ARC: Community: ELMAR: TOC areas: methods: journals

International Journal of Forecasting  Relevant ARCategory: Marketing Journals

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Elusive return predictability
–Allan Timmermann [Publisher] [Google Scholar]

Elusive return predictability: Discussion
–Stephen J. Brown [Publisher] [Google Scholar]

Elusive return predictability: Discussion
–David F. Hendry and J. James Reade [Publisher] [Google Scholar]

Reply to the discussion of Elusive Return Predictability
–Allan Timmermann [Publisher] [Google Scholar]

Merging models and experts
–Philip Hans Franses [Publisher] [Google Scholar]

The financial analyst forecasting literature: A taxonomy with suggestions for further research
–Sundaresh Ramnath, Steve Rock and Philip Shane [Publisher] [Google Scholar]

Consensus and uncertainty: Using forecast probabilities of output declines
–Michael P. Clements [Publisher] [Google Scholar]

Macroeconomic forecasting with matched principal components
–Christiaan Heij, Dick van Dijk and Patrick J.F. Groenen [Publisher] [Google Scholar]

Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
–Costas Milas and Philip Rothman [Publisher] [Google Scholar]

Are combination forecasts of S&P 500 volatility statistically superior?
–Ralf Becker and Adam E. Clements [Publisher] [Google Scholar]

Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?
–Prasad S. Bhattacharya and Dimitrios D. Thomakos [Publisher] [Google Scholar]

Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
–Ruijun Bu and Brendan McCabe [Publisher] [Google Scholar]

Simple robust averages of forecasts: Some empirical results
–Victor Richmond R. Jose and Robert L. Winkler [Publisher] [Google Scholar]

Exponential smoothing in the telecommunications data
–Everette S. Gardner Jr. and Joaquin Diaz-Saiz [Publisher] [Google Scholar]

Book reviews

Kenneth G. Stewart , Introduction to Applied Econometrics, Thomson Brooks/Cole, Belmont (2005) ISBN 0-534-36916-2 Hardcover, 913 pages.
–Nlandu Mamingi [Publisher]

Peter G.M. Swann, Putting econometrics in its place: A new direction in applied economics , Edward Elgar, Cheltenham (2006) ISBN 978 1 85898 305 9 xiv + 250 pp..
–P. Geoffrey Allen [Publisher]

Thomas B. Fomby and Dek Terrell, Editors, Econometric analysis of financial and economic time series, Advances in Econometrics, Volume 20, Part 2, Elsevier Ltd. (2006) 352 pages, Price, $105, ISBN-10: 0-7623-1273-4, ISBN-13: 978-0-7623-1273-3.
–Lars-Erik Öller [Publisher]

Nicolas Carnot, Vincent Koen and Bruno Tissot, Economic Forecasting , Palgrave Macmillan (2005) ISBN 1-4039-3653-6 (hardback), £65, ISBN 1-4039-3653-4 (paperback), $22.50, 315pp..
–Lars-Erik Öller and Pär Stockhammar [Publisher]

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