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Journal of forecasting
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ECONIS (ZBW)
331
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1
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
2
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
3
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
5
Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka
;
Gupta, Rangan
;
Sukrit Thongkairat
; …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 223-239
Persistent link: https://www.econbiz.de/10014292148
Saved in:
6
Nowcasting inflation with Lasso-regularized vector autoregressions and mixed frequency data
Aliaj, Tesi
;
Ciganovic, Milos
;
Tancioni, Massimiliano
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 464-480
Persistent link: https://www.econbiz.de/10014292204
Saved in:
7
Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
Saved in:
8
A state-dependent linear recurrent formula with application to time series with structural breaks
Rahmani, Donya
;
Fay, Damien
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 43-63
Persistent link: https://www.econbiz.de/10012796267
Saved in:
9
Modeling interval trendlines : symbolic singular spectrum analysis for interval time series
Carvalho, Miguel de
;
Martos, Gabriel
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 167-180
Persistent link: https://www.econbiz.de/10012796282
Saved in:
10
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph
;
Stöcker, Almond
;
Rügamer, David
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Saved in:
11
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
12
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
13
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
14
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
15
Interval time series forecasting : a systematic literature review
Wang, Piao
;
Gurmani, Shahid Hussain
;
Tao, Zhifu
;
Liu, Jinpei
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 249-285
Persistent link: https://www.econbiz.de/10014475309
Saved in:
16
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
17
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
18
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
19
A bi-level ensemble learning approach to complex time series forecasting : taking exchange rates as an example
Hao, Jun
;
Feng, Qian Qian
;
Li, Jianping
;
Sun, Xiaolei
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1385-1406
Persistent link: https://www.econbiz.de/10014338903
Saved in:
20
Meta-learning how to forecast time series
Talagala, Thiyanga S.
;
Hyndman, Rob J.
;
Athanasopoulos, …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1476-1501
Persistent link: https://www.econbiz.de/10014338938
Saved in:
21
Modeling and forecasting percent changes in national park visitation using social media
Goebel, Russell
;
Schmaltz, Austin
;
Brackett, Beth Ann
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1502-1518
Persistent link: https://www.econbiz.de/10014338945
Saved in:
22
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
23
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
24
A review of artificial intelligence quality in forecasting asset prices
Barboza, Flavio Luiz de Moraes
;
Silva, Geraldo Nunes
; …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1708-1728
Persistent link: https://www.econbiz.de/10014432754
Saved in:
25
Forecasting nonstationary time series
Gatarek, Lukasz T.
;
Welfe, Aleksander
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1930-1949
Persistent link: https://www.econbiz.de/10014432804
Saved in:
26
Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
Taiebnia, Ali
;
Mohammadi, Shapour
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2045-2062
Persistent link: https://www.econbiz.de/10014432847
Saved in:
27
The benefit of the Covid-19 pandemic on global temperature projections
Rostan, Pierre
;
Rostan, Alexandra
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2079-2098
Persistent link: https://www.econbiz.de/10014432850
Saved in:
28
Forecasting base metal prices with exchange rate expectations
Pincheira, Pablo
;
Hardy, Nicolás
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2341-2362
Persistent link: https://www.econbiz.de/10014432904
Saved in:
29
A hybrid approach with step-size aggregation to forecasting hierarchical time series
Ur Rehman, Hakeem
;
Wan, Guohua
;
Rafique, Raza
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 176-192
Persistent link: https://www.econbiz.de/10013465779
Saved in:
30
Forecasting inflation time series using score-driven dynamic models and combination methods : the case of Brazil
Castro, Carlos Henrique Dias Cordeiro de
;
Aiube, …
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 369-401
Persistent link: https://www.econbiz.de/10014292183
Saved in:
31
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Hou, Chenghan
;
Nguyen, Bao
;
Zhang, Bo
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 418-451
Persistent link: https://www.econbiz.de/10014292196
Saved in:
32
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
Saved in:
33
Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine
Zhang, Wen
;
Wu, Zhibin
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 615-632
Persistent link: https://www.econbiz.de/10013166168
Saved in:
34
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
35
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
36
Multistage optimization filter for trend-based short-term forecasting
Zafar, Usman
;
Kellard, Neil
;
Vinogradov, Dmitri V.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 345-360
Persistent link: https://www.econbiz.de/10012817774
Saved in:
37
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
Saved in:
38
A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles
Wang, Xinyu
;
Ning, Cathy Q.
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 118-133
Persistent link: https://www.econbiz.de/10012796275
Saved in:
39
Dendritic neuron model neural network trained by modified particle swarm optimization for time-series forecasting
Yilmaz, Ayse
;
Yolcu, Ufuk
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 793-809
Persistent link: https://www.econbiz.de/10013287860
Saved in:
40
ANN-polynomial-Fourier series modeling and Monte Carlo forecasting of tourism data
Danbatta, Salim Jibrin
;
Varol, Asaf
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 920-932
Persistent link: https://www.econbiz.de/10013287885
Saved in:
41
A model sufficiency test using permutation entropy
Huang, Xin
;
Shang, Han Lin
;
Pitt, David C.
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
Saved in:
42
Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
Saved in:
43
Forecast evaluation of DSGE models : linear and nonlinear likelihood
Chin, Kuo-Hsuan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1099-1130
Persistent link: https://www.econbiz.de/10013465683
Saved in:
44
Nowcasting world GDP growth with high-frequency data
Jardet, Caroline
;
Meunier, Baptiste
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1181-1200
Persistent link: https://www.econbiz.de/10013465691
Saved in:
45
Forgetting approaches to improve forecasting
Hill, Robert A.
;
Rodrigues, Paulo M. M.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1356-1371
Persistent link: https://www.econbiz.de/10013465699
Saved in:
46
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction
Chen, Zi-yu
;
Xiao, Fei
;
Wang, Xiao-kang
;
Deng, Min-hui
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1458-1482
Persistent link: https://www.econbiz.de/10013465705
Saved in:
47
A weights direct determination neuronet for time-series with applications in the industrial indices of the Federal Reserve Bank of St. Louis
Mourtas, Spyridon D.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1512-1524
Persistent link: https://www.econbiz.de/10013465710
Saved in:
48
Making the whole greater than the sum of its parts : a literature review of ensemble methods for financial time series forecasting
Albuquerque, Pedro H.
;
Peng, Yaohao
;
Silva, João Pedro …
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1701-1724
Persistent link: https://www.econbiz.de/10013465742
Saved in:
49
Integrating quarterly data into a dynamic factor model of US monthly GDP
Vlavonou, Firmin
;
Gordon, Stephen F.
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 325-336
Persistent link: https://www.econbiz.de/10011860413
Saved in:
50
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
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