New IJF volume 22 number 2

Details

Published on Tuesday, 25 April 2006 02:00

The International Journal of Forecasting (IJF) publishes high quality refereed papers covering all aspects of forecasting, including forecasting methods, applications, implementation, evaluation, and organizational behavior. It is published four times a year. The International Journal of Forecasting volume 22 number 2 april-june 2006 is now in print.

The new journal holds the following regular articles:
Forecasting traffic accidents using disaggregated data, A. García-Ferrer, A. de Juan and P. Poncela
Coherent forecasting in integer time series models, Robert C. Jung and A.R. Tremayne
Exponential smoothing model selection for forecasting, Baki Billah, Maxwell L. King, Ralph D. Snyder and Anne B. Koehler
Forecasting with genetically programmed polynomial neural networks, Lilian M. de Menezes and Nikolay Y. Nikolaev
Aggregation effect and forecasting temporal aggregates of long memory processes, K.S. Man and G.C. Tiao
Using extreme value theory to measure value-at-risk for daily electricity spot prices, Kam Fong Chan and Philip Gray
Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach, Hwee Kwan Chow and Keen Meng Choy
When Wall Street conflicts with Main Street—The divergent movements of Taiwan's leading indicators, Shyh-Wei Chen and Chung-Hua Shen
The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior, David E. Rapach and Mark E. Wohar
The longer-horizon predictability of German stock market volatility, Burkhard Raunig
A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts, Antony Davies
Forecast accuracy and product differentiation of Japanese Institutional Forecasters, Masahiro Ashiya

Book Reviews:
Ian T. Jolliffe and David B. Stephenson, Forecast Verification: A Practitioner's Guide in Atmospheric Science
Hans Levenbach and James P. Cleary, Forecasting: Practice and process for demand management
Paul D. McNelis, Neural networks in finance—gaining predictive edge in the market
Arnold Zellner, Statistics, Econometrics and Forecasting
Ray C. Fair, Estimating How the Economy Works