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type_genre:"Article in journal"
~person:"Swanson, Norman R."
~subject:"Economic growth"
~subject:"Prognoseverfahren"
~type:"article"
~type_genre:"Bibliografie"
~type_genre:"Reprint"
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Economic growth
Prognoseverfahren
Theorie
42
Theory
42
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22
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18
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18
Estimation
9
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Swanson, Norman R.
Gupta, Rangan
46
Clements, Michael P.
38
Franses, Philip Hans
32
Timmermann, Allan
29
Petropoulos, Fotios
28
Diebold, Francis X.
26
Pierdzioch, Christian
24
Marcellino, Massimiliano
23
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22
Makridakis, Spyros G.
22
Turnovsky, Stephen J.
22
Wang, Yudong
22
Afonso, Oscar
21
Hendry, David F.
21
Moosa, Imad A.
20
Assimakopoulos, V.
17
Chu, Angus C.
17
Clark, Todd E.
17
Fildes, Robert
17
Koop, Gary
17
Kourentzes, Nikolaos
17
Armstrong, Jon Scott
16
Babai, M. Zied
16
Bucci, Alberto
16
Aghion, Philippe
15
Lai, Ching-chong
15
Prettner, Klaus
15
Spiliotis, Evangelos
15
Taylor, James W.
15
Ono, Tetsuo
14
Sermpinis, Georgios
14
Bretschger, Lucas
13
Goodwin, Paul
13
Karathanasopoulos, Andreas
13
Levine, Ross
13
Lima, Gilberto Tadeu
13
Batabyal, Amitrajeet A.
12
Dijk, Dick van
12
Koopman, Siem Jan
12
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6
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3
Journal of empirical finance
2
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2
Applied financial economics
1
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1
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
22
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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
A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates
Pedersen, Hal
;
Swanson, Norman R.
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 22-45
Persistent link: https://www.econbiz.de/10012176203
Saved in:
3
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
Saved in:
4
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:
5
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
6
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:
7
Prediction and simulation using simple models characterized by nonstationarity and seasonality
Swanson, Norman R.
;
Urbach, Richard
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 312-323
Persistent link: https://www.econbiz.de/10011573814
Saved in:
8
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
9
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
10
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
1
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