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Year of PublicationTitleAuthor(s)
2011Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi; Swanson, Norman R.
2011Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidenceKim, Hyun Hak; Swanson, Norman R.
2011Information in the revision process of real-time datasetsCorradi, Valentina; Fernandez, Andres; Swanson, Norman R.
2011Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instrumentsChao, John C.; Swanson, Norman R.; Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen
2011Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2011Seeing inside the black box: Using diffusion index methodology to construct factor proxies in largescale macroeconomic time series environmentsArmah, Nii Ayi; Swanson, Norman R.
2011Predictive inference for integrated volatilityCorradi, Valentina; Distaso, Walter; Swanson, Norman R.
2011Testing overidentifying restrictions with many instruments and heteroskedasticityChao, John C.; Hausman, Jerry A.; Newey, Whitney K.; Swanson, Norman R.; Woutersen, Tiemen
2011International evidence on the efficacy of new-Keynesian models of inflation persistenceKorenok, Oleg; Radchenko, Stanislav; Swanson, Norman R.
2011In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008Cai, Lili; Swanson, Norman R.