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 1 4 8 354
A Consistent Test for Nonlinear Out of Sample Predictive Accuracy 0 0 0 0 2 3 12 595
A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 1 1,207 3 4 16 3,359
A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks 0 0 0 3 0 2 8 511
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 1 99 2 4 9 257
A Randomized Procedure for Choosing Data Transformation 0 0 0 11 0 0 8 91
A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output 0 0 0 0 0 26 52 507
A Simulation Based Specification Test for Diffusion Processes 0 0 0 104 1 2 6 339
A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance 0 0 0 58 2 3 9 110
A Test for Comparing Multiple Misspecified Conditional Distributions 0 0 0 146 2 2 14 723
Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection 0 0 0 0 0 1 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 4 6 14 352
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 2 8 454
Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction 0 0 0 97 3 4 13 679
An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series 0 0 0 979 0 7 27 2,555
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 47 1 4 12 142
An Out of Sample Test for Granger Causality 0 0 2 819 2 8 21 2,531
An introduction to stochastic Unit Root Processes 0 0 0 4 3 4 14 1,445
Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry 0 0 0 27 0 1 7 95
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 52 1 3 8 176
Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments 0 0 0 31 4 4 12 115
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments 0 0 0 64 5 6 19 658
BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman 0 0 0 52 2 3 8 194
Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated 0 0 0 1 2 4 10 321
Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification 0 0 0 159 4 4 8 763
Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection 0 0 0 243 3 6 15 742
Bootstrap Specification Tests for Diffusion Processes 0 0 0 145 2 3 8 534
Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error 0 0 0 13 2 3 10 96
Combining Two Consistent Estimators 0 0 0 68 4 5 13 184
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 162 1 2 20 653
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 90 2 5 20 403
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 65 2 4 14 410
Consistent Pretesting for Jumps 0 0 0 16 0 0 4 53
Density and Conditional Distribution Based Specification Analysis 0 0 1 48 2 4 8 73
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets 0 0 0 60 2 5 19 145
Diffusion Index Models and Index Proxies: Recent Results and New Directions 0 0 1 19 1 2 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 5 364
Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks 0 0 1 21 3 5 11 99
Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction 0 0 1 29 3 3 11 68
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments 0 0 0 115 1 3 10 407
Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments 0 0 0 1 4 5 11 632
Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data 0 0 0 162 3 4 14 445
Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models 0 0 0 0 0 1 5 716
Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence 0 0 0 82 1 4 8 215
Forecasting Using First Available Versus Fully Revised Economic Time Series data 0 0 0 1 2 2 5 820
Forecasting economic and financial time-series with non-linear models 0 0 0 876 0 9 26 1,686
Further Developments in the Study of Cointegrated Variables 0 0 0 0 0 1 6 370
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version 0 0 1 121 1 2 10 330
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions 0 0 0 1 1 1 9 563
In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008 0 0 0 17 2 4 8 109
Information in the Revision Process of Real-Time Datasets 0 0 0 18 3 6 11 112
Information in the revision process of real-time datasets 0 0 0 75 3 13 19 335
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 1 57 3 3 15 162
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments 0 0 2 56 0 0 8 209
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 2 131 3 21 44 386
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 44 2 4 142 394
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 37 0 2 13 162
International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence 0 0 0 157 5 6 15 538
LM Tests and Nonlinear Error Correction in Economic Time Series 0 0 0 0 1 1 3 167
Let's Get "Real" About Using Economic Data 0 0 0 146 0 1 9 532
Let's Get "Real" about Using Economic Data 0 0 0 95 1 9 22 477
Let's Get "Real"" about Using Economic Data" 0 0 0 168 5 6 11 907
Mining Big Data Using Parsimonious Factor and Shrinkage Methods 0 0 2 97 3 4 16 216
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 263 3 4 11 1,317
Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes 0 0 0 112 5 5 13 376
Predective Density and Conditional Confidence Interval Accuracy Tests 0 0 0 83 5 5 13 622
Predicting Inflation: Does The Quantity Theory Help? 0 1 1 350 2 7 15 1,113
Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality 0 0 0 48 1 3 8 72
Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models 0 0 0 10 1 2 12 105
Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures 0 0 0 64 4 4 8 252
Predictive Density Evaluation 0 0 0 184 1 2 14 514
Predictive Density Evaluation. Revised 0 0 0 68 1 1 9 160
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 0 5 2 3 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 6 230
Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output 0 0 0 9 2 2 8 90
Predictive Inference for Integrated Volatility 0 0 0 17 2 3 9 94
Predictive Inference for Integrated Volatility 0 0 0 9 3 3 10 101
Predictive Inference for Integrated Volatility 0 0 0 41 2 2 6 179
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 30 1 2 10 127
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 1 1 2 6 48
Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting 0 0 1 21 4 6 13 107
Real-time datasets really do make a difference: definitional change, data release, and forecasting 0 0 0 53 1 1 7 291
Robust Forecast Comparison 0 0 0 82 5 5 8 94
Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments 0 0 0 27 3 3 4 106
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 3 8 650
Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives 0 0 0 93 2 2 9 385
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments 0 0 0 0 2 2 5 186
Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators 0 0 0 35 2 4 9 132
Temporal aggregation and causality in multiple time series models 0 0 1 8 4 9 16 157
Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity 0 0 0 65 2 4 22 242
Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes 0 0 0 0 3 4 12 769
Testing for Structural Stability of Factor Augmented Forecasting Models 0 0 0 46 1 4 9 115
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production 0 0 0 0 0 0 7 310
The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation 0 0 1 272 2 2 6 1,432
The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test 0 0 0 197 2 8 23 940
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives 0 0 0 73 0 1 4 340
The Volume of Federal Litigation and the Macroeconomy 0 0 0 54 3 4 10 233
The Volume of Federal Litigation and the Macroeconomy 0 1 1 101 1 4 10 568
The real-time predictive content of money for output 0 0 0 85 1 2 10 370
Trade, Investment, and Growth: Nexus, Analysis, and Prognosis 0 0 1 223 9 11 16 1,011
Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 0 48 3 3 11 146
Total Working Papers 0 2 22 10,506 205 403 1,325 48,506

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 2 16 1,180
A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks 0 0 0 0 2 4 13 510
A Simulation-Based Specification Test for Diffusion Processes 0 0 0 38 2 5 12 134
A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS 0 0 0 7 2 2 6 59
A consistent test for nonlinear out of sample predictive accuracy 0 0 1 96 1 2 9 332
A new definition for time-dependent price mean reversion in commodity markets 0 0 0 79 2 2 12 405
A test for the distributional comparison of simulated and historical data 0 0 0 10 1 5 11 65
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS 1 1 1 21 2 4 14 117
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction 0 0 0 38 4 4 12 185
An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors 0 0 0 1 2 2 10 14
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series 1 1 2 159 3 6 24 485
An introduction to stochastic unit-root processes 0 0 0 382 2 2 12 866
Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry 0 0 0 70 1 2 11 309
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 0 2 3 3 9 34
Big data analytics in economics: What have we learned so far, and where should we go from here? 0 0 1 17 4 9 20 109
Book reviews 0 0 0 2 1 1 6 46
Bootstrap conditional distribution tests in the presence of dynamic misspecification 0 0 0 66 4 7 13 286
Bootstrap specification tests for diffusion processes 0 0 0 28 0 0 6 153
Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection 0 0 0 0 0 1 9 803
Comment 0 0 0 1 2 3 6 40
Comment 0 0 0 0 2 2 26 63
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 3 0 0 7 23
Comments on 'A vector error-correction forecasting model of the US economy' 0 0 0 15 2 2 3 87
Consistent Estimation with a Large Number of Weak Instruments 0 0 0 201 0 1 6 782
Data Transformation and Forecasting in Models with Unit Roots and Cointegration 0 0 0 19 2 3 7 191
EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER 0 0 0 4 2 4 7 28
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction 0 0 1 19 0 0 10 156
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data 0 0 0 47 2 3 8 190
Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations 0 0 0 1 2 3 7 12
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence 0 0 0 6 1 3 8 60
Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data 0 0 0 92 1 4 13 332
Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors 0 2 5 20 5 17 39 81
Forecasting economic and financial time-series with non-linear models 0 0 0 288 5 9 25 785
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models 0 0 2 133 2 4 19 518
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence 1 1 2 120 4 7 15 661
Forecasting volatility using double shrinkage methods 0 0 0 5 4 6 15 42
Further Developments in the Study of Cointegrated Variables 0 0 0 33 2 2 5 103
Future Developments in the Study of Cointegrated Variables 0 0 0 1 1 1 7 412
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 3 1 1 8 24
How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models 0 0 0 76 0 4 17 237
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 0 0 0 12 2 3 19 158
Information in the Revision Process of Real-Time Datasets 0 0 0 43 3 7 15 225
Instrumental variable estimation with heteroskedasticity and many instruments 0 0 0 32 2 12 30 158
International evidence on the efficacy of new-Keynesian models of inflation persistence 0 0 1 75 4 5 16 321
International evidence on the efficacy of new‐Keynesian models of inflation persistence 0 0 1 2 1 2 10 21
Jackknife estimation of a cluster-sample IV regression model with many weak instruments 0 0 1 5 4 7 20 33
Let's get "real" about using economic data 0 0 0 73 1 3 11 327
Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP 0 0 0 17 1 2 14 104
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods 0 0 4 60 5 23 78 260
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 0 7 15
Monetary Policy Rules with Model and Data Uncertainty 0 0 0 1 1 1 8 12
Money and output viewed through a rolling window 0 0 1 205 1 2 16 552
NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES 0 0 0 94 1 1 6 370
New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section 0 0 0 11 7 9 11 76
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes 0 0 7 54 1 3 27 139
OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY 0 0 0 30 3 4 22 142
Predicting Inflation: Does The Quantity Theory Help? 0 0 0 95 1 4 17 442
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 1 9 1 2 11 53
Prediction and simulation using simple models characterized by nonstationarity and seasonality 0 0 0 3 1 3 9 45
Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets 0 0 2 532 4 8 18 1,668
Predictive ability with cointegrated variables 0 0 0 63 1 3 9 258
Predictive density and conditional confidence interval accuracy tests 0 0 1 86 4 4 15 409
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models 0 0 0 13 1 1 8 109
Predictive density estimators for daily volatility based on the use of realized measures 0 0 0 38 3 3 12 183
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 3 3 5 181
ROBUST FORECAST COMPARISON 0 0 2 4 1 3 10 39
Robust forecast superiority testing with an application to assessing pools of expert forecasters 0 0 1 5 0 0 9 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 4 23 125
Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives 0 0 0 44 1 30 56 323
Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators 0 0 1 21 2 4 8 102
TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION 0 0 0 6 3 3 9 40
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 0 3 22
Testing for jumps and jump intensity path dependence 0 1 1 14 3 5 16 68
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes 0 0 0 82 5 6 17 356
Testing for structural stability of factor augmented forecasting models 0 0 1 29 2 3 8 150
Testing overidentifying restrictions with many instruments and heteroskedasticity 0 1 2 36 0 4 15 183
The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* 0 0 0 44 2 3 10 263
The econometric consequences of the ceteris paribus condition in economic theory 0 1 1 64 3 6 10 464
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test 0 0 1 63 2 4 12 310
The volume of federal litigation and the macroeconomy 0 0 0 33 2 4 10 142
Trade, investment and growth: nexus, analysis and prognosis 1 1 2 71 11 13 24 459
Total Journal Articles 4 9 49 4,659 171 349 1,137 20,245

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 3 4
An Expository Note on the Existence of Moments of Fuller and HFUL Estimators 0 0 0 0 5 8 12 13
Chapter 5 Predictive Inference under Model Misspecification 0 0 0 0 1 2 8 8
Combining Two Consistent Estimators 0 0 0 0 1 2 4 7
Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession 0 0 0 0 1 3 7 14
Predictive Density Evaluation 0 1 2 431 4 11 30 1,398
Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps 0 0 1 1 1 3 14 17
Total Chapters 0 1 3 432 13 29 78 1,461

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