Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 2005-06-23
Number: 05-068/4
Author-Name: Jan G. de Gooijer
Author-Email: j.g.degooijer@uva.nl
Author-Workplace-Name: Faculty of Economics and Econometrics, Universiteit van Amsterdam
Author-Name: Rob J. Hyndman
Author-Email: Rob.Hyndman@buseco.monash.edu
Author-Workplace-Name: Monash University, Australia
Title: 25 Years of IIF Time Series Forecasting: A Selective Review
Abstract: We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers_new published in these journals concerned time series forecasting. We also review highly influential works on time series forecasting that have been published elsewhere during this period. Enormous progress has been made in many areas, but we find that there are a large number of topics in need of further development. We conclude with comments on possible future research directions in this field.
Classification-JEL: C22; C43
Keywords: Time-Series Models; Index Numbers and Aggregation
File-Url: https://papers.tinbergen.nl/05068.pdf
File-Format: application/pdf
File-Size: 392964 bytes
Handle: RePEc:tin:wpaper:20050068