Volume 14.
(as bibtex)
52 references.
Articles

123. International interdependence of business cycles in the manufacturing industry: The use of leading indicators for forecasting and analysis
Berk, J. M.,
Bikker, J. A.

107115. Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew,
Mills, Terence C.,
Roberts, Jennifer

117141. Quarterly forecasts of the Italian business cycle by means of monthly economic indicators
Parigi, G.,
Schlitzer, G.

143157. Professional economic forecasts: Are they worth their costs?
Leitch, Gordon,
Tanner, J. Ernest

159166. Vector auto regression modeling and forecasting
Holden, Ken

159166. Vector autoregression modelling and forecasting
Holden, Ken

167180. A BVAR model for the Connecticut economy
Dua, Pami,
Ray, Subhash C.

181199. BVAR as a category management tool: An illustration and comparison with alternative techniques
Curry, David J.,
Divakar, Suresh,
Mathur, Sharat K.,
Whiteman, Charles H.

201215. Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance
Sarantis, Nicholas,
Stewart, Chris

217227. Forecasting US home sales using BVAR models and survey data on households' buying attitudes for homes
Dua, Pami,
Smyth, David J.

229250. Combining VAR estimation and state space model reduction for simple good predictions
Gilbert, Paul D.

2534. Combining experts' opinions using a normalWishart model
Wiper, Michael P.,
French, Simon

251265. Business cycle analysis and forecasting with a structural vector autoregression model for Wales
Ioannidis, C.,
Laws, J.,
Matthews, K.,
Morgan, B.

251265. Business cycle analysis and forecasting with a structural vector auto regression model for wales
Morgan, B.,
Matthews, K.,
Laws, J.,
Ioannidis, C.

267285. Forecasts of inflation from VAR models
Webb, Roy H.

287310. An integrated Bayesian vector autoregression and error correction model for forecasting electricity consumption and prices
Joutz, Frederick L.,
Maddala, G. S.,
Trost, Robert P.

287310. An integrated bayesian vector auto regression and error correction model for forecasting electricity consumption and prices
Trost, Robert P.,
Maddala, G. S.,
Joutz, Frederick L

311324. Modeling multivariate co integrated systems: Insights from nonlinear dynamics
Shoesmith, Gary L,
Pinder, Jonathan P.

311324. Modelling multivariate cointegrated systems: Insights from nonlinear dynamics
Pinder, Jonathan P.,
Shoesmith, Gary L.

325336. Forecasting industrial production using nonlinear methods
Byers, J. D.,
Peel, D. A.

337350. A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Patterson, K. D.

3543. A successive filtering technique for identifying longterm trends
Assimakopoulos, V.

351380. Prediction of final data with use of preliminary and/or revised data
Mariano, Roberto S.,
Tanizaki, Hisashi

381393. Backpropagation in timeseries forecasting
Lachtermacher, Gerson,
Fuller, J. David

381393. Back propagation in timeseries forecasting
Fuller, J. David,
Lachtermacher, Gerson

395403. Reconfigurable combined forecasts in a nonstationary inflationary environment
Volkov, V. Ya.,
Gladkov, Yu. M.

405412. Finite sample forecast results for vector autoregressive moving average models
Reinsel, Gregory C.

413430. Prediction intervals for growth curve forecasts
Meade, Nigel,
Islam, Towhidul

431441. Highestdensity forecast regions for nonlinear and nonnormal time series models
Hyndman, Rob J.

431441. Highestdensity forecast regions for nonlinear and nonnormal time series models
Hyndman, Rob J.

443451. The anchor and adjustment heuristic in timeseries forecasting
Lawrence, Michael,
O'Connor, Marcus

4566. Modelling and forecasting time series with a general nonnormal distribution
Swift, A. Louise

4566. Modeling and forecasting time series with a general nonnormal distribution
Swift, A. Louise

453464. Modifying quantitative forecasts of livestock production using expert judgments: An application to the australian lamb industry
Griffith, G. R.,
Vere, D. T.

453464. Modifying quantitative forecasts of livestock production using expert judgements
Vere, D. T.,
Griffith, G. R.

465476. Forecasting technique familiarity, satisfaction, usage, and application
Mentzer, John T.,
Kahn, Kenneth B.

477497. An assessment of the economic value of nonlinear foreign exchange rate forecasts
Satchell, Steve,
Timmermann, Allan

499522. Cointegration, errorcorrection models, and forecasting using realigned foreign exchange rates
Joseph, Nathan Lael

523532. Can purchasing power parity help forecast the dollar?
Cochran, Steven J.,
Defina, Robert H.

533542. A reevaluation of the quasiBayes approach to the linear combination of forecasts
Faria, A. E.,
Souza, R. C.

543550. Level shifts, temporary changes and forecasting
Trivez, F. Javier,
Trívez, F. Javier

553563. Leadlag relationship between spot index and futures price of the Nikkei Stock Average
Tse, Y. K.

565583. The decomposition of forecast in seasonal ARIMA models
Pena, Daniel,
Espasa, Antoni,
Peña, Daniel

585596. Predicting nominal variable relationships with multiple response
Umesh, U. N.

597607. Judging the probability that the next point in an observed timeseries will be below, or above, a given value
Bolger, Fergus,
Harvey, Nigel

6771. Comment on ``On the limitations of comparing mean square forecast errors'' (V12 p617637)
Armstrong, J. Scott,
Fildes, Robert

6771. Correspondence on the selection of error measures for comparisons among forecasting methods
Fildes, Robert,
Armstrong, J. Scott

7375. A reply to armstrong and fildes
Clements, Michael P.,
Hendry, David F.

7375. Reply to comment on ``On the limitations of comparing mean square forecast errors''
Clements, Michael P.,
Hendry, David F.

7795. Forecasting volatility in commodity markets
Kroner, Kenneth F.,
Kneafsey, Kevin P.,
Claessens, Stijn

97105. Forecasting growth with time series models
Pena, Daniel,
Peña, Daniel

. Journal of forecasting doctoral research paper prize