INTERNATIONAL JOURNAL OF FORECASTING Journal

Overview

abbreviation

INT J FORECASTING

publication venue for

(Structural) VAR models with ignored changes in mean and volatility. 40:840-854. 2024
Daily growth at risk: financial or real drivers? The answer is not always the same 2023
30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. 37:1333-1337. 2021
Factor extraction using Kalman filter and smoothing: This is not just another survey. 37:1399-1425. 2021
Mixed random forest, cointegration, and forecasting gasoline prices. 37:1442-1462. 2021
Sparse estimation of dynamic principal components for forecasting high-dimensional time series. 37:1498-1508. 2021
Spurious relationships in high-dimensional systems with strong or mild persistence. 37:1480-1497. 2021
Agustín Maravall: An interview with the International Journal of Forecasting. 36. 2020
Growth in stress. 35:948-966. 2019
Bayesian forecasting of UEFA Champions League under alternative seeding regimes. 35:722-732. 2019
MGARCH models: Trade-off between feasibility and flexibility. 34:45-63. 2018
Threshold stochastic volatility: Properties and forecasting. 33:1105-1123. 2017
Frontiers in VaR forecasting and backtesting. 32:475-501. 2016
Bootstrap multi-step forecasts of non-Gaussian VAR models. 31:834-848. 2015
Forecasting aggregates and disaggregates with common features. 29:718-732. 2013
Introduction to flash indicators. 29:642-643. 2013
Can we evaluate the predictability of financial markets?. 28:1-2. 2012
A conditionally heteroskedastic independent factor model with an application to financial stock returns. 28:70-93. 2012
Prediction intervals in conditionally heteroscedastic time series with stochastic components. 27:308-319. 2011
Forecasting National Team Medal Totals at the Summer Olympic Games. 26:576-588. 2010
Adaptive Combination of Forecasts with Application to Wind Energy. 24:679-693. 2008
Energy Forecasting. 24:561-565. 2008
Forecasting the Electricity Load from One Day to One Week Ahead for the Spanish System Operator. 24:588-602. 2008

International Standard Serial Number (ISSN)

0169-2070

Electronic International Standard Serial Number (EISSN)

1872-8200