| Journal of Forecasting 2007 |
| Title | Subject | Authors |
|---|
| A semiparametric method for predicting bankruptcy.(Report) | Mathematics | Ruey-Ching Hwang, Cheng, K. F., Lee, Jack C. |
| Can panel data really improve the predictability of the monetary exchange rate model?(Report) | Mathematics | Basher, Syed A., Westerlund, Joakim |
| Comparing density forecast models. | Mathematics | Lee, Tae-Hwy, Bao, Yong, Saltoglu, Burak |
| Covariance estimation for multivariate conditionally Gaussian dynamic linear models.(Report) | Mathematics | Triantafyllopoulos, K. |
| Econometric modelling for short-term inflation forecasting in the euro area.(European Monetary Union)(harmonized index of consumer prices)(Report) | Mathematics | Espasa, Antoni, Albacete, Rebeca |
| Estimating and forecasting the long-memory parameter in the presence of periodicity.(Report) | Mathematics | Bisognin, C., Lopes, S. R. C. |
| Evaluation of correlation forecasting models for risk management.(Report) | Mathematics | Skintzi, Vasiliki D., Xanthopoulos-Sisinis, Spyros |
| Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach. | Mathematics | Nieto, Fabio H. |
| Forecasting domestic liquidity during a crisis: what works best?(Report) | Mathematics | Moore, Winston R. |
| Forecasting German GDP using alternative factor models based on large datasets.(gross domestic product) | Mathematics | Schumacher, Christian |
| Forecasting inflation using economic indicators: the case of France. | Mathematics | Bruneau, C., Bandt, O. de, Flageollet, A., Michaux, E. |
| Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models.(Report) | Mathematics | Lekkos, Ilias, Milas, Costas, Panagiotidis, Theodore |
| Forecasting real-time data allowing for data revisions.(Report) | Mathematics | Fukuda, Kosei |
| Forecasting the price of crude oil via convenience yield predictions.(Report) | Mathematics | Knetsch, Thomas A. |
| Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models. | Mathematics | Rapach, David E., Wohar, Mark E. |
| Forecasting volatility by means of threshold models.(Report) | Mathematics | Munoz, M. Pilar, Marquez, M. Dolores, Acosta, Lesly M. |
| Impact of correlations for dynamic selection bias on forecasts of retention behavior.(Report) | Mathematics | Mayer, Walter J., Li, Yang |
| International equity flows and the predictability of US stock returns.(Report) | Mathematics | Pierdzioch, Christian, Hartmann, Daniel |
| Measuring downside risk and severity for global output. | Mathematics | Wang, Yan, Yao, Yudong |
| On estimating contemporaneous quarterly regional GDP. | Mathematics | Pavia-Miralles, Jose Manuel, Cabrer-Borras, Bernardi |
| Optimal forecast intervals under asymmetric loss. | Mathematics | Demetrescu, Matei |
| Optimal prediction with nonstationary ARFIMA model.(methodology for economic forecasting ) | Mathematics | Boutahar, Mohammed |
| Order series method for forecasting non-Gaussian time series. | Mathematics | Chuang, Ming-De, Yu, Gwo-Hsing |
| Predictive power and unbiasedness of implied forward charter rates.(Report) | Mathematics | Alizadeh, Amir H., Adland, Roar Os, Koekebakker, Steen |
| Regression-based modeling of market option prices: with application to S&P500 options.(Report) | Mathematics | Pandher, Gurupdesh |
| Single-season heteroscedasticity in time series. | Mathematics | Tripodis, Yorghos, Penzer, Jeremy |
| The extended switching regression model: allowing for multiple latent state variables.(Report) | Mathematics | Wettstein, David, Preminger, Arie, Ben-Zion, Uri |
| The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G& countries.(bridge model (BM) for assessing quarterly gross domestic product) | Mathematics | Parigi, Giuseppe, Golinelli, Roeberto |
| Time-simultaneous prediction band for a time series. | Mathematics | Kolsrud, Dag |
| Traditional versus unobserved components methods to forecast quarterly national account aggregates. | Mathematics | Marrero, Gustavo A. |
| Using a heterogeneous multinational probit model with a neutral net extension to model brand choice.(forecasting price expectations in domestic markets) | Mathematics | Hruschka, Harald |
| Validating multiple-period density-forecasting models. | Mathematics | Dowd, Kevin |
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