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 8 354
A Consistent Test for Nonlinear Out of Sample Predictive Accuracy 0 0 0 0 0 1 13 597
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 1,207 0 0 10 3,359
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 0 5 511
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 0 99 1 1 9 258
A Randomized Procedure for Choosing Data Transformation 0 0 0 11 0 1 9 93
A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output 0 0 0 0 0 0 52 507
A Simulation Based Specification Test for Diffusion Processes 0 1 1 105 0 1 6 340
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance 0 0 0 58 0 2 11 112
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 0 0 16 725
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection 0 0 0 0 1 3 9 792
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction 0 0 0 62 9 11 25 364
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 1 4 13 459
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 2 18 685
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series 0 0 0 979 0 5 34 2,564
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 0 8 142
An Out of Sample Test for Granger Causality 0 0 1 819 2 2 23 2,534
An introduction to stochastic Unit Root Processes 0 0 0 4 0 0 12 1,445
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 0 2 9 97
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 0 1 10 179
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 1 2 14 118
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 0 0 21 660
BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman 0 0 0 52 0 0 8 194
Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated 0 0 0 1 1 5 14 326
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 1 2 11 767
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection 0 0 0 243 0 0 14 743
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 0 8 534
Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error 0 0 0 13 1 1 13 100
Combining Two Consistent Estimators 0 0 0 68 0 1 14 186
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 0 2 13 412
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 162 1 1 23 657
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 0 1 18 405
Consistent Pretesting for Jumps 0 0 0 16 0 0 4 53
Density and Conditional Distribution Based Specification Analysis 0 0 0 48 0 2 9 76
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets 0 0 0 60 0 1 19 147
Diffusion Index Models and Index Proxies: Recent Results and New Directions 0 0 1 19 2 2 12 76
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 4 365
Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks 0 0 0 21 0 0 10 100
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction 0 1 1 30 1 3 11 71
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 1 3 14 411
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 0 11 632
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 1 1 16 447
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models 0 0 0 0 0 0 7 718
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence 0 0 0 82 0 1 8 216
Forecasting Using First Available Versus Fully Revised Economic Time Series data 0 0 0 1 0 0 4 820
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 1 26 1,688
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 1 8 372
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version 0 0 1 121 2 2 13 333
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 2 3 10 567
In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 0 0 0 17 1 2 11 112
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 1 11 113
Information in the revision process of real-time datasets 0 0 0 75 0 1 21 337
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 0 3 11 213
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 1 2 16 165
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 3 132 0 0 47 389
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 44 0 2 144 397
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 37 0 2 13 165
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 157 0 1 16 540
LM Tests and Nonlinear Error Correction in Economic Time Series 0 0 0 0 0 1 5 169
Let's Get "Real" About Using Economic Data 0 0 0 146 0 0 9 532
Let's Get "Real" about Using Economic Data 0 0 0 95 0 1 23 478
Let's Get "Real"" about Using Economic Data" 0 0 0 168 0 2 14 911
Mining Big Data Using Parsimonious Factor and Shrinkage Methods 0 0 0 97 1 2 14 219
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 263 1 2 13 1,321
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 0 14 378
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 2 16 625
Predicting Inflation: Does The Quantity Theory Help? 0 0 2 351 1 1 18 1,116
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality 0 0 0 48 0 3 11 75
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models 0 0 0 10 0 0 11 106
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 1 1 11 256
Predictive Density Evaluation 0 0 0 184 1 1 14 515
Predictive Density Evaluation. Revised 0 0 0 68 0 1 8 161
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 5 1 1 12 1,621
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 58 0 1 7 231
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 9 1 2 10 94
Predictive Inference for Integrated Volatility 0 0 0 9 0 1 11 103
Predictive Inference for Integrated Volatility 0 0 0 41 0 1 7 181
Predictive Inference for Integrated Volatility 0 0 0 17 1 2 11 97
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 1 0 0 7 49
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 1 1 10 128
Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting 0 0 1 21 2 5 17 112
Real-time datasets really do make a difference: definitional change, data release, and forecasting 0 0 0 53 2 2 11 295
Robust Forecast Comparison 0 0 0 82 0 1 10 97
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments 0 0 0 27 0 1 5 107
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 3 12 654
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 0 8 385
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 0 4 186
Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators 0 0 0 35 0 0 10 133
Temporal aggregation and causality in multiple time series models 0 0 1 8 1 1 16 158
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 0 3 25 245
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 0 1 14 771
Testing for Structural Stability of Factor Augmented Forecasting Models 0 0 0 46 1 1 8 116
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 1 5 311
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 1 272 0 0 6 1,433
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 1 1 198 1 4 26 944
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives 0 0 0 73 0 1 5 341
The Volume of Federal Litigation and the Macroeconomy 0 0 1 101 0 0 14 573
The Volume of Federal Litigation and the Macroeconomy 0 0 0 54 0 0 11 234
The real-time predictive content of money for output 0 0 0 85 0 0 10 370
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis 0 0 1 223 0 0 17 1,012
Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 0 48 2 2 12 148
Total Working Papers 0 3 18 10,511 48 137 1,449 48,733

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 0 0 2 422 0 0 10 1,181
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 0 1 15 512
A Simulation-Based Specification Test for Diffusion Processes 0 0 0 38 0 0 8 134
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS 0 0 0 7 1 2 9 62
A consistent test for nonlinear out of sample predictive accuracy 0 0 0 96 2 3 14 339
A new definition for time-dependent price mean reversion in commodity markets 0 0 0 79 0 7 18 412
A test for the distributional comparison of simulated and historical data 0 0 0 10 0 1 13 67
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 1 2 22 3 5 19 122
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 38 2 4 16 189
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors 0 0 0 1 0 0 8 15
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series 0 0 1 159 2 3 25 490
An introduction to stochastic unit-root processes 0 0 0 382 0 1 11 868
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 0 0 11 311
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 0 2 0 0 8 34
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 1 17 0 3 26 115
Book reviews 0 0 0 2 0 1 7 47
Bootstrap conditional distribution tests in the presence of dynamic misspecification 0 0 0 66 1 1 12 287
Bootstrap specification tests for diffusion processes 0 0 0 28 0 0 5 154
Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection 0 0 0 0 0 1 11 805
Comment 0 0 0 0 0 1 26 64
Comment 0 0 0 1 0 0 6 40
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 3 0 0 5 23
Comments on 'A vector error-correction forecasting model of the US economy' 0 0 0 15 1 2 5 89
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 201 2 5 12 790
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 2 9 193
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 1 9 30
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction 0 1 2 20 0 1 5 157
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data 0 0 0 47 0 2 10 192
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations 0 0 0 1 1 1 8 13
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence 0 0 0 6 0 1 8 62
Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data 0 1 1 93 0 1 14 333
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 1 4 21 2 6 42 90
Forecasting economic and financial time-series with non-linear models 0 0 0 288 0 1 27 788
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 133 1 1 18 521
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence 0 0 1 120 0 3 13 664
Forecasting volatility using double shrinkage methods 0 0 0 5 0 0 13 42
Further Developments in the Study of Cointegrated Variables 0 0 0 33 0 1 6 104
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 0 7 413
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 3 0 2 11 28
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 76 1 1 19 239
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 0 0 0 12 0 0 19 158
Information in the Revision Process of Real-Time Datasets 0 0 0 43 0 1 18 229
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 1 1 32 162
International evidence on the efficacy of new-Keynesian models of inflation persistence 0 0 0 75 0 2 13 323
International evidence on the efficacy of new‐Keynesian models of inflation persistence 0 0 0 2 0 1 10 24
Jackknife estimation of a cluster-sample IV regression model with many weak instruments 0 0 1 5 0 0 19 33
Let's get "real" about using economic data 0 0 0 73 0 2 14 331
Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP 0 1 1 18 1 2 16 108
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods 0 0 1 60 1 2 79 266
Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 1 1 1 2 1 2 4 17
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 1 0 0 9 13
Money and output viewed through a rolling window 0 0 0 205 1 2 12 555
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 1 8 373
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 0 2 15 80
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 0 2 54 2 4 24 145
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 0 1 21 144
Predicting Inflation: Does The Quantity Theory Help? 0 0 0 95 0 1 17 445
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 1 2 3 11 2 6 16 62
Prediction and simulation using simple models characterized by nonstationarity and seasonality 0 0 0 3 1 2 11 48
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 532 0 0 17 1,670
Predictive ability with cointegrated variables 0 0 0 63 0 1 8 259
Predictive density and conditional confidence interval accuracy tests 0 0 0 86 1 2 17 413
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 13 0 0 7 109
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 1 11 185
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 0 5 181
ROBUST FORECAST COMPARISON 0 0 1 4 0 0 7 39
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 0 5 0 0 8 20
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments 0 0 0 18 1 2 24 127
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives 0 0 0 44 0 0 59 326
Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators 0 0 0 21 0 0 7 102
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 0 2 11 42
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 1 1 3 24
Testing for jumps and jump intensity path dependence 0 0 1 14 0 0 16 68
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 0 0 15 357
Testing for structural stability of factor augmented forecasting models 0 1 1 30 0 3 13 156
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 36 2 4 18 189
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* 0 0 0 44 0 0 10 263
The econometric consequences of the ceteris paribus condition in economic theory 0 0 1 64 0 1 11 465
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test 0 0 0 63 1 3 13 313
The volume of federal litigation and the macroeconomy 0 0 0 33 0 0 9 142
Trade, investment and growth: nexus, analysis and prognosis 0 0 1 71 1 2 25 462
Total Journal Articles 2 9 29 4,668 36 119 1,190 20,447

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects 0 0 0 0 0 0 4 5
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 0 0 0 13 14
Chapter 5 Predictive Inference under Model Misspecification 0 0 0 0 0 0 8 9
Combining Two Consistent Estimators 0 0 0 0 0 1 6 10
Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession 0 0 0 0 0 1 9 16
Predictive Density Evaluation 1 1 3 432 1 3 34 1,403
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 0 1 0 1 13 19
Total Chapters 1 1 3 433 1 6 87 1,476

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11