Access Statistics for Norman R. Swanson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables 0 0 0 0 0 0 1 344
A Consistent Test for Nonlinear Out of Sample Predictive Accuracy 0 0 0 0 0 0 0 582
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 3 1,202 0 2 12 3,337
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 0 21 501
A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects 0 0 1 98 1 1 2 248
A Randomized Procedure for Choosing Data Transformation 0 0 0 11 0 0 0 83
A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output 0 0 0 0 0 0 0 454
A Simulation Based Specification Test for Diffusion Processes 0 0 1 104 0 0 1 332
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance 0 0 1 58 0 0 3 100
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 0 1 3 709
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection 0 0 0 0 0 0 1 781
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction 0 0 0 62 0 0 0 337
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 0 0 0 445
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction 0 0 0 97 0 0 0 666
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series 0 0 0 979 0 0 4 2,513
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 0 0 129
An Out of Sample Test for Granger Causality 0 0 1 817 1 1 5 2,508
An introduction to stochastic Unit Root Processes 0 0 0 4 1 1 10 1,430
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 0 0 0 88
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 1 1 4 98
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 1 52 1 2 3 168
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 1 64 0 0 2 639
BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman 0 0 2 52 0 0 5 183
Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated 0 0 0 1 0 0 1 311
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 0 0 755
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection 0 0 0 243 0 1 2 727
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 1 1 524
Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error 0 0 2 12 0 0 2 83
Combining Two Consistent Estimators 0 0 0 68 0 0 1 169
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 162 1 1 3 630
Consistent Estimation with a Large Number of Weak Instruments 0 0 5 89 0 2 8 374
Consistent Estimation with a Large Number of Weak Instruments 0 0 3 65 0 0 4 394
Consistent Pretesting for Jumps 0 0 0 16 0 0 2 49
Density and Conditional Distribution Based Specification Analysis 0 0 0 47 0 0 0 62
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets 0 0 0 60 0 1 2 123
Diffusion Index Models and Index Proxies: Recent Results and New Directions 0 1 2 18 0 1 3 63
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 0 0 0 0 0 0 0 359
Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks 0 0 0 20 0 0 1 86
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction 0 0 0 28 0 0 1 56
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 2 114 0 0 3 394
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 0 8 613
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 1 162 0 0 2 429
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models 0 0 0 0 0 0 0 708
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence 0 1 1 82 0 1 3 206
Forecasting Using First Available Versus Fully Revised Economic Time Series data 0 0 0 1 0 1 4 813
Forecasting economic and financial time-series with non-linear models 1 2 4 876 2 3 10 1,658
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 1 2 363
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version 0 0 1 120 0 1 3 320
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 4 18 540
In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 0 0 0 17 0 0 0 100
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 0 0 100
Information in the revision process of real-time datasets 0 0 0 75 0 0 1 306
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 4 55 0 1 6 142
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 1 53 1 4 5 191
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 3 128 1 1 6 339
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 1 1 2 156 1 2 3 518
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 1 37 0 0 2 148
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 1 44 0 0 2 250
LM Tests and Nonlinear Error Correction in Economic Time Series 0 0 0 0 0 0 0 163
Let's Get "Real" About Using Economic Data 0 0 0 146 0 0 0 521
Let's Get "Real" about Using Economic Data 0 0 0 95 0 0 0 453
Let's Get "Real"" about Using Economic Data" 0 0 0 168 0 0 0 894
Mining Big Data Using Parsimonious Factor and Shrinkage Methods 0 0 0 95 0 0 0 200
Monetary Policy Rules with Model and Data Uncertainty 0 1 1 261 1 2 2 1,303
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 111 0 0 0 362
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 1 1 607
Predicting Inflation: Does The Quantity Theory Help? 0 0 1 348 0 2 5 1,096
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality 0 0 0 47 1 1 1 63
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models 0 0 0 10 0 0 0 92
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 0 0 244
Predictive Density Evaluation 0 0 2 184 1 1 6 497
Predictive Density Evaluation. Revised 0 0 0 66 0 1 1 147
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 5 0 0 5 1,606
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 9 0 0 1 80
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 58 0 0 2 223
Predictive Inference for Integrated Volatility 0 0 0 9 0 0 1 91
Predictive Inference for Integrated Volatility 0 0 0 17 0 0 1 85
Predictive Inference for Integrated Volatility 0 0 0 41 0 0 0 172
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 0 2 117
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 1 1 1 1 38
Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting 0 0 1 20 0 0 1 90
Real-time datasets really do make a difference: definitional change, data release, and forecasting 0 0 2 53 0 0 4 282
Robust Forecast Comparison 0 0 0 82 0 0 2 85
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments 0 0 0 26 0 0 1 101
Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments 0 0 0 153 0 0 5 638
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 0 0 375
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 0 0 179
Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators 0 0 0 35 0 0 0 122
Temporal aggregation and causality in multiple time series models 0 0 0 7 0 0 0 140
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 64 0 1 6 212
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 0 0 757
Testing for Structural Stability of Factor Augmented Forecasting Models 0 0 0 46 0 1 3 106
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 1 1 1 303
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 0 271 0 0 0 1,423
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 0 0 1 916
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives 0 0 0 73 0 0 0 334
The Volume of Federal Litigation and the Macroeconomy 0 0 2 99 1 2 4 554
The Volume of Federal Litigation and the Macroeconomy 0 0 0 52 0 0 1 220
The real-time predictive content of money for output 0 0 0 85 0 0 0 358
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis 0 0 0 222 0 1 2 991
Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 0 47 0 1 2 129
Total Working Papers 2 7 55 10,460 18 51 248 46,947


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks 4 5 8 412 6 12 25 1,146
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 0 0 6 493
A Simulation-Based Specification Test for Diffusion Processes 0 0 0 38 0 0 0 122
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS 0 0 0 7 0 0 1 53
A consistent test for nonlinear out of sample predictive accuracy 0 1 2 94 0 1 2 320
A new definition for time-dependent price mean reversion in commodity markets 0 0 1 79 0 0 1 392
A test for the distributional comparison of simulated and historical data 0 0 0 10 0 0 0 52
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 3 15 0 0 4 92
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 37 0 0 0 171
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series 0 0 2 156 1 1 9 453
An introduction to stochastic unit-root processes 0 0 2 382 2 3 8 852
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 3 70 0 0 3 297
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 1 1 12 0 1 3 77
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 0 2 1 1 1 23
Book reviews 0 0 0 2 0 0 0 39
Bootstrap conditional distribution tests in the presence of dynamic misspecification 1 1 1 66 2 2 4 271
Bootstrap specification tests for diffusion processes 0 0 0 28 0 0 0 146
Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection 0 0 0 0 0 1 2 788
Comment 0 0 0 1 0 0 0 33
Comment 0 0 0 0 0 0 0 35
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 3 0 0 0 15
Comments on 'A vector error-correction forecasting model of the US economy' 0 0 0 15 0 0 0 83
Consistent Estimation with a Large Number of Weak Instruments 0 1 2 200 0 2 4 769
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 0 1 182
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 2 1 1 6 13
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction 1 1 2 17 1 2 4 141
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data 0 0 2 47 0 0 4 180
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations 0 0 0 0 0 0 0 3
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence 0 0 1 6 0 0 3 51
Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data 0 1 2 90 0 3 4 317
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 0 2 12 0 1 5 32
Forecasting economic and financial time-series with non-linear models 1 1 4 285 2 3 10 750
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 2 2 4 129 3 3 12 489
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence 0 0 3 112 3 5 26 626
Forecasting volatility using double shrinkage methods 0 1 1 5 0 1 1 25
Further Developments in the Study of Cointegrated Variables 0 0 0 33 0 0 0 98
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 1 4 402
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 1 3 0 0 4 16
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 76 0 3 4 216
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 0 0 0 12 0 0 1 139
Information in the Revision Process of Real-Time Datasets 0 0 0 43 0 0 2 209
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 1 30 0 3 10 120
International evidence on the efficacy of new-Keynesian models of inflation persistence 0 0 1 74 0 0 2 302
International evidence on the efficacy of new‐Keynesian models of inflation persistence 0 0 1 1 0 0 1 10
Let's get "real" about using economic data 0 0 1 72 1 1 3 314
Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP 0 1 2 13 0 3 8 74
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods 0 0 10 47 2 5 22 162
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 1 0 0 0 3
Money and output viewed through a rolling window 0 2 11 197 0 3 17 521
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 0 1 361
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 2 11 2 2 10 57
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 1 2 8 41 1 4 16 101
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 27 0 0 2 112
Predicting Inflation: Does The Quantity Theory Help? 0 1 2 93 0 1 2 417
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 1 7 0 0 7 36
Prediction and simulation using simple models characterized by nonstationarity and seasonality 0 0 0 3 0 0 0 34
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 1 530 0 0 3 1,649
Predictive ability with cointegrated variables 0 0 1 63 0 0 3 245
Predictive density and conditional confidence interval accuracy tests 0 0 0 85 0 0 0 394
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 1 1 1 13 1 1 2 101
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 0 0 170
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 1 1 43 0 1 2 176
ROBUST FORECAST COMPARISON 0 0 0 1 0 0 1 27
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments 0 0 0 18 0 0 2 102
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives 0 0 0 44 0 0 0 265
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 0 0 0 31
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 1 1 1 1 2 3 14
Testing for jumps and jump intensity path dependence 0 1 2 12 0 2 3 50
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 81 0 0 3 336
Testing for structural stability of factor augmented forecasting models 1 1 3 28 1 3 7 142
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 1 2 33 0 1 3 166
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* 0 0 0 44 0 0 0 252
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 62 0 0 3 449
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test 0 0 1 61 0 0 2 295
The volume of federal litigation and the macroeconomy 0 0 2 33 0 0 3 131
Trade, investment and growth: nexus, analysis and prognosis 0 0 2 69 0 1 4 433
Total Journal Articles 12 27 104 4,497 31 80 309 18,663
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession 0 0 0 0 1 1 2 7
Predictive Density Evaluation 1 1 9 421 3 3 16 1,355
Total Chapters 1 1 9 421 4 4 18 1,362


Statistics updated 2024-02-04