No. 37-3, April 2018
Index
- Extracting information shocks from the Bank of England inflation density forecasts
- Google Trends and the forecasting performance of exchange rate models
- Issue Information
- Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP
- Modeling European industrial production with multivariate singular spectrum analysis: A cross‐industry analysis
- New evidence on the robust identification of news shocks: Role of revisions in utilization‐adjusted TFP series and term structure data
- Quantile estimators with orthogonal pinball loss function
- Robust forecast aggregation: Fourier L2E regression
- Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium
- The versatility of spectrum analysis for forecasting financial time series
- Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing
- Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model