Issue Information

• Published date: 01 April 2018
• Date: 01 April 2018
• DOI: http://doi.org/10.1002/for.2492

APRIL 2018 VOLUME 37 NUMBER 3

wileyonlinelibrary.com/journal/for

ISSN 0277-6693

JOFODV 37(3) 259 –418

wileyonlinelibrary.com/journal/for

Robust forecast aggregation: Fourier

L

2

E

regression

D. Cross, J. Ramos, B. Mellers, P. E. Tetlock and D. W. Scott 259

Time series forecasting using functional partial least square regression with stochastic volatility,

GARCH, and exponential smoothing

J.-M. Kim and H. Jung 269

Methods for backcasting, nowcasting and forecasting using factor-MIDAS: With an application

to Korean GDP

H. H. Kim and N. R. Swanson 281

Google Trends and the forecasting performance of exchange rate models

L. Bulut 303

Extracting information shocks from the Bank of England inflation density forecasts

C. Díaz 316

The versatility of spectrum analysis for forecasting financial time series

P. Rostan and A. Rostan 327

Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium

F. Zhang and Z. Zhang 340

New evidence on the robust identification of news shocks: Role of revisions in utilization-adjusted

TFP series and term structure data

Z. Chen, Z. A. Wagan and H. Seelro 352

Modeling European industrial production with multivariate singular spectrum analysis: A

cross-industry analysis

E. S. Silva, H. Hassani and S. Heravi 371

Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover

GARCH model

Y. Wang, Z. Pan and C. Wu 385

Quantile estimators with orthogonal pinball loss function

L. Yu, Z. Yang and L. Tang 401