Volume 27, Issue 2 | International Journal of Forecasting

Volume 27 Issue 2 , Pages 197-634 (April-June 2011)

articles 1 - 30

1.

Editorial Board
Pages iii

Full Text Link

2.

Quantiles as optimal point forecasts
Pages 197-207
Gneiting, T.
Abstract|Full Text Link|Online Supplements (1)|Comment

3.

Combining probability forecasts
Pages 208-223
Clements, M.P. , Harvey, D.I.
Abstract|Full Text Link|Online Supplements|Comment

4.

Forecast combination through dimension reduction techniques
Pages 224-237
Poncela, P. , Rodriguez, J. , Sanchez-Mangas, R. , Senra, E.
Abstract|Full Text Link|Online Supplements (1)|Comment

5.

Combining exponential smoothing forecasts using Akaike weights
Pages 238-251
Kolassa, S.
Abstract|Full Text Link|Online Supplements (1)|Comment

6.

Forecasting correlated time series with exponential smoothing models
Pages 252-265
Corberan-Vallet, A. , Bermudez, J.D. , Vercher, E.
Abstract|Full Text Link|Online Supplements (1)|Comment

7.

Direct and iterated multistep AR methods for difference stationary processes
Pages 266-280
Proietti, T.
Abstract|Full Text Link|Online Supplements (1)|Comment

8.

Incorporating vintage differences and forecasts into Markov switching models
Pages 281-307
Nalewaik, J.J.
Abstract|Full Text Link|Online Supplements (1)|Comments (1)

9.

Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pages 308-319
Pellegrini, S. , Ruiz, E. , Espasa, A.
Abstract|Full Text Link|Online Supplements (1)|Comment

10.

Bootstrap prediction intervals for SETAR models
Pages 320-332
Li, J.
Abstract|Full Text Link|Online Supplements (1)|Comment

11.

A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
Pages 333-346
Banbura, M. , Runstler, G.
Abstract|Full Text Link|Online Supplements (1)|Comment

12.

Multivariate semi-nonparametric distributions with dynamic conditional correlations
Pages 347-364
Del Brio, E.B. , Niguez, T.M. , Perote, J.
Abstract|Full Text Link|Online Supplements (1)|Comment

13.

Shrinkage estimation of semiparametric multiplicative error models
Pages 365-378
Brownlees, C.T. , Gallo, G.M.
Abstract|Full Text Link|Online Supplements|Comment

14.

Scoring rules and survey density forecasts
Pages 379-393
Boero, G. , Smith, J. , Wallis, K.F.
Abstract|Full Text Link|Online Supplements|Comments (1)

15.

Density forecasting through disaggregation
Pages 394-412
Kim, K.H.
Abstract|Full Text Link|Online Supplements|Comment

16.

Asymmetric loss functions and the rationality of expected stock returns
Pages 413-437
Aretz, K. , Bartram, S.M. , Pope, P.F.
Abstract|Full Text Link|Online Supplements|Comment

17.

Predicting economic contractions and expansions with the aid of professional forecasts
Pages 438-451
Chua, C.L. , Tsiaplias, S.
Abstract|Full Text Link|Online Supplements (1)|Comment

18.

Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
Pages 452-465
Dovern, J. , Weisser, J.
Abstract|Full Text Link|Online Supplements (1)|Comment

19.

Real-time macroeconomic forecasting with leading indicators: An empirical comparison
Pages 466-481
Heij, C. , van Dijk, D. , Groenen, P.J.F.
Abstract|Full Text Link|Online Supplements|Comment

20.

One model and various experts: Evaluating Dutch macroeconomic forecasts
Pages 482-495
Franses, P.H. , Kranendonk, H.C. , Lanser, D.
Abstract|Full Text Link|Online Supplements|Comment

21.

Forecasting national activity using lots of international predictors: An application to New Zealand
Pages 496-511
Eickmeier, S. , Ng, T.
Abstract|Full Text Link|Online Supplements|Comment

22.

Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts
Pages 512-528
Lees, K. , Matheson, T. , Smith, C.
Abstract|Full Text Link|Online Supplements|Comment

23.

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
Pages 529-542
Kuzin, V. , Marcellino, M. , Schumacher, C.
Abstract|Full Text Link|Online Supplements (1)|Comment

24.

Are VIX futures prices predictable? An empirical investigation
Pages 543-560
Konstantinidi, E. , Skiadopoulos, G.
Abstract|Full Text Link|Online Supplements|Comment

25.

Forecasting the direction of the US stock market with dynamic binary probit models
Pages 561-578
Nyberg, H.
Abstract|Full Text Link|Online Supplements|Comment

26.

Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Pages 579-591
Yu, W.C. , Zivot, E.
Abstract|Full Text Link|Online Supplements (1)|Comment

27.

Forecasting accuracy of wind power technology diffusion models across countries
Pages 592-601
Dalla Valle, A. , Furlan, C.
Abstract|Full Text Link|Online Supplements|Comment

28.

Forecasting temperature to price CME temperature derivatives
Pages 602-618
Dupuis, D.J.
Abstract|Full Text Link|Online Supplements|Comment

29.

A Bradley-Terry type model for forecasting tennis match results
Pages 619-630
McHale, I. , Morton, A.
Abstract|Full Text Link|Online Supplements|Comment

Book reviews

30.

The Business Forecasting Deal
Pages 631-633
Kolassa, S.
Abstract|Full Text Link|Online Supplements (1)|Comment

Volume 29

Volume 29, Issue 2
pp. 221-366
(April-June 2013)
Volume 29, Issue 1
pp. 1-220,A1-A2
(January-March 2013)

Volume 28

Volume 28, Issue 4
pp. 767-892
(October-December 2012)
Volume 28, Issue 3
pp. 557-766
(July-September 2012)
Volume 28, Issue 2
pp. 297-556
(April-June 2012)
Volume 28, Issue 1
pp. 1-296
(January-March 2012)

Volume 27

Volume 27, Issue 4
pp. 961-1282
(October-December 2011)
Volume 27, Issue 3
pp. 635-960
(July-September 2011)
Volume 27, Issue 2
pp. 197-634
(April-June 2011)
Volume 27, Issue 1
pp. 1-196
(January-March 2011)

Volume 26

Volume 26, Issue 4
pp. 627-936
(October-December 2010)
Volume 26, Issue 3
pp. 445-626
(July-September 2010)
Volume 26, Issue 2
pp. 211-444
(April-June 2010)
Volume 26, Issue 1
pp. 1-210
(January-March 2010)

Volume 25

Volume 25, Issue 4
pp. 639-850
(October-December 2009)
Volume 25, Issue 3
pp. 431-638
(July-September 2009)
Volume 25, Issue 2
pp. 215-430
(April-June 2009)
Volume 25, Issue 1
pp. 1-214
(January-March 2009)

Volume 24

Volume 24, Issue 4
pp. 561-792
(October-December 2008)
Volume 24, Issue 3
pp. 323-560
(July-September 2008)
Volume 24, Issue 2
pp. 189-322
(April-June 2008)
Volume 24, Issue 1
pp. 1-188
(January-March 2008)

Volume 23

Volume 23, Issue 4
pp. 533-736
(October-December 2007)
Volume 23, Issue 3
pp. 343-532
(July-September 2007)
Volume 23, Issue 2
pp. 159-342
(April-June 2007)
Volume 23, Issue 1
pp. 1-158
(January-March 2007)

Volume 22

Volume 22, Issue 4
pp. 637-836
(October-December 2006)
Volume 22, Issue 3
pp. 413-636
(July-September 2006)
Volume 22, Issue 2
pp. 203-412
(April-June 2006)
Volume 22, Issue 1
pp. 1-202
(January-March 2006)

Volume 21

Volume 21, Issue 4
pp. 623-808
(October-December 2005)
Volume 21, Issue 3
pp. 397-622
(July-September 2005)
Volume 21, Issue 2
pp. 199-396
(April-June 2005)
Volume 21, Issue 1
pp. i-vi,1-198,I-IV
(January-March 2005)

Volume 20

Volume 20, Issue 4
pp. i-iv,523-754,I-IV
(October-December 2004)
Volume 20, Issue 3
pp. i-iv,375-522,I-IV,CO3-CO4
(July-September 2004)
Volume 20, Issue 2
pp. 169-374
(April-June 2004)
Volume 20, Issue 1
pp. i-vi,1-168,I-II
(January-March 2004)

Volume 19

Volume 19, Issue 4
pp. 551-780
(October-December 2003)
Volume 19, Issue 3
pp. i-iv,339-548,I-IV
(July-September 2003)
Volume 19, Issue 2
pp. i-iv,161-338,I-II
(April-June 2003)
Volume 19, Issue 1
pp. i-vi,1-160,I-II
(January-March 2003)

Volume 18

Volume 18, Issue 4
pp. 487-704
(October-December 2002)
Volume 18, Issue 3
pp. i-iv,319-486,I-IV
(July-September 2002)
Volume 18, Issue 2
pp. 163-318
(April-June 2002)
Volume 18, Issue 1
pp. 1-162
(January-March 2002)

Volume 17

Volume 17, Issue 4
pp. 537-644
(October-December 2001)
Volume 17, Issue 3
pp. 329-536
(July-September 2001)
Volume 17, Issue 2
pp. 143-328
(April-June 2001)
Volume 17, Issue 1
pp. 1-142
(January-March 2001)

Volume 16

Volume 16, Issue 4
pp. 433-540
(October-December 2000)
Volume 16, Issue 3
pp. 293-432
(July-September 2000)
Volume 16, Issue 2
pp. 147-292
(April-June 2000)
Volume 16, Issue 1
pp. 1-146
(January-March 2000)

Volume 15

Volume 15, Issue 4
pp. 351-464
(October-December 1999)
Volume 15, Issue 3
pp. 227-350
(July-September 1999)
Volume 15, Issue 2
pp. 125-226
(April-January 1999)
Volume 15, Issue 1
pp. 1-124
(February-January 1999)

Volume 14

Volume 14, Issue 4
pp. 433-544
(December-January 1998)
Volume 14, Issue 3
pp. 303-432
(September-January 1998)
Volume 14, Issue 2
pp. 157-304
(June-January 1998)
Volume 14, Issue 1
pp. 1-156
(March-January 1998)

Volume 13

Volume 13, Issue 4
pp. 433-598
(December-February 1997)
Volume 13, Issue 3
pp. 303-431
(September-November 1997)
Volume 13, Issue 2
pp. 161-301
(June-August 1997)
Volume 13, Issue 1
pp. v,1-159
(March-May 1997)

Volume 12

Volume 12, Issue 4
pp. 439-574
(December-February 1996)
Volume 12, Issue 3
pp. 325-438
(September-November 1996)
Volume 12, Issue 2
pp. 193-323
(June-August 1996)
Volume 12, Issue 1
pp. 1-191
(March-May 1996)

Volume 11

Volume 11, Issue 4
pp. 501-610
(December-February 1995)
Volume 11, Issue 3
pp. 361-499
(September-November 1995)
Volume 11, Issue 2
pp. 197-359
(June-August 1995)
Volume 11, Issue 1
pp. v,1-196
(March-May 1995)

Volume 10

Volume 10, Issue 4
pp. 491-653
(December-February 1994)
Volume 10, Issue 3
pp. 387-490
(November-January 1994)
Volume 10, Issue 2
pp. 181-386
(September-November 1994)
Volume 10, Issue 1
pp. 1-179
(June-August 1994)

Volume 9

Volume 9, Issue 4
pp. 437-596
(December-February 1993)
Volume 9, Issue 3
pp. 295-435
(November-January 1993)
Volume 9, Issue 2
pp. 147-293
(August-October 1993)
Volume 9, Issue 1
pp. 1-145
(April-June 1993)

Volume 8

Volume 8, Issue 4
pp. 543-662
(December-February 1992)
Volume 8, Issue 3
pp. 289-542
(November-January 1992)
Volume 8, Issue 2
pp. 135-287
(October-December 1992)
Volume 8, Issue 1
pp. 1-133
(June-August 1992)

Volume 7

Volume 7, Issue 4
pp. 409-566
(March-May 1992)
Volume 7, Issue 3
pp. 257-408
(November-January 1991)
Volume 7, Issue 2
pp. 123-255
(August-October 1991)
Volume 7, Issue 1
pp. 1-122
(May-July 1991)

Volume 6

Volume 6, Issue 4
pp. 449-596
(December-February 1990)
Volume 6, Issue 3
pp. 283-447
(October-December 1990)
Volume 6, Issue 2
pp. 149-282
(July-September 1990)
Volume 6, Issue 1
pp. 1-147
(1990)

Volume 5

Volume 5, Issue 4
pp. 467-644
(1989)
Volume 5, Issue 3
pp. 303-465
(1989)
Volume 5, Issue 2
pp. 155-301
(1989)
Volume 5, Issue 1
pp. 1-153
(1989)

Volume 4

Volume 4, Issue 4
pp. 515-637
(1988)
Volume 4, Issue 3
pp. 321-514
(1988)
Volume 4, Issue 2
pp. 171-319
(1988)
Volume 4, Issue 1
pp. 1-169
(1988)

Volume 3

Volume 3, Issue 3-4
pp. 351-550
(1987)
Volume 3, Issue 2
pp. 187-350
(1987)
Volume 3, Issue 1
pp. 1-185
(1987)

Volume 2

Volume 2, Issue 4
pp. 397-519
(1986)
Volume 2, Issue 3
pp. 257-395
(1986)
Volume 2, Issue 2
pp. 131-256
(1986)
Volume 2, Issue 1
pp. 1-130
(1986)

Volume 1

Volume 1, Issue 4
pp. 309-321
(1985)
Volume 1, Issue 3
pp. 195-306
(1985)
Volume 1, Issue 2
pp. 81-193
(1985)
Volume 1, Issue 1
pp. 1-80
(1985)

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