Norman R. Swanson

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Valentina CorradiUniversity of SurreyAdresse e-mail validée de surrey.ac.uk
John C. Chao*Department of Economics, University of MarylandAdresse e-mail validée de econ.umd.edu
Tiemen WoutersenUniversity of ArizonaAdresse e-mail validée de email.arizona.edu
Hyun Hak KimKoomin UniversityAdresse e-mail validée de kookmin.ac.kr
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillAdresse e-mail validée de unc.edu
Whitney NeweyProfessor of Economics, MITAdresse e-mail validée de mit.edu
Philip Hans FransesErasmus School of EconomicsAdresse e-mail validée de ese.eur.nl
Xiye Yang (杨希野)Rutgers UniversityAdresse e-mail validée de econ.rutgers.edu
Mark WatsonDepartment of Economics, Princeton UniversityAdresse e-mail validée de princeton.edu
Oleg KorenokProfessor, Virginia Commonwealth UniversityAdresse e-mail validée de vcu.edu
Michael P. ClementsProfessor of Econometrics, Reading UniversityAdresse e-mail validée de reading.ac.uk
Diep (ND) DuongSenior Financial Economist - Office of the Comptroller of the CurrencyAdresse e-mail validée de occ.treas.gov
Jörg BreitungUniversity of CologneAdresse e-mail validée de statistik.uni-koeln.de
Xiaohong ChenProfessor of Economics, Yale UniversityAdresse e-mail validée de yale.edu
Walter DistasoImperial College Business SchoolAdresse e-mail validée de imperial.ac.uk
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamAdresse e-mail validée de ese.eur.nl
Andrés FernándezIMFAdresse e-mail validée de imf.org
Lance BachmeierKansas State UniversityAdresse e-mail validée de ksu.edu
Ataman OzyildirimThe Conference BoardAdresse e-mail validée de conference-board.org
Oguzhan CepniCopenhagen Business SchoolAdresse e-mail validée de cbs.dk

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Norman R. Swanson

Distinguished Professor of Economics, Rutgers University

Adresse e-mail validée de econ.rutgers.edu - Page d'accueil

Econometrics time series financial econometrics macro econometrics forecasting


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions NR Swanson, CWJ Granger Journal of the American Statistical Association 92 (437), 357-367, 1997	655	1997
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks NR Swanson, H White Review of Economics and Statistics 79 (4), 540-550, 1997	525	1997
Consistent estimation with a large number of weak instruments JC Chao, NR Swanson Econometrica 73 (5), 1673-1692, 2005	433	2005
Money and output viewed through a rolling window NR Swanson Journal of monetary Economics 41 (3), 455-474, 1998	389	1998
A model-selection approach to assessing the information in the term structure using linear models and artificial neural networks NR Swanson, H White Journal of Business & Economic Statistics 13 (3), 265-275, 1995	381	1995
Forecasting economic and financial time-series with non-linear models MP Clements, PH Franses, NR Swanson International journal of forecasting 20 (2), 169-183, 2004	372	2004
Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models NR Swanson, H White International journal of Forecasting 13 (4), 439-461, 1997	367	1997
Predictive Density Evaluation, in Handbook of Economic Forecasting, CWJ Granger, G. Elliott and A. Timmermann, eds V Corradi, NR Swanson Elsevier: Amsterdam, 197&284, 2006	303*	2006
An introduction to stochastic unit-root processes CWJ Granger, NR Swanson Journal of Econometrics 80 (1), 35-62, 1997	295	1997
Weak instrument robust tests in GMM and the new Keynesian Phillips curve F Kleibergen, S Mavroeidis Journal of Business & Economic Statistics 27 (3), 293-311, 2009	255	2009
An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series G Bhardwaj, NR Swanson Journal of econometrics 131 (1-2), 539-578, 2006	213	2006
Instrumental variable estimation with heteroskedasticity and many instruments JA Hausman, WK Newey, T Woutersen, JC Chao, NR Swanson Quantitative Economics 3 (2), 211-255, 2012	208	2012
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence HH Kim, NR Swanson Journal of Econometrics 178, 352-367, 2014	191	2014
Predictive density and conditional confidence interval accuracy tests V Corradi, NR Swanson Journal of Econometrics 135 (1-2), 187-228, 2006	157*	2006
Semiparametric ARX neural-network models with an application to forecasting inflation X Chen, J Racine, NR Swanson IEEE Transactions on neural networks 12 (4), 674-683, 2001	156	2001
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods HH Kim, NR Swanson International Journal of Forecasting 34 (2), 339-354, 2018	154*	2018
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments JC Chao, NR Swanson, JA Hausman, WK Newey, T Woutersen Econometric Theory 28 (1), 42-86, 2012	152*	2012
Out-of-sample tests for Granger causality J Chao, V Corradi, NR Swanson Macroeconomic Dynamics 5 (4), 598-620, 2001	145	2001
FUTURE DEVELOPMENTS IN THE STUDY OF COINTEGRATED VARIABLES^* CWJ Granger, N Swanson Oxford Bulletin of Economics and Statistics 58 (3), 537-553, 1996	142	1996
Bootstrap conditional distribution tests in the presence of dynamic misspecification V Corradi, NR Swanson Journal of Econometrics 133 (2), 779-806, 2006	141*	2006

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