# Norman Rasmus Swanson

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## Personal Details

First Name: | Norman |

Middle Name: | Rasmus |

Last Name: | Swanson |

Suffix: | |

RePEc Short-ID: | psw10 |

Email: | |

Homepage: | http://econweb.rutgers.edu/nswanson/ |

Postal Address: | Department of Economics Rutgers University 75 Hamilton Street, New Brunswick NJ 08901 USA |

Phone: | 848-932-7432 |

Location: New Brunswick, New Jersey (United States)

Homepage: http://economics.rutgers.edu/

Email:

Phone: (732) 932-7363

Fax: (732) 932-7416

Postal: New Jersey Hall - 75 Hamilton Street, New Brunswick, NJ 08901-1248

Handle: RePEc:edi:derutus (more details at EDIRC)

Homepage: http://economics.rutgers.edu/

Email:

Phone: (732) 932-7363

Fax: (732) 932-7416

Postal: New Jersey Hall - 75 Hamilton Street, New Brunswick, NJ 08901-1248

Handle: RePEc:edi:derutus (more details at EDIRC)

- Valentina Corradi & Mervyn J. Silvapulle & Norman Swanson, 2014.
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**Consistent Pretesting for Jumps**," Departmental Working Papers 201408, Rutgers University, Department of Economics. - Hyun Hak Kim & Norman Swanson, 2013.
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**Mining Big Data Using Parsimonious Factor and Shrinkage Methods**," Departmental Working Papers 201316, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson, 2013.
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**Testing for Structural Stability of Factor Augmented Forecasting Models**," Departmental Working Papers 201314, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2014.
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**Testing for structural stability of factor augmented forecasting models**," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.

- Corradi, Valentina & Swanson, Norman R., 2014.
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- John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013.
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**An Expository Note on the Existence of Moments of Fuller and HFUL Estimators**," Departmental Working Papers 201311, Rutgers University, Department of Economics. - John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen, 2013.
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**Combining Two Consistent Estimators**," Departmental Working Papers 201310, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson, 2013.
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**A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance**," Departmental Working Papers 201309, Rutgers University, Department of Economics. - Kihwan Kim & Norman Swanson, 2013.
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**Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets**," Departmental Working Papers 201315, Rutgers University, Department of Economics. - Diep Duong & Norman Swanson, 2013.
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**Density and Conditional Distribution Based Specification Analysis**," Departmental Working Papers 201312, Rutgers University, Department of Economics. - Norman Swanson & Richard Urbach, 2013.
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**Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality**," Departmental Working Papers 201323, Rutgers University, Department of Economics. - Diep Duong & Norman Swanson, 2013.
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**Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction**," Departmental Working Papers 201321, Rutgers University, Department of Economics.- Duong, Diep & Swanson, Norman R., 2015.
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**Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction**," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.

- Duong, Diep & Swanson, Norman R., 2015.
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- Norman R. Swanson & Lili Cai, 2011.
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**In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008**," Departmental Working Papers 201102, Rutgers University, Department of Economics.- Cai, Lili & Swanson, Norman R., 2011.
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**In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008**," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.

- Cai, Lili & Swanson, Norman R., 2011.
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- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators**," Departmental Working Papers 201115, Rutgers University, Department of Economics.- Nii Ayi Armah & Norman Swanson, 2011.
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**Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators**," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 43-60.

- Nii Ayi Armah & Norman Swanson, 2011.
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- Diep Duong & Norman R. Swanson, 2011.
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**Volatility in Discrete and Continuous Time Models: A Survey with New Evidence on Large and Small Jumps**," Departmental Working Papers 201117, Rutgers University, Department of Economics. - Diep Duong & Norman R. Swanson, 2011.
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**Empirical Evidence on Jumps and Large Fluctuations in Individual Stocks**," Departmental Working Papers 201116, Rutgers University, Department of Economics. - Huyn Hak Kim & Norman R. Swanson, 2011.
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**Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence**," Departmental Working Papers 201119, Rutgers University, Department of Economics.- Kim, Hyun Hak & Swanson, Norman R., 2014.
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**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.

- Kim, Hyun Hak & Swanson, Norman R., 2014.
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- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
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**Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity**," Departmental Working Papers 201118, Rutgers University, Department of Economics.- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
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**Testing overidentifying restrictions with many instruments and heteroskedasticity**," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.

- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
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- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Diffusion Index Models and Index Proxies: Recent Results and New Directions**," Departmental Working Papers 201114, Rutgers University, Department of Economics. - Chao & Swanson & Hausman & Newey & Woutersen, 2010.
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**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
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**Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments**," Econometric Theory, Cambridge University Press, vol. 28(01), pages 42-86, February.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
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**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Departmental Working Papers 201110, Rutgers University, Department of Economics.

- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
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- Valentina Corradi & Norman R. Swanson, 2009.
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**Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models**," Working Papers 09-29, Federal Reserve Bank of Philadelphia.- Corradi, Valentina & Swanson, Norman R., 2011.
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**Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models**," Journal of Econometrics, Elsevier, vol. 161(2), pages 304-324, April.

- Norman R. Swanson & Valentina Corradi, 2011.
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**Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models**," Departmental Working Papers 201112, Rutgers University, Department of Economics. - Valentina Corradi & Norman R. Swanson, 2011.
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**Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models**," Post-Print hal-00796745, HAL.

- Corradi, Valentina & Swanson, Norman R., 2011.
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- Andres Fernandez & Norman R. Swanson, 2009.
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**Real-time datasets really do make a difference: definitional change, data release, and forecasting**," Working Papers 09-28, Federal Reserve Bank of Philadelphia.- Norman R. Swanson & Andres Fernandez, 2011.
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**Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting**," Departmental Working Papers 201113, Rutgers University, Department of Economics.

- Norman R. Swanson & Andres Fernandez, 2011.
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- Nii Ayi Armah & Norman R. Swanson, 2008.
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**Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments**," Working Papers 08-25, Federal Reserve Bank of Philadelphia.- Nii Ayi Armah & Norman Swanson, 2010.
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**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments**," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 476-510.

- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments**," Departmental Working Papers 201105, Rutgers University, Department of Economics.

- Nii Ayi Armah & Norman Swanson, 2010.
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- Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008.
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**Information in the revision process of real-time datasets**," Working Papers 08-27, Federal Reserve Bank of Philadelphia.- Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
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**Information in the Revision Process of Real-Time Datasets**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.

- Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011.
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**Information in the Revision Process of Real-Time Datasets**," Departmental Working Papers 201107, Rutgers University, Department of Economics.

- Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
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- Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson, 2007.
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**Instrumental variable estimation with heteroskedasticity and many instruments**," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
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**Instrumental variable estimation with heteroskedasticity and many instruments**," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, 07.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
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**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Departmental Working Papers 201111, Rutgers University, Department of Economics. - Hausman & Newey & Woutersen & Chao & Swanson, 2009.
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**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics.

- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
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- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
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**A Simulation Based Specification Test for Diffusion Processes**," Departmental Working Papers 200614, Rutgers University, Department of Economics.- Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008.
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**A Simulation-Based Specification Test for Diffusion Processes**," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.

- Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008.
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- Valentina Corradi & Norman Swanson, 2006.
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**Predictive Density Evaluation. Revised**," Departmental Working Papers 200621, Rutgers University, Department of Economics. - Norman Swanson & Geetesh Bhardwaj, 2006.
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**A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects**," Departmental Working Papers 200613, Rutgers University, Department of Economics. - Norman Swanson & Valentina Corradi, 2006.
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**Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes**," Departmental Working Papers 200618, Rutgers University, Department of Economics.- Valentina Corradi & Norman R. Swanson, 2007.
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**Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, 02.

- Valentina Corradi & Norman R. Swanson, 2007.
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- Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
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**Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures**," Departmental Working Papers 200620, Rutgers University, Department of Economics.- Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009.
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**Predictive density estimators for daily volatility based on the use of realized measures**," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.

- Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009.
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- Norman Swanson & Oleg Korenok, 2006.
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**The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives**," Departmental Working Papers 200615, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
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**Predictive Inference for Integrated Volatility**," Departmental Working Papers 200616, Rutgers University, Department of Economics.- Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011.
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**Predictive Inference for Integrated Volatility**," Departmental Working Papers 201109, Rutgers University, Department of Economics. - Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011.
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**Predictive Inference for Integrated Volatility**," Departmental Working Papers 201108, Rutgers University, Department of Economics.

- Norman R. Swanson & Valentina Corradi & Walter Distaso, 2011.
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- Norman Swanson & Oleg Korenok, 2006.
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**How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models. Extended Working Paper Version**," Departmental Working Papers 200612, Rutgers University, Department of Economics. - Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
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**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Working Papers 0602, VCU School of Business, Department of Economics.- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010.
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**International evidence on the efficacy of new-Keynesian models of inflation persistence**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.

- Norman Swanson & Oleg Korenok & Stanislav Radchenko, 2006.
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**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 200617, Rutgers University, Department of Economics. - Norman R. Swanson & Oleg Korenok & Stanislav Radchenko, 2011.
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**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 201104, Rutgers University, Department of Economics.

- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010.
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- Norman Swanson & Nii Ayi Armah, 2006.
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**Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output**," Departmental Working Papers 200619, Rutgers University, Department of Economics.- Norman R. Swanson & Nii Ayi Armah, 2011.
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**Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output**," Departmental Working Papers 201103, Rutgers University, Department of Economics.

- Norman R. Swanson & Nii Ayi Armah, 2011.
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- Geetesh Bhardwaj & Norman Swanson, 2004.
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**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**," Departmental Working Papers 200422, Rutgers University, Department of Economics.- Bhardwaj, Geetesh & Swanson, Norman R., 2006.
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**An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series**," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.

- Bhardwaj, Geetesh & Swanson, Norman R., 2006.
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- Norman R. Swanson & Valentina Corradi, 2004.
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**Block Bootstrap for Parameter Estimation Error when Parameters are recursively estimated**," Econometric Society 2004 North American Winter Meetings 264, Econometric Society. - Norman R. Swanson & John C. Chao, 2004.
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**Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments**," Econometric Society 2004 North American Winter Meetings 441, Econometric Society. - John Chao & Norman Swanson, 2004.
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**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments**," Departmental Working Papers 200420, Rutgers University, Department of Economics.- Norman R. Swanson & John C. Chao, 2004.
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**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments**," Econometric Society 2004 Far Eastern Meetings 668, Econometric Society.

- Norman R. Swanson & John C. Chao, 2004.
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- Valentina Corradi & Norman Swanson, 2004.
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**Predictive Density Evaluation**," Departmental Working Papers 200419, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**Predictive Density Evaluation**," Handbook of Economic Forecasting, Elsevier.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Valentina Corradi & Norman Swanson, 2004.
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**Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection**," Departmental Working Papers 200418, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson, 2004.
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**Predective Density and Conditional Confidence Interval Accuracy Tests**," Departmental Working Papers 200423, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**Predictive density and conditional confidence interval accuracy tests**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Norman Swanson & Valentina Corradi, 2004.
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**Predictive Density Accuracy Tests**," Working Papers wp04-16, Warwick Business School, Finance Group. - Lance J. Bachmeier & Norman R. Swanson, 2003.
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**Predicting Inflation: Does The Quantity Theory Help?**," Departmental Working Papers 200317, Rutgers University, Department of Economics.- Lance J. Bachmeier & Norman R. Swanson, 2005.
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**Predicting Inflation: Does The Quantity Theory Help?**," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.

- Lance J. Bachmeier & Norman R. Swanson, 2005.
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- Valentina Corradi & Norman Swanson, 2003.
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**The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation**," Departmental Working Papers 200313, Rutgers University, Department of Economics. - Valentina Corradi & Norman Swanson, 2003.
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**Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives**," Departmental Working Papers 200316, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2004.
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**Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.

- Corradi, Valentina & Swanson, Norman R., 2004.
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- John C. Chao & Norman R. Swanson, 2003.
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**Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments**," Departmental Working Papers 200312, Rutgers University, Department of Economics. - Valentina Corradi & Norman R. Swanson, 2003.
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**A Test for Comparing Multiple Misspecified Conditional Distributions**," Departmental Working Papers 200314, Rutgers University, Department of Economics. - Valentina Corradi & Norman R. Swanson, 2003.
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**Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data**," Departmental Working Papers 200320, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2007.
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**Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data**," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.

- Corradi, Valentina & Swanson, Norman R., 2007.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**Bootstrap Specification Tests for Diffusion Processes**," Departmental Working Papers 200321, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2005.
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**Bootstrap specification tests for diffusion processes**," Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.

- Corradi, Valentina & Swanson, Norman R., 2005.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test**," Departmental Working Papers 200322, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test**," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Chao, John Chao & Norman R. Swanson, 2003.
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**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.- John C. Chao & Norman R. Swanson, 2005.
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**Consistent Estimation with a Large Number of Weak Instruments**," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, 09.

- John Chao & Norman Swanson, 2004.
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**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
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**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management.

- John C. Chao & Norman R. Swanson, 2005.
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- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
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**Forecasting economic and financial time-series with non-linear models**," Departmental Working Papers 200309, Rutgers University, Department of Economics.- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
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**Forecasting economic and financial time-series with non-linear models**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.

- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
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- John Chao & Norman R. Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.- Chao, John & Swanson, Norman R., 2007.
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**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.

- John Chao & Norman Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management.

- Chao, John & Swanson, Norman R., 2007.
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- Valentina Corradi & Norman R. Swanson, 2003.
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**Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification**," Departmental Working Papers 200311, Rutgers University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2006.
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**Bootstrap conditional distribution tests in the presence of dynamic misspecification**," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.

- Corradi, Valentina & Swanson, Norman R., 2006.
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- Swanson, N.R. & van Dijk, D.J.C., 2001.
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**Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry**," Econometric Institute Research Papers EI 2001-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Swanson, Norman R. & van Dijk, Dick, 2006.
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**Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.

- Swanson, Norman R. & van Dijk, Dick, 2006.
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- Valentina Corradi & Norman R. Swanson, 2001.
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**Bootstrap Specification Tests with Dependent Observations and Parameter Estimation Error**," Discussion Papers 0101, Exeter University, Department of Economics. - Valentina Corradi & Norman R. Swanson, 2001.
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**A Randomized Procedure for Choosing Data Transformation**," Discussion Papers 0105, Exeter University, Department of Economics. - Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001.
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**Let's Get "Real"" about Using Economic Data"**," CIRANO Working Papers 2001s-44, CIRANO.- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
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**Let's get "real" about using economic data**," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.

- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, .
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**Let's Get "Real" about Using Economic Data**," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. - Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000.
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**Let's Get "Real" About Using Economic Data**," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society.

- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
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- Corradi, V. & Swanson, N.R., 2000.
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**A Consistent Test for Nonlinear Out of Sample Predictive Accuracy**," Discussion Papers 0012, Exeter University, Department of Economics.- Corradi, Valentina & Swanson, Norman R., 2002.
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**A consistent test for nonlinear out of sample predictive accuracy**," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.

- Corradi, Valentina & Swanson, Norman R., 2002.
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- Norman R. Swanson, 2000.
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**An Out of Sample Test for Granger Causality**," Econometric Society World Congress 2000 Contributed Papers 0362, Econometric Society. - Norman R. Swanson & Jeffery D. Amato, 2000.
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**The real-time predictive content of money for output**," BIS Working Papers 96, Bank for International Settlements. - Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
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**Trade, Investment, and Growth: Nexus, Analysis, and Prognosis**," NBER Working Papers 6861, National Bureau of Economic Research, Inc.- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
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**Trade, investment and growth: nexus, analysis and prognosis**," Journal of Development Economics, Elsevier, vol. 70(2), pages 479-499, April.

- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
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- Breitung, Jörg & Swanson, Norman Rasmus, 1998.
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**Temporal aggregation and causality in multiple time series models**," SFB 373 Discussion Papers 1998,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes. - Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
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**Monetary Policy Rules with Model and Data Uncertainty**," CIRANO Working Papers 98s-40, CIRANO.- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002.
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**Monetary Policy Rules with Model and Data Uncertainty**," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 239-265, October.

- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002.
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- Chao, J.C. & Swanson, N.R., 1997.
"
**Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production**," Papers 9-97-3, Pennsylvania State - Department of Economics.- Chao, John C. & Swanson, Norman R., 2000.
"
**Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production**," Macroeconomic Dynamics, Cambridge University Press, vol. 4(01), pages 42-72, March.

- Chao, John C. & Swanson, Norman R., 2000.
"
- Zeng, T. & Swanson, N.R., 1997.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Papers 9-97-4, Pennsylvania State - Department of Economics.- Zeng Tian & Swanson Norman R., 1998.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.

- Zeng Tian & Swanson Norman R., 1998.
"
- Corradi, V. & Swanson, N. & White, H., 1996.
"
**Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes**," Papers 4-96-6, Pennsylvania State - Department of Economics.- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000.
"
**Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes**," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.

- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000.
"
- Granger, E.J. & Swanson, N.R., 1996.
"
**An introduction to stochastic Unit Root Processes**," Papers 4-96-3, Pennsylvania State - Department of Economics.- Granger, Clive W. J. & Swanson, Norman R., 1997.
"
**An introduction to stochastic unit-root processes**," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.

- Granger, Clive W. J. & Swanson, Norman R., 1997.
"
- Swanson, N.R., 1996.
"
**Forecasting Using First Available Versus Fully Revised Economic Time Series data**," Papers 4-96-7, Pennsylvania State - Department of Economics.- Swanson Norman, 1996.
"
**Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.

- Swanson Norman, 1996.
"
- Swanson, N.R. & Ozyildirim, A. & Pisu, M., 1996.
"
**A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables**," Papers 4-96-4, Pennsylvania State - Department of Economics. - Swanson, N.R., 1996.
"
**Forecasting Economic Time series Using Adaptive Versus Nonadaptive and Linecar Versus Nonlinear Econometric Models**," Papers 4-96-2, Pennsylvania State - Department of Economics. - Swanson, Norman, 1996.
"
**BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman**," MPRA Paper 11047, University Library of Munich, Germany. - Swanson, N.R. & Zeng, T., 1996.
"
**Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection**," Papers 4-96-5, Pennsylvania State - Department of Economics. - Swanson, N.R., 1995.
"
**Do 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**," Papers 03-95-03, Pennsylvania State - Department of Economics. - Swanson, N.R., 1995.
"
**A Rolling Window Analysis of the Marginal Predictive Content of Money for Real Output**," Papers 03-95-01, Pennsylvania State - Department of Economics. - Norman R. Swanson & Halbert White, 1995.
"
**A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Macroeconomics 9503004, EconWPA.- Norman R. Swanson & Halbert White, 1997.
"
**A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks**," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.

- Swanson, N.R. & White, H., 1995.
"
**A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Papers 04-95-12, Pennsylvania State - Department of Economics.

- Norman R. Swanson & Halbert White, 1997.
"
- Granger, C.W.J. & Swanson, N., 1995.
"
**Further Developments in the Study of Cointegrated Variables**," Papers 4-95-13, Pennsylvania State - Department of Economics.- Norman R. Swanson, 2010.
"
**Further Developments in the Study of Cointegrated Variables**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 187-190, spring.

- Norman R. Swanson, 2010.
"
- Swanson, N.R., 1995.
"
**LM Tests and Nonlinear Error Correction in Economic Time Series**," Papers 03-95-02, Pennsylvania State - Department of Economics. - Swanson, N.R. & Granger, C.W.J., 1994.
"
**Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions**," Papers 9-94-1, Pennsylvania State - Department of Economics.

RePEc:hal:journl:peer-00796745 is not listed on IDEAS - Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, .
"
**The Volume of Federal Litigation and the Macroeconomy**," Working Papers 0209, East Carolina University, Department of Economics.- Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004.
"
**The volume of federal litigation and the macroeconomy**," International Review of Law and Economics, Elsevier, vol. 24(2), pages 191-207, June.

- Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson, 2003.
"
**The Volume of Federal Litigation and the Macroeconomy**," Departmental Working Papers 200318, Rutgers University, Department of Economics.

- Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004.
"

- Duong, Diep & Swanson, Norman R., 2015.
"
**Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction**," Journal of Econometrics, Elsevier, vol. 187(2), pages 606-621.- Diep Duong & Norman Swanson, 2013.
"
**Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction**," Departmental Working Papers 201321, Rutgers University, Department of Economics.

- Diep Duong & Norman Swanson, 2013.
"
- Kim, Hyun Hak & Swanson, Norman R., 2014.
"
**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.- Huyn Hak Kim & Norman R. Swanson, 2011.
"
**Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence**," Departmental Working Papers 201119, Rutgers University, Department of Economics.

- Huyn Hak Kim & Norman R. Swanson, 2011.
"
- Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014.
"
**Testing overidentifying restrictions with many instruments and heteroskedasticity**," Journal of Econometrics, Elsevier, vol. 178(P1), pages 15-21.- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
**Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity**," Departmental Working Papers 201118, Rutgers University, Department of Economics.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
- Corradi, Valentina & Swanson, Norman R., 2014.
"
**Testing for structural stability of factor augmented forecasting models**," Journal of Econometrics, Elsevier, vol. 182(1), pages 100-118.- Valentina Corradi & Norman Swanson, 2013.
"
**Testing for Structural Stability of Factor Augmented Forecasting Models**," Departmental Working Papers 201314, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2013.
"
- Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen & John C. Chao & Norman R. Swanson, 2012.
"
**Instrumental variable estimation with heteroskedasticity and many instruments**," Quantitative Economics, Econometric Society, vol. 3(2), pages 211-255, 07.- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Departmental Working Papers 201111, Rutgers University, Department of Economics. - Hausman & Newey & Woutersen & Chao & Swanson, 2009.
"
**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**," Economics Working Paper Archive 566, The Johns Hopkins University,Department of Economics. - Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson, 2007.
"
**Instrumental variable estimation with heteroskedasticity and many instruments**," CeMMAP working papers CWP22/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012.
"
**Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments**," Econometric Theory, Cambridge University Press, vol. 28(01), pages 42-86, February.- Chao & Swanson & Hausman & Newey & Woutersen, 2010.
"
**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics. - Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"
**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**," Departmental Working Papers 201110, Rutgers University, Department of Economics.

- Chao & Swanson & Hausman & Newey & Woutersen, 2010.
"
- Cai, Lili & Swanson, Norman R., 2011.
"
**In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008**," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 743-764, September.- Norman R. Swanson & Lili Cai, 2011.
"
**In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008**," Departmental Working Papers 201102, Rutgers University, Department of Economics.

- Norman R. Swanson & Lili Cai, 2011.
"
- Nii Ayi Armah & Norman Swanson, 2011.
"
**Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators**," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 43-60.- Norman R. Swanson & Nii Ayi Armah, 2011.
"
**Some Variables are More Worthy Than Others: New Diffusion Index Evidence on the Monitoring of Key Economic Indicators**," Departmental Working Papers 201115, Rutgers University, Department of Economics.

- Norman R. Swanson & Nii Ayi Armah, 2011.
"
- Corradi, Valentina & Swanson, Norman R., 2011.
"
- Valentina Corradi & Norman R. Swanson, 2011.
"
- Valentina Corradi & Norman R. Swanson, 2009.
"
- Norman R. Swanson & Valentina Corradi, 2011.
"
**Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models**," Departmental Working Papers 201112, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2011.
"
- Norman R. Swanson, 2010.
"
**Further Developments in the Study of Cointegrated Variables**," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(2), pages 187-190, spring.- Granger, C.W.J. & Swanson, N., 1995.
"
**Further Developments in the Study of Cointegrated Variables**," Papers 4-95-13, Pennsylvania State - Department of Economics.

- Granger, C.W.J. & Swanson, N., 1995.
"
- Nii Ayi Armah & Norman Swanson, 2010.
"
**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments**," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 476-510.- Norman R. Swanson & Nii Ayi Armah, 2011.
"
**Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Largescale Macroeconomic Time Series Environments**," Departmental Working Papers 201105, Rutgers University, Department of Economics. - Nii Ayi Armah & Norman R. Swanson, 2008.
"
**Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments**," Working Papers 08-25, Federal Reserve Bank of Philadelphia.

- Norman R. Swanson & Nii Ayi Armah, 2011.
"
- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2010.
"
**International evidence on the efficacy of new-Keynesian models of inflation persistence**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 31-54.- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
"
**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Working Papers 0602, VCU School of Business, Department of Economics. - Norman Swanson & Oleg Korenok & Stanislav Radchenko, 2006.
"
**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 200617, Rutgers University, Department of Economics. - Norman R. Swanson & Oleg Korenok & Stanislav Radchenko, 2011.
"
**International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence**," Departmental Working Papers 201104, Rutgers University, Department of Economics.

- Oleg Korenok & Stanislav Radchenko & Norman R. Swanson, 2006.
"
- Chao, John C. & Swanson, Norman R., 2009.
"
**Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 316-318. - Corradi, Valentina & Fernandez, Andres & Swanson, Norman R., 2009.
"
**Information in the Revision Process of Real-Time Datasets**," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 455-467.- Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011.
"
**Information in the Revision Process of Real-Time Datasets**," Departmental Working Papers 201107, Rutgers University, Department of Economics. - Valentina Corradi & Andres Fernandez & Norman R. Swanson, 2008.
"
**Information in the revision process of real-time datasets**," Working Papers 08-27, Federal Reserve Bank of Philadelphia.

- Norman R. Swanson & Valentina Corradi & Andres Fernandez, 2011.
"
- Swanson, Norman R., 2009.
"
**Comments on "Forecasting economic and financial variables with global VARs"**," International Journal of Forecasting, Elsevier, vol. 25(4), pages 697-702, October. - Corradi, Valentina & Distaso, Walter & Swanson, Norman R., 2009.
"
**Predictive density estimators for daily volatility based on the use of realized measures**," Journal of Econometrics, Elsevier, vol. 150(2), pages 119-138, June.- Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
"
**Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures**," Departmental Working Papers 200620, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson & Walter Distaso, 2006.
"
- Bhardwaj, Geetesh & Corradi, Valentina & Swanson, Norman R., 2008.
"
**A Simulation-Based Specification Test for Diffusion Processes**," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 176-193, April.- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
"
**A Simulation Based Specification Test for Diffusion Processes**," Departmental Working Papers 200614, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006.
"
- Valentina Corradi & Norman R. Swanson, 2007.
"
**Nonparametric Bootstrap Procedures For Predictive Inference Based On Recursive Estimation Schemes**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 67-109, 02.- Norman Swanson & Valentina Corradi, 2006.
"
**Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes**," Departmental Working Papers 200618, Rutgers University, Department of Economics.

- Norman Swanson & Valentina Corradi, 2006.
"
- Oleg Korenok & Norman R. Swanson, 2007.
"
**How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1481-1508, 09. - Chao, John & Swanson, Norman R., 2007.
"
**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.- John Chao & Norman R. Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University. - John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management.

- John Chao & Norman R. Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2007.
"
**Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data**," Journal of Econometrics, Elsevier, vol. 136(2), pages 699-723, February.- Valentina Corradi & Norman R. Swanson, 2003.
"
**Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data**," Departmental Working Papers 200320, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2006.
"
**The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test**," Journal of Econometrics, Elsevier, vol. 132(1), pages 195-229, May.- Valentina Corradi & Norman R. Swanson, 2003.
"
**The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test**," Departmental Working Papers 200322, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Predictive density and conditional confidence interval accuracy tests**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 187-228.- Valentina Corradi & Norman Swanson, 2004.
"
**Predective Density and Conditional Confidence Interval Accuracy Tests**," Departmental Working Papers 200423, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2004.
"
- Swanson, Norman R. & van Dijk, Dick, 2006.
"
**Are Statistical Reporting Agencies Getting It Right? Data Rationality and Business Cycle Asymmetry**," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 24-42, January.- Swanson, N.R. & van Dijk, D.J.C., 2001.
"
**Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry**," Econometric Institute Research Papers EI 2001-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Swanson, N.R. & van Dijk, D.J.C., 2001.
"
- Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus, 2006.
"
**Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 1-9. - Corradi, Valentina & Swanson, Norman R., 2006.
"
**Bootstrap conditional distribution tests in the presence of dynamic misspecification**," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.- Valentina Corradi & Norman R. Swanson, 2003.
"
**Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification**," Departmental Working Papers 200311, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Bhardwaj, Geetesh & Swanson, Norman R., 2006.
"
**An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series**," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 539-578.- Geetesh Bhardwaj & Norman Swanson, 2004.
"
**An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series**," Departmental Working Papers 200422, Rutgers University, Department of Economics.

- Geetesh Bhardwaj & Norman Swanson, 2004.
"
- Oleg Korenok & Norman R. Swanson, 2005.
"
**The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 905-930, December. - Lance J. Bachmeier & Norman R. Swanson, 2005.
"
**Predicting Inflation: Does The Quantity Theory Help?**," Economic Inquiry, Western Economic Association International, vol. 43(3), pages 570-585, July.- Lance J. Bachmeier & Norman R. Swanson, 2003.
"
**Predicting Inflation: Does The Quantity Theory Help?**," Departmental Working Papers 200317, Rutgers University, Department of Economics.

- Lance J. Bachmeier & Norman R. Swanson, 2003.
"
- John C. Chao & Norman R. Swanson, 2005.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, 09.- John Chao & Norman Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Departmental Working Papers 200421, Rutgers University, Department of Economics. - Chao, John Chao & Norman R. Swanson, 2003.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Consistent Estimation with a Large Number of Weak Instruments**," Yale School of Management Working Papers ysm374, Yale School of Management.

- John Chao & Norman Swanson, 2004.
"
- Corradi, Valentina & Swanson, Norman R., 2005.
"
**A Test For Comparing Multiple Misspecified Conditional Interval Models**," Econometric Theory, Cambridge University Press, vol. 21(05), pages 991-1016, October. - Corradi, Valentina & Swanson, Norman R., 2005.
"
**Bootstrap specification tests for diffusion processes**," Journal of Econometrics, Elsevier, vol. 124(1), pages 117-148, January.- Valentina Corradi & Norman R. Swanson, 2003.
"
**Bootstrap Specification Tests for Diffusion Processes**," Departmental Working Papers 200321, Rutgers University, Department of Economics.

- Valentina Corradi & Norman R. Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2004.
"
**Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 185-199.- Valentina Corradi & Norman Swanson, 2003.
"
**Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives**," Departmental Working Papers 200316, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2003.
"
- Corradi, Valentina & Swanson, Norman R., 2004.
"
**A test for the distributional comparison of simulated and historical data**," Economics Letters, Elsevier, vol. 85(2), pages 185-193, November. - Bachmeier, Lance & Gaughan, Patrick & Swanson, Norman R., 2004.
"
**The volume of federal litigation and the macroeconomy**," International Review of Law and Economics, Elsevier, vol. 24(2), pages 191-207, June.- Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, .
"
**The Volume of Federal Litigation and the Macroeconomy**," Working Papers 0209, East Carolina University, Department of Economics. - Lance Bachmeier & Patrick Gaughman Null & Norman R. Swanson, 2003.
"
**The Volume of Federal Litigation and the Macroeconomy**," Departmental Working Papers 200318, Rutgers University, Department of Economics.

- Lance J. Bachmeier Patrick Gaughan & Norman R. Swanson, .
"
- Clements, Michael P. & Franses, Philip Hans & Swanson, Norman R., 2004.
"
**Forecasting economic and financial time-series with non-linear models**," International Journal of Forecasting, Elsevier, vol. 20(2), pages 169-183.- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"
**Forecasting economic and financial time-series with non-linear models**," Departmental Working Papers 200309, Rutgers University, Department of Economics.

- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003.
"
- Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003.
"
**Trade, investment and growth: nexus, analysis and prognosis**," Journal of Development Economics, Elsevier, vol. 70(2), pages 479-499, April.- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
"
**Trade, Investment, and Growth: Nexus, Analysis, and Prognosis**," NBER Working Papers 6861, National Bureau of Economic Research, Inc.

- Kala Krishna & Ataman Ozyildirim & Norman R. Swanson, 1998.
"
- Eric Ghysels & Norman R. Swanson & Myles Callan, 2002.
"
**Monetary Policy Rules with Model and Data Uncertainty**," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 239-265, October.- Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"
**Monetary Policy Rules with Model and Data Uncertainty**," CIRANO Working Papers 98s-40, CIRANO.

- Myles Callan & Eric Ghysels & Norman R. Swanson, 1998.
"
- Christoffersen, Peter & Ghysels, Eric & Swanson, Norman R., 2002.
"
**Let's get "real" about using economic data**," Journal of Empirical Finance, Elsevier, vol. 9(3), pages 343-360, August.- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001.
"
**Let's Get "Real"" about Using Economic Data"**," CIRANO Working Papers 2001s-44, CIRANO. - Peter Christoffersen & Eric Ghysels & Norman Swanson, 2000.
"
**Let's Get "Real" About Using Economic Data**," Econometric Society World Congress 2000 Contributed Papers 1004, Econometric Society. - Peter Christoffersen & Eric Ghysels & Norman R. Swanson, .
"
**Let's Get "Real" about Using Economic Data**," EPRU Working Paper Series 01-15, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

- Peter Christoffersen & Eric Ghysels & Norman R. Swanson, 2001.
"
- Corradi, Valentina & Swanson, Norman R., 2002.
"
**A consistent test for nonlinear out of sample predictive accuracy**," Journal of Econometrics, Elsevier, vol. 110(2), pages 353-381, October.- Corradi, V. & Swanson, N.R., 2000.
"
**A Consistent Test for Nonlinear Out of Sample Predictive Accuracy**," Discussion Papers 0012, Exeter University, Department of Economics.

- Corradi, V. & Swanson, N.R., 2000.
"
- Swanson, Norman R., 2002.
"
**Comments on 'A vector error-correction forecasting model of the US economy'**," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 599-606, December. - Chao, John & Corradi, Valentina & Swanson, Norman R., 2001.
"
**Out-Of-Sample Tests For Granger Causality**," Macroeconomic Dynamics, Cambridge University Press, vol. 5(04), pages 598-620, September. - Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001.
"
**Predictive ability with cointegrated variables**," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September. - John C. Chao & Valentina Corradi & Norman R. Swanson, 2001.
"
**Data Transformation and Forecasting in Models with Unit Roots and Cointegration**," Annals of Economics and Finance, Society for AEF, vol. 2(1), pages 59-76, May. - Swanson, Norman R & Zeng, Tian, 2001.
"
**Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 425-40, September. - Kocagil, Ahmet E. & Swanson, Norman R. & Zeng, Tian, 2001.
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**A new definition for time-dependent price mean reversion in commodity markets**," Economics Letters, Elsevier, vol. 71(1), pages 9-16, April. - Bierens, Herman J. & Swanson, Norman R., 2000.
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**The econometric consequences of the ceteris paribus condition in economic theory**," Journal of Econometrics, Elsevier, vol. 95(2), pages 223-253, April. - Chao, John C. & Swanson, Norman R., 2000.
"
**Tests Of Nonnested Hypotheses In Nonstationary Regressions With An Application To Modeling Industrial Production**," Macroeconomic Dynamics, Cambridge University Press, vol. 4(01), pages 42-72, March.- Chao, J.C. & Swanson, N.R., 1997.
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**Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production**," Papers 9-97-3, Pennsylvania State - Department of Economics.

- Chao, J.C. & Swanson, N.R., 1997.
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- Corradi, Valentina & Swanson, Norman R. & White, Halbert, 2000.
"
**Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes**," Journal of Econometrics, Elsevier, vol. 96(1), pages 39-73, May.- Corradi, V. & Swanson, N. & White, H., 1996.
"
**Testing for Stationarity-Ergodicity and for Comovements Between Nonlinear Discrete Time Markov Processes**," Papers 4-96-6, Pennsylvania State - Department of Economics.

- Corradi, V. & Swanson, N. & White, H., 1996.
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- Norman Swanson, 1998.
"
**Book reviews**," Econometric Reviews, Taylor & Francis Journals, vol. 17(2), pages 221-225. - Swanson, Norman R., 1998.
"
**Money and output viewed through a rolling window**," Journal of Monetary Economics, Elsevier, vol. 41(3), pages 455-474, May. - Zeng Tian & Swanson Norman R., 1998.
"
**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(4), pages 1-21, January.- Zeng, T. & Swanson, N.R., 1997.
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**Predictive Evaluation of Econometric Forecasting Models in Commodity Futures Markets**," Papers 9-97-4, Pennsylvania State - Department of Economics.

- Zeng, T. & Swanson, N.R., 1997.
"
- Swanson, Norman R. & White, Halbert, 1997.
"
**Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models**," International Journal of Forecasting, Elsevier, vol. 13(4), pages 439-461, December. - Granger, Clive W. J. & Swanson, Norman R., 1997.
"
**An introduction to stochastic unit-root processes**," Journal of Econometrics, Elsevier, vol. 80(1), pages 35-62, September.- Granger, E.J. & Swanson, N.R., 1996.
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**An introduction to stochastic Unit Root Processes**," Papers 4-96-3, Pennsylvania State - Department of Economics.

- Granger, E.J. & Swanson, N.R., 1996.
"
- Norman R. Swanson & Halbert White, 1997.
"
**A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks**," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 540-550, November.- Norman R. Swanson & Halbert White, 1995.
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**A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Macroeconomics 9503004, EconWPA. - Swanson, N.R. & White, H., 1995.
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**A Models Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks**," Papers 04-95-12, Pennsylvania State - Department of Economics.

- Norman R. Swanson & Halbert White, 1995.
"
- Granger, C W J & Swanson, Norman, 1996.
"
**Future Developments in the Study of Cointegrated Variables**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 537-53, August. - Swanson Norman, 1996.
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**Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 1(1), pages 1-20, April.- Swanson, N.R., 1996.
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**Forecasting Using First Available Versus Fully Revised Economic Time Series data**," Papers 4-96-7, Pennsylvania State - Department of Economics.

- Swanson, N.R., 1996.
"
- Swanson, Norman R & White, Halbert, 1995.
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**A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks**," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 265-75, July.

- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Predictive Density Evaluation**," Handbook of Economic Forecasting, Elsevier.- Valentina Corradi & Norman Swanson, 2004.
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**Predictive Density Evaluation**," Departmental Working Papers 200419, Rutgers University, Department of Economics.

- Valentina Corradi & Norman Swanson, 2004.
"

- Ghysels,Eric & Swanson,Norman R. & Watson,Mark (ed.), 2001.
"
**Essays in Econometrics 2 Volume Hardback Set Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521804073, 1. - Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521774963, 1.- Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521772976, 1. - Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521792073, 1. - Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
**Essays in Econometrics Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521796491, 1.

- Ghysels,Eric & Swanson,Norman R. & Watson,Mark W. (ed.), 2001.
"
- Ghysels,Eric & Swanson,Norman R. & Watson,Mark (ed.), 2001.
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**Essays in Econometrics 2 Volume Paperback Set Real Author-Name:Granger,Clive W. J**," Cambridge Books, Cambridge University Press, number 9780521796972, 1.

73 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-BEC: Business Economics (1) 2007-03-10
- NEP-CBA: Central Banking (9) 2006-09-03 2007-03-10 2007-03-10 2007-03-10 2008-11-11 2009-11-14 2011-12-13 2011-12-13 2011-12-13. Author is listed
- NEP-CMP: Computational Economics (1) 2003-12-07
- NEP-DGE: Dynamic General Equilibrium (3) 2003-12-07 2007-03-10 2007-03-10
- NEP-ECM: Econometrics (40) 1999-01-18 2003-06-26 2003-06-26 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2004-10-21 2004-10-21 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-11-24 2008-11-04 2008-11-11 2009-11-14 2009-11-14 2011-01-30 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2014-07-28 2014-07-28. Author is listed
- NEP-ETS: Econometric Time Series (26) 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2003-12-07 2004-07-18 2004-07-18 2004-10-21 2004-10-21 2004-10-21 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2008-11-04 2009-11-14 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2014-07-28. Author is listed
- NEP-FIN: Finance (3) 2003-12-07 2004-10-21 2004-10-21
- NEP-FOR: Forecasting (20) 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2007-03-10 2009-11-14 2009-11-14 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2011-12-13 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2013-07-20 2014-07-28. Author is listed
- NEP-MAC: Macroeconomics (8) 2003-12-07 2003-12-07 2006-09-03 2007-03-10 2007-03-10 2007-03-10 2008-11-04 2011-12-13. Author is listed
- NEP-MON: Monetary Economics (2) 2003-12-07 2006-09-03
- NEP-MST: Market Microstructure (2) 2007-03-10 2007-03-10
- NEP-ORE: Operations Research (3) 2011-12-13 2011-12-13 2014-07-28
- NEP-RMG: Risk Management (5) 2003-12-07 2003-12-07 2007-03-10 2013-07-20 2014-07-28. Author is listed

This author is among the top 5% authors according to these criteria:

- Average Rank Score
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- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
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- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
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- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Wu-Index

#### Most cited item

- Chao, John Chao & Norman R. Swanson, 2003.
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**Consistent Estimation with a Large Number of Weak Instruments**," Cowles Foundation Discussion Papers 1417, Cowles Foundation for Research in Economics, Yale University.

#### Most downloaded item (past 12 months)

- Corradi, Valentina & Swanson, Norman R., 2006.
"
**Predictive Density Evaluation**," Handbook of Economic Forecasting, Elsevier.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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