Issue Information

• Published date: 01 January 2018
• Date: 01 January 2018
• DOI: http://doi.org/10.1002/for.2490

JANUARY 2018 VOLUME 37 NUMBER 1

wileyonlinelibrary.com/journal/for

ISSN 0277-6693

JOFODV 37(1) 1–132

wileyonlinelibrary.com/journal/for

Forecasting US interest rates and business cycle with a nonlinear regime

switching VAR model

H. Nyberg 1

The informational content of unconventional monetary policy on precious

metal markets

S. Papadamou and V. Sogiakas 16

Does a lot help a lot? Forecasting stock returns with pooling strategies

in a data-rich environment

F. Baetje 37

Yield curve forecast combinations based on bond portfolio performance

J. F. Caldeira, G. V. Moura and A. A. P. Santos 64

Direct multiperiod forecasting for algorithmic trading

H. Kawakatsu 83

Multi-step forecasting in the presence of breaks

J. Hännikäinen 102

Regional, individual and political determinants of FOMC members' key

macroeconomic forecasts

S. Eichler and T. Lähner 119