Journal of Forecasting

Cover image for Journal of Forecasting

July 2008

Volume 27, Issue 4

Pages 279–370

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Forecasting commodity prices: GARCH, jumps, and mean reversion (pages 279–291)

      Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian and Sebastien Mcmahon

      Version of Record online: 17 MAY 2008 | DOI: 10.1002/for.1061

    2. Testing for Granger (non-)causality in a time-varying coefficient VAR model (pages 293–303)

      Dimitris K. Christopoulos and Miguel A. León-Ledesma

      Version of Record online: 22 APR 2008 | DOI: 10.1002/for.1060

    3. Forecasting for the LCD monitor market (pages 341–356)

      Shin-Lian Lo, Fu-Kwun Wang and James T. Lin

      Version of Record online: 25 FEB 2008 | DOI: 10.1002/for.1055