Journal of Forecasting

Cover image for Vol. 35 Issue 4

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

VIEW

  1. 1 - 43
  1. Research Articles

    1. 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

    2. 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

    3. 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

    4. 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

    5. 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

    6. 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

    7. 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

    8. Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns

      Tolga Cenesizoglu, Qianqiu Liu, Jonathan J. Reeves and Haifeng Wu

      Version of Record online: 10 MAR 2016 | DOI: 10.1002/for.2396

    9. Bayesian Analysis of a Threshold Stochastic Volatility Model

      Tony S. Wirjanto, Adam W. Kolkiewicz and Zhongxian Men

      Version of Record online: 2 MAR 2016 | DOI: 10.1002/for.2397

  2. Special Issue Articles

  3. Research Articles

  4. Research articles

  5. Research Articles

    1. Evaluating Forecasts of a Vector of Variables: A German Forecasting Competition

      Tara Sinclair, Herman O. Stekler and Hans Christian Muller-Droge

      Version of Record online: 14 FEB 2016 | DOI: 10.1002/for.2390

  6. 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

  7. Research Articles

    1. Factor Models of Stock Returns: GARCH Errors versus Time-Varying Betas

      Phoebe Koundouri, Nikolaos Kourogenis, Nikitas Pittis and Panagiotis Samartzis

      Version of Record online: 14 JAN 2016 | DOI: 10.1002/for.2387

  8. Research Article

  9. Research Articles

    1. The Role of Survey Data in Nowcasting Euro Area GDP Growth

      Alessandro Girardi, Christian Gayer and Andreas Reuter

      Version of Record online: 1 DEC 2015 | DOI: 10.1002/for.2383

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  1. 1 - 43

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