Norman R. Swanson : Citation Profile

Rutgers University-New Brunswick

30

H index

53

i10 index

3039

Citations

RESEARCH PRODUCTION:

81

Articles

101

Papers

7

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   30 years (1994 - 2024). See details.
   Cites by year: 101
   Journals where Norman R. Swanson has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 99 (3.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psw10
   Updated: 2025-11-22    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Yang, Xiye (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:

GUPTA, RANGAN (61)

Rossi, Barbara (57)

McCracken, Michael (54)

van Dijk, Dick (47)

Vahey, Shaun (46)

Clark, Todd (46)

Mitchell, James (34)

Phillips, Peter (31)

Clements, Michael (29)

Teräsvirta, Timo (25)

Croushore, Dean (22)

Cites to:

Diebold, Francis (146)

Ng, Serena (92)

Corradi, Valentina (80)

Watson, Mark (79)

Bai, Jushan (70)

Reichlin, Lucrezia (66)

McCracken, Michael (58)

Stock, James (53)

Forni, Mario (52)

Andrews, Donald (43)

Mariano, Roberto (40)

Main data

Where Norman R. Swanson has published?

Journals with more than one article published# docs
Journal of Econometrics21
International Journal of Forecasting7
Journal of Business & Economic Statistics5
Journal of Empirical Finance3
Journal of Applied Econometrics3
Econometric Theory3
Economics Letters2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Forecasting2
Econometrics2
Macroeconomic Dynamics2
Oxford Bulletin of Economics and Statistics2
Econometric Reviews2

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
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Econometric Society World Congress 2000 Contributed Papers / Econometric Society2
Yale School of Management Working Papers / Yale School of Management2
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Norman R. Swanson (2025 and 2024)

YearTitle of citing document
2024Role of Internship quality and Proactive Personality in Job Search Success: A Moderated-mediation Model Through Career Adaptability. (2024). Mittal, Shashank ; Ahmadi, Mohammad Hossein ; Kumar, Shubham. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:137-164.

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2024Immigration and the skill premium. (2024). Trionfetti, Federico ; Maggioni, Daniela ; Lo Turco, Alessia. In: AMSE Working Papers. RePEc:aim:wpaimx:2414.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Discordant Relaxations of Misspecified Models. (2024). Li, Lixiong ; Kedagni, Desire ; Mourifi, Ismael ; D'esir'e K'edagni, . In: Papers. RePEc:arx:papers:2012.11679.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Binary response model with many weak instruments. (2024). Seong, Dakyung. In: Papers. RePEc:arx:papers:2201.04811.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2024A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024The First-stage F Test with Many Weak Instruments. (2024). Huang, Zhenhong ; Yao, Jianfeng ; Wang, Chen. In: Papers. RePEc:arx:papers:2302.14423.

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2025Identification- and many instrument-robust inference via invariant moment conditions. (2025). Boot, Tom ; Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2303.07822.

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2024Estimating overidentified linear models with heteroskedasticity and outliers. (2024). Wang, Lei. In: Papers. RePEc:arx:papers:2305.17615.

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2025Inference in IV models with clustered dependence, many instruments and weak identification. (2024). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Testing for Peer Effects without Specifying the Network Structure. (2024). Liu, Xiaodong ; Jung, Hyun Seok. In: Papers. RePEc:arx:papers:2306.09806.

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2024Linear Regression with Weak Exogeneity. (2024). Sølvsten, Mikkel ; Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2024Weak Identification with Many Instruments. (2024). Sun, Liyang ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.09535.

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Inside the black box: Neural network-based real-time prediction of US recessions. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.17571.

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2024An Identification and Dimensionality Robust Test for Instrumental Variables Models. (2024). Navjeevan, Manu. In: Papers. RePEc:arx:papers:2311.14892.

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2024Optimal Categorical Instrumental Variables. (2024). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

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2024On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors. (2024). Fan, Yewen ; Dong, Xinshuai ; Jin, Songyao ; Rajendran, Sathyamoorthy ; Zhang, Kun ; Dai, Haoyue. In: Papers. RePEc:arx:papers:2401.05414.

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2024Inference on LATEs with covariates. (2024). Boot, Tom ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2402.12607.

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2024Functional Spatial Autoregressive Models. (2024). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2402.14763.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2024Multidimensional clustering in judge designs. (2024). Woutersen, Tiemen ; Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2406.09473.

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2025Revisiting the Many Instruments Problem using Random Matrix Theory. (2024). Groh, Rebecca ; Muhlegger, Michael ; Farbmacher, Helmut ; Vollert, Gabriel. In: Papers. RePEc:arx:papers:2408.08580.

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2025Inference with Many Weak Instruments and Heterogeneity. (2025). Yap, Luther. In: Papers. RePEc:arx:papers:2408.11193.

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2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2024Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634.

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2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Treatment Effects Inference with High-Dimensional Instruments and Control Variables. (2025). Galvao, Antonio ; Chen, Xiduo ; Feng, Xingdong ; Ge, Yeheng. In: Papers. RePEc:arx:papers:2503.20149.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243.

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2025Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617.

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2025An Improved Inference for IV Regressions. (2025). Dou, Liyu ; Zhang, Yichong ; Min, Pengjin ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23816.

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2025Robust Inference with High-Dimensional Instruments. (2025). Jaidee, Sombut ; Feng, QU ; Wang, Wenjie. In: Papers. RePEc:arx:papers:2506.23834.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach. (2024). Gindelsky, Marina ; Cornwall, Gary. In: BEA Papers. RePEc:bea:papers:0130.

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2024The impact of post‐retirement financial market participation on retirement income sufficiency in Australia. (2024). Xu, Xiaobo ; Young, Martin ; Zou, Liping ; Fang, Jiali. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:903-939.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Money in the Search for a Nominal Anchor. (2024). Ireland, Peter. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1078.

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2025Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs. (2025). Kyriaki, Louca ; Nektarios, Michail ; Konstantinos, Melas. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:1:p:15-33:n:1001.

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2025Time-Varying Causality Impact of Global Economic Conditions Index on Remittances in Lebanon. (2025). Akçay, Selçuk ; Seluk, Akay. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:21:y:2025:i:1:p:73-90:n:1005.

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2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

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2024Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression. (2024). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2399.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2024Multibenchmark reality checks. (2024). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050.

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2024Low interest rates and the predictive content of the yield curve. (2024). Bordo, Michael D ; Haubrich, Joseph G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2025A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725.

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2024Off-diagonal elements of projection matrices and dimension asymptotics. (2024). Anatolyev, Stanislav ; Smirnov, Maksim. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002453.

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2024A conditional linear combination test with many weak instruments. (2024). Zhang, Yichong ; Wang, Wenjie ; Lim, Dennis. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003184.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (2024). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s030440762100097x.

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2024Predictive ability tests with possibly overlapping models. (2024). Corradi, Valentina ; Fosten, Jack ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000629.

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2024Wild bootstrap inference for instrumental variables regressions with weak and few clusters. (2024). Zhang, Yichong ; Wang, Wenjie. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000733.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2025Bootstrapping out-of-sample predictability tests with real-time data. (2025). Yao, Yongxu ; McCracken, Michael W ; Gonalves, Slvia. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002677.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025Limit theory and inference in non-cointegrated functional coefficient regression. (2025). Phillips, Peter ; Tu, Yundong ; Wang, Ying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000508.

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2024GMM with Nearly-Weak Identification. (2024). Antoine, Bertille ; Renault, Eric. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:36-59.

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2025The dynamics of U.S. industrial production: A time-varying Granger causality perspective. (2025). Otero, Jesus ; Hurn, Stan ; Baum, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22.

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2025Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects. (2025). Cheng, Mingmian ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001099.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Predicting multi-frequency crude oil price dynamics: Based on MIDAS and STL methods. (2024). Zhao, Haoran ; Ding, Lili ; Zhang, Rui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224037812.

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2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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2024Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x.

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2024Time-varying causality among whisky, wine, and equity markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751.

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2024Heteroskedastic supply and demand estimation: Analysis and testing. (2024). Soderbery, Anson ; Grant, Matthew. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199623001034.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2024A comparison of machine learning methods for predicting the direction of the US stock market on the basis of volatility indices. (2024). Muzzioli, Silvia ; Campisi, Giovanni ; de Baets, Bernard. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:869-880.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2025Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Prediction-led prescription: Optimal Decision-Making in times of turbulence and business performance improvement. (2024). Bougioukos, V ; Nikolopoulos, K ; Karamatzanis, G ; Schafers, A. In: Journal of Business Research. RePEc:eee:jbrese:v:182:y:2024:i:c:s0148296324003096.

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2025The effects of global uncertainty and risks on metal prices: Evidence from frequency and time domain causality tests. (2025). Demir, Dris ; Aydin, Halil Brahim ; Erkal, Gkhan ; Yalinkaya, Mer. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000972.

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2024The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Molina, Luis ; Diakonova, Marina ; Prez, Javier J ; Mueller, Hannes. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000127.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024The effect of disability insurance receipt on mortality. (2024). McCauley, Jeremy ; french, eric ; Song, Jae ; Black, Bernard. In: Journal of Public Economics. RePEc:eee:pubeco:v:229:y:2024:i:c:s0047272723002153.

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2024Green environments reimagined through the lens of green finance, green innovations, green taxation, and green energies. Wavelet quantile correlation and rolling window-based quantile causality perspective. (2024). Das, Narasingha ; Ngepah, Nicholas ; Uche, Emmanuel. In: Renewable Energy. RePEc:eee:renene:v:228:y:2024:i:c:s0960148124007183.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2024Climate risks and the realized higher-order moments of financial markets: Evidence from China. (2024). Wang, Yihan ; Goutte, Stephane ; Bouri, Elie ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1064-1087.

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2024Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684.

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2024Harbor in the storm: How Bitcoin navigates challenges of climate change and global uncertainties. (2024). Luo, Fangyuan ; Guo, Lili ; Li, Houjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400666x.

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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]		article118
2006Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article67
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.
[Full Text][Citation analysis]		article13
2006A Simulation Based Specification Test for Diffusion Processes.(2006) In: Departmental Working Papers.
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2009Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]
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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 nother version. Agregated cites: 53		paper
2000The real-time predictive content of money for output In: BIS Working Papers.
[Full Text][Citation analysis]		paper27
2002Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article34
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]		article12
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]		article30
1996Forecasting Using First Available Versus Fully Revised Economic Time Series data..(1996) In: Pennsylvania State - Department of Economics.
[Citation analysis]
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1998Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article23
1997Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets..(1997) In: Pennsylvania State - Department of Economics.
[Citation analysis]
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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.
[Full Text][Citation analysis]		article7
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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This paper has nother version. Agregated cites: 7		article
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]		article12
2012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS In: Econometric Theory.
[Full Text][Citation analysis]		article82
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.
[Full Text][Citation analysis]		article8
2015Robust Forecast Comparison.(2015) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]
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2003Consistent Estimation with a Large Number of Weak Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper205
2005Consistent Estimation with a Large Number of Weak Instruments.(2005) In: Econometrica.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]
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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]		paper23
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.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
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.
[Citation analysis]		paper8
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]		article114
2007Instrumental variable estimation with heteroskedasticity and many instruments.(2007) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		paper
2009Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2009) In: Economics Working Paper Archive.
[Full Text][Citation analysis]
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2011Instrumental Variable Estimation with Heteroskedasticity and Many Instruments.(2011) In: Departmental Working Papers.
[Full Text][Citation analysis]
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2003Trade, investment and growth: nexus, analysis and prognosis In: Journal of Development Economics.
[Full Text][Citation analysis]		article28
1998Trade, Investment, and Growth: Nexus, Analysis, and Prognosis.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2006Predictive Density Evaluation In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter131
2004Predictive Density Evaluation.(2004) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 131		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]		article47
2002A consistent test for nonlinear out of sample predictive accuracy In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
2000A Consistent Test for Nonlinear Out of Sample Predictive Accuracy..(2000) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2005Bootstrap specification tests for diffusion processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2003Bootstrap Specification Tests for Diffusion Processes.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2006An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article87
2004An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series.(2004) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		paper
2006The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
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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This paper has nother version. Agregated cites: 28		paper
2006Bootstrap conditional distribution tests in the presence of dynamic misspecification In: Journal of Econometrics.
[Full Text][Citation analysis]		article73
2003Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
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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]		article4
2006Predictive density and conditional confidence interval accuracy tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article59
2004Predective Density and Conditional Confidence Interval Accuracy Tests.(2004) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2007Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2003Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2009Predictive density estimators for daily volatility based on the use of realized measures In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2006Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures.(2006) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2011Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		article36
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.
[Full Text][Citation analysis]		article91
2011Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2014Testing for structural stability of factor augmented forecasting models In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
2013Testing for Structural Stability of Factor Augmented Forecasting Models.(2013) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2015Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
2013Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction.(2013) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2018Testing for jumps and jump intensity path dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2023Jackknife estimation of a cluster-sample IV regression model with many weak instruments In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
1997An introduction to stochastic unit-root processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article100
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.
[Full Text][Citation analysis]		article9
2000Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
1996Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes..(1996) In: Pennsylvania State - Department of Economics.
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This paper has nother version. Agregated cites: 31		paper
2011In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
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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This paper has nother version. Agregated cites: 4		paper
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.
[Full Text][Citation analysis]		article109
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.
[Full Text][Citation analysis]		article2
2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article62
2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2004The volume of federal litigation and the macroeconomy In: International Review of Law and Economics.
[Full Text][Citation analysis]		article7
2003The Volume of Federal Litigation and the Macroeconomy.(2003) In: Departmental Working Papers.
[Full Text][Citation analysis]
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2002The Volume of Federal Litigation and the Macroeconomy.(2002) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
1998Money and output viewed through a rolling window In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article184
2015Prediction and simulation using simple models characterized by nonstationarity and seasonality In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2013Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality.(2013) In: Departmental Working Papers.
[Full Text][Citation analysis]
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2011Volatility in Discrete and Continuous-Time Models: A Survey with New Evidence on Large and Small Jumps In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter11
2011Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps.(2011) In: Departmental Working Papers.
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2012Combining Two Consistent Estimators In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2013Combining Two Consistent Estimators.(2013) In: Departmental Working Papers.
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2012An Expository Note on the Existence of Moments of Fuller and HFUL Estimators In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2013An Expository Note on the Existence of Moments of Fuller and HFUL Estimators.(2013) In: Departmental Working Papers.
[Full Text][Citation analysis]
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2006A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2008Chapter 5 Predictive Inference under Model Misspecification In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2001Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2001A Randomized Procedure for Choosing Data Transformation In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments In: Working Papers.
[Full Text][Citation analysis]		paper5
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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This paper has nother version. Agregated cites: 5		article
2009Real-time datasets really do make a difference: definitional change, data release, and forecasting In: Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Citation analysis]		paper0
1995LM Tests and Nonlinear Error Correction in Economic Time Series. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper0
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.
[Citation analysis]		paper0
1995A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper155
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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This paper has nother version. Agregated cites: 155		paper
1995Further Developments in the Study of Cointegrated Variables. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper5
2010Further Developments in the Study of Cointegrated Variables.(2010) In: 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.
[Citation analysis]		paper1
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.
[Citation analysis]		paper9
1996Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper1
1994Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper29
2019Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics.
[Full Text][Citation analysis]		article1
2020New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section In: Econometrics.
[Full Text][Citation analysis]		article2
2007NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES In: International Economic Review.
[Full Text][Citation analysis]		article54
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.
[Full Text][Citation analysis]		article15
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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