Forecasting at business cycle frequencies is traditionally done with statistically estimated econometric models. This …

This paper addresses the question of the selection of multivariate GARCH models in terms of variance matrix forecasting …

triangle. It is shown that methods for forecasting non-stationary time series are helpful. We illustrate the method using data …

This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

planning, forecasting and replenishment (CPFR) is a strategy which promises to overcome these barriers, and seeks through joint …

Sales forecasting and collaboration are two business phenomena that have independently been recognized as contributing … engaged in collaborative forecasting with supply chain partners. Results revealed unique approaches to collaborative … forecasting that circumvent the inhibitors of collaborative planning, forecasting, and replenishment adoption, and yield …