Journal of Forecasting

Cover image for Vol. 35 Issue 6

Early View (Online Version of Record published before inclusion in an issue)

Edited By: Derek W. Bunn

Impact Factor: 0.818

ISI Journal Citation Reports © Ranking: 2015: 141/192 (Management); 177/344 (Economics)

Online ISSN: 1099-131X

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  1. 1 - 50
  1. Research Articles

    1. Benchmark Forecast and Error Modeling

      Zhao-Guo Chen and Ka Ho Wu

      Version of Record online: 18 SEP 2016 | DOI: 10.1002/for.2439

    2. The Role of Credit in Predicting US Recessions

      Harri Ponka

      Version of Record online: 15 SEP 2016 | DOI: 10.1002/for.2448

  2. Special Issue Articles

    1. Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters

      Peter Nystrup, Henrik Madsen and Erik Lindström

      Version of Record online: 13 SEP 2016 | DOI: 10.1002/for.2447

  3. Research Articles

    1. Multi-model Forecasts of the West Texas Intermediate Crude Oil Spot Price

      Laura Ryan and Bronwen Whiting

      Version of Record online: 13 SEP 2016 | DOI: 10.1002/for.2440

    2. Analysts’ Dynamic Decisions: Timeliness versus Accuracy

      Steven J. Jordan, Byungjin Kwak and Changhee Lee

      Version of Record online: 1 SEP 2016 | DOI: 10.1002/for.2438

    3. On the Predictive Information of Futures' Prices: A Wavelet-Based Assessment

      Helmut Herwartz and Stephan Schlüter

      Version of Record online: 26 AUG 2016 | DOI: 10.1002/for.2435

    4. Integrating Quarterly Data into a Dynamic Factor Model of US Monthly GDP

      Firmin Vlavonou and Stephen Gordon

      Version of Record online: 19 AUG 2016 | DOI: 10.1002/for.2432

  4. Special issue articles

    1. Exploiting Spillovers to Forecast Crashes

      Francine Gresnigt, Erik Kole and Philip Hans Franses

      Version of Record online: 18 AUG 2016 | DOI: 10.1002/for.2434

  5. Research Articles

    1. Multivariate Forecasting with BVARs and DSGE Models

      Tim Oliver Berg

      Version of Record online: 10 AUG 2016 | DOI: 10.1002/for.2406

    2. Improving the Timeliness of Turning Signals for Business Cycles with Monthly Data

      Ta-Sheng Chou, Ping-Hung Chou and Eric S. Lin

      Version of Record online: 9 AUG 2016 | DOI: 10.1002/for.2379

    3. Heterogeneous Forecast Adjustment

      Bert De Bruijn and Philip Hans Franses

      Version of Record online: 28 JUL 2016 | DOI: 10.1002/for.2433

  6. Special Issue Articles

  7. Research Articles

    1. Adaptive Interest Rate Modelling

      Mengmeng Guo and Wolfgang Karl Härdle

      Version of Record online: 20 JUL 2016 | DOI: 10.1002/for.2431

    2. Revisiting Targeted Factors

      Jack Fosten

      Version of Record online: 14 JUN 2016 | DOI: 10.1002/for.2429

    3. Identifying Expensive Trades by Monitoring the Limit Order Book

      Benoit Detollenaere and Catherine D'hondt

      Version of Record online: 1 JUN 2016 | DOI: 10.1002/for.2422

    4. Stochastic Multivariate Mixture Covariance Model

      Mike K. P. So, Raymond W. M. Li, Manabu Asai and Yue Jiang

      Version of Record online: 9 MAY 2016 | DOI: 10.1002/for.2419

    5. Bayesian Forecasting for Time Series of Categorical Data

      Jean-François Angers, Atanu Biswas and Raju Maiti

      Version of Record online: 9 MAY 2016 | DOI: 10.1002/for.2426

    6. Forecast Combinations in a DSGE-VAR Lab

      Mauro Costantini, Ulrich Gunter and Robert M. Kunst

      Version of Record online: 9 MAY 2016 | DOI: 10.1002/for.2427

    7. Validating Policy-Induced Economic Change Using Sequential General Equilibrium SAMs

      M. Alejandro Cardenete, M. Carmen Lima and Ferran Sancho

      Version of Record online: 27 APR 2016 | DOI: 10.1002/for.2424

    8. Severity Prediction of Traffic Accident Using an Artificial Neural Network

      Sharaf Alkheder, Madhar Taamneh and Salah Taamneh

      Version of Record online: 27 APR 2016 | DOI: 10.1002/for.2425

    9. Yield Curve Forecasting with the Burg Model

      Pierre Rostan, Rachid Belhachemi and François-Eric Racicot

      Version of Record online: 25 APR 2016 | DOI: 10.1002/for.2416

    10. The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach

      Vasilios Plakandaras, Periklis Gogas, Theophilos Papadimitriou and Rangan Gupta

      Version of Record online: 19 APR 2016 | DOI: 10.1002/for.2417

    11. Removing Forecasting Errors with White Gaussian Noise after Square Root Transformation

      Zheng-Ling Yang, Ya-Di Liu, Xin-Shan Zhu, Xi Chen and Jun Zhang

      Version of Record online: 21 MAR 2016 | DOI: 10.1002/for.2407

    12. Bayesian Assessment of Dynamic Quantile Forecasts

      Richard Gerlach, Cathy W. S. Chen and Edward M. H. Lin

      Version of Record online: 21 MAR 2016 | DOI: 10.1002/for.2408

    13. Forecasting with Micro Panels: The Case of Health Care Costs

      Denzil G. Fiebig and Meliyanni Johar

      Version of Record online: 21 MAR 2016 | DOI: 10.1002/for.2409

    14. Predicting Systemic Risk with Entropic Indicators

      Nikola Gradojevic and Marko Caric

      Version of Record online: 21 MAR 2016 | DOI: 10.1002/for.2411

    15. Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate

      Mauro Costantini, Jesus Crespo Cuaresma and Jaroslava Hlouskova

      Version of Record online: 10 MAR 2016 | DOI: 10.1002/for.2398

  8. Special Issue Articles

    1. A Comparison of the Forecasting Ability of Immediate Price Impact Models

      Manh Cuong Pham, Huu Nhan Duong and Paul Lajbcygier

      Version of Record online: 2 MAR 2016 | DOI: 10.1002/for.2405

  9. Research Articles

    1. An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting

      Bangzhu Zhu, Xuetao Shi, Julien Chevallier, Ping Wang and Yi-Ming Wei

      Version of Record online: 28 FEB 2016 | DOI: 10.1002/for.2395

    2. LASSO-Type Penalties for Covariate Selection and Forecasting in Time Series

      Evandro Konzen and Flavio A. Ziegelmann

      Version of Record online: 21 FEB 2016 | DOI: 10.1002/for.2403

  10. Research articles

  11. Special Issue Articles

    1. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets

      Serdar Neslihanoglu, Vasilios Sogiakas, John H. McColl and Duncan Lee

      Version of Record online: 25 JAN 2016 | DOI: 10.1002/for.2389

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