Norman R. Swanson : Citation Profile

Are you Norman R. Swanson?

Rutgers University-New Brunswick

29

H index

50

i10 index

2645

Citations

RESEARCH PRODUCTION:

76

Articles

101

Papers

2

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 97
   Journals where Norman R. Swanson has often published
   Relations with other researchers
   Recent citing documents: 219.    Total self citations: 95 (3.47 %)

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   Permalink: http://citec.repec.org/psw10
   Updated: 2023-03-25    RAS profile: 2022-02-08    
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Relations with other researchers

Works with:

Cheng, Mingmian (2)

Kim, Hyun Hak (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Norman R. Swanson.

Is cited by:

Rossi, Barbara (55)

GUPTA, RANGAN (55)

McCracken, Michael (49)

van Dijk, Dick (46)

Vahey, Shaun (46)

Clark, Todd (46)

Mitchell, James (34)

Phillips, Peter (28)

Teräsvirta, Timo (25)

Clements, Michael (24)

Croushore, Dean (22)

Cites to:

Diebold, Francis (138)

Corradi, Valentina (81)

Ng, Serena (76)

Watson, Mark (68)

Bai, Jushan (60)

Reichlin, Lucrezia (60)

McCracken, Michael (55)

Forni, Mario (46)

Stock, James (44)

Andrews, Donald (38)

Bollerslev, Tim (37)

Main data

Where Norman R. Swanson has published?

Journals with more than one article published# docs
Journal of Econometrics20
International Journal of Forecasting6
Journal of Business & Economic Statistics5
Econometric Theory3
Journal of Empirical Finance3
Journal of Forecasting2
Studies in Nonlinear Dynamics & Econometrics2
Econometrics2
Econometric Reviews2
Macroeconomic Dynamics2
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia4
Discussion Papers / University of Exeter, Department of Economics3
Econometric Society 2004 North American Winter Meetings / Econometric Society2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Yale School of Management Working Papers / Yale School of Management2

Recent works citing Norman R. Swanson (2022 and 2021)

YearTitle of citing document
2022DATING COMMON COMMODITY PRICE AND INFLATION SHOCKS WITH ALTERNATIVE APPROACHES. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:469.

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2022WHO MOVES FIRST? COMMODITY PRICE INTERDEPENDENCE THROUGH TIME-VARYING GRANGER CAUSALITY. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:471.

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2021NEU Meta-Learning and its Universal Approximation Properties. (2019). Hyndman, Cody B ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:1809.00082.

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2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228.

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2023Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320.

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2021Inference with Many Weak Instruments. (2020). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2004.12445.

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2021How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2022Discordant Relaxations of Misspecified Models. (2020). Li, Lixiong ; D'esir'e K'edagni, ; Mourifi, Ismael . In: Papers. RePEc:arx:papers:2012.11679.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2022Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

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2021Bilinear Input Normalization for Neural Networks in Financial Forecasting. (2021). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Tran, Dat Thanh. In: Papers. RePEc:arx:papers:2109.00983.

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2021Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility. (2021). Jos'e Javier N'u~nez-Vel'azquez, ; Alonso-Gonz, Pablo J ; Ramos, Eduardo. In: Papers. RePEc:arx:papers:2109.12621.

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2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2022Binary response model with many weak instruments. (2022). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Weighted-average quantile regression. (2022). Chetverikov, Denis ; Tsyvinski, Aleh ; Liu, Yukun. In: Papers. RePEc:arx:papers:2203.03032.

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2022Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051.

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2022Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2022Timing Matters: Bitcoin Returns, Public Attention to COVID-19, and Individualism. (2022). Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2205.04290.

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2022Nonparametric Value-at-Risk via Sieve Estimation. (2022). Ratz, Philipp. In: Papers. RePEc:arx:papers:2205.07101.

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2022On the instrumental variable estimation with many weak and invalid instruments. (2022). Fan, Qingliang ; Song, Xinyuan ; Windmeijer, Frank ; Lin, Yiqi. In: Papers. RePEc:arx:papers:2207.03035.

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2022A Conditional Linear Combination Test with Many Weak Instruments. (2022). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Papers. RePEc:arx:papers:2207.11137.

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2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2022Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric. In: Papers. RePEc:arx:papers:2211.02249.

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2022Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12.

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2022Forecasting Unemployment in Russia Using Machine Learning Methods. (2022). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:73-87.

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2022Land certification, rental market participation, and household welfare in rural China. (2022). Du, Xiaodong ; Xu, Licheng. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:52-71.

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2021Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed. (2021). Hurn, Stan ; Tian, Jing ; Xu, Lina. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:525-547.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2022Conditional quantile analysis for realized GARCH models. (2022). Wang, Yazhen ; Oh, Minseog ; Kim, Donggyu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:640-665.

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2022Testing the volatility jumps based on the high frequency data. (2022). Lin, Jinguan ; Liu, Meiyao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:669-694.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2022An interpretable machine learning workflow with an application to economic forecasting. (2022). Joseph, Andreas ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:0984.

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2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

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2022An Econometrician amongst Statisticians: T. W. Anderson. (2022). Phillips, Peter. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2333.

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2021EXPORT LED GROWTH VIA INTRA-REGIONAL TRADING AN ECONOMETRIC ANALYSIS OF ASEAN, EU, NAFTA, MERCOSUR AND COMESA. (2021). Syazwan, Muhammad Saiful ; Abd, Abi Sofian ; Omar, Khatijah ; Hazman, Samsudin. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:21:y:2021:i:2_1.

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2021How persistent is unemployment in major Latin American economies?. (2021). Clavijo-Cortes, Pedro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00415.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2021Does robo-advisory help reduce the likelihood of carrying a credit card debt? Evidence from an instrumental variable approach. (2021). Bai, Zefeng. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635021000058.

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2022Multi-layered rational inattention and time-varying volatility. (2022). Hobler, Stephan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200077x.

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2021On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting. (2021). Costantini, Mauro ; Paradiso, Antonio ; Casarin, Roberto. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002339.

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2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

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2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

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2021The implied arbitrage mechanism in financial markets. (2021). Liu, Qingfu ; Chng, Michael T ; Chen, Shiyi. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:468-483.

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2021Simple estimators and inference for higher-order stochastic volatility models. (2021). Dufour, Jean-Marie ; Ahsan, Md Nazmul. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:181-197.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2022Understanding temporal aggregation effects on kurtosis in financial indices. (2022). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:25-46.

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2022Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps. (2022). Zhang, Zhiyuan ; Liu, Guangying. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:422-451.

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2022Testing for the presence of jump components in jump diffusion models. (2022). Zheng, XU ; Wang, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:483-509.

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2021Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression. (2021). SIN, Chor-yiu (CY) ; Lee, Cheng-Few. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:117-142.

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2021Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo. (2021). Clements, Adam ; Drovandi, Christopher ; Li, Dan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:22-46.

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2021Blockwise Euclidean likelihood for spatio-temporal covariance models. (2021). Crudu, Federico ; Bevilacqua, Moreno ; Morales-Oate, Victor. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:176-201.

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2021Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067.

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2021Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393.

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2021Robust low-rank multiple kernel learning with compound regularization. (2021). Xiong, Ren ; Dong, Yao ; Tao, Changqi ; Jiang, HE. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:634-647.

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2022The hinging hyperplanes: An alternative nonparametric representation of a production function.. (2022). Ruggiero, J ; Olesen, O B. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:1:p:254-266.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2022Electricity retailing and price dispersion. (2022). Fange, Kari-Anne. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s0140988321006058.

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2022Forecasting crude oil volatility with uncertainty indicators: New evidence. (2022). Umar, Muhammad ; Chen, Zhonglu ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001141.

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2022A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance. (2022). Taskin, Dilvin ; Dogan, Eyup ; Madaleno, Mara. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001220.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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2022Economic policy uncertainty and bankruptcy filings. (2022). Drogovoz, Pavel ; Ledyaeva, Svetlana ; Fedorova, Elena ; Nevredinov, Alexandr. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001375.

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2022Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

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2021The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497.

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2022Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis. (2022). Pan, Zhigang ; Wang, LU ; Xu, Pengfei ; Hong, Yanran. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002641.

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2022Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200304x.

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2022The world uncertainty index and GDP growth rate. (2022). Gao, Fumin ; Liu, NA. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003609.

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2021Climate sentiments, transition risk, and financial stability in a stock-flow consistent model. (2021). Naqvi, Syed Ali Asjad ; Monasterolo, Irene ; Dunz, Nepomuk. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000322.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021Analytic moments for GJR-GARCH (1, 1) processes. (2021). Stanescu, Silvia ; Lazar, Emese ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:105-124.

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2021Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170.

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2021Bagging weak predictors. (2021). Wei, Wei ; Lukas, Manuel ; Hillebrand, Eric. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:237-254.

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2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

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2021Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions. (2021). Yen, Tso-Jung. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:733-758.

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2021Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run. (2021). Leipus, Remigijus ; Celov, Dmitrij ; Jokubaitis, Saulius. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:759-776.

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2021Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

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2021Forecasting exchange rates with elliptically symmetric principal components. (2021). Tsang, Kwok Ping ; Solat, Karo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1085-1091.

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2021Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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2021Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575.

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2022The kernel trick for nonlinear factor modeling. (2022). Kutateladze, Varlam. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:165-177.

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2022Artificial bee colony-based combination approach to forecasting agricultural commodity prices. (2022). Zhou, Hao ; Li, Xiang ; Wang, Zhen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:21-34.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
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2022Firms’ response to macroeconomic estimation errors. (2022). Nallareddy, Suresh ; Mayew, William J ; Binz, Oliver. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:2:s0165410121000690.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2021A Practical Guide to harnessing the HAR volatility model. (2021). Clements, Adam ; Daniel, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002417.

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2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

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2022CEO incentives and bank risk over the business cycle. (2022). Ciamarra, Elif Ili ; Iliciamarra, Elif ; Savaer, Tanseli ; Ongena, Steven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000607.

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More than 100 citations found, this list is not complete...

Norman R. Swanson has edited the books:

YearTitleTypeCited

Works by Norman R. Swanson:

YearTitleTypeCited
1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks. In: Journal of Business & Economic Statistics.
[Citation analysis]		article111
2006Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry In: Journal of Business & Economic Statistics.
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2001Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry.(2001) In: Econometric Institute Research Papers.
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2008A Simulation-Based Specification Test for Diffusion Processes In: Journal of Business & Economic Statistics.
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2006A Simulation Based Specification Test for Diffusion Processes.(2006) In: Departmental Working Papers.
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2009Comment In: Journal of Business & Economic Statistics.
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2009Information in the Revision Process of Real-Time Datasets In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article53
2008Information in the revision process of real-time datasets.(2008) In: Working Papers.
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2011Information in the Revision Process of Real-Time Datasets.(2011) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 53		paper
2000The real-time predictive content of money for output In: BIS Working Papers.
[Full Text][Citation analysis]		paper29
2002Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article30
1996Future Developments in the Study of Cointegrated Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article24
2005The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
1999Finite sample properties of a simple LM test for neglected nonlinearity in error?correcting regression equations In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
1996Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article28
1996Forecasting Using First Available Versus Fully Revised Economic Time Series data..(1996) In: Pennsylvania State - Department of Economics.
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1998Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article22
1997Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets..(1997) In: Pennsylvania State - Department of Economics.
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2001Lets Get Real about Using Economic Data In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper22
2000Lets Get Real About Using Economic Data.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2002Lets get real about using economic data.(2002) In: Journal of Empirical Finance.
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2001Lets Get Real about Using Economic Data..(2001) In: EPRU Working Paper Series.
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1998Monetary Policy Rules with Model and Data Uncertainty In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper17
2002Monetary Policy Rules with Model and Data Uncertainty.(2002) In: Southern Economic Journal.
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2018Big data analytics in economics: What have we learned so far, and where should we go from here? In: Canadian Journal of Economics.
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2018Big data analytics in economics: What have we learned so far, and where should we go from here?.(2018) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2001Data Transformation and Forecasting in Models with Unit Roots and Cointegration In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article0
2005A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article9
2012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS In: Econometric Theory.
[Full Text][Citation analysis]		article55
2010Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2010) In: Economics Working Paper Archive.
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2011Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments.(2011) In: Departmental Working Papers.
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2017ROBUST FORECAST COMPARISON In: Econometric Theory.
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2015Robust Forecast Comparison.(2015) In: Departmental Working Papers.
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2000TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
1997Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production..(1997) In: Pennsylvania State - Department of Economics.
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2001OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article68
2000An Out of Sample Test for Granger Causality.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2003Consistent Estimation with a Large Number of Weak Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper172
2005Consistent Estimation with a Large Number of Weak Instruments.(2005) In: Econometrica.
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This paper has another version. Agregated cites: 172		article
2004Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Departmental Working Papers.
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2004Consistent Estimation with a Large Number of Weak Instruments.(2004) In: Yale School of Management Working Papers.
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2003Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper22
2007Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction.(2007) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 22		article
2003Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction.(2003) In: Departmental Working Papers.
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2004Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction.(2004) In: Yale School of Management Working Papers.
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2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments In: Econometric Society 2004 Far Eastern Meetings.
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2004Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments.(2004) In: Departmental Working Papers.
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2004Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2004Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2012Instrumental variable estimation with heteroskedasticity and many instruments In: Quantitative Economics.
[Full Text][Citation analysis]		article88
2007Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers.
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2009Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2009) In: Economics Working Paper Archive.
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2011Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers.
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2003Trade, investment and growth: nexus, analysis and prognosis In: Journal of Development Economics.
[Full Text][Citation analysis]		article26
1998Trade, Investment, and Growth: Nexus, Analysis, and Prognosis.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26		paper
2006Predictive Density Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter128
2004Predictive Density Evaluation.(2004) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 128		paper
2001A new definition for time-dependent price mean reversion in commodity markets In: Economics Letters.
[Full Text][Citation analysis]		article1
2004A test for the distributional comparison of simulated and historical data In: Economics Letters.
[Full Text][Citation analysis]		article0
2001Predictive ability with cointegrated variables In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2002A consistent test for nonlinear out of sample predictive accuracy In: Journal of Econometrics.
[Full Text][Citation analysis]		article49
2000A Consistent Test for Nonlinear Out of Sample Predictive Accuracy..(2000) In: Discussion Papers.
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This paper has another version. Agregated cites: 49		paper
2005Bootstrap specification tests for diffusion processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2003Bootstrap Specification Tests for Diffusion Processes.(2003) In: Departmental Working Papers.
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2006An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article75
2004An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series.(2004) In: Departmental Working Papers.
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2006The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test In: Journal of Econometrics.
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2003The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test.(2003) In: Departmental Working Papers.
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2006Bootstrap conditional distribution tests in the presence of dynamic misspecification In: Journal of Econometrics.
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2003Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification.(2003) In: Departmental Working Papers.
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2006Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2006Predictive density and conditional confidence interval accuracy tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article58
2004Predective Density and Conditional Confidence Interval Accuracy Tests.(2004) In: Departmental Working Papers.
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2007Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2003Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data.(2003) In: Departmental Working Papers.
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2009Predictive density estimators for daily volatility based on the use of realized measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2006Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures.(2006) In: Departmental Working Papers.
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2011Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models In: Journal of Econometrics.
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2009Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models.(2009) In: Working Papers.
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2011Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models.(2011) In: Post-Print.
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2011Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models.(2011) In: Departmental Working Papers.
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2014Testing overidentifying restrictions with many instruments and heteroskedasticity In: Journal of Econometrics.
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2011Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity.(2011) In: Departmental Working Papers.
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2014Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics.
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2011Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers.
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2014Testing for structural stability of factor augmented forecasting models In: Journal of Econometrics.
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2013Testing for Structural Stability of Factor Augmented Forecasting Models.(2013) In: Departmental Working Papers.
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2015Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction In: Journal of Econometrics.
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2013Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction.(2013) In: Departmental Working Papers.
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2018Testing for jumps and jump intensity path dependence In: Journal of Econometrics.
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1997An introduction to stochastic unit-root processes In: Journal of Econometrics.
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1996An introduction to stochastic Unit Root Processes..(1996) In: Pennsylvania State - Department of Economics.
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2000The econometric consequences of the ceteris paribus condition in economic theory In: Journal of Econometrics.
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2000Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes In: Journal of Econometrics.
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1996Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes..(1996) In: Pennsylvania State - Department of Economics.
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2011In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 In: Journal of Empirical Finance.
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2011In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008.(2011) In: Departmental Working Papers.
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2021Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance.
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1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models In: International Journal of Forecasting.
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2004Forecasting economic and financial time-series with non-linear models In: International Journal of Forecasting.
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2003Forecasting economic and financial time-series with non-linear models.(2003) In: Departmental Working Papers.
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2004Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives In: International Journal of Forecasting.
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2003Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives.(2003) In: Departmental Working Papers.
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2009Comments on Forecasting economic and financial variables with global VARs In: International Journal of Forecasting.
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2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting.
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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting.
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2004The volume of federal litigation and the macroeconomy In: International Review of Law and Economics.
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2003The Volume of Federal Litigation and the Macroeconomy.(2003) In: Departmental Working Papers.
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2002The Volume of Federal Litigation and the Macroeconomy.(2002) In: Working Papers.
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2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
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1998Money and output viewed through a rolling window In: Journal of Monetary Economics.
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2015Prediction and simulation using simple models characterized by nonstationarity and seasonality In: International Review of Economics & Finance.
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2013Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality.(2013) In: Departmental Working Papers.
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2001Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error In: Discussion Papers.
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2001A Randomized Procedure for Choosing Data Transformation In: Discussion Papers.
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2008Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments In: Working Papers.
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2011Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments.(2011) In: Departmental Working Papers.
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2010Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments.(2010) In: Econometric Reviews.
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2009Real-time datasets really do make a difference: definitional change, data release, and forecasting In: Working Papers.
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2011Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting.(2011) In: Departmental Working Papers.
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1995A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output. In: Pennsylvania State - Department of Economics.
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1995LM Tests and Nonlinear Error Correction in Economic Time Series. In: Pennsylvania State - Department of Economics.
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1995Do 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. In: Pennsylvania State - Department of Economics.
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1995A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks. In: Pennsylvania State - Department of Economics.
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1997A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks.(1997) In: The Review of Economics and Statistics.
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1995A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks.(1995) In: Macroeconomics.
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1995Further Developments in the Study of Cointegrated Variables. In: Pennsylvania State - Department of Economics.
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2010Further Developments in the Study of Cointegrated Variables.(2010) In: The Journal of Financial Econometrics.
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1996Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models. In: Pennsylvania State - Department of Economics.
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1996A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables. In: Pennsylvania State - Department of Economics.
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1996Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection. In: Pennsylvania State - Department of Economics.
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1994Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions. In: Pennsylvania State - Department of Economics.
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2019Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics.
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2020New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section In: Econometrics.
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2007NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES In: International Economic Review.
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2006Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes.(2006) In: Departmental Working Papers.
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2010International evidence on the efficacy of new-Keynesian models of inflation persistence In: Journal of Applied Econometrics.
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2006International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence.(2006) In: Departmental Working Papers.
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2011International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence.(2011) In: Departmental Working Papers.
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2006International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence.(2006) In: Working Papers.
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2010International evidence on the efficacy of new?Keynesian models of inflation persistence.(2010) In: Journal of Applied Econometrics.
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2001Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection. In: Journal of Forecasting.
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2007How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models In: Journal of Money, Credit and Banking.
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2007How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models.(2007) In: Journal of Money, Credit and Banking.
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2005Predicting Inflation: Does The Quantity Theory Help? In: Economic Inquiry.
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2003Predicting Inflation: Does The Quantity Theory Help?.(2003) In: Departmental Working Papers.
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1996BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman In: MPRA Paper.
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2003Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments In: Departmental Working Papers.
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2003The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation In: Departmental Working Papers.
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