25 Years of Iif Time Series Forecasting: A Selective Review

Tinbergen Institute Discussion Papers No. TI 05-068/4

41 Pages Posted: 24 Jun 2005

See all articles by Jan G. De Gooijer

Jan G. De Gooijer

Amsterdam School of Economics

Rob J. Hyndman

Monash University - Department of Econometrics & Business Statistics

Date Written: June 2005

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 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.

Keywords: Time-Series Models, Index Numbers and Aggregation

JEL Classification: C22; C43

Suggested Citation

De Gooijer, Jan G. and Hyndman, Rob J., 25 Years of Iif Time Series Forecasting: A Selective Review (June 2005). Tinbergen Institute Discussion Papers No. TI 05-068/4, Available at SSRN: https://ssrn.com/abstract=748904 or http://dx.doi.org/10.2139/ssrn.748904

Jan G. De Gooijer (Contact Author)

Amsterdam School of Economics ( email )

Roetersstraat 11
Amsterdam, 1018 WB
Netherlands

HOME PAGE: http://www.jandegooijer.nl

Rob J. Hyndman

Monash University - Department of Econometrics & Business Statistics ( email )

Wellington Road
Clayton, Victoria 3800
Australia

HOME PAGE: http://www.robjhyndman.com

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