More changes to the IJF editorial board


14 May 2015


The editorial board of the International Journal of Forecasting is going through a renewal process with several changes to the team of editors and the team of associate editors in the last few weeks.

New Editors

Graham Elliott has decided to step down from the IJF editorial board after many years of service. Graham is best known for his research on optimal forecast combination, and forecasting under asymmetric and flexible loss functions. He is also the co-editor of the highly regarded multi-volume Handbook of Economic Forecasting (published by North-Holland). Graham became an IJF editor in 2007, and over the last 8 years he has made a major contribution to the journal. He has held authors to high research standards that have been evident in the excellent papers that have been published on his watch. He has also used his extensive contacts in the forecasting world to encourage some new associate editors to get involved with the journal. We will miss his legacy, but look forward to seeing more of his forecasting research in the pages of the journal.

In light of the increasing number of submissions we are handling, we have decided to increase the number of editors. I am delighted that George Kapetanios and Mike McCracken have both agreed to become IJF editors. Mike has been an IJF associate editor for about five years, while George is new to the editorial board.

Michael McCracken is Assistant Vice-President of the Federal Reserve Bank of St Louis, USA. He is well-known for his research on forecast evaluation, macroeconomic forecasting and real-time data. His 2001 Journal of Econometrics paper with Todd Clark on “Tests of equal forecast accuracy and encompassing for nested models” has received more than 700 citations.

George Kapetanios is a Professor of Economics at Queen Mary University of London, UK. His best-known research is in the area of unit-root and cointegration tests. He has also worked extensively on exchange rate forecasting, and with the Bank of England on inflation and GDP forecasting.

With these appointments, the team of editors now consists of Dick van Dijk, George Kapetanios, Mike McCracken, Dilek Önkal, Esther Ruiz, and me.

New Associate Editors

In addition to these changes, we have also made some changes to the associate editor panel. Obviously we have recently lost two associate editors in Michael McCracken and Dilek Önkal who have both become editors. In addition, two more associate editors have retired.

Wilpen Gorr is retiring after 30 years on the editorial board. He joined the board in 1985, and served as an editor from 1996-2002, before returning to the role of associate editor for the last 13 years. I would like to acknowledge the extraordinary long time Wil has been involved with the journal; his contributions and experience have been extremely valuable. Wil has worked on a wide range of forecasting problems, including crime forecasting, forecasting by analogy, application of the receiver operating characteristic (ROC) framework to forecasting, and the application forecasting tools in public policy analysis. Wil’s contribution to the IJF, and to the International Institute of Forecasters more generally, were acknowledged in 2005 when he was inducted as a fellow of the institute. I wish him well in his retirement, and I hope we still see him at forecasting events in the future.

Bruce McCullough served as an associate editor from 1999-2015, focusing on forecasting software and computational issues. For several years we published “Software reviews” and Bruce looked after that section of the journal. I would like to thank him for his services to the IJF over the years. Bruce is best-known for his papers on assessing the numerical reliability of software, and especially for his papers showing the unreliability of the statistical procedures in Microsoft Excel. I hope Bruce keeps up this valuable line of research and that software vendors take notice and improve numerical reliability of their products!

We have appointed three new associate editors in the last few weeks: Tommaso Proietti, Marcelo Medeiros, Sébastien Laurent.

Tommaso Proietti is Professor in Economic Statistics at the University of Rome Tor Vergata in Italy. He will handle papers on time series forecasting, state space models, frequency domain methods, unobserved components models, seasonal models, economic trends and cycles, temporal disaggregation.

Marcelo Medeiros is Associate Professor in the Department of Economics at the Pontifical Catholic University of Rio de Janeiro, Brazil. His expertise is in machine learning, volatility forecasting, high-dimensional models and nonlinear time series.

Sébastien Laurent is Professor of Econometrics at the Aix-Marseille University, France. His areas of expertise include GARCH models, realized volatility, jumps, correlations, and Value at Risk forecasting.

It’s a pleasure to welcome them to the IJF editorial board.