New issue of International Journal of Forecasting

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
  18. The Black Swan. The impact of the highly improbable .Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99.
Pages 551-552
Paul Goodwin
  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
  20. Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2.
Pages 553-554
Aris A. Syntetos
  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