| Journal of Forecasting 2006 |
| Title | Subject | Authors |
|---|
| A Bayesian nonlinear support vector machine error correction model.(financial time series prediction) | Mathematics | Brasseur, Carine, Baesens, Bart, Gestel, Tony van, Espinoza, Marcelo, Suykens, Johan A.K., Moor, Bart de |
| A cautionary note on outlier robust estimation of threshold modelsn. | Mathematics | Giordani, Paolo |
| A hybrid forecasting approach for piece-wise stationary time series. | Mathematics | Yang, M., Bewley, R. |
| A markup model for forecasting inflation for the Euro areas. | Mathematics | Russell, B., Banerjee, A. |
| A non-Gaussian generalization of the airline model for robust seasonal adjustment. | Mathematics | Koopman, Siem Jan, Aston, John A.D. |
| Are 16-month-ahead forecasts useful? A directional analysis of Japanese GDP forecasts.(gross domestic product) | Mathematics | Ashiya, Masahiro |
| Are forecasters reluctant to revise their predictions? Some German evidence.(economists in revising their forecasting models ) | Mathematics | Kirchgassner, Gebhard, Muller, Ulrich K. |
| A semi-parametric time-series approach in modeling hourly electricity loads. | Mathematics | Liu, Lon-Mu, Liu, Jun M., Chen, Rong, Harris, John L. |
| Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory. | Mathematics | Karemera, David, Kim, Benjamin J.C |
| A stochastic proportional hazard model for the force of mortality. | Mathematics | Di Lorenzo, E. |
| Autoregressive gamma processes. | Mathematics | Gourieroux, Christian, Jasiak, Joann |
| Average conditional correlation and tree structures for multivariate GARCH models. | Mathematics | Barone-Adesi, Giovanni, Audrino, Francesco |
| Bias in the estimation of non-linear transformation of the integrated variance of returns. | Mathematics | Harris, R.D.F., Guermat, C. |
| Building neural network models for time series: a statistical approach. | Mathematics | Terasvirta, Timo, Medeiros, Marcelo C., Rech, Gianluigi |
| Comparison of two non-parametric models for daily traffic forecasting in Hong Kong. | Mathematics | William H. K. Lam, Mei-Lam Tam, Y.F. Tank |
| Detrending economic time series: a Bayesian generalization of the Hodrick-Prescott filter. | Mathematics | Trimbur, Thomas M. |
| Estimating the long memory Granger causality effect with a spectrum estimator. | Mathematics | Chen, Wen-Den |
| Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. | Mathematics | Lee, Tae-Hwy, Bao, Yong, Saltoglu, Burak |
| Evaluating probability forecasts in terms of refinement and strictly proper scoring rules. | Mathematics | Kramer, Walter |
| Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence.(currency exchange rates forecasting) | Mathematics | Niguez, Trino-Manuel, Rubia, Antonio |
| Forecasting volatility.(loopholes of several forecasting models ) | Mathematics | Gospodinov, Nikloy, Gavala, Athanasia, Jiang, Deming |
| Gamma stochastic volatility models. | Mathematics | Abraham, Bovas, Balakrishna, N, Sivakumar, Ranjini |
| GARCH forecasting performance under different distribution assumptions.(Generalized Auto Regressive Conditional Heteroscedasticity) | Mathematics | Wilhelmsson, Anders |
| Long-memory dynamic tobit models. | Mathematics | Brockwell, A.E., Chan, N.H. |
| Long-memory forecasting of US monetary indices. | Mathematics | Baum, Christopher F., Barkoulas, John |
| Non-linear, non-parametric, non-fundamental exchange rate forecasting. | Mathematics | Yang, Jing, Gradojevic, Nikola |
| Performance evaluation of the New Connecticut Leading Employment Index using lead profiles and BVAR models.(Bayesian Vector Autoregressive models) | Mathematics | Banerji, Anirvan, Miller, Stephen M., Dua, Pami |
| Preliminary data and econometric forecasting: an application with the Bank of Italy quarterly model. | Mathematics | Busetti, Fabio |
| Random walk hypothesis in exchange rate reconsidered. | Mathematics | Chu, Chia-Shang J., Lu, Hsin-Min |
| Testing the rationality of forecast revisions made by the IMF and the OECD.(Organisation for Economic Co-operation and Development)(International Monetary Fund (United Nations)) | Mathematics | Ashiya, Masahiro |
| The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. | Mathematics | Davis, Donna F, Golicic, Susan L, Mentzer, John T |
| The importance of interest rates for forecasting the exchange rate. | Mathematics | Bjornland, Hilde C, Hungnes, Havard |
| Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves. | Mathematics | Rodriguez, A., Rodriguez, P.N. |
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