Concepedia

Forecasting Horizon Selection

Forecasting Horizon Selection is the systematic process of determining the optimal time span over which future revenue outcomes are predicted, distinguishing it from other forecasting design choices by focusing specifically on the temporal extent of the prediction task.

80

Publications

5.4K

Citations

185

Authors

123

Institutions

Publications per year

2017–2026

19

Parents

Publications

80

On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

Roy Henriksson, Robert C. Merton · The Journal of Business · 1981 · 1.3K citations

, , +17

Discrete grey forecasting model and its optimization

Naiming Xie, Sifeng Liu · Applied Mathematical Modelling · 2008 · 507 citations

, , +9

Rolling window selection for out-of-sample forecasting with time-varying parameters

Atsushi Inoue, Lu Jin, Barbara Rossi · Journal of Econometrics · 2016 · 273 citations

, , +14

Importance of technical and fundamental analysis in the European foreign exchange market

Thomas Oberlechner · International Journal of Finance & Economics · 2001 · 172 citations

, , +8

Optimal horizons for inflation targeting

Nicoletta Batini, Edward Nelson · Journal of Economic Dynamics and Control · 2001 · 123 citations

, , +10

1–5 of 80

Authors

185

  1. JW
    John W. Galbraith

    McGill University, Canada

    2 publications · 94 citations

    2

    h-index

  2. NB
    Nicoletta Batini

    International Monetary Fund, United States

    2 publications · 207 citations

    2

    h-index

  3. HZ
    Hamidreza Zareipour

    University of Calgary, Canada

    2 publications · 50 citations

    2

    h-index

  4. SJ
    Stephen J. Taylor

    Lancaster University, United Kingdom

    2 publications · 79 citations

    2

    h-index

  5. CJ
    C. Joseph Clawson

    University of Southern California, United States

    2 publications · 59 citations

    2

    h-index

1–5 of 185

Institutions

123

  1. Lancaster University

    Lancaster, United Kingdom

    4 h-index

    9 publications

    374 citations

  2. Portland State University

    Portland, United States

    2 h-index

    3 publications

    90 citations

  3. University of Southern California

    Los Angeles, United States

    2 h-index

    2 publications

    59 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    2 h-index

    5 publications

    349 citations

  5. University of Calgary

    Calgary, Canada

    2 h-index

    3 publications

    75 citations

  6. McGill University

    Montreal, Canada

    2 h-index

    2 publications

    94 citations

  7. Brunel University of London

    London, United Kingdom

    2 h-index

    3 publications

    150 citations

  8. KU Leuven

    Leuven, Belgium

    2 h-index

    3 publications

    81 citations

1–8 of 123

Venues

  1. Journal of Forecasting

    5 publications · 111 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 4 publications · 128 citations

    4

    h-index

  3. International Journal of Forecasting

    4 publications · 126 citations

    4

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 3 publications · 141 citations

    3

    h-index

  5. Journal of Marketing

    JM · 2 publications · 59 citations

    2

    h-index

1–5