Special Issue of the International Journal of Forecasting:
Applied Bayesian Forecasting in Economics
Guest Editors: Kajal Lahiri and Gael Martin
The editors of this special issue of the International Journal of
Forecasting (IJF) invite submissions on recent advances in the use of
the Bayesian forecasting method in economics and allied social
sciences.
The primary aim of the issue is to showcase the applicability of the
Bayesian forecasting paradigm to a broad range of economic models and
empirical problems. We are not dictating the nature of the
contribution, but are looking for papers with a reasonably substantive
applied component. We are also looking for methodological
contributions that highlight recent developments in Bayesian
forecasting, including, but by no means restricted to, computational
advances and issues related to forecast evaluation.
We request that authors initially submit a brief abstract to the
editors of the special issue. A quick response as to the suitability
of the proposed topic will be given. Final papers should be submitted
electronically to the editorial office at
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note to indicate that the paper is intended for the special issue. All
contributions will be refereed and held to the usual IJF standards.
Please refer to the guidelines for preparing papers for submission, at
http://www.forecasters.org/pdfs/Guideforauthors.pdf.
The deadline for submission of papers is June 1, 2008, but earlier
submissions are welcome. We are aiming for publication of the issue by
mid-2009.
Please submit your initial abstract electronically to both:
Kajal Lahiri
Department of Economics
University at Albany – SUNY
Albany, NY 12222. USA
Email:
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and
Gael Martin
Department of Econometrics and Business Statistics,
Monash University
Clayton, Vic. 3800, AUSTRALIA
Email:
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_____________________________
Rob J Hyndman
Professor of Statistics, Monash University
Editor-in-Chief, International Journal of Forecasting
http://www.robhyndman.info/
