Journal of Forecasting, Vol. 12, vii-x (1993) Contents Volume 12, Issue Nos 1-8 JOURNAL OF FORECASTING Issue No. 1, January Analysis of Many Short Time Sequences: Forecast Improvements Achieved by Shrinkage: J. Ledo/ter and C.-S. Lee. Forecasting Time Series with Outliers: C. Chen and L.-M. Liu . Time-series analysis supported by Power Transformations: V. M. Guerrero Estimation and Testing of Time-varying Coefficient Regression Models in the Presence of Linear Restrictions: S. J. Leybourne . Forecast Combination in a Dynamic Setting: NV. £. Coulson and R. P. Robins Method and Situational Factors in Sales Forecast Accuracy: Rf. J. Thomas Issue No. 2, February Introduction to the Special Issue on Structuring Knowledge and Aiding Judgment in Forecasting. Evaluating the Role Judgment Plays in Forecast Accuracy: M. R. Donihue A Predicting System Based on Combining an Adaptive Predictor and a Knowledge Base as Applied to a Blast Furnace: C. Jian Causal Forces: Structuring Knowledge for Time-series Extrapolation: J. S. Armstrong and F. Collopy. Modeling Expert Forecasting Knowledge for Incorporation into Expert Systems: A. M. Hamm tele es Indexed or abstracted by ‘Anbar Abstracts’, ‘COREJ’, ‘Cambridge Sci. Abstracts’, ‘Current Contents’, ‘Current Index to Statistics’, ‘Executive Sciences Inst. Inc.’, ‘Int. Abst. in Operations Research’, ‘Management Contents Inc.’, ‘Public Affairs Info Service’, ‘Social Sciences Citation Index’, ‘Sociological Abstracts Inc.’, ‘Statistical Theory & Method Abstracts’, ‘VINITI-USSR Acad. of Sciences’. viii © Journal of Forecasting The Effectiveness of Imprecise Probability Forecasts: P. G. Benson and K. M. Whitcomb . ; Thinking About the Future: A Cognitive Perspective: J. Klayman and P. J. H. Schoemaker 2 eames Ones Issue No. 3 & 4, April Business Cycle Forecasting: A. H. Westlund Predicting Turning Points in Business Cycles by Detection of Slope Changes in Leading Composite Index: D. B. Jun and Y. J. Joo Forecasting Cyclical Turning Points with an Index of Leading Indicators: a Probabilistic Approach: N. Nazmi . On Scoring Asymmetric Periodic Probability Models of Turning-point Forecasts: F. Ghysels On the Use of Dispersion Measures from NAPM Surveys in Business Cycle Forecasting: S. Dasgupta and K. Lahiri Business Survey Data in Forecasting the Output of Swedish and Finnish Metal and Engineering Industries: a Kalman Filter Approach: M. Rahiala and T. Terasvirta The Predictive Value of Production Expectations in Manufacturing Industry: J. B. Madsen . Composite Forecasts, Non-stationarity and the Role of Survey Information: S. Holly and S. Tebbutt Economic Forecasting at High Frequency Intervals: L. R. Klein and J. Y. Park Forecasting Quarterly Data Using Monthly Information: P. Rathjens and R. P. Robins Shh, ae ee eae Interactions of Real GNP Business Cycles in a Three Country Time Series Model: M. Aoki . Fixed vs Time-varying Transfer Functions for Modelling Business Cycles: P-O. Edlund and H. T. Sogaard Forecasting with Generalized Bayesian Vector Autoregressions: K. A. Kadiyala and S. Karlsson . Volume Contents Issue No. 5, June Modelling Exchange Rate Dynamics: D. M. Nachane and D. Ray Assessing Inefficiency in the S&P 500 Futures Market: C. H. Farrel/ and E. A. Olszewski DS wp 2 elas Forecasting Marginal Costs of a Multiple-output Production Tech- nology: G. M. Lady and C. E. Moody . Insights or Forecasts? An Evaluation of a Computable General Equilibrium Model of Spain: C. Polo and F. Sancho Multiple Time-Series Modelling: Another Look at the Canadian Money and Income Data: 8. Abraham ooee /ssue No. 6, August Minimum Variance Prediction of Bilinear Time Series: Direct and Adaptive Versions: £. M. Bielinska Forecasting the Business Cycle Without Using Minimum Autocorrelation Factors: K.-G. Lofgren, B. Ranneby and S. Sjostedt On Estimation and Prediction Procedures for AR(1) Models with Power Transformation: J. C. Lee and S.L. Tsao . Linear Regression Forecasting in the Presence of AR(1) Disturbances: A. Latif and M. L. King A Bayesian Approach to Modelling Stochastic Cycles: G. H. Brasil and R. C. Souza es Ae a Sd eatc is alr a. aN Announcements and Call for Papers Issue No. 7, October Testing Weak Rationality of Forecasts with Different Time Horizons: G. Kirchgassner Diagnostic Tracking and Model Specification in Combined Forecasts of U.K. Inflation: L. de Menezes and D. W. Bunn Generalized Exponential Growth Models: A Bayesian Approach: H. S. Migon and D. Gamerman ‘ ct AS a Om Li x Journal of Forecasting Forecast Intervals of Net Migration: The Case of the Netherlands: J. de Beer . af ue HS. a Soe Periodically Integrated Subset Autoregressions for Dutch Industrial Production and Money Stock: P. H. Franses Call for Papers /ssue No. 8, December On the Limitations of Comparing Mean Square Forecast Errors: M. P. Clements and D. F. Hendry On the Limitations of Comparing Mean Square Forecast Errors: Commentary: A. 7. Baillie, F. X. Diebold, R. F. Engle, N. R. Ericsson, C. W. J. Granger, E. P. Howrey, S. K. McNees, R. A. Meese, P. Newbold, P. Schmidt, K. F. Wallis and K. D. West On the Limitations of Comparing Mean Square Forecast Errors: A Reply: M. P. Clements and D. F. Hendry Disaggregation of Annual Time-series Data to Quarterly Figures: A Comparative Study: W. Chan Author Index Keyword Index Volume Contents