A state‐dependent linear recurrent formula with application to time series with structural breaks

JOURNAL ARTICLE published January 2022 in Journal of Forecasting

Authors: Donya Rahmani | Damien Fay

The accuracy of IMF and OECD forecasts for G7 countries

JOURNAL ARTICLE published January 2000 in Journal of Forecasting

Authors: Jordi Pons

Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM_2.5 concentration forecasting in China

JOURNAL ARTICLE published December 2023 in Journal of Forecasting

Research funded by National Natural Science Foundation of China (72004086) | Fundamental Research Funds for the Central Universities (22lzujbkydx011)

Authors: Zongxi Qu | Xiaogang Hao | Fazhen Zhao | Chunhua Niu

An examination of factors contributing to delphi accuracy

JOURNAL ARTICLE published April 1984 in Journal of Forecasting

Authors: Frederick J. Parenté | Janet K. Anderson | Patrick Myers | Thomas O'brien

Issue Information

JOURNAL ARTICLE published August 2022 in Journal of Forecasting

Forecasting with many predictors using Bayesian additive regression trees

JOURNAL ARTICLE published November 2019 in Journal of Forecasting

Authors: Jan Prüser

Issue Information

JOURNAL ARTICLE published November 2019 in Journal of Forecasting

A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models

JOURNAL ARTICLE published August 2012 in Journal of Forecasting

Authors: Farhat Iqbal | Kanchan Mukherjee

Bayesian analysis of fractionally integrated ARMA with additive noise

JOURNAL ARTICLE published September 2003 in Journal of Forecasting

Authors: Nan‐Jung Hsu | F. Jay Breidt

Prediction in an Unbalanced Nested Error Components Panel Data Model

JOURNAL ARTICLE published December 2013 in Journal of Forecasting

Authors: Badi H. Baltagi | Alain Pirotte

JOURNAL ISSUE published July 2012 in Journal of Forecasting

Forecasting the production side of GDP

JOURNAL ARTICLE published April 2021 in Journal of Forecasting

Authors: Gregor Bäurle | Elizabeth Steiner | Gabriel Züllig

Long‐Run and Cyclical Dynamics in the US Stock Market

JOURNAL ARTICLE published March 2014 in Journal of Forecasting

Authors: Guglielmo Maria Caporale | Luis Gil‐Alana

Last Night a Shrinkage Saved My Life: Economic Growth, Model Uncertainty and Correlated Regressors

JOURNAL ARTICLE published March 2015 in Journal of Forecasting

Research funded by Österreichische Nationalbank (Austrian Central Bank) (14663)

Authors: Paul Hofmarcher | Jesús Crespo Cuaresma | Bettina Grün | Kurt Hornik

Modeling Compositional Time Series with Vector Autoregressive Models

JOURNAL ARTICLE published July 2015 in Journal of Forecasting

Research funded by Minsistry of Education, Youth and Sports of the Czech Republic (CZ.1.07/2.3.00/20.0170)

Authors: Petra Kynčlová | Peter Filzmoser | Karel Hron

Learning dynamics in the formation of European inflation expectations

JOURNAL ARTICLE published March 2019 in Journal of Forecasting

Authors: Christina Bräuning | Carin van der Cruijsen

Forecasting volatility of emerging stock markets: linear versus non-linear GARCH models

JOURNAL ARTICLE published November 2000 in Journal of Forecasting

Authors: Suleyman Gokcan

Comparison of Realized Measure and Implied Volatility in Forecasting Volatility

JOURNAL ARTICLE published September 2013 in Journal of Forecasting

Authors: Heejoon Han | Myung D. Park

Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages

JOURNAL ARTICLE published September 2020 in Journal of Forecasting

Authors: Oguzhan Cepni | Rangan Gupta | I. Ethem Güney | M. Yilmaz

Forecasting the 2020 and 2024 U.S. presidential elections

JOURNAL ARTICLE published September 2023 in Journal of Forecasting

Authors: David A. Walker