International Journal of Forecasting

Can univariate models forecast turning points in seasonal economic time series?
pp. 433-446(14)
Authors: Van Huylenbroeck J.M.; Piqueras A.; Debergh P.C.; Garca-Ferrer A.; Queralt R.A.

Bootstrap prediction intervals for autoregressions: some alternatives
pp. 447-456(10)
Authors: ur Rahman L.; Ahuja P.S.; Grigoletto M.

The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting
pp. 457-468(12)
Authors: Savikin-Fodulovic K.; Grubisic D.; Culafic L.; Menkovic N.; Ristic M.; Bidarkota P.V.

Forecasting unstable and nonstationary time series
pp. 469-482(14)
Author: Grillenzoni C.

A two-step approach for identifying seasonal autoregressive time series forecasting models
pp. 483-496(14)
Authors: Das D.K.; Prakash N.S.; Bhalla-Sarin N.; Koreisha S.G.; Pukkila T.

Improving forecasting for telemarketing centers by ARIMA modeling with intervention
pp. 497-504(8)
Authors: Bianchi L.; Jarrett J.; Choudary Hanumara R.

Forecasting Singapore's quarterly GDP with monthly external trade
pp. 505-513(9)
Author: Abeysinghe T.

The impact of incentives on the accuracy of subjects in judgmental forecasting experiments
pp. 515-522(8)
Authors: Vassiliou A.G.; Neumann G.M.; Condron R.; Polya G.M.; Remus W.; O'Connor M.; Griggs K.

Combining probabilistic and subjective assessments of error to provide realistic appraisals of demographic forecast uncertainty: Alho's approach
pp. 523-526(4)
Author: Carter L.R.