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.
2004-2005 Best Paper Award |
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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.
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2004-2005 Outstanding Paper Awards |
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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 Swanson, N.R. (2004) "Forecasting economic and financial time-series with non-linear models", International Journal of Forecasting, 20 (2), 169-183.
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2002-2003 Best Paper Award (pdf) |
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K.C. Green (2002) "Forecasting decisions in conflict situations: A comparison of game theory, role-playing, and unaided judgment," International Journal of Forecasting, 18, 321-344.
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2002-2003 Outstanding Paper Awards |
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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 (pdf), 18(3), 439-454.
D. M. Miller and D. Williams (2003) "Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy (pdf)," 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 (pdf)," International Journal of Forecasting, 19(2), 165-175.
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2000-2001 Best Paper Award (pdf) |
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McCullough (2000), "Is it safe to assume that software is accurate?" IJF, 16, 349-357.
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2000-2001 Outstanding Paper Awards |
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J.S. Armstrong, V.G. Morwitz, and V. Kumar (2000), "Sales forecasts for existing consumer products and services (pdf)," International Journal of Forecasting, 16, 383-397.
S. Makridakis and M. Hibon (2000), "The M3-competition: Results, conclusions and implications (pdf)," International Journal of
Forecasting, 16, 451-476.
P. Goodwin (2000), "Correct or combine? Mechanically integrating judgmental forecasts with statistical methods (pdf),"
International Journal of Forecasting, 15, 261-275.
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1998-1999 Best Paper Award (pdf) |
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Rowe and Wright (1999), "The Delphi Technique as a forecasting tool: Issues and analysis," International Journal of Forecasting, 15, 353-375.
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1996-1997 Best Paper Award (pdf) |
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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.
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1994-1995 Best Paper Award (pdf) (shared) |
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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.
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1992-1993 Best Paper Award (pdf) |
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Granger, "Forecasting stock market prices: Lessons for forecasters," International Journal of Forecasting, 8, 3-13.
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Peruse
the top 25 (most often downloaded) IJF articles.
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