Issue Information

• Published date: 01 September 2018
• DOI: http://doi.org/10.1002/for.2495
• Date: 01 September 2018

SEPTEMBER 2018 VOLUME 37 NUMBER 6

wileyonlinelibrary.com/journal/for

ISSN 0277-6693

JOFODV 37(6) 627– 704

wileyonlinelibrary.com/journal/for

Predicting crypto-currencies using sparse non-Gaussian state space models

C. Hotz-Behofsits, F. Huber and T. O. Zörner 627

Low and high prices can improve covariance forecasts: The evidence based

on currency rates

P. Fiszeder 641

Do IMF fiscal forecasts add value?

Z. An, J. T. Jalles, P. Loungani and R. M. Sousa 650

Macroeconomic forecasting with mixed data sampling frequencies:

Evidence from a small open economy

A. K. Tsui, C. Y. Xu and Z. Zhang 666

Robust model rankings of forecasting performance

P. S. Bhattacharya and D. D. Thomakos 676

Forecasts for leverage heterogeneous autoregressive models with jumps

and other covariates

J.-E. Choi and D. W. Shin 691