Special issues and sections in preparation
Forecasting with artificial neural networks and computational intelligence.
Editors: Fred Collopy, Sven Crone, Amaury Lendasse and Chung-Ming Kuan.
[Call for papers]
Predictability of financial markets.
Editors: Esther Ruiz and Nuno Crato. Papers from the Lisbon workshop, January 2009.
Published special issues and sections
Enhancing group-based judgmental forecasting: processes and priorities. Volume 27, issue 1.
Editors: George Wright and Gene Rowe.
Sports forecasting. Volume 26, issue 3.
Editors: Herman Stekler and Leighton Vaughn-Williams.
Bayesian forecasting in economics. Volume 26, issue 2.
Editors: Kajal Lahiri and Gael Martin.
European election forecasting. Volume 26, issue 1.
Editors: Michael Lewis-Beck and Bruno Jerome.
Decision making and planning under low levels of predictability. Volume 25, issue 4.
Editors: Spyros Makridakis and Nassim Taleb.
Time series monitoring. Volume 25, issue 3.
Editors: Wilpen Gorr and Keith Ord.
Forecasting returns and risk in financial markets using linear and nonlinear models. Volume 25, issue 2.
Editors: Michael P. Clements, Costas Milas, Dick van Dijk
Energy forecasting. Volume 24, issue 4.
Editors: James W. Taylor, Antoni Espasa
US presidential election forecasting. Volume 24, issue 2.
Editors: James E. Campbell, Michael S. Lewis-Beck
Global Income Growth in the 21st Century: Determinants and Forecasts. Volume 23, issue 4.
Editors: Dennis Ahlburg and Thomas Lindh
Judgement in Forecasting. Volume 23, issue 3.
Editors: M. Parackal, P. Goodwin, M. O'Connor
The Future of Macroeconomic Forecasting. Volume 23, issue 2.
Editors: U. Heilemann, H. Stekler
Twenty Five Years of Forecasting. Volume 22, issue 3.
Editors: R.J. Hyndman, J.K Ord
Nonlinearities, Business Cycles and Forecasting. Volume 21, issue 4.
Editors: A. García-Ferrer, E. Ruiz
Forecasting Economic and Financial Time Series Using Nonlinear Methods. Volume 20, issue 2.
Editors: M.P. Clements, P.H. Franses, N.R. Swanson
Crime Forecasting. Volume 19, issue 4.
Editors: W. Gorr, R. Harries
Telecommunications Forecasting. Volume 18, issue 4.
Editors: R. Fildes, V. Kumar
Forecasting Long Memory Processes. Volume 18, issue 2.
Editors: R.T. Baillie, N. Crato, B.K. Ray
Reassessing Modern Business Cycles. Volume 17, issue 3.
Editors: K. Holden, P.A. Klein, K. Lahiri
The M3-Competition. Volume 16, issue 4.
Editors: K. Ord, M. Hibon, S. Makridakis
Political Forecasting. Volume 15, issue 2.
Editors: L. Sigelman, R. Batchelor, H. Stekler
International Financial Forecasting. Volume 14, issue 2.
Editors: L.D. Brown, J.B. Guerard
Forecasting and Seasonality. Volume 13, issue 3.
Editors: Jan G. De Gooijer, Philip Hans Franses
Forecasting in Manufacturing Industry. Volume 12, issue 3.
Editors: L.–E. Öller, A. Westlund, P. Hackl, Kajal Lahiri
Probability Judgmental Forecasting. Volume 12, issue 1.
Editors: G. Wright, M.J. Lawrence, F. Collopy
Probability Forecasting. Volume 11, issue 1.
Editors: B. Abramson, R. Clemen
Forecasting with Market Response Models. Volume 10, issue 2.
Editors: L.J. Parsons, R.L. Schultz
Neural Networking. Volume 10, issue 1.
Editors: W.L. Gorr
Population Forecasting. Volume 8, issue 3.
Editors: D.A. Ahlburg, K.C. Land
Macroeconomic Forecasting. Volume 6, issue 3.
Editors: S.G.B. Henry, K. Holden
Combining Forecasts. Volume 5, issue 4.
Editors: J.S. Armstrong
Public Sector Forecasting. Volume 5, issue 3.
Editors: S.I. Bretschneider, W.L. Gorr
The Future of Forecasting. Volume 4, issue 3.
Editors: Everette S. Gardner Jr., Spyros Makridakis
Forecasting in Marketing. Volume 3, issue 3/4.
Editors: J. Scott Armstrong and Shelby McIntyre
This page is for researchers, practitioners, and students who would like to be up-to-date about research related to forecasting principles..
The literature for relevant papers on forecasting is spread across many sources. Of the source journals, the International Journal of Forecasting and the Journal of Forecasting merit close watching by researchers. The IJF has been a primary contributor to the development of forecasting principles.
- International Journal of Forecasting (IJF)
- Special issues and sections published and in preparation
- Abstracts and articles from 1985 (articles available to subscribers only)
- Author Index - Alphabetical index by author of papers published from 1985-1994
- Book Review Index - Alphabetical list by author of books reviewed from 1985-1994
- Best Paper Awards for papers published in the IJF
- 2010-2011 Best Paper Award -
- Hamilton, J.D. (2011) Calling recessions in real time. International Journal of Forecasting, 27(4), 1006-1026.
- 2010-2011 Outstanding Paper Awards -
- Gneiting, T. (2011) Quantiles as optimal point forecasts. International Journal of Forecasting, 27(2), 197-207.
- Geweke, J., and Amisano, G. (2010) Comparing and evaluating Bayesian predictive distributions of asset returns. International Journal of Forecasting, 26(2), 216-230.
- 2008-2009 Best Paper Award -
- Timmermann, A. (2007) Elusive return predictability, International Journal of Forecasting, 24(1), 1-18.
- 2008-2009 Outstanding Paper Award -
- Goldstein, D.G. and Gigerenzer, G. (2009) Fast and frugal forecasting, International Journal of Forecasting, 25(4), 760â€“772.
- 2006-2007 Best Paper Award -
- Isiklar, G. and Lahiri, K. (2007) How far ahead can we forecast? Evidence from cross-country surveys, International Journal of Forecasting, 23, 167-187.
- 2006-2007 Outstanding Paper Awards -
- Batchelor, R. (2007) Bias in macroeconomic forecasts, International Journal of Forecasting, 23(2), 189-203.
- Banerjee, A., & Marcellino, M. (2006) Are there any reliable leading indicators for US inflation and GDP growth? International Journal of Forecasting, 22(1), 137-151
- 2004-2005 Best Paper Award -
- Pesaran, M.H. & A. Timmermann (2004) How costly is it to ignore breaks when forecasting the direction of a time series?, International Journal of Forecasting, 20(3), 411-425.
- 2004-2005 Outstanding Paper Awards -
- Timmermann, A. & Granger, C.W.J. (2004) Efficient market hypothesis and forecasting, International Journal of Forecasting, 20 (1), 15-27.
- Clements, M.P., Franses, P.H. & Swanson, N.R. (2004). Forecasting economic and financial time-series with non-linear models, International Journal of Forecasting, 20 (2), 169-183.
- 2002-2003 Best Paper Award
- Green, K.C. (2002). Forecasting decisions in conflict situations: A comparison of game theory, role-playing, and unaided judgment, International Journal of Forecasting, 18, 321-344.
- Armstrong comment
- Green reply to commentators: Embroiled in a conflict: Who do you call?
- 2002-2003 Outstanding Paper Awards
- Hyndman, R. J., Koehler, A. B., Snyder, R. D., & Grose, S. (2002). A state space framework for automatic forecasting using exponential smoothing methods, International Journal of Forecasting, 18(3), 439-454.
- D. M. Miller and D. Williams (2003) Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy, International Journal of Forecasting, 19(4), 669-684.
- K. F. Wallis (2003) Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts, International Journal of Forecasting, 19(2), 165-175.
- 2000-2001 Best Paper Award -
- McCullough (2000), Is it safe to assume that software is accurate? International Journal of Forecasting, 16, 349-357.
- 2000-2001 Outstanding Paper Awards
- J.S. Armstrong, V.G. Morwitz, and V. Kumar (2000), Sales forecasts for existing consumer products and services, International Journal of Forecasting, 16, 383-397.
- S. Makridakis and M. HIbon (2000), The M3-compeititon: Results, Conclusions and Implications, International Journal of Forecasting, 16, 451-476.
- P. Goodwin (2000), Correct or Combine? Mechanically Integrating Judgmental Forecasts with Statistical Methods, International Journal of Forecasting, 15, 261-275 - Full Text
- 1998-1999 Best Paper Award
- Rowe, G. and Wright, G. (1999), The Delphi Technique as a forecasting tool: Issues and analysis, International Journal of Forecasting, 15, 353-375.
- 1996-1997 Best Paper Award
- Swanson and White (1997), Forecasting economic time series using flexible versus fixed specifications and linear versus nonlinear econometric models, International Journal of Forecasting, 13, 439-461.
- 1994-1995 Best Paper Award, jointly shared
- 1992-1993 Best Paper Award
- Granger. C. J. W. (1992), Forecasting stock market prices: Lessons for forecasters, International Journal of Forecasting, 8, 3-13 - Full Text (PDF)
- 2010-2011 Best Paper Award -
- The 25 most frequently down-loaded papers of the most recent quarter (or follow the link to International Journal of Forecasting, then click on Most downloaded articles in the left-hand menu).
- Top-cited International Journal of Forecasting papers, all years.
- Top-cited International Journal of Forecasting papers, recent years.
- Journal of Forecasting: Abstracts are available from 1996 to the present.
- Foresight: The International Journal of Applied Forecasting
- Published by the International Institute of Forecasters since 2005
- Tables of contents
- Telektronikk Journal
- 2008 special issue on telecommunications forecasting
- 2004 special issue on telecommunications forecasting
- A Bibliography of Business and Economic Forecasting [almost 1 MB] by Robert Fildes, et al. (1981) allows you to use key words to search for information on various markets (e.g., "automotive") in journals that predate electronic searches (from 1965 through 1981). All files in PDF format. Use the zoom feature of Acrobat to increase the size of the text.
- General Bibliographies