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Out-of-sample tests or granger causality
Chao, John; Corradi, Valentina; Swanson, Norman R. - In: Macroeconomic dynamics 5 (2001) 4, pp. 598-620
Persistent link: https://www.econbiz.de/10001625176
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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
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Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R. - In: International journal of forecasting 13 (1997) 4, pp. 439-461
Persistent link: https://www.econbiz.de/10001240454
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Predictive evaluation of econometric forecasting models in commodity futures markets
Zeng, Tian (contributor); Swanson, Norman R. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 159-177
Persistent link: https://www.econbiz.de/10001769691
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The real-time predictive content of money for output
Amato, Jeffrey D.; Swanson, Norman R. - In: Journal of monetary economics 48 (2001) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10001606052
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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
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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
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Diffusion index models and index proxies : recent results and new directions
Armah, Nii Ayi; Swanson, Norman R. - 2011
adequately "proxy" for estimated factors. -- diffusion index ; factor ; forecast ; macroeconometrics ; parameter estimation error …
Persistent link: https://www.econbiz.de/10009130556
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Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry
Swanson, Norman R.; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10003279768
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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