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Comments on "Forecasting economic and financial variables with global VARs"

Swanson, Norman R. - In: International journal of forecasting 25 (2009) 4, pp. 697-702

Persistent link: https://www.econbiz.de/10003921327

Rejoinder to comments on forecasting economic and financial variables with global VARs

Pesaran, M. Hashem; Schuermann, Til; Smith, L. Vanessa - In: International journal of forecasting 25 (2009) 4, pp. 703-715

Persistent link: https://www.econbiz.de/10003921332

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

Forecasting economic and financial time-series with non-linear models

Clements, Michael P.; Franses, Philip Hans; Swanson, … - In: International journal of forecasting 20 (2004) 2, pp. 169-183

Persistent link: https://www.econbiz.de/10002033263

Some recent developments in predictive accuracy testing with nested models and (genetic) nonlinear alternatives

Corradi, Valentina; Swanson, Norman R. - In: International journal of forecasting 20 (2004) 2, pp. 185-199

Persistent link: https://www.econbiz.de/10002033313

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

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

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

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

Real-time datasets really do make a difference: definitional change, data release, and forecasting

Fernandez, Andres; Swanson, Norman R. - Federal Reserve Bank of Philadelphia - 2009

In this paper, the authors empirically assess the extent to which early release inefficiency and definitional change affect prediction precision. In particular, they carry out a series of ex-ante prediction experiments in order to examine: the marginal predictive content of the revision process,...

Persistent link: https://www.econbiz.de/10008627176