The internet has become the primary source of information for most of the population in modern economies, and as such, it provides an enormous amount of readily available data. Among these are the data on the internet search queries, which have been shown to improve forecasting models for...

Long-term forecasts are of key importance for the car industry due to the lengthy period of time required for the development and production processes. With this in mind, this paper proposes new multivariate models to forecast monthly car sales data using economic variables and Google online...

We use online search data to predict car sales in the German and UK automobile industries. Search data subsume several distinct search motives, which are not separately observable. We develop a model linking search motives to observable search data and sales. The model shows that predictions of...

Intermittent demand patterns are commonly present in business aircraft spare-parts supply chains. Due to the infrequent arrivals and large variations in demand, aircraft aftermarket demand is difficult to forecast, which often leads to shortages or overstocking of spare parts. To improve the...

The main aim of this paper is to forecast both in-sample and out-of-sample lithium prices. Specifically, we explore the empirical implications of the present value model for exchange rates, market indexes, mining company prices and related company prices in hi-tech, automotive, electric vehicle...

We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...

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...