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 1 346
A Consistent Test for Nonlinear Out of Sample Predictive Accuracy 0 0 0 0 1 1 2 584
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 1 1 2 1,207 2 5 6 3,348
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 2 3 505
A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects 1 1 1 99 1 1 1 249
A Randomized Procedure for Choosing Data Transformation 0 0 0 11 1 1 1 84
A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output 0 0 0 0 0 0 1 455
A Simulation Based Specification Test for Diffusion Processes 0 0 0 104 1 1 1 334
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance 0 0 0 58 0 0 1 101
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 0 0 0 709
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection 0 0 0 0 0 0 2 783
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 1 338
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 1 446
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 2 2 9 2,530
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 0 1 2 131
An Out of Sample Test for Granger Causality 0 1 1 818 0 1 3 2,511
An introduction to stochastic Unit Root Processes 0 0 0 4 0 1 1 1,432
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 3 104
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 0 0 0 168
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 0 0 0 639
BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman 0 0 0 52 0 0 2 186
Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated 0 0 0 1 0 0 0 311
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 1 2 2 729
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 0 0 2 526
Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error 0 0 1 13 0 0 3 86
Combining Two Consistent Estimators 0 0 0 68 1 1 3 172
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 90 1 3 8 386
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 1 2 4 398
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 162 0 0 1 633
Consistent Pretesting for Jumps 0 0 0 16 0 0 0 49
Density and Conditional Distribution Based Specification Analysis 0 1 1 48 1 2 4 67
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets 0 0 0 60 0 0 3 126
Diffusion Index Models and Index Proxies: Recent Results and New Directions 0 0 0 18 0 0 1 64
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 2 88
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction 0 0 0 28 0 0 1 57
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 0 0 2 397
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 0 0 4 621
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 0 0 2 431
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models 0 0 0 0 0 0 2 711
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence 0 0 0 82 0 0 0 207
Forecasting Using First Available Versus Fully Revised Economic Time Series data 0 0 0 1 0 1 2 816
Forecasting economic and financial time-series with non-linear models 0 0 0 876 1 1 1 1,661
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 0 1 364
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version 0 0 0 120 0 0 0 320
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 3 14 557
In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 0 0 0 17 0 0 1 101
Information in the Revision Process of Real-Time Datasets 0 0 0 18 0 1 2 102
Information in the revision process of real-time datasets 0 0 0 75 0 0 9 316
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 2 55 0 1 7 202
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 0 1 4 148
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 129 0 0 2 342
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 1 157 0 1 4 524
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 44 0 0 2 252
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 37 0 1 2 150
LM Tests and Nonlinear Error Correction in Economic Time Series 0 0 0 0 0 0 1 164
Let's Get "Real" About Using Economic Data 0 0 0 146 0 0 2 523
Let's Get "Real" about Using Economic Data 0 0 0 95 0 0 2 455
Let's Get "Real"" about Using Economic Data" 0 0 0 168 0 0 2 896
Mining Big Data Using Parsimonious Factor and Shrinkage Methods 0 2 2 97 1 5 5 205
Monetary Policy Rules with Model and Data Uncertainty 0 0 1 263 0 2 3 1,308
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 1 1 1 364
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 0 1 609
Predicting Inflation: Does The Quantity Theory Help? 0 0 0 349 0 0 1 1,098
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality 0 0 0 48 0 0 0 64
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models 0 0 0 10 1 1 1 94
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 1 1 245
Predictive Density Evaluation 0 0 0 184 0 0 1 500
Predictive Density Evaluation. Revised 0 0 2 68 1 1 5 152
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 5 0 0 1 1,608
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 9 0 0 2 82
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 58 0 0 1 224
Predictive Inference for Integrated Volatility 0 0 0 41 0 0 1 173
Predictive Inference for Integrated Volatility 0 0 0 9 1 1 1 92
Predictive Inference for Integrated Volatility 0 0 0 17 0 0 0 85
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 1 0 0 2 42
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 0 0 117
Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting 0 0 0 20 1 1 3 95
Real-time datasets really do make a difference: definitional change, data release, and forecasting 0 0 0 53 0 0 0 284
Robust Forecast Comparison 0 0 0 82 1 1 1 87
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments 0 0 0 27 0 0 0 102
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 4 642
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 0 1 376
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 1 1 3 182
Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators 0 0 0 35 0 0 1 123
Temporal aggregation and causality in multiple time series models 0 0 0 7 1 1 2 142
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 1 65 0 0 3 220
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 1 1 1 107
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 0 0 303
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 0 271 0 0 2 1,426
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 1 917
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives 0 0 0 73 0 0 2 336
The Volume of Federal Litigation and the Macroeconomy 0 0 0 100 0 1 2 559
The Volume of Federal Litigation and the Macroeconomy 0 0 1 54 0 0 2 223
The real-time predictive content of money for output 0 0 0 85 0 0 2 360
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis 0 0 0 222 0 0 4 995
Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 1 48 0 0 4 135
Total Working Papers 2 7 19 10,491 26 55 208 47,236

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 1 1 6 420 2 5 17 1,169
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 3 497
A Simulation-Based Specification Test for Diffusion Processes 0 0 0 38 3 3 3 125
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS 0 0 0 7 0 0 0 53
A consistent test for nonlinear out of sample predictive accuracy 0 0 1 95 0 0 2 323
A new definition for time-dependent price mean reversion in commodity markets 0 0 0 79 0 0 1 393
A test for the distributional comparison of simulated and historical data 0 0 0 10 0 0 2 54
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 3 20 0 0 7 103
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 1 38 0 0 1 173
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors 0 0 1 1 1 1 5 5
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series 0 1 2 158 0 2 5 463
An introduction to stochastic unit-root processes 0 0 0 382 1 2 3 856
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 0 2 3 300
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 3 16 0 0 9 89
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 0 2 0 1 3 26
Book reviews 0 0 0 2 0 0 1 40
Bootstrap conditional distribution tests in the presence of dynamic misspecification 0 0 0 66 0 2 3 275
Bootstrap specification tests for diffusion processes 0 0 0 28 0 1 2 148
Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection 0 0 0 0 0 0 5 794
Comment 0 0 0 0 1 1 2 38
Comment 0 0 0 1 0 0 1 34
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 3 1 2 2 18
Comments on 'A vector error-correction forecasting model of the US economy' 0 0 0 15 0 0 1 84
Consistent Estimation with a Large Number of Weak Instruments 0 0 1 201 1 2 7 778
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 0 0 2 184
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 0 0 2 21
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction 0 0 1 18 3 4 8 150
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data 0 0 0 47 0 0 1 182
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations 0 0 0 1 0 0 1 5
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence 0 0 0 6 0 2 3 54
Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data 0 0 1 92 0 0 1 319
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 0 2 15 0 2 10 44
Forecasting economic and financial time-series with non-linear models 0 0 0 288 0 0 5 760
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 2 2 133 1 4 9 503
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence 1 1 2 119 3 4 13 650
Forecasting volatility using double shrinkage methods 0 0 0 5 0 1 1 28
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 1 406
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 76 0 0 1 220
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 3 0 0 0 16
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 0 0 0 12 0 0 0 139
Information in the Revision Process of Real-Time Datasets 0 0 0 43 1 1 1 211
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 1 32 0 1 7 129
International evidence on the efficacy of new-Keynesian models of inflation persistence 0 1 1 75 1 4 5 309
International evidence on the efficacy of new‐Keynesian models of inflation persistence 0 1 1 2 1 2 3 13
Jackknife estimation of a cluster-sample IV regression model with many weak instruments 0 0 1 4 0 1 7 14
Let's get "real" about using economic data 0 0 1 73 1 1 3 317
Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP 0 0 4 17 0 1 16 91
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods 1 2 7 58 1 2 11 184
Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 0 0 0 1 1 3 5 11
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 1 0 0 0 4
Money and output viewed through a rolling window 0 1 1 205 0 3 6 539
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 0 0 364
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 0 0 4 65
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 1 3 48 0 2 8 114
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 2 30 0 0 5 120
Predicting Inflation: Does The Quantity Theory Help? 0 0 1 95 0 1 6 426
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 1 8 2 3 6 45
Prediction and simulation using simple models characterized by nonstationarity and seasonality 0 0 0 3 1 1 3 37
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 1 2 2 532 1 2 2 1,652
Predictive ability with cointegrated variables 0 0 0 63 0 0 2 249
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 0 0 0 13 0 0 0 101
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 3 3 3 174
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 0 176
ROBUST FORECAST COMPARISON 1 1 1 3 1 1 2 30
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 1 1 5 0 1 4 11
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 1 1 103
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives 0 0 0 44 0 0 1 267
Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators 1 1 1 21 1 1 1 95
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 0 1 3 0 1 5 20
Testing for jumps and jump intensity path dependence 0 0 1 13 0 0 2 52
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 1 82 0 1 3 340
Testing for structural stability of factor augmented forecasting models 0 1 1 29 0 1 1 143
Testing overidentifying restrictions with many instruments and heteroskedasticity 1 1 1 35 1 3 4 171
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* 0 0 0 44 0 0 1 253
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 0 0 3 454
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test 0 0 0 62 0 0 1 298
The volume of federal litigation and the macroeconomy 0 0 0 33 0 1 2 133
Trade, investment and growth: nexus, analysis and prognosis 0 0 0 69 0 0 1 435
Total Journal Articles 7 18 60 4,628 34 84 281 19,192

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 1 1
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 0 0 0 0 1
Chapter 5 Predictive Inference under Model Misspecification 0 0 0 0 1 1 1 1
Combining Two Consistent Estimators 0 0 0 0 1 1 3 4
Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession 0 0 0 0 0 0 0 7
Predictive Density Evaluation 0 0 7 429 1 1 12 1,369
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps 0 1 1 1 0 1 2 4
Total Chapters 0 1 8 430 3 4 19 1,387

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