., Bikker, J.A. |
| Judging the probability that the next point in an observed time-series will be below, or above, a given value. | Mathematics | Harvey, Nigel, Bolger, Fergus |
| Lead-lag relationship between spot index and futures prices of the Nikkei Stock Average. | Mathematics | Tse, Y.K. |
| Level shifts, temporary changes and forecasting. | Mathematics | Trivez, F. Javier |
| Modelling and forecasting time series with a general non-normal distribution. | Mathematics | Swift, A. Louise |
| Modelling multivariate cointegrated systems: insights from non-linear dynamics.(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Shoesmith, Gary L., Pinder, Jonathan P. |
| Modifying quantitative forecasts of livestock production using expert judgements: an application to the Australian lamb industry. | Mathematics | Vere, D.T., Griffith, G.R. |
| Predicting nominal variable relationships with multiple response. | Mathematics | Umesh, U.N. |
| Prediction intervals for growth curve forecasts. | Mathematics | Islam, Towhidul, Meade, Nigel |
| Professional economic forecasts: are they worth their costs? | Mathematics | Tanner, J. Ernest, Leitch, Gordon |
| Quarterly forecasts of the Italian business cycle by means of monthly economic indicators. | Mathematics | Parigi, G., Schlitzer, G. |
| Structural, VAR and BVAR models of exchange rate determination: a comparison of their forecasting performance. (Bayesian vector autoregressive)(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Sarantis, Nicholas, Stewart, Chris |
| Testing cumulative prediction errors in event study methodology. | Mathematics | Mills, Terence C., Roberts, Jennifer, Coutts, J. Andrew |
| The anchor and adjustment heuristic in time-series forecasting. | Mathematics | Lawrence, Michael, O'Connor, Marcus |
| The decomposition of forecast in seasonal ARIMA models. | Mathematics | Pena, Daniel, Espasa, Antoni |
| Vector autoregression modelling and forecasting.(Special Issue on Vector Autoregression and Forecasting) | Mathematics | Holden, Ken |
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