The International Journal of Forecasting (IJF) is a leading journal in the field of Forecasting. It is the official publication of the International Institute of Forecasters (IIF) and shares its aims and scope. The latest issue of the IJF is now out.
Regular Articles |
2. | Stochastic population forecasts using functional data models for mortality, fertility and migration Pages 323-342 Rob J. Hyndman and Heather Booth |
3. | Aggregation across countries in stochastic population forecasts Pages 343-353 Juha Alho |
4. | Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters Pages 354-367 Gianna Boero, Jeremy Smith and Kenneth F. Wallis |
5. | Real-time squared: A real-time data set for real-time GDP forecasting Pages 368-385 Roberto Golinelli and Giuseppe Parigi |
6. | Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data Pages 386-398 Christian Schumacher and Jörg Breitung |
7. | Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting Pages 399-413 Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos and Pilipinas Quising |
8. | Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys Pages 414-431 Aurélie Lemmens, Christophe Croux and Marnik G. Dekimpe |
9. | Multimodality in GARCH regression models Pages 432-448 Jurgen A. Doornik and Marius Ooms |
10. | A Portfolio Index GARCH model Pages 449-461 Manabu Asai and Michael McAleer |
11. | Can idiosyncratic volatility help forecast stock market volatility? Pages 462-479 Nicholas Taylor |
12. | Quarterly beta forecasting: An evaluation Pages 480-489 Vincent J. Hooper, Kevin Ng and Jonathan J. Reeves |
13. | Forecasting bond yields in the Brazilian fixed income market Pages 490-497 José Vicente and Benjamin M. Tabak |
14. | On the forecasting performance of a small-scale DSGE model Pages 498-512 Michał Rubaszek and Paweł Skrzypczyński |
15. | Exponentially weighted information criteria for selecting among forecasting models Pages 513-524 James W. Taylor |
16. | Empirical evidence on individual, group and shrinkage seasonal indices Pages 525-534 Huijing Chen and John E. Boylan |
17. | A bootstrap-based non-parametric forecast density Pages 535-550 Sebastiano Manzan and Dawit Zerom |
Book Reviews |
19. | Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover. Pages 552-553 Robert Fildes |
Announcements |
21. | Call for papers: Special issue of the International Journal of Forecasting on forecasting with artificial neural networks and computational intelligence Pages 555-556 |
22. | Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting Page 557 |
23. | Call for Papers: Special issue of the International Journal of Forecasting on sports forecasting Pages 558-559 |