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Norman R. Swanson

Institution: Rutgers University-New Brunswick

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://econweb.rutgers.edu/nswanson/

First Publication: 1996

Most Recent: 2024

RePEc ID: psw10 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.35 1.68 0.00 3.03 69%
Last 10 Years 0.00 2.69 4.71 0.50 7.90 83%
All Time 0.00 44.20 14.53 1.68 60.41 98%

Publication Statistics

Raw Publications 45
Coauthorship-Adjusted Count 40.02

Publications (45)

Year Article Journal Tier Authors
2024 An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors International Journal of Forecasting B 2
2023 Robust forecast superiority testing with an application to assessing pools of expert forecasters Journal of Applied Econometrics B 3
2023 Jackknife estimation of a cluster-sample IV regression model with many weak instruments Journal of Econometrics A 3
2020 Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations Journal of Applied Econometrics B 3
2019 Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes International Journal of Forecasting B 3
2018 Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods International Journal of Forecasting B 2
2018 Testing for jumps and jump intensity path dependence Journal of Econometrics A 3
2018 Big data analytics in economics: What have we learned so far, and where should we go from here? Canadian Journal of Economics C 2
2017 ROBUST FORECAST COMPARISON Econometric Theory B 3
2016 Comment Journal of Business & Economic Statistics A 1
2015 Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction Journal of Econometrics A 2
2014 Testing overidentifying restrictions with many instruments and heteroskedasticity Journal of Econometrics A 5
2014 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence Journal of Econometrics A 2
2014 Testing for structural stability of factor augmented forecasting models Journal of Econometrics A 2
2012 ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS Econometric Theory B 5
2011 Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models Journal of Econometrics A 2
2010 International evidence on the efficacy of new‐Keynesian models of inflation persistence Journal of Applied Econometrics B 3
2009 Predictive density estimators for daily volatility based on the use of realized measures Journal of Econometrics A 3
2009 Comments on "Forecasting economic and financial variables with global VARs" International Journal of Forecasting B 1
2007 Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction Journal of Econometrics A 2
2007 How Sticky Is Sticky Enough? A Distributional and Impulse Response Analysis of New Keynesian DSGE Models Journal of Money, Credit, and Banking B 2
2007 Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data Journal of Econometrics A 2
2006 An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series Journal of Econometrics A 2
2006 Predictive density and conditional confidence interval accuracy tests Journal of Econometrics A 2
2006 Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger Journal of Econometrics A 4
2006 The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test Journal of Econometrics A 2
2006 Bootstrap conditional distribution tests in the presence of dynamic misspecification Journal of Econometrics A 2
2005 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* Oxford Bulletin of Economics and Statistics B 2
2005 A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS Econometric Theory B 2
2005 Bootstrap specification tests for diffusion processes Journal of Econometrics A 2
2004 Forecasting economic and financial time-series with non-linear models International Journal of Forecasting B 3
2004 A test for the distributional comparison of simulated and historical data Economics Letters C 2
2004 Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives International Journal of Forecasting B 2
2003 Trade, investment and growth: nexus, analysis and prognosis Journal of Development Economics A 3
2002 A consistent test for nonlinear out of sample predictive accuracy Journal of Econometrics A 2
2002 Monetary Policy Rules with Model and Data Uncertainty Southern Economic Journal C 3
2001 Predictive ability with cointegrated variables Journal of Econometrics A 3
2001 A new definition for time-dependent price mean reversion in commodity markets Economics Letters C 3
2000 The econometric consequences of the ceteris paribus condition in economic theory Journal of Econometrics A 2
2000 Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes Journal of Econometrics A 3
1998 Money and output viewed through a rolling window Journal of Monetary Economics A 1
1997 An introduction to stochastic unit-root processes Journal of Econometrics A 2
1997 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models International Journal of Forecasting B 2
1997 A Model Selection Approach To Real-Time Macroeconomic Forecasting Using Linear Models And Artificial Neural Networks Review of Economics and Statistics A 2
1996 Future Developments in the Study of Cointegrated Variables. Oxford Bulletin of Economics and Statistics B 2