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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economic policy"
~language:"eng"
~person:"Swanson, Norman R."
~subject:"Deutschland"
~subject:"Financial crisis"
~subject:"Interest rate"
~subject:"Monetary policy"
~subject:"Share price"
~subject:"Theorie"
~subject:"USA"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference paper"
~type_genre:"Conference proceedings"
~type_genre:"Interview"
~type_genre:"Monografische Reihe"
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Deutschland
Financial crisis
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15
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9
Prognoseverfahren
9
Time series analysis
8
Zeitreihenanalyse
8
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7
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7
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4
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4
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3
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15
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Swanson, Norman R.
Phillips, Peter C. B.
37
Ghysels, Eric
17
Pesaran, M. Hashem
17
Gouriéroux, Christian
16
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Diebold, Francis X.
15
Linton, Oliver
15
McAleer, Michael
14
Aït-Sahalia, Yacine
13
Tauchen, George Eugene
13
Bollerslev, Tim
12
Park, Joon Y.
12
Renault, Eric
12
Schmidt, Peter
12
Slottje, Daniel Jonathan
12
Timmermann, Allan
12
Chib, Siddhartha
11
Corradi, Valentina
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Xiao, Zhijie
11
Hsiao, Cheng
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Taylor, Robert
10
Baltagi, Badi H.
9
Barnett, William A.
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
Lewbel, Arthur
9
Li, Qi
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Cebula, Richard J.
8
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Journal of econometrics
Journal of financial economic policy
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrics : open access journal
2
Economics letters
2
Journal of empirical finance
2
Journal of macroeconomics
2
Journal of monetary economics
2
Macroeconomic dynamics
2
Quantitative finance and economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied financial economics
1
Econometric reviews
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of economic forecasting ; Vol. 1
1
International economic review
1
International review of economics & finance : IREF
1
International review of law and economics
1
Journal of applied econometrics
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Nonlinear time series analysis of business cycles
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
Southern economic journal
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ECONIS (ZBW)
15
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1
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15
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1
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:
2
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:
3
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:
4
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:
5
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
6
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
7
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
8
Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
Saved in:
9
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
10
Bootstrap specification tests for diffusion processes
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 117-148
Persistent link: https://www.econbiz.de/10002439423
Saved in:
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