Browsing All of EconStor by Author Swanson, Norman R.

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Year of PublicationTitleAuthor(s)
2005 The incremental predictive information associated with using theoretical new Keynesian DSGE models versus simple linear alternativesKorenok, Oleg; Swanson, Norman R.
2005 A predictive comparison of some simple long memory and short memory models of daily US stock returns, with emphasis on business cycle effectsBhardwaj, Geetesh; Swanson, Norman R.
2005 A simulation based specification test for diffusion processesBhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R.
2005 Predictive density evaluationCorradi, Valentina; Swanson, Norman R.
2006 Predictive density estimators for daily volatility based on the use of realized measuresCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2006 International evidence on the efficacy of new-Keynesian models of inflation persistenceKorenok, Oleg; Radchenko, Stanislav; Swanson, Norman R.
2006 Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2006 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi; Swanson, Norman R.
2006 How sticky is sticky enough?: A distributional and impulse response analysis of new Keynesian DSGE modelsKorenok, Oleg; Swanson, Norman R.
2010 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2011 Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2011 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidenceKim, Hyun Hak; Swanson, Norman R.
2011 Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
2011 Seeing inside the black box: Using diffusion index methodology to construct factor proxies in largescale macroeconomic time series environmentsArmah, Nii Ayi; Swanson, Norman R.
2011 In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008Cai, Lili; Swanson, Norman R.
2011 Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2011 International evidence on the efficacy of new-Keynesian models of inflation persistenceKorenok, Oleg; Radchenko, Stanislav; Swanson, Norman R.
2011 Information in the revision process of real-time datasetsCorradi, Valentina; Fernandez, Andres; Swanson, Norman R.
2011 Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2011 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi; Swanson, Norman R.