The following pages link to Journal of Forecasting (Q145567):
Displaying 50 items.
- Business failure prediction using decision trees (Q3065539) (← links)
- Bananas and petrol: further evidence on the forecasting accuracy of the ABS ‘headline’ and ‘underlying’ rates of inflation (Q3065540) (← links)
- Forecasting inflation in Malaysia (Q3065545) (← links)
- Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components (Q3065547) (← links)
- A decision rule to minimize daily capital charges in forecasting value-at-risk (Q3065548) (← links)
- Estimating overnight<i>de facto</i>population by forecasting symptomatic variables: an integrated framework (Q3065550) (← links)
- Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting (Q3065551) (← links)
- Forecasting the 10-year US Treasury rate (Q3065552) (← links)
- Assessing the value of Hermite densities for predictive distributions (Q3065553) (← links)
- The use of encompassing tests for forecast combinations (Q3065555) (← links)
- Variable selection in STAR models with neighbourhood effects using genetic algorithms (Q3065556) (← links)
- On the association between IPO underpricing and reversal and Taiwan's regulatory reforms for mandatory forecasts (Q3084618) (← links)
- The role of age-structured education data for economic growth forecasts (Q3084619) (← links)
- Do professional forecasters believe in the Phillips curve? Evidence from the G7 countries (Q3084622) (← links)
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models (Q3084623) (← links)
- Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
- Testing for the usefulness of forecasts (Q3088164) (← links)
- Nonlinear identification of judgmental forecasts effects at SKU level (Q3088166) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- A nonparametric method for asymmetrically extending signal extraction filters (Q3096854) (← links)
- How helpful are spatial effects in forecasting the growth of Chinese provinces? (Q3096856) (← links)
- Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
- A wavelet approach for factor-augmented forecasting (Q3096858) (← links)
- Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
- Prediction from the regression model with two-way error components (Q3101654) (← links)
- Forecasting private consumption: survey-based indicators vs. Google trends (Q3101655) (← links)
- Combining forecasts based on multiple encompassing tests in a macroeconomic core system (Q3101656) (← links)
- Estimating private information usage amongst analysts: evidence from UK earnings forecasts (Q3166693) (← links)
- Nonparametric density forecast based on time- and state-domain (Q3166694) (← links)
- Bootstrap prediction bands for forecast paths from vector autoregressive models (Q3166695) (← links)
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK (Q3166696) (← links)
- Forecasting the US Term Structure of Interest Rates Using Nonparametric Functional Data Analysis (Q4596027) (← links)
- Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models (Q4596028) (← links)
- The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market (Q4596030) (← links)
- Two‐Dimensional Kernel Smoothing of Mortality Surface: An Evaluation of Cohort Strength (Q4596031) (← links)
- The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach (Q4596033) (← links)
- Prediction in a Generalized Spatial Panel Data Model with Serial Correlation (Q4596034) (← links)
- LASSO‐Type Penalties for Covariate Selection and Forecasting in Time Series (Q4596036) (← links)
- Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models (Q4596037) (← links)
- An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting (Q4596039) (← links)
- Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate (Q4596040) (← links)
- Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas (Q4596050) (← links)
- Predicting the Direction of the Fed's Target Rate (Q4687249) (← links)
- Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate (Q4687250) (← links)
- Parameter Space Restrictions in State Space Models (Q4687251) (← links)
- Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set (Q4687252) (← links)
- The Volatility and Density Prediction Performance of Alternative <scp>GARCH</scp> Models (Q4687255) (← links)
- Forecasting Performance of Nonlinear Models for Intraday Stock Returns (Q4687256) (← links)
- Semiparametric forecast intervals (Q4687257) (← links)
- A latent variable approach to forecasting the unemployment rate (Q4687258) (← links)
