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Journal of Forecasting is a peer-reviewed journal published by Wiley, covering Monetary Policy and Economic Impact, Forecasting Techniques and Applications, Market Dynamics and Volatility.
| Publisher | Wiley |
|---|---|
| Reference style | Author–year (Chicago) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Journal of Forecasting 12 (3): 45–58.
Formats any DOI in Journal of Forecasting style. No sign-up. |
| Publishes research in | Monetary Policy and Economic Impact Forecasting Techniques and Applications Market Dynamics and Volatility Financial Risk and Volatility Modeling Stock Market Forecasting Methods |
| ISSN | 0277-6693 |
| Citation impact (2-yr) | 2.64 |
| h-index | 113 |
| i10-index | 1,168 |
| Total citations | 66,096 |
| Article processing charge | $3,090 |
| Top institutions publishing here | University of Pretoria |
| Journal website | onlinelibrary.wiley.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Abstract In the last few decades many methods have become available for forecasting. As always, when alternatives exist, choices need to be made so that an appropriate forecasting method can be selected and used for the specific situation being considered. This paper reports the results of a forecasting competition that provides information to facilitate such…
Abstract This paper is a critical review of exponential smoothing since the original work by Brown and Holt in the 1950s. Exponential smoothing is based on a pragmatic approach to forecasting which is shared in this review. The aim is to develop state‐of‐the‐art guidelines for application of the exponential smoothing methodology. The first part of…
Abstract This paper uses forecast combination methods to forecast output growth in a seven‐country quarterly economic data set covering 1959–1999, with up to 73 predictors per country. Although the forecasts based on individual predictors are unstable over time and across countries, and on average perform worse than an autoregressive benchmark, the combination forecasts often improve…
Abstract It is well known that a linear combination of forecasts can outperform individual forecasts. The common practice, however, is to obtain a weighted average of forecasts, with the weights adding up to unity. This paper considers three alternative approaches to obtaining linear combinations. It is shown that the best method is to add a…
Abstract Outliers, level shifts, and variance changes are commonplace in applied time series analysis. However, their existence is often ignored and their impact is overlooked, for the lack of simple and useful methods to detect and handle those extraordinary events. The problem of detecting outliers, level shifts, and variance changes in a univariate time series…
