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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

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

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

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

Forecast evaluation

Cheng, Mingmian; Swanson, Norman R.; Yao, Chun - In: Macroeconomic forecasting in the era of big data : …, (pp. 495-537). 2020

Persistent link: https://www.econbiz.de/10012160017

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

Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence

Kim, Hyun Hak; Swanson, Norman R. - 2011

constructed using pure principal component type models combined with shrinkage methods yield mean square forecast error "best …" models around 70% of the time, when used to predict 11 key macroeconomic indicators at various forecast horizons. Baseline …

Persistent link: https://www.econbiz.de/10009130513

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

Fernández, Andrés; Swanson, Norman R. - 2011 - Rev.

square forecast error (MSFE) "best" predictions. On the other hand, models estimated and implemented using "latest available …

Persistent link: https://www.econbiz.de/10009130680

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

Fernández, Andrés; Swanson, Norman R. - 2009 - Rev.

Persistent link: https://www.econbiz.de/10003893374

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