| Journal of Forecasting 2004 |
| Title | Subject | Authors |
|---|
| A classifying procedure for signalling turning points. | Mathematics | Oller, Lars-Erik, Koskinen, Lasse |
| A comparison of temperature density forecasts from GARCH and atmospheric models.(Generalized AutoRegressive Conditional Heteroskedasticity Models) | Mathematics | Taylor, James W., Buizza, Roberto |
| A fractal forecasting model for financial time series.(financial markets, exchange rates forecasting) | Mathematics | Richards, Gordon R |
| An outlier robust Hierarchical Bayes Model for forecasting: the case of Hong Kong. | Mathematics | Chow, William W. |
| Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH. | Mathematics | Brannas, Kurt, Gooijer, Jan G. De |
| Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. | Mathematics | Peel, David A., Paya, Ivan, Venetis, Ioannis A. |
| Bias-corrected bootstrap prediction regions for vector autoregression. | Mathematics | Kim, Jae H. |
| Can out-of-sample forecast comparisons help prevent overfitting?. | Mathematics | Clark, Todd E. |
| Combination forecasts of output growth in a seven-country data set.(macroeconomics.) | Mathematics | Stock, James H. |
| Comparing the accuracy of density forecasts from competing models.(exchange rate forecasting) | Mathematics | Sarno, Lucio, Valente, Giorgio |
| Daily volatility forecasts: reassessing the performance of GARCH Models.(Generalized Autoregressive Conditional Heteroskedasticity.) | Mathematics | McMillan, David G., Speight, Alan E. H. |
| Do seasonal unit roots matter for forecasting monthly industrial production?. | Mathematics | Franses, Philip Hans, Kawasaki, Yoshinori |
| Finding good predictors for inflation: a Bayesian model averaging approach. | Mathematics | Jacobson, Tor, Karlsson, Sune |
| Forecast accuracy after pretesting with an application to the stock market. | Mathematics | Magnus, Jan R., Danilov, Dmitry |
| Forecasting treasury's balance at the Fed.(Federal) | Mathematics | Thornton, Daniel L. |
| Human judgments in New York state sales and use tax forecasting. | Mathematics | Yu-Ying Kuo, Kuo- Yuan Liang |
| Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting. | Mathematics | Kanas, Angelos, Yue Ma |
| Local to unity, long-horizon forecasting thresholds for model selection in the AR(1). | Mathematics | Turner, John L. |
| Long - Run forecasting in multicointegrated systems. | Mathematics | Engsted, Tom, Siliverstovs, Boriss, Haldrup, Niels |
| Monetary policy, composite leading economic indicators and predicting the 2001 recession. | Mathematics | Mostaghimi, Mehdi |
| Probability distributions, trading strategies and leverage: an average of Guassian mixture models. | Mathematics | Lindemann, Andreas, Dunis, Christian L., Lisboa, Paulo |
| Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation.(Gross Domestic Product.)(Association of Southeast Asian Nations.) | Mathematics | Abeysinghe, Tilak, Rajaguru, Gulasekaran |
| Resuscitating the cobweb cycle.(rational expectations) | Mathematics | Schenk-Hoppe, Klaus Reiner |
| Robustness of alternative non-linearity tests for SETAR models.(self-exciting threshold autoregressive ) | Mathematics | Chan, Wai-sum, NG, Man-Wai |
| Smooth transition exponential smoothing.(mathematical method.) | Mathematics | Taylor, James W. |
| Unemployment variation over the business cycles: a comparison of forecasting models. | Mathematics | Moshiri, Saeed, Brown, Laura |
| Updating ARMA predictions for temporal aggregates. | Mathematics | Koreisha, Sergio G., Yue Fang |
| Value at risk from econometric models and implied from currency options. | Mathematics | Chong, James |
| Vector smooth transition regression models for US GDP and the composite index of leading indicators. | Mathematics | Camacho, Maximo |
| Which survey indicators are useful for monitoring consumption? Evidence from European countries. | Mathematics | Nahuis, Niek J., Jansen, W. Jos |
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