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A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates

Quantitative finance and economics, 2019-01, Vol.3 (1), p.22-45

2019

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Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

Quantitative finance and economics, 2017-01, Vol.1 (1), p.2-25

2017

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Macroeconomic and financial mixed frequency factors in a big data environment

Journal of the Royal Statistical Society Series C: Applied Statistics, 2024-06, Vol.73 (3), p.682-714

2024

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Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions

Journal of the American Statistical Association, 1997-03, Vol.92 (437), p.357-367

1997

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Predictive Inference for Integrated Volatility

Journal of the American Statistical Association, 2011-12, Vol.106 (496), p.1496-1512

2011

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An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors

International journal of forecasting, 2023-12

2023

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Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators

Applied financial economics, 2011-01, Vol.21 (1-2), p.43-60

2011

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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

2021

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Comment

Journal of business & economic statistics, 2016-07, Vol.34 (3), p.348-353

Swanson, Norman R.

2016

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Comment

Journal of business & economic statistics, 2016-07, Vol.34 (3), p.348-353

Swanson, Norman R.

2016

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A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks

Journal of business & economic statistics, 1995-07, Vol.13 (3), p.265-275

1995

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Diffusion index models and index proxies: recent results and new directions

European journal of pure and applied mathematics, 2010, Vol.3 (3), p.478-501

2010

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Let's get “real” about using economic data

Journal of empirical finance, 2002-08, Vol.9 (3), p.343-360

2002

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Combining Two Consistent Estimators

Essays in Honor of Jerry Hausman, 2012, Vol.29, p.33-53

2012

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An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

Essays in Honor of Jerry Hausman, 2012, Vol.29, p.87-106

2012

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The Routledge History Of Medieval Christianity: 1050-1500

1, 2015

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Chapter 5 Predictive Density Evaluation

Handbook of Economic Forecasting, 2006, Vol.1, p.197-284

2006

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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data: The interface between econometrics and economic theory

Journal of econometrics, 2007, Vol.136 (2), p.699-723

2007

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Comment

Journal of business & economic statistics, 2009-07, Vol.27 (3), p.316-318

2009

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Comment

Journal of business & economic statistics, 2009-07, Vol.27 (3), p.316-318

2009

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An empirical investigation of the usefulness of AFRIMA models for predicting macroeconomic and financial time series

Journal of econometrics, 2006-03, Vol.131 (1,2), p.539

2006

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Predictive density and conditional confidence interval accuracy tests: Predictive methodology and application in economics and finance: volume in honor of the accomplishments of Clive W.J. Granger

Journal of econometrics, 2006, Vol.135 (1-2), p.187-228

2006

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The effect of data transformation on common cycle, cointegration, and unit root tests : Monte carlo results and a simple test: Common features

Journal of econometrics, 2006, Vol.132 (1), p.195-229

2006

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An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series: The econometrics of macroeconomics, finance and the interface

Journal of econometrics, 2006, Vol.131 (1-2), p.539-578

2006

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A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis, 2012, p.121-143

2012

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A survey of dynamic Nelson-Siegel models, diffusion indexes, and big data methods for predicting interest rates

Further Evidence on the Usefulness of Real-Time Datasets for Economic Forecasting

Macroeconomic and financial mixed frequency factors in a big data environment

Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions

Predictive Inference for Integrated Volatility

An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors

Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators

Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Comment

Comment

A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks

Diffusion index models and index proxies: recent results and new directions

Let's get “real” about using economic data

Combining Two Consistent Estimators

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators

The Routledge History Of Medieval Christianity: 1050-1500

Chapter 5 Predictive Density Evaluation

Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data: The interface between econometrics and economic theory

Comment

Comment

An empirical investigation of the usefulness of AFRIMA models for predicting macroeconomic and financial time series

Predictive density and conditional confidence interval accuracy tests: Predictive methodology and application in economics and finance: volume in honor of the accomplishments of Clive W.J. Granger

The effect of data transformation on common cycle, cointegration, and unit root tests : Monte carlo results and a simple test: Common features

An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series: The econometrics of macroeconomics, finance and the interface

A Survey of Recent Advances in Forecast Accuracy Comparison Testing, with an Extension to Stochastic Dominance

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