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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~subject:"1960-2003"
~subject:"Capital income"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Prognoseverfahren
1960-2003
Capital income
Schätztheorie
Estimation
16
Schätzung
16
Forecasting model
12
Theorie
9
Theory
9
USA
9
United States
9
Time series analysis
8
Zeitreihenanalyse
8
Economic forecast
4
Wirtschaftsprognose
4
Economic indicator
3
Wirtschaftsindikator
3
1960-1993
2
Cointegration
2
Diffusion index
2
Estimation theory
2
Factor model
2
Forecasting
2
Frühindikator
2
Interest rate
2
Kalman filter
2
Kointegration
2
Leading indicator
2
Modellierung
2
Scientific modelling
2
State space model
2
Statistical test
2
Statistischer Test
2
VAR model
2
VAR-Modell
2
Zins
2
Zustandsraummodell
2
1951-1998
1
1959-1999
1
1959-2009
1
1978-1994
1
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1
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Article
12
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Aufsatz in Zeitschrift
Book section
Article in journal
11
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
1
Reprint
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English
12
Author
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Swanson, Norman R.
Gupta, Rangan
87
Zaremba, Adam
58
McMillan, David G.
37
Pierdzioch, Christian
33
Ma, Feng
31
Wohar, Mark E.
31
Narayan, Paresh Kumar
26
Bollerslev, Tim
23
Tiwari, Aviral Kumar
23
Todorov, Viktor
23
Wang, Yudong
23
Zhang, Yaojie
21
Balcilar, Mehmet
19
Cakici, Nusret
18
Demirer, Rıza
18
Kumar, Dilip
18
Tauchen, George Eugene
18
Caporale, Guglielmo Maria
17
Gil-Alaña, Luis A.
17
Nonejad, Nima
17
Salisu, Afees A.
17
Bali, Turan G.
16
Bouri, Elie
15
Brooks, Robert
15
Kumbhakar, Subal
15
Sehgal, Sanjay
15
Westerlund, Joakim
15
Chiang, Thomas C.
14
Long, Huaigang
14
Marcellino, Massimiliano
14
McAleer, Michael
14
Moosa, Imad A.
14
Jawadi, Fredj
13
Lee, Chien-chiang
13
Pesaran, M. Hashem
13
Su, Liangjun
13
Wei, Yu
13
Andersen, Torben
12
Apergēs, Nikolaos
12
Döpke, Jörg
12
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International journal of forecasting
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of econometrics
1
Journal of empirical finance
1
Quantitative finance and economics
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
1
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ECONIS (ZBW)
12
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1
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
2
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
3
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
4
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
5
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
Saved in:
6
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
7
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
8
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
Saved in:
9
Predicting inflation : does the quantitiy theory help?
Bachmeier, Lance J.
;
Swanson, Norman R.
- In:
Economic inquiry : journal of the Western Economic …
43
(
2005
)
3
,
pp. 570-585
Persistent link: https://www.econbiz.de/10002984951
Saved in:
10
A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
Swanson, Norman R.
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 540-550
Persistent link: https://www.econbiz.de/10001229897
Saved in:
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