Table Of Content

eee. e NC Til | 2002 Volume 21 JOHN WILEY & SONS ISSN 0277-6693 JOFODV 21 (1-8) 1-602 (2002) Journal of A, ga tt, \f\}}s n ia ,\ 1 My yhIliy i a \M ul i My My ul Subscription Rates Abstracting and Indexing Sample Copies Services Advertisements and Bulk Reprints Production Information Production Editor Af Production Details General Enquiries Copyright ( & Sons, Ltd W Sussex, POI9 8SQ, UK. Annual subscription price LUSS850.00 Periodical Posti paid at Ja aNyY in the USA by Publication Expediting Inc n Ave.. Elmont NY 1100 USA USA POSTMASTER—Pilease s id 1 adaaddrder ess Journal « Forecast Publicati ons Expediti 200 Meacham Ave., Elmont NY 11003, USA Journal of Forecasting, Vol. 21, iii—vi (2002 Contents Volume 21, Issue Nos 1-8 JOURNAL OF FORECASTING Issue No. 1 January Efficient Forecasting in Nearly Nonstationary Processes: /. Sanchez A Comparison of Methods for Bootstrapping in the Local Level Model: G. C. Franco and R. C. Souza Statistical Analyses of Freeway Traffic Flows: C. Tebal/di, M. West and A. F. Karr Forecasting Hong Kong's Container Throughput: an Error-correction Model: MV. K. Fung Issue No. 2 March Testing for (Common) Stochastic Trends in the Presence of Structural Breaks: F. Busetti A Non-linear Dynamic Model for Multiplicative Seasonal-trend Decomposition: 7. Ozaki and P. Thomson On a Family of Finite Moving-average Trend Filters for the Ends of Series: A. G. Gray and P. Thomson Issue No. 3 April Forecasting Exchange Rates using Cointegration Models and Intra-day Data: A. Trapletti, A. Geyer and F. Leisch iv Journal of Forecasting Bayesian Forecasts for Cointegrated Models: S. Liu Relationships between Australian Real Estate and Stock Market Prices — a Case of Market Inefficiency: J. Okunev, P. Wilson and R. Zurbruegg The Homogeneity Restriction and Forecasting Performance of VAR-type Demand Systems: an Empirical Examination of US Meat Consumption: Z. Wang and D. A. Bessler Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity: G. V/. Caporale and N. Pittis Issue No. 4 July Forecasting European GNP Data through Common Factor Models and Other Procedures: A. Garcia-Ferrer and P. Poncela The Data Measurement Process for UK GNP: Stochastic Trends, Long Memory and Unit Roots: K. Patterson Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order: J. H. Kim Forecasting Multivariate Time Series with Linear Restrictions using Constrained Structural State-space Models: G. S. Pandher Issue No. 5 August Conditional Predictability of Daily Exchange Rates: D. N. Tambakis and A.-S. Van Royen Forecasting and Trading Currency Volatility: an Application of Recurrent Neural Regression and Model Combination: C. L. Dunis and X. Huang Can Cointegration-based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates: MV. McCrae, Y.-X. Lin, D. Pavlik and C. M. Gulati Journal of Forecasting V An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns: B.-J. Park Issue No. 6 September Portfolio Managers’ and Novices’ Forecasts of Risk and Return: Are there Predictable Forecast Errors?: G. Muradoglu Guesstimation: W. W. Charemza Accurate Forecasting of the Undecided Population in a Public Opinion Poll: C. Vonterola, M. Lim, J. Garcia and C. Saloma A Ground-Level Ozone Forecasting Model for Santiago, Chile: H. Jorquera, W. Palma and J. Tapia Issue No. 7 November A Threshold Stochastic Volatility Model: MV. K. P. So, W. K. Li and K. Lam Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks: A. K. Nag and A. Mitra The Performance of Non-linear Exchange Rate Models: a Forecasting Comparison: G. Boero and E. Marrocu Issue No. 8 December Forecasting Trend Output in the Euro Area: C. Schumacher Neural Network Pruning Applied to Real Exchange Rate Analysis: J. F. Kaashoek and H. K. van Dijk vi Journal of Forecasting Multivariate Bayesian Regression Applied to the Problem of Network Security: K. Triantafyllopoulos and J. Pikoulas Selection of the Relevant Information Set for Predictive Relationships Analysis Between Time Series: U. Triacca Author Index Keyword index Volume Contents