No. 37-1, January 2018
Index
- Direct multiperiod forecasting for algorithmic trading
- Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model
- Issue Information
- Multi‐step forecasting in the presence of breaks
- Regional, individual and political determinants of FOMC members' key macroeconomic forecasts
- The informational content of unconventional monetary policy on precious metal markets
- Yield curve forecast combinations based on bond portfolio performance