Norman R. Swanson
Names
| first: |
Norman |
| middle: |
Rasmus |
| last: |
Swanson |
Identifer
Contact
Affiliations
-
Rutgers University-New Brunswick
/ Department of Economics
Research profile
author of:
- A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks (repec:bes:jnlbes:v:13:y:1995:i:3:p:265-75)
by Swanson, Norman R & White, Halbert - Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry (repec:bes:jnlbes:v:24:y:2006:p:24-42)
by Swanson, Norman R. & van Dijk, Dick - A Simulation-Based Specification Test for Diffusion Processes (repec:bes:jnlbes:v:26:y:2008:p:176-193)
by Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R. - Comment (repec:bes:jnlbes:v:27:i:3:y:2009:p:316-318)
by Chao, John C. & Swanson, Norman R. - Information in the Revision Process of Real-Time Datasets (repec:bes:jnlbes:v:27:i:4:y:2009:p:455-467)
by Corradi, Valentina & Fernandez, Andres & Swanson, Norman R. - The real-time predictive content of money for output (repec:bis:biswps:96)
by Norman R. Swanson & Jeffery D. Amato - Temporal aggregation and spurious instantaneous causality in multiple time series models (repec:bla:jtsera:v:23:y:2002:i:6:p:651-665)
by Jörg Breitung & Norman R. Swanson - Future Developments in the Study of Cointegrated Variables (repec:bla:obuest:v:58:y:1996:i:3:p:537-53)
by Granger, C W J & Swanson, Norman - The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models (repec:bla:obuest:v:67:y:2005:i:s1:p:905-930)
by Oleg Korenok & Norman R. Swanson - Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations (repec:bla:stanee:v:53:y:1999:i:1:p:76-95)
by N. R. Swanson - Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (repec:bpj:sndecm:v:1:y:1996:i:1:n:da1)
by Swanson Norman - Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets (repec:bpj:sndecm:v:2:y:1998:i:4:n:6)
by Zeng Tian & Swanson Norman R. - Let's Get "Real"" about Using Economic Data" (repec:cir:cirwor:2001s-44)
by Peter Christoffersen & Eric Ghysels & Norman R. Swanson - Monetary Policy Rules with Model and Data Uncertainty (repec:cir:cirwor:98s-40)
by Myles Callan & Eric Ghysels & Norman R. Swanson - Big data analytics in economics: What have we learned so far, and where should we go from here? (repec:cje:issued:v:51:y:2018:i:3:p:695-746)
by Norman R. Swanson & Weiqi Xiong - Data Transformation and Forecasting in Models with Unit Roots and Cointegration (repec:cuf:journl:y:2001:v:2:i:1:p:59-76)
by John C. Chao & Valentina Corradi & Norman R. Swanson - Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521772976)
by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.) - Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521774963)
by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.) - Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521792073)
by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.) - Essays in Econometrics Real Author-Name:Granger,Clive W. J (repec:cup:cbooks:9780521796491)
by Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.) - A Test For Comparing Multiple Misspecified Conditional Interval Models (repec:cup:etheor:v:21:y:2005:i:05:p:991-1016_05)
by Corradi, Valentina & Swanson, Norman R. - Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments (repec:cup:etheor:v:28:y:2012:i:01:p:42-86_00)
by Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen - Robust Forecast Comparison (repec:cup:etheor:v:33:y:2017:i:06:p:1306-1351_00)
by Jin, Sainan & Corradi, Valentina & Swanson, Norman R. - Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production (repec:cup:macdyn:v:4:y:2000:i:01:p:42-72_01)
by Chao, John C. & Swanson, Norman R. - Out-Of-Sample Tests For Granger Causality (repec:cup:macdyn:v:5:y:2001:i:04:p:598-620_02)
by Chao, John & Corradi, Valentina & Swanson, Norman R. - Consistent Estimation with a Large Number of Weak Instruments (repec:cwl:cwldpp:1417)
by Chao, John Chao & Norman R. Swanson - Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction (repec:cwl:cwldpp:1418)
by John Chao & Norman R. Swanson - Consistent Estimation with a Large Number of Weak Instruments (repec:ecm:emetrp:v:73:y:2005:i:5:p:1673-1692)
by John C. Chao & Norman R. Swanson - Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments (repec:ecm:feam04:668)
by Norman R. Swanson & John C. Chao - Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated (repec:ecm:nawm04:264)
by Norman R. Swanson & Valentina Corradi - Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments (repec:ecm:nawm04:441)
by Norman R. Swanson & John C. Chao - Instrumental variable estimation with heteroskedasticity and many instruments (repec:ecm:quante:v:3:y:2012:i:2:p:211-255)
by Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson - An Out of Sample Test for Granger Causality (repec:ecm:wc2000:0362)
by Norman R. Swanson - Let's Get "Real" About Using Economic Data (repec:ecm:wc2000:1004)
by Peter Christoffersen & Eric Ghysels & Norman Swanson - Trade, investment and growth: nexus, analysis and prognosis (repec:eee:deveco:v:70:y:2003:i:2:p:479-499)
by Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R. - Predictive Density Evaluation (repec:eee:ecofch:1-05)
by Corradi, Valentina & Swanson, Norman R. - A new definition for time-dependent price mean reversion in commodity markets (repec:eee:ecolet:v:71:y:2001:i:1:p:9-16)
by Kocagil, Ahmet E. & Swanson, Norman R. & Zeng, Tian - A test for the distributional comparison of simulated and historical data (repec:eee:ecolet:v:85:y:2004:i:2:p:185-193)
by Corradi, Valentina & Swanson, Norman R. - Predictive ability with cointegrated variables (repec:eee:econom:v:104:y:2001:i:2:p:315-358)
by Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia - A consistent test for nonlinear out of sample predictive accuracy (repec:eee:econom:v:110:y:2002:i:2:p:353-381)
by Corradi, Valentina & Swanson, Norman R. - Bootstrap specification tests for diffusion processes (repec:eee:econom:v:124:y:2005:i:1:p:117-148)
by Corradi, Valentina & Swanson, Norman R. - An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series (repec:eee:econom:v:131:y:2006:i:1-2:p:539-578)
by Bhardwaj, Geetesh & Swanson, Norman R. - The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (repec:eee:econom:v:132:y:2006:i:1:p:195-229)
by Corradi, Valentina & Swanson, Norman R. - Bootstrap conditional distribution tests in the presence of dynamic misspecification (repec:eee:econom:v:133:y:2006:i:2:p:779-806)
by Corradi, Valentina & Swanson, Norman R. - Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger (repec:eee:econom:v:135:y:2006:i:1-2:p:1-9)
by Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus - Predictive density and conditional confidence interval accuracy tests (repec:eee:econom:v:135:y:2006:i:1-2:p:187-228)
by Corradi, Valentina & Swanson, Norman R. - Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (repec:eee:econom:v:136:y:2007:i:2:p:699-723)
by Corradi, Valentina & Swanson, Norman R. - Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (repec:eee:econom:v:137:y:2007:i:2:p:515-555)
by Chao, John & Swanson, Norman R. - Predictive density estimators for daily volatility based on the use of realized measures (repec:eee:econom:v:150:y:2009:i:2:p:119-138)
by Corradi, Valentina & Distaso, Walter & Swanson, Norman R. - Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (repec:eee:econom:v:161:y:2011:i:2:p:304-324)
by Corradi, Valentina & Swanson, Norman R. - Testing overidentifying restrictions with many instruments and heteroskedasticity (repec:eee:econom:v:178:y:2014:i:p1:p:15-21)
by Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen - Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence (repec:eee:econom:v:178:y:2014:i:p2:p:352-367)
by Kim, Hyun Hak & Swanson, Norman R. - Testing for structural stability of factor augmented forecasting models (repec:eee:econom:v:182:y:2014:i:1:p:100-118)
by Corradi, Valentina & Swanson, Norman R. - Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (repec:eee:econom:v:187:y:2015:i:2:p:606-621)
by Duong, Diep & Swanson, Norman R. - Testing for jumps and jump intensity path dependence (repec:eee:econom:v:204:y:2018:i:2:p:248-267)
by Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R. - Jackknife estimation of a cluster-sample IV regression model with many weak instruments (repec:eee:econom:v:235:y:2023:i:2:p:1747-1769)
by Chao, John C. & Swanson, Norman R. & Woutersen, Tiemen - An introduction to stochastic unit-root processes (repec:eee:econom:v:80:y:1997:i:1:p:35-62)
by Granger, Clive W. J. & Swanson, Norman R. - The econometric consequences of the ceteris paribus condition in economic theory (repec:eee:econom:v:95:y:2000:i:2:p:223-253)
by Bierens, Herman J. & Swanson, Norman R. - Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (repec:eee:econom:v:96:y:2000:i:1:p:39-73)
by Corradi, Valentina & Swanson, Norman R. & White, Halbert - In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 (repec:eee:empfin:v:18:y:2011:i:4:p:743-764)
by Cai, Lili & Swanson, Norman R. - Forecasting volatility using double shrinkage methods (repec:eee:empfin:v:62:y:2021:i:c:p:46-61)
by Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye - Let's get "real" about using economic data (repec:eee:empfin:v:9:y:2002:i:3:p:343-360)
by Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R. - Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (repec:eee:intfor:v:13:y:1997:i:4:p:439-461)
by Swanson, Norman R. & White, Halbert - Forecasting economic and financial time-series with non-linear models (repec:eee:intfor:v:20:y:2004:i:2:p:169-183)
by Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R. - Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives (repec:eee:intfor:v:20:y:2004:i:2:p:185-199)
by Corradi, Valentina & Swanson, Norman R. - Comments on "Forecasting economic and financial variables with global VARs" (repec:eee:intfor:v:25:y:2009:i:4:p:697-702)
by Swanson, Norman R. - Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods (repec:eee:intfor:v:34:y:2018:i:2:p:339-354)
by Kim, Hyun Hak & Swanson, Norman R. - Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes (repec:eee:intfor:v:35:y:2019:i:2:p:555-572)
by Cepni, Oguzhan & Güney, I. Ethem & Swanson, Norman R. - An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors (repec:eee:intfor:v:40:y:2024:i:4:p:1391-1409)
by Liu, Yang & Swanson, Norman R. - The volume of federal litigation and the macroeconomy (repec:eee:irlaec:v:24:y:2004:i:2:p:191-207)
by Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R. - Comments on 'A vector error-correction forecasting model of the US economy' (repec:eee:jmacro:v:24:y:2002:i:4:p:599-606)
by Swanson, Norman R. - Money and output viewed through a rolling window (repec:eee:moneco:v:41:y:1998:i:3:p:455-474)
by Swanson, Norman R. - Prediction and simulation using simple models characterized by nonstationarity and seasonality (repec:eee:reveco:v:40:y:2015:i:c:p:312-323)
by Swanson, Norman R. & Urbach, Richard - Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps (repec:eme:aecozz:s0731-9053(2011)000027b006)
by Diep Duong & Norman R. Swanson - Combining Two Consistent Estimators (repec:eme:aecozz:s0731-9053(2012)0000029007)
by John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen - An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (repec:eme:aecozz:s0731-9053(2012)0000029009)
by John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen - A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects (repec:eme:ceazzz:s0573-8555(05)76014-4)
by Geetesh Bhardwaj & Norman R. Swanson - Chapter 5 Predictive Inference under Model Misspecification (repec:eme:fegzzz:s1574-8715(07)00205-9)
by Nii Ayi Armah & Norman R. Swanson - Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry (repec:ems:eureir:1694)
by Swanson, N.R. & van Dijk, D.J.C. - A Consistent Test for Nonlinear Out of Sample Predictive Accuracy (repec:exe:wpaper:0012)
by Corradi, V. & Swanson, N.R. - Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error (repec:exe:wpaper:0101)
by Valentina Corradi & Norman R. Swanson - A Randomized Procedure for Choosing Data Transformation (repec:exe:wpaper:0105)
by Valentina Corradi & Norman R. Swanson - Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments (repec:fip:fedpwp:08-25)
by Nii Ayi Armah & Norman R. Swanson - Information in the revision process of real-time datasets (repec:fip:fedpwp:08-27)
by Valentina Corradi & Andres Fernandez & Norman R. Swanson - Real-time datasets really do make a difference: definitional change, data release, and forecasting (repec:fip:fedpwp:09-28)
by Andres Fernandez & Norman R. Swanson - Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (repec:fip:fedpwp:09-29)
by Valentina Corradi & Norman R. Swanson - A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output (repec:fth:pensta:03-95-01)
by Swanson, N.R. - LM Tests and Nonlinear Error Correction in Economic Time Series (repec:fth:pensta:03-95-02)
by Swanson, N.R. - Do Formulations of the Permanent Income Hypothesis with Constant Real Interest Rates and Subjective Tiome Preferences Rates Make Sense? An Example of Random Walk with Time Varying Drift (repec:fth:pensta:03-95-03)
by Swanson, N.R. - A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (repec:fth:pensta:04-95-12)
by Swanson, N.R. & White, H. - Further Developments in the Study of Cointegrated Variables (repec:fth:pensta:4-95-13)
by Granger, C.W.J. & Swanson, N. - Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models (repec:fth:pensta:4-96-2)
by Swanson, N.R. - An introduction to stochastic Unit Root Processes (repec:fth:pensta:4-96-3)
by Granger, E.J. & Swanson, N.R. - A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables (repec:fth:pensta:4-96-4)
by Swanson, N.R. & Ozyildirim, A. & Pisu, M. - Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection (repec:fth:pensta:4-96-5)
by Swanson, N.R. & Zeng, T. - Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes (repec:fth:pensta:4-96-6)
by Corradi, V. & Swanson, N. & White, H. - Forecasting Using First Available Versus Fully Revised Economic Time Series data (repec:fth:pensta:4-96-7)
by Swanson, N.R. - Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions (repec:fth:pensta:9-94-1)
by Swanson, N.R. & Granger, C.W.J. - Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production (repec:fth:pensta:9-97-3)
by Chao, J.C. & Swanson, N.R. - Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets (repec:fth:pensta:9-97-4)
by Zeng, T. & Swanson, N.R. - Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence (repec:gam:jecnmx:v:7:y:2019:i:1:p:13-:d:213518)
by Mingmian Cheng & Norman R. Swanson - New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section (repec:gam:jecnmx:v:8:y:2020:i:2:p:19-:d:360192)
by Bo Yu & Bruce Mizrach & Norman R. Swanson - Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (repec:hal:journl:hal-00796745)
by Valentina Corradi & Norman R. Swanson - Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes (repec:ier:iecrev:v:48:y:2007:i:1:p:67-109)
by Valentina Corradi & Norman R. Swanson - Instrumental variable estimation with heteroskedasticity and many instruments (repec:ifs:cemmap:22/07)
by Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson - International evidence on the efficacy of new-Keynesian models of inflation persistence (repec:jae:japmet:v:25:y:2010:i:1:p:31-54)
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson - Instrumental Variable Estimation with Heteroskedasticity and Many Instruments (repec:jhu:papers:566)
by Hausman & Newey & Woutersen & Chao & Swanson - Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments (repec:jhu:papers:567)
by Chao & Swanson & Hausman & Newey & Woutersen - Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection (repec:jof:jforec:v:20:y:2001:i:6:p:425-40)
by Swanson, Norman R & Zeng, Tian - Let's Get "Real" about Using Economic Data (repec:kud:epruwp:01-15)
by Peter Christoffersen & Eric Ghysels & Norman R. Swanson - How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models (repec:mcb:jmoncb:v:39:y:2007:i:6:p:1481-1508)
by Oleg Korenok & Norman R. Swanson - Trade, Investment, and Growth: Nexus, Analysis, and Prognosis (repec:nbr:nberwo:6861)
by Kala Krishna & Ataman Ozyildirim & Norman R. Swanson - Predicting Inflation: Does The Quantity Theory Help? (repec:oup:ecinqu:v:43:y:2005:i:3:p:570-585)
by Lance J. Bachmeier & Norman R. Swanson - Further Developments in the Study of Cointegrated Variables (repec:oup:jfinec:v:8:y:2010:i:2:p:187-190)
by Norman R. Swanson - BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman (repec:pra:mprapa:11047)
by Swanson, Norman - Forecasting economic and financial time-series with non-linear models (repec:rut:rutres:200309)
by Michael P. Clements & Philip Hans Franses & Norman R. Swanson - Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification (repec:rut:rutres:200311)
by Valentina Corradi & Norman R. Swanson - Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments (repec:rut:rutres:200312)
by John C. Chao & Norman R. Swanson - The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation (repec:rut:rutres:200313)
by Valentina Corradi & Norman Swanson - A Test for Comparing Multiple Misspecified Conditional Distributions (repec:rut:rutres:200314)
by Valentina Corradi & Norman R. Swanson - Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction (repec:rut:rutres:200315)
by John Chao & Norman Swanson - Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives (repec:rut:rutres:200316)
by Valentina Corradi & Norman Swanson - Predicting Inflation: Does The Quantity Theory Help? (repec:rut:rutres:200317)
by Lance J. Bachmeier & Norman R. Swanson - The Volume of Federal Litigation and the Macroeconomy (repec:rut:rutres:200318)
by Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson - Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data (repec:rut:rutres:200320)
by Valentina Corradi & Norman R. Swanson - Bootstrap Specification Tests for Diffusion Processes (repec:rut:rutres:200321)
by Valentina Corradi & Norman R. Swanson - The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test (repec:rut:rutres:200322)
by Valentina Corradi & Norman R. Swanson - Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection (repec:rut:rutres:200418)
by Valentina Corradi & Norman Swanson - Predictive Density Evaluation (repec:rut:rutres:200419)
by Valentina Corradi & Norman Swanson - Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments (repec:rut:rutres:200420)
by John Chao & Norman Swanson - Consistent Estimation with a Large Number of Weak Instruments (repec:rut:rutres:200421)
by John Chao & Norman Swanson - An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series (repec:rut:rutres:200422)
by Geetesh Bhardwaj & Norman Swanson - Predective Density and Conditional Confidence Interval Accuracy Tests (repec:rut:rutres:200423)
by Valentina Corradi & Norman Swanson - How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version (repec:rut:rutres:200612)
by Norman Swanson & Oleg Korenok - A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects (repec:rut:rutres:200613)
by Norman Swanson & Geetesh Bhardwaj - A Simulation Based Specification Test for Diffusion Processes (repec:rut:rutres:200614)
by Valentina Corradi & Norman Swanson & Geetesh Bhardwaj - The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives (repec:rut:rutres:200615)
by Norman Swanson & Oleg Korenok - Predictive Inference for Integrated Volatility (repec:rut:rutres:200616)
by Valentina Corradi & Norman Swanson & Walter Distaso - International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence (repec:rut:rutres:200617)
by Norman Swanson & Oleg Korenok & Stanislav Radchenko - Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes (repec:rut:rutres:200618)
by Norman Swanson & Valentina Corradi - Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output (repec:rut:rutres:200619)
by Norman Swanson & Nii Ayi Armah - Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures (repec:rut:rutres:200620)
by Valentina Corradi & Norman Swanson & Walter Distaso - Predictive Density Evaluation. Revised (repec:rut:rutres:200621)
by Valentina Corradi & Norman Swanson - In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 (repec:rut:rutres:201102)
by Norman R. Swanson & Lili Cai - Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output (repec:rut:rutres:201103)
by Norman R. Swanson & Nii Ayi Armah - International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence (repec:rut:rutres:201104)
by Norman R. Swanson & Oleg Korenok & Stanislav Radchenko - Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments (repec:rut:rutres:201105)
by Norman R. Swanson & Nii Ayi Armah - Information in the Revision Process of Real-Time Datasets (repec:rut:rutres:201107)
by Norman R. Swanson & Valentina Corradi & Andres Fernandez - Predictive Inference for Integrated Volatility (repec:rut:rutres:201108)
by Norman R. Swanson & Valentina Corradi & Walter Distaso - Predictive Inference for Integrated Volatility (repec:rut:rutres:201109)
by Norman R. Swanson & Valentina Corradi & Walter Distaso - Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments (repec:rut:rutres:201110)
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - Instrumental Variable Estimation with Heteroskedasticity and Many Instruments (repec:rut:rutres:201111)
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models (repec:rut:rutres:201112)
by Norman R. Swanson & Valentina Corradi - Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting (repec:rut:rutres:201113)
by Norman R. Swanson & Andres Fernandez - Diffusion Index Models and Index Proxies: Recent Results and New Directions (repec:rut:rutres:201114)
by Norman R. Swanson & Nii Ayi Armah - Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators (repec:rut:rutres:201115)
by Norman R. Swanson & Nii Ayi Armah - Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks (repec:rut:rutres:201116)
by Diep Duong & Norman R. Swanson - Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps (repec:rut:rutres:201117)
by Diep Duong & Norman R. Swanson - Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity (repec:rut:rutres:201118)
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen - Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence (repec:rut:rutres:201119)
by Huyn Hak Kim & Norman R. Swanson - A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance (repec:rut:rutres:201309)
by Valentina Corradi & Norman Swanson - Combining Two Consistent Estimators (repec:rut:rutres:201310)
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen - An Expository Note on the Existence of Moments of Fuller and HFUL Estimators (repec:rut:rutres:201311)
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen - Density and Conditional Distribution Based Specification Analysis (repec:rut:rutres:201312)
by Diep Duong & Norman Swanson - Testing for Structural Stability of Factor Augmented Forecasting Models (repec:rut:rutres:201314)
by Valentina Corradi & Norman Swanson - Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (repec:rut:rutres:201315)
by Kihwan Kim & Norman Swanson - Mining Big Data Using Parsimonious Factor and Shrinkage Methods (repec:rut:rutres:201316)
by Hyun Hak Kim & Norman Swanson - Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction (repec:rut:rutres:201321)
by Diep Duong & Norman Swanson - Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality (repec:rut:rutres:201323)
by Norman Swanson & Richard Urbach - Consistent Pretesting for Jumps (repec:rut:rutres:201408)
by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson - Robust Forecast Comparison (repec:rut:rutres:201502)
by Sainan Jin & Valentina Corradi & Norman Swanson - Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 (repec:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3)
by Kihwan Kim & Hyun Hak Kim & Norman R. Swanson - Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis (repec:spr:sprbok:978-1-4614-1653-1)
by Xiaohong Chen & Norman R. Swanson (ed.) - Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators (repec:taf:apfiec:v:21:y:2011:i:1-2:p:43-60)
by Nii Ayi Armah & Norman Swanson - Book reviews (repec:taf:emetrv:v:17:y:1998:i:2:p:221-225)
by Norman Swanson - Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (repec:taf:emetrv:v:29:y:2010:i:5-6:p:476-510)
by Nii Ayi Armah & Norman Swanson - Comment (repec:taf:jnlbes:v:34:y:2016:i:3:p:348-353)
by Norman R. Swanson - A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks (repec:tpr:restat:v:79:y:1997:i:4:p:540-550)
by Norman R. Swanson & Halbert White - International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence (repec:vcu:wpaper:0602)
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson - Big data analytics in economics: What have we learned so far, and where should we go from here? (repec:wly:canjec:v:51:y:2018:i:3:p:695-746)
by Norman R. Swanson & Weiqi Xiong - International evidence on the efficacy of new‐Keynesian models of inflation persistence (repec:wly:japmet:v:25:y:2010:i:1:p:31-54)
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson - Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations (repec:wly:japmet:v:35:y:2020:i:5:p:587-613)
by Norman R. Swanson & Weiqi Xiong & Xiye Yang - Robust forecast superiority testing with an application to assessing pools of expert forecasters (repec:wly:japmet:v:38:y:2023:i:4:p:596-622)
by Valentina Corradi & Sainan Jin & Norman R. Swanson - Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP (repec:wly:jforec:v:37:y:2018:i:3:p:281-302)
by Hyun Hak Kim & Norman R. Swanson - Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors (repec:wly:jforec:v:39:y:2020:i:1:p:18-36)
by Oguzhan Cepni & I. Ethem Guney & Norman R. Swanson - How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models (repec:wly:jmoncb:v:39:y:2007:i:6:p:1481-1508)
by Oleg Korenok & Norman R. Swanson - Monetary Policy Rules with Model and Data Uncertainty (repec:wly:soecon:v:69:y:2002:i:2:p:239-265)
by Eric Ghysels & Norman R. Swanson & Myles Callan - The Volume of Federal Litigation and the Macroeconomy (repec:wop:eacaec:0209)
by Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson - A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (repec:wpa:wuwpma:9503004)
by Norman R. Swanson & Halbert White - Editorial Statement In Honor Of Professor Michael Mcaleer (repec:wsi:afexxx:v:16:y:2021:i:03:n:s2010495221010028)
by Moawia Alghalith & Norman Swanson & Andrey Vasnev & Wing-Keung Wong - Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession (repec:wsi:wschap:9789811202391_0029)
by Jessica Schlossberg & Norman R. Swanson - Consistent Estimation with a Large Number of Weak Instruments (repec:ysm:somwrk:ysm374)
by John C. Chao & Norman Rasmus Swanson - Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction (repec:ysm:somwrk:ysm375)
by John C. Chao & Norman Rasmus Swanson - Temporal aggregation and causality in multiple time series models (repec:zbw:sfb373:199827)
by Breitung, Jörg & Swanson, Norman Rasmus