the 2012 International Journal of Forecasting. A draft of Scott Armstrong's introduction to this important paper is available from the Papers Page. Warning: if you are a user or consumer of regression analysis or "econometrics" or the editor of a journal, you will likely find this material unsettling.
The Forecasting Principles site summarizes all useful knowledge about forecasting so that it can be used by researchers, practitioners, and educators. The site is devoted to improving decision making by furthering scientific forecasting.