IJF outstanding papers

Every two years the IJF editors select the "best" paper to have been published in the IJF within the previous two-year period. The Best Paper Award consists of US$1000 and an engraved plaque. In recent years, up to three additional papers have received Outstanding Paper Awards.

2006-2007 Best Paper Award

• Isiklar, G. and Lahiri, K. (2007) How far ahead can we forecast? Evidence from cross-country surveys, International Journal of Forecasting, 23(2), 167-187

2006-2007 Outstanding Paper Awards

• Batchelor, R. (2007) Bias in macroeconomic forecasts, International Journal of Forecasting, 23(2), 189-203
• Banerjee, A., and Marcellino, M. (2006) Are there any reliable leading indicators for US inflation and GDP growth? International Journal of Forecasting, 22(1), 137-151

2004-2005 Best Paper Award

• M.H. Pesaran and A. Timmermann (2004) How costly is it to ignore breaks when forecasting the direction of a time series?, International Journal of Forecasting, 20(3), 411-425.

2004-2005 Outstanding Paper Awards

• A. Timmermann and C.W.J. Granger (2004) Efficient market hypothesis and forecasting, International Journal of Forecasting, 20 (1), 15-27.
• M.P. Clements, P.H. Franses and N.R. Swanson (2004) Forecasting economic and financial time-series with non-linear models, International Journal of Forecasting, 20 (2), 169-183.

2002-2003 Best Paper Award

Announcement

• K.C. Green (2002) Forecasting decisions in conflict situations: A comparison of game theory, role-playing, and unaided judgment," International Journal of Forecasting, 18(3), 321-344.

2002-2003 Outstanding Paper Awards

• R. J. Hyndman, A. B. Koehler, R. D. Snyder and S. Grose (2002) "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, 18(3), 439-454.
• D. M. Miller and D. Williams (2003) Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy ," International Journal of Forecasting, 19(4), 669-684.
• K. F. Wallis (2003) Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts ," International Journal of Forecasting, 19(2), 165-175.

2000-2001 Best Paper Award

Announcement

• McCullough (2000), Is it safe to assume that software is accurate? International Journal of Forecasting, 16, 349-357.

2000-2001 Outstanding Paper Awards

• J.S. Armstrong, V.G. Morwitz, and V. Kumar (2000), Sales forecasts for existing consumer products and services ," International Journal of Forecasting, 16, 383-397.
• S. Makridakis and M. Hibon (2000), The M3-competition: Results, conclusions and implications ," International Journal of Forecasting, 16, 451-476.
• P. Goodwin (2000), Correct or combine? Mechanically integrating judgmental forecasts with statistical methods,"
  International Journal of Forecasting, 16, 261-275.

1998-1999 Best Paper Award

Announcement

• Rowe and Wright (1999), The Delphi Technique as a forecasting tool: Issues and analysis," International Journal of Forecasting, 15, 353-375.

1996-1997 Best Paper Award

Announcement

• Swanson and White (1997), Forecasting economic time series using flexible versus fixed specifications and linear versus nonlinear econometric models," International Journal of Forecasting, 13, 439-461.

1994-1995 Best Paper Award (shared)

Announcement

• Allen (1994), Economic forecasting in agriculture," International Journal of Forecasting, 10, 81-135.
• Vere-Jones (1995), Forecasting earthquakes and earthquake risk," International Journal of Forecasting, 11, 503-538.

1992-1993 Best Paper Award

Announcement

• Granger, Forecasting stock market prices: Lessons for forecasters," International Journal of Forecasting, 8, 3-13.