Norman R. Swanson
Names
first:  Norman 
middle:  Rasmus 
last:  Swanson 
Contact
email:  
homepage:  http://econweb.rutgers.edu/nswanson/ 
phone:  8489327432 
postal address:  Department of Economics Rutgers University 75 Hamilton Street, New Brunswick NJ 08901 USA 
Affiliations

Rutgers UniversityNew Brunswick
→ Department of Economics
 website
 location: New Brunswick, New Jersey (United States)
Research profile
author of:

Let's Get "Real"" about Using Economic Data"
by Peter Christoffersen & Eric Ghysels & Norman R. Swanson 
Monetary Policy Rules with Model and Data Uncertainty
by Myles Callan & Eric Ghysels & Norman R. Swanson 
Consistent Estimation with a Large Number of Weak Instruments
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
by John Chao & Norman R. Swanson 
An Out of Sample Test for Granger Causality
by Norman R. Swanson 
Let's Get "Real" About Using Economic Data
by Peter Christoffersen & Eric Ghysels & Norman Swanson 
A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output.
by Swanson, N. R. 
LM Tests and Nonlinear Error Correction in Economic Time Series.
by Swanson, N. R. 
Further Developments in the Study of Cointegrated Variables.
by Granger, C. W. J. & Swanson, N. 
An introduction to stochastic Unit Root Processes.
by Granger, E. J. & Swanson, N. R. 
A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Cointegrated Economic Variables.
by Swanson, N. R. & Ozyildirim, A. & Pisu, M. 
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection.
by Swanson, N. R. & Zeng, T. 
Testing for StationarityErgodicity and for Comovements Between Nonlinear Discrete Time Markov Processes.
by Corradi, V. & Swanson, N. & White, H. 
Forecasting Using First Available Versus Fully Revised Economic Time Series data.
by Swanson, N. R. 
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions.
by Swanson, N. R. & Granger, C. W. J. 
Tests of Nonnested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production.
by Chao, J. C. & Swanson, N. R. 
Let's Get "Real" about Using Economic Data.
by Peter Christoffersen & Eric Ghysels & Norman R. Swanson 
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis
by Kala Krishna & Ataman Ozyildirim & Norman R. Swanson 
The Volume of Federal Litigation and the Macroeconomy
by Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson 
A Model Selection Approach to RealTime Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks
by Norman R. Swanson & Halbert White 
A ModelSelection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks.
by Swanson, Norman R. & White, Halbert 
Choosing among Competing Econometric Forecasts: RegressionBased Forecast Combination Using Model Selection.
by Swanson, Norman R. & Zeng, Tian 
A Model Selection Approach To RealTime Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks
by Norman R. Swanson & Halbert White 
Asymptotic Normality of SingleEquation Estimators for the Case with a Large Number of Weak Instruments
by John C. Chao & Norman R. Swanson 
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
by Swanson, Norman R. & White, Halbert 
Bootstrap Specification Tests for Diffusion Processes
by Valentina Corradi & Norman R. Swanson 
The econometric consequences of the ceteris paribus condition in economic theory
by Bierens, Herman J. & Swanson, Norman R. 
Predicting Inflation: Does The Quantity Theory Help?
by Lance J. Bachmeier & Norman R. Swanson 
Testing for stationarityergodicity and for comovements between nonlinear discrete time Markov processes
by Corradi, Valentina & Swanson, Norman R. & White, Halbert 
Forecasting economic and financial timeseries with nonlinear models
by Michael P. Clements & Philip Hans Franses & Norman R. Swanson 
An introduction to stochastic unitroot processes
by Granger, Clive W. J. & Swanson, Norman R. 
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data
by Valentina Corradi & Norman R. Swanson 
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification
by Valentina Corradi & Norman R. Swanson 
The Volume of Federal Litigation and the Macroeconomy
by Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson 
Comments on 'A vector errorcorrection forecasting model of the US economy'
by Swanson, Norman R. 
Let's get "real" about using economic data
by Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R. 
A Test for Comparing Multiple Misspecified Conditional Distributions
by Valentina Corradi & Norman R. Swanson 
Money and output viewed through a rolling window
by Swanson, Norman R. 
A new definition for timedependent price mean reversion in commodity markets
by Kocagil, Ahmet E. & Swanson, Norman R. & Zeng, Tian 
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test
by Valentina Corradi & Norman R. Swanson 
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
by Valentina Corradi & Norman Swanson 
Future Developments in the Study of Cointegrated Variables.
by Granger, C. W. J. & Swanson, Norman 
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation
by Valentina Corradi & Norman Swanson 
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction
by John Chao & Norman Swanson 
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments
by John Chao & Norman Swanson 
Predective Density and Conditional Confidence Interval Accuracy Tests
by Valentina Corradi & Norman Swanson 
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction
by John C. Chao & Norman Rasmus Swanson 
Consistent Estimation with a Large Number of Weak Instruments
by John C. Chao & Norman Rasmus Swanson 
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection
by Valentina Corradi & Norman Swanson 
Forecasting economic and financial timeseries with nonlinear models
by Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R. 
Consistent Estimation with a Large Number of Weak Instruments
by John Chao & Norman Swanson 
Predictive Density Evaluation
by Valentina Corradi & Norman Swanson 
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
by Corradi, Valentina & Swanson, Norman R. 
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series
by Geetesh Bhardwaj & Norman Swanson 
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets.
by Zeng, T. & Swanson, N. R. 
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models.
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.
by Swanson, N. R. 
A Models Selection Approach to RealTime Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.
by Swanson, N. R. & White, H. 
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments
by Norman R. Swanson & John C. Chao 
Some Results on the Asymptotic Normality of kClass Estimators in the Case of Many Weak Instruments
by Norman R. Swanson & John C. Chao 
Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated
by Norman R. Swanson & Valentina Corradi 
Bootstrap specification tests for diffusion processes
by Corradi, Valentina & Swanson, Norman R. 
A test for the distributional comparison of simulated and historical data
by Corradi, Valentina & Swanson, Norman R. 
Predictive ability with cointegrated variables
by Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia 
A consistent test for nonlinear out of sample predictive accuracy
by Corradi, Valentina & Swanson, Norman R. 
Trade, investment and growth: nexus, analysis and prognosis
by Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R. 
The volume of federal litigation and the macroeconomy
by Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R. 
Consistent Estimation with a Large Number of Weak Instruments
by John C. Chao & Norman R. Swanson 
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models*
by Oleg Korenok & Norman R. Swanson 
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
by Bhardwaj, Geetesh & Swanson, Norman R. 
Predicting Inflation: Does The Quantity Theory Help?
by Lance J. Bachmeier & Norman R. Swanson 
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test
by Corradi, Valentina & Swanson, Norman R. 
Bootstrap conditional distribution tests in the presence of dynamic misspecification
by Corradi, Valentina & Swanson, Norman R. 
International Evidence on the Efficacy of newKeynesian Models of Inflation Persistence
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson 
Predictive density and conditional confidence interval accuracy tests
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
by Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus 
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
by Corradi, Valentina & Swanson, Norman R. 
A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects
by Norman Swanson & Geetesh Bhardwaj 
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
by Chao, John & Swanson, Norman R. 
Predictive Density Evaluation. Revised.
by Valentina Corradi & Norman Swanson 
Predictive Inference for Integrated Volatility
by Valentina Corradi & Norman Swanson & Walter Distaso 
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes
by Norman Swanson & Valentina Corradi 
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry
by Swanson, Norman R. & van Dijk, Dick 
International Evidence on the Efficacy of newKeynesian Models of Inflation Persistence
by Norman Swanson & Oleg Korenok & Stanislav Radchenko 
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version
by Norman Swanson & Oleg Korenok 
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures
by Valentina Corradi & Norman Swanson & Walter Distaso 
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives
by Norman Swanson & Oleg Korenok 
A Simulation Based Specification Test for Diffusion Processes
by Valentina Corradi & Norman Swanson & Geetesh Bhardwaj 
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
by Norman Swanson & Nii Ayi Armah 
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES
by Valentina Corradi & Norman R. Swanson 
The realtime predictive content of money for output
by Norman R. Swanson & Jeffery D. Amato 
Predictive Density Evaluation
by Corradi, Valentina & Swanson, Norman R.
edited by 
Instrumental variable estimation with heteroskedasticity and many instruments
by Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson 
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models
by OLEG KORENOK & NORMAN R. SWANSON 
Book reviews
by Norman Swanson 
A SimulationBased Specification Test for Diffusion Processes
by Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R. 
Monetary Policy Rules with Model and Data Uncertainty
by Eric Ghysels & Norman R. Swanson & Myles Callan 
Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
by Nii Ayi Armah & Norman R. Swanson 
Predictive Density Accuracy Tests
by Norman Swanson & Valentina Corradi 
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
by Corradi, Valentina & Swanson, Norman R. 
Information in the revision process of realtime datasets
by Valentina Corradi & Andres Fernandez & Norman R. Swanson 
BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman
by Swanson, Norman 
Realtime datasets really do make a difference: definitional change, data release, and forecasting
by Andres Fernandez & Norman R. Swanson 
Predictive density estimators for daily volatility based on the use of realized measures
by Corradi, Valentina & Distaso, Walter & Swanson, Norman R. 
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets
by Zeng Tian & Swanson Norman R. 
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
by Valentina Corradi & Norman R. Swanson 
Comments on "Forecasting economic and financial variables with global VARs"
by Swanson, Norman R. 
Comment
by Chao, John C. & Swanson, Norman R. 
Forecasting Using FirstAvailable Versus Fully Revised Economic TimeSeries Data
by Swanson Norman 
Information in the Revision Process of RealTime Datasets
by Corradi, Valentina & Fernandez, Andres & Swanson, Norman R. 
Further Developments in the Study of Cointegrated Variables
by Norman R. Swanson 
International evidence on the efficacy of newKeynesian models of inflation persistence
by Oleg Korenok & Stanislav Radchenko & Norman R. Swanson 
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments
by Nii Ayi Armah & Norman Swanson 
Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators
by Nii Ayi Armah & Norman Swanson 
A Randomized Procedure for Choosing Data Transformation
by Valentina Corradi & Norman R. Swanson 
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
by Hausman & Newey & Woutersen & Chao & Swanson 
A Consistent Test for Nonlinear Out of Sample Predictive Accuracy.
by Corradi, V. & Swanson, N. R. 
Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error
by Valentina Corradi & Norman R. Swanson 
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
by Chao & Swanson & Hausman & Newey & Woutersen 
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
by Corradi, Valentina & Swanson, Norman R. 
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION
by Chao, John C. & Swanson, Norman R. 
Data Transformation and Forecasting in Models with Unit Roots and Cointegration
by John C. Chao & Valentina Corradi & Norman R. Swanson 
In and outofsample specification analysis of spot rate models: Further evidence for the period 19822008
by Cai, Lili & Swanson, Norman R. 
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen 
Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso 
Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks
by Diep Duong & Norman R. Swanson 
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
by Huyn Hak Kim & Norman R. Swanson 
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models
by Norman R. Swanson & Valentina Corradi 
Diffusion Index Models and Index Proxies: Recent Results and New Directions
by Norman R. Swanson & Nii Ayi Armah 
Predictive Inference for Integrated Volatility
by Norman R. Swanson & Valentina Corradi & Walter Distaso 
Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators
by Norman R. Swanson & Nii Ayi Armah 
RealTime Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting
by Norman R. Swanson & Andres Fernandez 
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen 
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output
by Norman R. Swanson & Nii Ayi Armah 
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments
by Norman R. Swanson & Nii Ayi Armah 
Information in the Revision Process of RealTime Datasets
by Norman R. Swanson & Valentina Corradi & Andres Fernandez 
International Evidence on the Efficacy of newKeynesian Models of Inflation Persistence
by Norman R. Swanson & Oleg Korenok & Stanislav Radchenko 
In and OutofSample Specification Analysis of Spot Rate Models: Further Evidence for the Period 19822008
by Norman R. Swanson & Lili Cai 
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
by Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen 
Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps
by Diep Duong & Norman R. Swanson 
Instrumental variable estimation with heteroskedasticity and many instruments
by Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson 
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
by Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen 
Temporal aggregation and causality in multiple time series models
by Breitung, Jörg & Swanson, Norman Rasmus 
OUTOFSAMPLE TESTS FOR GRANGER CAUSALITY
by Chao, John & Corradi, Valentina & Swanson, Norman R. 
Combining Two Consistent Estimators
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen 
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen 
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
by Kihwan Kim & Norman Swanson 
Mining Big Data Using Parsimonious Factor and Shrinkage Methods
by Hyun Hak Kim & Norman Swanson 
Density and Conditional Distribution Based Specification Analysis
by Diep Duong & Norman Swanson 
Testing for Structural Stability of Factor Augmented Forecasting Models
by Valentina Corradi & Norman Swanson 
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance
by Valentina Corradi & Norman Swanson 
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
by Swanson, N. R. & van Dijk, D. J. C. 
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
by Kim, Hyun Hak & Swanson, Norman R. 
Testing overidentifying restrictions with many instruments and heteroskedasticity
by Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen 
Testing for structural stability of factor augmented forecasting models
by Corradi, Valentina & Swanson, Norman R. 
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction
by Diep Duong & Norman Swanson 
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
by Norman Swanson & Richard Urbach 
Consistent Pretesting for Jumps
by Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson 
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
by Valentina Corradi & Norman R. Swanson 
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
by Duong, Diep & Swanson, Norman R. 
Prediction and simulation using simple models characterized by nonstationarity and seasonality
by Swanson, Norman R. & Urbach, Richard 
Robust Forecast Comparison
by Sainan Jin & Valentina Corradi & Norman Swanson 
Big data analytics in economics: What have we learned so far, and where should we go from here?
by Norman R. Swanson & Weiqi Xiong 
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations
by N. R. Swanson 
ROBUST FORECAST COMPARISON
by Jin, Sainan & Corradi, Valentina & Swanson, Norman R. 
Temporal aggregation and spurious instantaneous causality in multiple time series models
by JÖRG BREITUNG & NORMAN R. SWANSON 
Methods for backcasting, nowcasting and forecasting using factorâ€ MIDAS: With an application to Korean GDP
by Hyun Hak Kim & Norman R. Swanson 
Comment
by Norman R. Swanson 
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence
by Mingmian Cheng & Norman R. Swanson 
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
by Kim, Hyun Hak & Swanson, Norman R. 
Testing for jumps and jump intensity path dependence
by Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R.
editor of:

Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics 2 Volume Hardback Set Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics 2 Volume Paperback Set Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark