| Journal of Forecasting 2001 |
| Title | Subject | Authors |
|---|
| A double-threshold GARCH model for the French franc/Deutschmark exchange rate. | Mathematics | Brooks, Chris |
| A forecasting comparison of classical and Bayesian methods for modelling logistic diffusion.(Statistical Data Included) | Mathematics | Bewley, Ronald, Griffiths, William E. |
| A Fractionally Integrated Exponential Model for UK unemployment.(research techniques and information) | Mathematics | |
| A linear forecasting model and its application to Economic Data.(Statistical Data Included) | Mathematics | |
| Alternative regime switching models for forecasting inflation. | Mathematics | Bidarkota, Prasad V. |
| An aggregate sales model for consumer durables incorporating a time-varying mean replacement age. | Mathematics | Steffens, Paul R. |
| Analysis of the US business cycle with a Vector-Markov-switching model. | Mathematics | Kontolemis, Zenon G. |
| A Re-examination of the Excess Smoothness Puzzle when Consumers Estimate the Income Process. | Mathematics | |
| Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting. | Mathematics | Brooks, Chris, Hinich, Melvin J. |
| Bounds for the least squares extrapolation in non-linear AR(1) processes. | Mathematics | Andel, Jiri |
| Choosing among competing econometric forecasts: regression-based forecast combination using model selection. | Mathematics | Zeng, Tian, Swanson, Norman R. |
| Creating high-frequency national accounts with state-space modelling: a Monte Carlo experiment.(Statistical Data Included) | Mathematics | Liu, H., Hall, S.G. |
| Cross-correlations and predictability of stock returns. | Mathematics | Olson, D., Mossman, C. |
| Empirical analysis of systematic errors in Chilean GDP forecasts.(gross domestic product) | Mathematics | Chumacero, Romulo A. |
| Evaluating the predictive accuracy of volatility models. | Mathematics | Lopez, Jose A. |
| Exponential smoothing of seasonal data: a comparison. | Mathematics | Snyder, Ralph D., Shami, Roland G. |
| Filters for short non-stationary sequences. | Mathematics | |
| Forecasting high-frequency financial data with the ARFIMA-ARCH model.(Autoregressive Fractionally Integrated Moving Average-Autoregressive Conditional Heteroskedasticity) | Mathematics | Hauser, Michael A., Kunst, Robert M. |
| Forecasting output growth rates and median output growth rates: A hierarchical Bayesian approach.(Statistical Data Included) | Mathematics | Tobias, Justin L. |
| Forecasting UK industrial production over the business cycle.(Statistical Data Included) | Mathematics | Simpson, Paul W., Osborn, Denise R., Sensier, Marianne |
| Forecasting with k-factor Gegenbauer processes: theory and applications.(Statistical Data Included) | Mathematics | Ferrara, L., Guegan, And D. |
| Guaranteed-content prediction intervals for non-linear autoregressions.(Statistical Data Included) | Mathematics | De Luna, Xavier |
| Impulse response analysis in vector autoregressions with unknown lag order. | Mathematics | Kilian, Lutz |
| Misspecified prediction for time series. | Mathematics | Choi, In-Bong, Taniguchi, Masanobu |
| Modelling the development of supply-restricted telecommunications markets.(Statistical Data Included) | Mathematics | Islam, Towhidul, Fiebig, Denzil G. |
| Modelling the frequency and severity of extreme exchange rate returns.(Statistical Data Included) | Mathematics | Hsieh, Ping-Hung |
| Model specification and forecasting foreign exchange rates with vector autoregressions. | Mathematics | Joseph, Nathan Lael |
| Outlier detection in regression models with ARIMA errors using robust estimates.(auto regressive integrated moving average)(Statistical Data Included) | Mathematics | Bianco, A.M., Garcia Ben, M., Martinez, E.J., Yohai, V.J. |
| Predicting LDC debt rescheduling: performance evaluation of OLS, logit, and neural network models.(less developed countries, ordinary least squares)(Statistical Data Included) | Mathematics | Barney, Douglas K., Alse, Janardhanan A. |
| Risk premia and long rates in Ireland.(Statistical Data Included) | Mathematics | Cuthbertson, Keith, Bredin, Don |
| Robust evaluation of fixed-event forecast rationality.(Statistical Data Included) | Mathematics | Taylor, Nick, Clements, Michael P. |
| Robust modelling of ARCH models. | Mathematics | Jiang, Jiancheng, Zhao, Quanshui, Hui, Yer Van |
| Sensitivity of univariate AR (1) time-series forecasts near the unit root. | Mathematics | Banerjee, Anurag N. |
| Term premia and the maturity composition of the federal debt: new evidence from the term structure of interest rates.(Statistical Data Included) | Mathematics | Bekdache, Basma |
| Testing in unobserved component models. | Mathematics | Harvey, Andrew |
| The approximation of long-memory processes by an ARMA model.(autoregressive moving average)(Statistical Data Included) | Mathematics | Basak, Gopal K., Chan, Ngai Hang, Palma, Wilfredo |
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