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 1 2 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 0 0 8 257
A Randomized Procedure for Choosing Data Transformation 0 0 0 11 1 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 1 1 1 105 1 1 6 340
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance 0 0 0 58 2 2 11 112
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 0 1 16 725
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection 0 0 0 0 2 2 8 791
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 3 16 355
Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction 0 0 0 60 3 3 12 458
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction 0 0 0 97 1 2 18 685
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series 0 0 0 979 4 7 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 0 0 21 2,532
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 2 2 9 97
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 0 3 10 179
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 0 1 13 117
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 0 1 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 4 4 13 325
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 1 1 10 766
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 0 1 13 99
Combining Two Consistent Estimators 0 0 0 68 1 2 14 186
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 162 0 1 22 656
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 1 1 18 405
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 2 2 13 412
Consistent Pretesting for Jumps 0 0 0 16 0 0 4 53
Density and Conditional Distribution Based Specification Analysis 0 0 0 48 2 2 9 76
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets 0 0 0 60 1 2 19 147
Diffusion Index Models and Index Proxies: Recent Results and New Directions 0 0 1 19 0 0 10 74
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 5 365
Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks 0 0 0 21 0 1 11 100
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction 1 1 2 30 1 2 12 70
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 2 3 13 410
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 0 1 15 446
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models 0 0 0 0 0 1 7 718
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence 0 0 0 82 1 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 27 1,688
Further Developments in the Study of Cointegrated Variables 0 0 0 0 1 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 0 0 11 331
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 1 8 565
In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 0 0 0 17 1 2 10 111
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 1 1 21 337
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 56 3 4 11 213
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 1 2 16 164
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 0 157 1 2 16 540
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 37 1 2 13 165
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 44 2 2 144 397
LM Tests and Nonlinear Error Correction in Economic Time Series 0 0 0 0 1 2 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 1 1 23 478
Let's Get "Real"" about Using Economic Data" 0 0 0 168 0 3 14 911
Mining Big Data Using Parsimonious Factor and Shrinkage Methods 0 0 0 97 1 1 13 218
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 263 0 2 12 1,320
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 2 2 16 625
Predicting Inflation: Does The Quantity Theory Help? 0 1 2 351 0 1 17 1,115
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality 0 0 0 48 2 3 11 75
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models 0 0 0 10 0 1 11 106
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 0 2 10 255
Predictive Density Evaluation 0 0 0 184 0 0 13 514
Predictive Density Evaluation. Revised 0 0 0 68 1 1 8 161
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 5 0 0 12 1,620
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 58 1 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 93
Predictive Inference for Integrated Volatility 0 0 0 9 1 2 11 103
Predictive Inference for Integrated Volatility 0 0 0 17 0 2 10 96
Predictive Inference for Integrated Volatility 0 0 0 41 1 1 8 181
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 0 0 9 127
Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting 0 0 1 21 1 3 15 110
Real-time datasets really do make a difference: definitional change, data release, and forecasting 0 0 0 53 0 0 9 293
Robust Forecast Comparison 0 0 0 82 1 2 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 1 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 2 4 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 0 0 15 157
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 2 3 25 245
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 1 1 14 771
Testing for Structural Stability of Factor Augmented Forecasting Models 0 0 0 46 0 0 8 115
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 1 7 1,433
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 1 1 1 198 3 3 25 943
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives 0 0 0 73 1 1 5 341
The Volume of Federal Litigation and the Macroeconomy 0 0 0 54 0 1 11 234
The Volume of Federal Litigation and the Macroeconomy 0 0 1 101 0 4 14 573
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 0 0 10 146
Total Working Papers 3 4 19 10,511 71 127 1,413 48,685

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 1 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 2 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 0 1 8 61
A consistent test for nonlinear out of sample predictive accuracy 0 0 0 96 0 4 12 337
A new definition for time-dependent price mean reversion in commodity markets 0 0 0 79 6 7 19 412
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 1 1 2 22 1 2 16 119
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 2 14 187
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 0 3 25 488
An introduction to stochastic unit-root processes 0 0 0 382 1 1 11 868
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 0 2 11 311
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 1 17 2 3 26 115
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
Book reviews 0 0 0 2 0 1 7 47
Bootstrap conditional distribution tests in the presence of dynamic misspecification 0 0 0 66 0 0 11 286
Bootstrap specification tests for diffusion processes 0 0 0 28 0 1 6 154
Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection 0 0 0 0 0 2 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 0 1 4 88
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 201 3 6 10 788
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 2 2 9 193
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 1 1 9 30
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction 1 1 2 20 1 1 5 157
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data 0 0 0 47 1 2 10 192
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations 0 0 0 1 0 0 7 12
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence 0 0 0 6 0 2 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 1 1 4 21 4 5 41 88
Forecasting economic and financial time-series with non-linear models 0 0 0 288 1 2 28 788
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 0 133 0 0 17 520
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence 0 0 1 120 1 3 14 664
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 1 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 76 0 0 18 238
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 3 0 3 11 28
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 4 18 229
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 0 1 32 161
International evidence on the efficacy of new-Keynesian models of inflation persistence 0 0 0 75 1 2 13 323
International evidence on the efficacy of new‐Keynesian models of inflation persistence 0 0 0 2 1 1 11 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 4 14 331
Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP 1 1 1 18 1 2 16 107
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods 0 0 2 60 1 2 79 265
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 1 3 16
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 0 2 12 554
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 0 1 9 373
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 2 3 15 80
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 0 5 54 1 4 26 143
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 2 17 445
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 1 2 10 2 6 15 60
Prediction and simulation using simple models characterized by nonstationarity and seasonality 0 0 0 3 1 1 10 47
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 532 0 1 17 1,670
Predictive ability with cointegrated variables 0 0 0 63 1 1 8 259
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 0 2 17 412
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 1 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 9 39
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 0 5 0 0 9 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 1 23 126
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives 0 0 0 44 0 1 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 0 1 3 23
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 17 357
Testing for structural stability of factor augmented forecasting models 0 1 1 30 2 3 13 156
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 0 1 36 1 2 16 187
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 2 2 12 312
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 2 71 1 2 26 461
Total Journal Articles 4 7 33 4,666 45 121 1,181 20,411

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 1 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 1 8 9
Combining Two Consistent Estimators 0 0 0 0 0 3 6 10
Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession 0 0 0 0 1 2 9 16
Predictive Density Evaluation 0 0 2 431 2 3 33 1,402
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 0 1 0 1 14 19
Total Chapters 0 0 2 432 3 11 87 1,475

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