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TOC: Intl J Forecasting

Introduction

International Journal of Forecasting, 24(3)

 : : : TOC

: : journals

 

Relevant ARCategory:  


 

Stochastic population forecasts using functional data models for mortality, fertility and migration
Rob J. Hyndman and Heather Booth [] []

Aggregation across countries in stochastic population forecasts?
Juha Alho [] []

Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters
Gianna Boero, Jeremy Smith and Kenneth F. Wallis [] []

Real-time squared: A real-time data set for real-time GDP forecasting
Roberto Golinelli and Giuseppe Parigi [] []

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
Christian Schumacher and Jörg Breitung [] []

Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting
Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos and Pilipinas Quising [] []

Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys
Aurélie Lemmens, Christophe Croux and Marnik G. Dekimpe [] []

Multimodality in GARCH regression models
Jurgen A. Doornik and Marius Ooms [] []

A Portfolio Index GARCH model
Manabu Asai and Michael McAleer [] []

Can idiosyncratic volatility help forecast stock market volatility?
Nicholas Taylor [] []

Quarterly beta forecasting: An evaluation
Vincent J. Hooper, Kevin Ng and Jonathan J. Reeves [] []

Forecasting bond yields in the Brazilian fixed income market
José Vicente and Benjamin M. Tabak [] []

On the forecasting performance of a small-scale DSGE model?
Michal Rubaszek and Pawel Skrzypczynski [] []

Exponentially weighted information criteria for selecting among forecasting models
James W. Taylor [] []

Empirical evidence on individual, group and shrinkage seasonal indices
Huijing Chen and John E. Boylan [] []

A bootstrap-based non-parametric forecast density
Sebastiano Manzan and Dawit Zerom [] []

Book Reviews

The Black Swan. The impact of the highly improbable .Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99.
Paul Goodwin []

Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover.
Robert Fildes []

Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2.
Aris A. Syntetos []