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Norman R. Swanson

Affiliations: 
Graduate School - New Brunswick Rutgers University, New Brunswick, New Brunswick, NJ, United States 
Area:
General Economics, Finance, Statistics
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"Norman Swanson"
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Parents

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Clive W. J. Granger grad student UCSD (Econometree)
Halbert White grad student UCSD (Econometree)

Children

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Lance J. Bachmeier grad student 1997-2002 Texas A & M (GeograTree)
Geetesh Bhardwaj grad student 2006 Rutgers, New Brunswick
Nii A. Armah grad student 2009 Rutgers, New Brunswick
Lili Cai grad student 2010 Rutgers, New Brunswick
Andres Fernandez Martin grad student 2010 Rutgers, New Brunswick
Demet Tunali grad student 2012 Rutgers, New Brunswick
Diep N. Duong grad student 2013 Rutgers, New Brunswick

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Publications

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Yu B, Mizrach B, Swanson NR. (2020) New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section Econometrics. 8: 19
Swanson NR, Xiong W, Yang X. (2020) Predicting Interest Rates Using Shrinkage Methods, Real‐Time Diffusion Indexes, and Model Combinations* Journal of Applied Econometrics. 35: 587-613
Cepni O, Guney IE, Swanson NR. (2020) Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors Journal of Forecasting. 39: 18-36
Cheng M, Swanson NR. (2019) Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence Econometrics. 7: 13
Cepni O, Güney IE, Swanson NR. (2019) Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes International Journal of Forecasting. 35: 555-572
Mukherjee A, Peng W, Swanson NR, et al. (2019) Financial econometrics and big data: A survey of volatility estimators and tests for the presence of jumps and co-jumps ☆ Handbook of Statistics. 42: 3-59
Swanson NR, Xiong W. (2018) Big Data Analytics in Economics: What Have We Learned So Far, and Where Should We Go from Here? Canadian Journal of Economics. 51: 695-746
Corradi V, Silvapulle MJ, Swanson NR. (2018) Testing for Jumps and Jump Intensity Path Dependence Journal of Econometrics. 204: 248-267
Kim HH, Swanson NR. (2018) Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP Journal of Forecasting. 37: 281-302
Jin S, Corradi V, Swanson NR. (2017) Robust Forecast Comparison Econometric Theory. 33: 1306-1351
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