| Journal of Forecasting 2005 |
| Title | Subject | Authors |
|---|
| A Bayesian threshold nonlinearity test for financial time series. | Mathematics | So, Mike K.P., Chen, Cathy W. S., Chen, Ming-Tien |
| A common model approach to macroeconomics: using panel data to reduce sampling error.(Organisation for Economic Co-operation and Development) | Mathematics | Gavin, William T., Theodorou, Athena T. |
| A forecasting procedure for nonlinear autoregressive time series models. | Mathematics | Cai, Yuzhi |
| A leading indicator approach to predicting short-term shifts in demand for business travel by air to and from the UK.(benchmark linear model) | Mathematics | Njegovan, Nenad |
| A note on in-sample and out-of-sample tests for Granger causality.(forecasting) | Mathematics | Chen, Shiu-Sheng |
| Beating the random walk in Central and Eastern Europe.(currency forecasting, statistical methods) | Mathematics | Cuaresma, Jesus Crespo, Hlouskova, Jaroslav |
| Combination of forecasts using self-organizing algorithms.(models and analysis) | Mathematics | Xiaozhan Xu, Changzheng He |
| Conditional volatility forecasting in dynamic hedging model. | Mathematics | Haigh, Michael S. |
| Currency forecasting based on an error components-seemingly unrelated nonlinear regression model. | Mathematics | Lin, Winston T. |
| Detection of regime switches between stationary and nonstationary processes and economic forecasting. | Mathematics | Fukuda, Kosei |
| Development of a multifunctional sales response model with the diagnostic aid of artificial neural networks.(sales forecasting) | Mathematics | Bunn, Derek W., Pantelidaki, Stefania |
| Evaluating forecasts: a look at aggregate bias and accuracy measures.(simple graphical display) | Mathematics | Flores, Benito E., Wichern, Dean W. |
| Factor forecasts for the UK.(macroeconomic variables) | Mathematics | Marcellino, Massimiliano, Artis, Michael J., Banerjee, Anindya |
| Forecasting and signal extraction with misspecified models. | Mathematics | Proietti, Tommaso |
| Forecasting Euro area inflation using dynamic factor measures of underlying inflation.(price indices) | Mathematics | Kapetanios, George, Camba-Mendez, Gonzalo |
| Forecasting international bandwidth capability. | Mathematics | Madden, Gary, Coble-Neal, Grant |
| Forecasting in the presence of level shifts. | Mathematics | Smith, Aaron |
| Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data. | Mathematics | Hipel, Keith W., Kajitani, Yoshio, McLeod, A. Ian |
| Forecasting outcomes in spread betting markets: can bettors use 'quarbs' to beat the book? | Mathematics | Paton, David, Williams, Leighton Vaughan |
| Forecasting recessions using the yield curve. | Mathematics | Chauvet, Marcelle, Potter, Simon |
| Forecasting stock prices using a hierarchical Bayesian approach.(evaluation of the Ohlson model) | Mathematics | Ying, Jun, Kuo, Lynn, Seow, Gim S. |
| Forecasting the dollar/euro exchange rate: are international parities useful? | Mathematics | Sosvilla-Rivero, Simon, Garcia, Emma |
| Forecasting time series with long memory and level shift.(explaining the economic time series using models) | Mathematics | Franses, Philip Hans, Namwon, Hyung |
| Forecast performance of nonlinear error-correction models with multiple regimes. | Mathematics | Psaradakis, Zacharias, Spagnolo, Fabio |
| Identifying the time-effect factors of multiple time series. | Mathematics | Yu-Pin-Hu |
| Long-term sales forecasting using holt-winters and neural network methods. | Mathematics | Kotsialos, Apostolos, Papageorgiou, Markos, Poulimenos, Antonios |
| Model uncertainty, thick modeling and the predictability of stock returns. | Mathematics | Aiolfi, Marco, Favero, Carlo A. |
| Nowcasting quarterly GDP growth in a monthly coincident indicator model. | Mathematics | Nunes, Luis C. |
| Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations.(network forecasting) | Mathematics | Leung, Mark T., Chen, An-Sing |
| Political maneuverings as sources of measurement errors in forecasts. | Mathematics | Paleologou, Susanna-Maria |
| Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing. | Mathematics | Sollis, Robert |
| Prediction intervals for exponential smoothing using two new classes of state space models.(standard linear with homoscedastic errors and the linear structure as well as the non-linear structure) | Mathematics | Koehler, Anne B., Snyder, Ralph D., Hyndman, Robert J., Ord, Keith J. |
| Regional econometric income forecast accuracy. | Mathematics | Fullerton, Thomas M., Jr., Tinajero, Roberto, LawrenceWaldman |
| Statistical surveillance of cyclical processes with application to turns in business cycles.(online statistical monitoring) | Mathematics | Andersson, Eva, Bock, David, Frisen, Marianne |
| Stochastic models underlying CrostonEs method for intermittent demand forecasting.(management) | Mathematics | Hyndman, Rob J., Shenstone, Lydia |
| Testing and forecasting the degree integration in the US inflation rate. | Mathematics | Gil-Alana, Luis A. |
| The multi-chain Markov switching model.(model for forecasting) | Mathematics | Otranto, Edoardo |
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