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Browsing All of EconStor by Author Swanson, Norman R.
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Showing results 21 to 40 of 45
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Year of Publication
Title
Author(s)
2005
A simulation based specification test for diffusion processes
Bhardwaj, Geetesh
;
Corradi, Valentina
;
Swanson, Norman R.
2005
The incremental predictive information associated with using theoretical new Keynesian DSGE models versus simple linear alternatives
Korenok, Oleg
;
Swanson, Norman R.
2005
Predictive density evaluation
Corradi, Valentina
;
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 effects
Bhardwaj, Geetesh
;
Swanson, Norman R.
2006
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
2006
International evidence on the efficacy of new-Keynesian models of inflation persistence
Korenok, Oleg
;
Radchenko, Stanislav
;
Swanson, Norman R.
2006
Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for output
Armah, Nii Ayi
;
Swanson, Norman R.
2006
Predictive inference for integrated volatility
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
2006
How sticky is sticky enough?: A distributional and impulse response analysis of new Keynesian DSGE models
Korenok, Oleg
;
Swanson, Norman R.
2010
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
;
Newey, Whitney K.
;
Woutersen, Tiemen
2011
Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for output
Armah, Nii Ayi
;
Swanson, Norman R.
2011
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
2011
Information in the revision process of real-time datasets
Corradi, Valentina
;
Fernandez, Andres
;
Swanson, Norman R.
2011
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
;
Newey, Whitney K.
;
Woutersen, Tiemen
2011
Predictive inference for integrated volatility
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
2011
Seeing inside the black box: Using diffusion index methodology to construct factor proxies in largescale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
2011
Predictive inference for integrated volatility
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
2011
Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C.
;
Hausman, Jerry A.
;
Newey, Whitney K.
;
Swanson, Norman R.
;
Woutersen, Tiemen
2011
International evidence on the efficacy of new-Keynesian models of inflation persistence
Korenok, Oleg
;
Radchenko, Stanislav
;
Swanson, Norman R.
2011
In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008
Cai, Lili
;
Swanson, Norman R.