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IJF • Scope • Article Submissions • Online supplements • Outstanding Papers • Editors |
Data and computer code associated with published articlesIJF authors are asked to make their data and computer code publicly available here.Submissions: please send data and code associated with IJF articles to 2008, volume 24, number 1 Becker, C., and Clements, A.E. "Are combination forecasts of S&P 500 volatility statistically superior?" Matlab code and data Gardner, E.S, Jr. and Diaz-Saiz, J. "Exponential smoothing in the telecommunications data". Excel workbook Milas, C., and Rothman, P. "Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts". Data in EViews format 2007, volume 23, number 4 Sang-Hyop Lee and Andrew Mason "Who gains from the demographic dividend? Forecasting income by age". Data and code Thomas Lindh and Bo Malmberg "Demographically based global income forecasts up to the year 2050". Data and estimation code (RATS 6.2) de la Croix, D., Docquier, F., and Liégeois, P. "Income growth in the 21st century: Forecasts with an overlapping generations model" Dynare code Panopoulou, E. "Predictive financial models of the euro area: A new evaluation test" Data Zaher, F. "Evaluating factor forecasts for the UK: The role of asset prices" Data 2007, volume 23, number 3 Goodwin, P., Fildes, R., Lawrence, M. and Nikolopoulos, K. "The process of using a forecasting support system". Appendices (MS-Word file) Jørgensen, M. "Forecasting of software development work effort: evidence on expert judgment and formal models". Appendix (MS-Word file) 2007, volume 23, number 2 Javier J. Pérez "Leading indicators for euro area government deficits". Data and programming code Seip, K.L. and McNown, R. ""The timing and accuracy of leading and lagging business cycle indicators: A new approach"", 277-287. Data (MS-Excel file) 2007, volume 23, number 1 Claveria, O., Pons, E. and Ramos, R. "Business and consumer expectations and macroeconomic forecasts", 47-69. Data (MS-Excel file) Gauss programs. Please contact Raul Ramos for details. 2006, volume 22, number 4 Wagner A. Kamakura, José Afonso Mazzon and Arnaud De Bruyn "Modeling voter choice to predict the final outcome of two-stage elections". Data are available from the Brazilian electoral authority Manuel Mendoza and Enrique de Alba "Forecasting an accumulated series based on partial accumulation II: A new Bayesian method for short series with stable seasonal patterns." Data Hyndman, R.J. & Koehler, A.B. "Another look at measures of forecast accuracy", 679-688. Data and a worked example in MS-Excel of the computation of the MASE. Kamakura, W.A., Mazzon, J.A., & De Bruyn, A. "Modeling voter choice to predict the final outcome of two-stage elections", 689-706. Data Bengoechea, P., Camacho, M. and Perez-Qurios, P. "A useful tool for forecasting the Euro-area business cycle phases", 735-750. Gauss code 2006, volume 22, number 2 Shyh-Wei Chen and Chung-Hua Shen "When Wall Street conflicts with Main Street? The divergent movements of Taiwan's leading indicators." Data Ashiya, M. "Forecast accuracy and product differentiation of Japanese Institutional Forecasters" Code and data Rapach, D. & Wohar, M. "The Out-of-Sample Forecasting Performance of Nonlinear Models of Real Exchange Rate Behavior", p.341-362. Data and program files Billah, B., King, M.L., Snyder, R.D. and Koehler, A.B. "Exponential smoothing model selection for forecasting" Matlab code and data 2006, volume 22, number 1 Anindya Banerjee and Massimiliano Marcellino "Are there any reliable leading indicators for US inflation and GDP growth?" Data and variable codes Li, G., Song, H., and Witt, S.F. " Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting", 57-72. Data Dopke, J., and Fritsche, U. "When do forecasters disagree? An assessment of German growth and inflation forecast dispersion", 125-136. Programs and data files 2005, volume 21, number 4 Harvill, J. and Ray, B.K. "A note on multi-step forecasting with functional coefficient autoregressive models", p.717-727. Fortran and R code Jerez, M, Casals, J. and Sotoca, S. "Growth, cycles, and convergence in US regional time series: A personal point of view", Data and Matlab code Matlab E4 toolbox 2005, volume 21, number 3 Conejo A. J., Contreras J., Espinola R. and Plazas M. A., "Forecasting electricity prices for a day-ahead pool-based electric energy market", p.435-462. Zip file containing data Kholodilin K. A. and Yao V. W., "Measuring and predicting turning points using a dynamic bi-factor model", p.525-537. RAR file containing data 2005, volume 21, number 2 Aurélie Lemmens, Christophe Croux and Marnik G. Dekimpe "On the predictive content of production surveys: A pan-European study". Production expectations surveys National Accounts data Syntetos A. A. and Boylan J. E., "The accuracy of intermittent demand estimates", p.303-314. Data in MS-Excel format 2005, volume 21, number 1 Jef Vuchelen and Maria-Isabel Gutierrez "A direct test of the information content of the OECD growth forecasts". Data Rösch D., "An empirical comparison of default risk forecasts from alternative credit rating philosophies", p.37-51. Data in MS-Excel format Franses P. H. and Dijk D. V., "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production", p.87-102. Zip-file with the data and GAUSS programs Rapach D. E., Wohar M. E. and Rangvid J., "Macro variables and international stock return predictability", p.137-166. Gauss program files and data 2004, volume 20, number 3 Leonardo R. Souza and Jeremy Smith "Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study". Data, code and instructions Miller, D. M., & Williams, D. (2004). "Shrinkage estimators for seasonal factors within the X-11 seasonal adjustment method (with commentary)", p.529.550. Data and instructions in zip file 2004, volume 20, number 2 Marianne Sensier, Michael Artis, Denise R. Osborn and Chris Birchenhall "Domestic and international influences on business cycle regimes in Europe". Data Jan G. De Gooijer and Antoni Vidiella-i-Anguera "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts". Data and code Gianna Boero and Emanuela Marrocu "The performance of SETAR models: a regime conditional evaluation of point, interval and density forecasts." Data and code Gençay, R. and Selçuk, F. (2004). "Extreme value theory and Value-at-Risk: Relative performance in emerging markets" EVIM software package 2003, volume 19, number 4 Miller, D. M., & Williams, D. (2003). "Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy", p.669-684. Data and instructions in zip file 2002, volume 18, number 2 Leonardo R. Souza and Jeremy Smith "Bias in the memory parameter for different sampling rates". Data, code and instructions 2002, volume 18, number 1 Kurt Brännäs, Jörgen Hellström and Jonas Nordström "A new approach to modelling and forecasting monthly guest nights in hotels." Data and RATS code for column 3 of Table 2. |
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International Symposium on Forecasting
Nice, France June 22-25, 2008 |