Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence von Kim, Hyun Hak, Swanson, Norman R.

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Testing for structural stability of factor augmented forecasting models von Corradi, Valentina, Swanson, Norman R.

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Big data analytics in economics: What have we learned so far, and where should we go from here? von Swanson, Norman R., Xiong, Weiqi

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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods von Kim, Hyun Hak, Swanson, Norman R.

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A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates von Pedersen, Hal, R. Swanson, Norman

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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction von Duong, Diep, Swanson, Norman R.

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An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors von Liu, Yang, Swanson, Norman R.

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New evidence of the marginal predictive content of small and large jumps in the cross-section von Yu, Bo, Mizrach, Bruce Marshall, Swanson, Norman R

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Fixed and long time span jump tests: New Monte Carlo and empirical evidence von Cheng, Mingmian, Swanson, Norman R

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Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr von Chen, Xiaohong, Swanson, Norman R

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Robust forecast superiority testing with an application to assessing pools of expert forecasters von Corradi, Valentina, Jin, Sainan, Swanson, Norman R.

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Forecasting volatility using double shrinkage methods von Cheng, Mingmian, Swanson, Norman R., Yang, Xiye

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Jackknife estimation of a cluster-sample IV regression model with many weak instruments von Chao, John C., Swanson, Norman R., Woutersen, Tiemen

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Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations von Swanson, Norman R., Xiong, Weiqi, Yang, Xiye

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Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting von Fernandez, Andres, R. Swanson, Norman

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Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes von Cepni, Oguzhan, Güney, I. Ethem, Swanson, Norman R.

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Money and output viewed through a rolling window von Swanson, Norman R.

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Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP von Kim, Hyun Hak, Swanson, Norman R.

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Testing for jumps and jump intensity path dependence von Corradi, Valentina, Silvapulle, Mervyn J., Swanson, Norman R.

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ROBUST FORECAST COMPARISON von Jin, Sainan, Corradi, Valentina, Swanson, Norman R.

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