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 2 4 6 352
A Consistent Test for Nonlinear Out of Sample Predictive Accuracy 0 0 0 0 0 3 10 592
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 2 1,207 0 3 13 3,355
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 3 7 509
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 99 0 4 5 253
A Randomized Procedure for Choosing Data Transformation 0 0 0 11 0 7 8 91
A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output 0 0 0 0 18 43 44 499
A Simulation Based Specification Test for Diffusion Processes 0 0 0 104 1 3 5 338
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance 0 0 0 58 0 6 7 107
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 0 7 12 721
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection 0 0 0 0 1 5 5 788
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction 0 0 0 62 2 7 10 348
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 6 8 453
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 5 9 675
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series 0 0 0 979 6 19 26 2,554
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 1 5 10 139
An Out of Sample Test for Granger Causality 0 0 2 819 3 13 17 2,526
An introduction to stochastic Unit Root Processes 0 0 0 4 1 9 11 1,442
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 1 7 7 95
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 1 4 6 174
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 5 9 111
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 1 8 14 653
BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman 0 0 0 52 1 5 6 192
Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated 0 0 0 1 1 5 7 318
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 0 3 4 759
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection 0 0 0 243 2 8 11 738
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 1 6 6 532
Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error 0 0 1 13 1 4 10 94
Combining Two Consistent Estimators 0 0 0 68 1 7 9 180
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 162 0 10 18 651
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 2 8 17 400
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 2 7 13 408
Consistent Pretesting for Jumps 0 0 0 16 0 4 4 53
Density and Conditional Distribution Based Specification Analysis 0 0 1 48 0 2 4 69
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets 0 0 0 60 2 13 16 142
Diffusion Index Models and Index Proxies: Recent Results and New Directions 0 1 1 19 1 7 9 73
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 2 5 364
Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks 0 0 1 21 0 4 7 94
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction 0 0 1 29 0 4 8 65
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 1 6 8 405
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 1 7 7 628
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 1 8 11 442
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models 0 0 0 0 0 2 4 715
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence 0 0 0 82 1 3 5 212
Forecasting Using First Available Versus Fully Revised Economic Time Series data 0 0 0 1 0 2 3 818
Forecasting economic and financial time-series with non-linear models 0 0 0 876 6 16 23 1,683
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 5 5 369
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version 0 1 1 121 0 5 8 328
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 0 5 11 562
In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 0 0 0 17 0 3 4 105
Information in the Revision Process of Real-Time Datasets 0 0 0 18 2 3 7 108
Information in the revision process of real-time datasets 0 0 0 75 9 11 22 331
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 0 7 12 159
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 1 2 56 0 2 8 209
Instrumental variable estimation with heteroskedasticity and many instruments 0 1 2 131 14 34 37 379
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 37 0 8 11 160
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 157 1 6 11 533
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 44 1 134 140 391
LM Tests and Nonlinear Error Correction in Economic Time Series 0 0 0 0 0 1 2 166
Let's Get "Real" About Using Economic Data 0 0 0 146 1 6 9 532
Let's Get "Real" about Using Economic Data 0 0 0 95 5 15 19 473
Let's Get "Real"" about Using Economic Data" 0 0 0 168 1 4 6 902
Mining Big Data Using Parsimonious Factor and Shrinkage Methods 0 0 2 97 1 5 13 213
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 263 0 3 7 1,313
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 0 4 8 371
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 0 7 9 617
Predicting Inflation: Does The Quantity Theory Help? 1 1 1 350 3 8 11 1,109
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality 0 0 0 48 1 5 6 70
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models 0 0 0 10 0 4 10 103
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 2 4 248
Predictive Density Evaluation 0 0 0 184 1 9 13 513
Predictive Density Evaluation. Revised 0 0 0 68 0 5 8 159
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 5 1 5 11 1,618
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 58 0 4 6 229
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 9 0 3 6 88
Predictive Inference for Integrated Volatility 0 0 0 9 0 4 7 98
Predictive Inference for Integrated Volatility 0 0 0 17 1 5 7 92
Predictive Inference for Integrated Volatility 0 0 0 41 0 2 4 177
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 1 1 3 6 47
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 0 7 8 125
Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting 0 1 1 21 1 7 8 102
Real-time datasets really do make a difference: definitional change, data release, and forecasting 0 0 0 53 0 5 6 290
Robust Forecast Comparison 0 0 0 82 0 1 3 89
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 1 103
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 5 5 647
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 0 3 7 383
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 0 2 3 184
Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators 0 0 0 35 1 4 6 129
Temporal aggregation and causality in multiple time series models 0 1 1 8 3 8 10 151
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 2 15 21 240
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 1 7 9 766
Testing for Structural Stability of Factor Augmented Forecasting Models 0 0 0 46 3 6 8 114
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 2 7 310
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 1 1 272 0 3 4 1,430
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 3 14 18 935
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives 0 0 0 73 0 2 3 339
The Volume of Federal Litigation and the Macroeconomy 0 0 0 54 1 6 7 230
The Volume of Federal Litigation and the Macroeconomy 1 1 1 101 3 7 9 567
The real-time predictive content of money for output 0 0 0 85 1 7 9 369
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis 0 1 1 223 1 5 7 1,001
Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 0 48 0 4 8 143
Total Working Papers 2 10 24 10,506 126 767 1,079 48,229

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 3 422 0 4 15 1,178
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 0 7 9 506
A Simulation-Based Specification Test for Diffusion Processes 0 0 0 38 2 5 9 131
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS 0 0 0 7 0 2 4 57
A consistent test for nonlinear out of sample predictive accuracy 0 0 1 96 0 4 7 330
A new definition for time-dependent price mean reversion in commodity markets 0 0 0 79 0 6 10 403
A test for the distributional comparison of simulated and historical data 0 0 0 10 1 4 7 61
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 0 0 1 20 1 8 12 114
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 38 0 3 8 181
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors 0 0 0 1 0 5 8 12
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series 0 0 1 158 1 9 19 480
An introduction to stochastic unit-root processes 0 0 0 382 0 5 10 864
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 1 4 10 308
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 0 2 0 4 6 31
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 1 17 0 10 12 100
Book reviews 0 0 0 2 0 2 6 45
Bootstrap conditional distribution tests in the presence of dynamic misspecification 0 0 0 66 1 5 8 280
Bootstrap specification tests for diffusion processes 0 0 0 28 0 1 6 153
Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection 0 0 0 0 1 8 9 803
Comment 0 0 0 0 0 22 24 61
Comment 0 0 0 1 1 3 4 38
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 3 0 4 7 23
Comments on 'A vector error-correction forecasting model of the US economy' 0 0 0 15 0 1 1 85
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 201 0 1 6 781
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 1 3 6 189
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 1 3 4 25
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction 0 0 2 19 0 3 12 156
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data 0 0 0 47 1 6 6 188
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations 0 0 0 1 1 5 5 10
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence 0 0 0 6 0 3 5 57
Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data 0 0 0 92 2 10 11 330
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 1 1 4 19 4 15 27 68
Forecasting economic and financial time-series with non-linear models 0 0 0 288 1 8 17 777
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 2 133 0 7 17 514
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence 0 0 2 119 1 2 13 655
Forecasting volatility using double shrinkage methods 0 0 0 5 0 4 9 36
Further Developments in the Study of Cointegrated Variables 0 0 0 33 0 3 3 101
Future Developments in the Study of Cointegrated Variables 0 0 0 1 0 3 6 411
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 3 0 5 7 23
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 76 2 12 15 235
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 0 0 0 12 1 9 17 156
Information in the Revision Process of Real-Time Datasets 0 0 0 43 3 7 11 221
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 7 20 26 153
International evidence on the efficacy of new-Keynesian models of inflation persistence 0 0 1 75 0 2 11 316
International evidence on the efficacy of new‐Keynesian models of inflation persistence 0 0 1 2 0 5 8 19
Jackknife estimation of a cluster-sample IV regression model with many weak instruments 0 1 1 5 2 9 15 28
Let's get "real" about using economic data 0 0 0 73 0 5 8 324
Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP 0 0 1 17 0 8 18 102
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods 0 0 6 60 5 42 62 242
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 0 2 7 15
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 1 0 5 7 11
Money and output viewed through a rolling window 0 0 1 205 1 6 15 551
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 2 5 369
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 1 3 3 68
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 1 8 54 1 13 27 137
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 1 8 19 139
Predicting Inflation: Does The Quantity Theory Help? 0 0 0 95 1 9 14 439
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 1 1 9 1 4 10 52
Prediction and simulation using simple models characterized by nonstationarity and seasonality 0 0 0 3 1 3 8 43
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 2 532 2 5 12 1,662
Predictive ability with cointegrated variables 0 0 0 63 2 4 8 257
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 0 5 11 405
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 13 0 5 7 108
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 0 4 9 180
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 1 2 178
ROBUST FORECAST COMPARISON 0 1 2 4 1 3 8 37
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 1 5 0 4 10 19
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments 0 0 0 18 2 18 21 123
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives 0 0 0 44 14 38 40 307
Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators 0 0 1 21 2 5 6 100
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 0 6 6 37
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 1 3 22
Testing for jumps and jump intensity path dependence 0 0 1 13 0 9 12 63
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 0 3 11 350
Testing for structural stability of factor augmented forecasting models 0 0 1 29 1 4 6 148
Testing overidentifying restrictions with many instruments and heteroskedasticity 1 1 2 36 2 9 13 181
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* 0 0 0 44 1 7 9 261
The econometric consequences of the ceteris paribus condition in economic theory 0 0 0 63 0 3 5 458
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test 0 0 1 63 1 5 9 307
The volume of federal litigation and the macroeconomy 0 0 0 33 2 5 8 140
Trade, investment and growth: nexus, analysis and prognosis 0 0 1 70 1 10 12 447
Total Journal Articles 2 6 50 4,652 79 535 899 19,975

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 3 3 4
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 0 3 7 7 8
Chapter 5 Predictive Inference under Model Misspecification 0 0 0 0 1 4 7 7
Combining Two Consistent Estimators 0 0 0 0 0 1 2 5
Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession 0 0 0 0 1 4 5 12
Predictive Density Evaluation 1 1 3 431 4 20 24 1,391
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 1 1 1 6 12 15
Total Chapters 1 1 4 432 10 45 60 1,442

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