Issue Information

• DOI: http://doi.org/10.1002/for.2605
• Date: 01 January 2020
• Published date: 01 January 2020

JANUARY 2020 VOLUME 39 NUMBER 1

ISSN 0277-6693

JOFODV 39(1) 1– 116

wileyonlinelibrary.com/journal/for

Evaluating early warning and coincident indicators of business cycles using

smooth trends

M. Bujosa, A. García-Ferrer, A. de Juan and A. Martín-Arroyo 1

Fo recasting an d nowcasting eme rging market GDP grow th rates: The ro le

of latent glob al economic poli cy uncert ainty and macr oeconomic da ta

surprise factors

O. Cepni, I. E. Guney and N. R. Swanson 18

Forec asting inflation using univariate continuous-time stochastic models

K. Fergusson 37

A li kelihood ratio and M arkov chain-bas ed method to evaluat e density fore casting

Y. Li and J. Andersson 47

A nove l forecasti ng model for the Bal tic dry index u tilizing opt imal squeezing

S. M akridakis, A. Merikas, A. Merika, M. G. Tsionas and M. Izzeld in 56

A ne w approach to fore casting inte rmittent dem and based on the mixe d

zero-truncated Poisson model

A. Jiang, K. L. Tam, X. Guo and Y. Zhang 69

Th e dynamic ef fect of macro economic news on t he euro/US dollar excha nge rate

W. Ben Omrane, R. Welc h and X. Zhou 84

Us ing social medi a mining technolo gy to improve stock pri ce forecas t accuracy

J.-Y. Huang and J.-H. Liu 104