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Money and output viewed through a rolling window
Swanson, Norman R. - In: Journal of monetary economics 41 (1998) 3, pp. 455-473
Persistent link: https://www.econbiz.de/10001239596
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[Rezension von: Pearl, Judea, Causality: models, reasoning, and inference]
Swanson, Norman R. - In: Journal of economic literature 40 (2002) 3, pp. 925-926
Persistent link: https://www.econbiz.de/10001735700
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The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation
Swanson, Norman R.; Corradi, Valentina - 2003
n.a.
Persistent link: https://www.econbiz.de/10010263214
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The Volume of Federal Litigation and the Macroeconomy
Bachmeier, Lance J.; Gaughman, Patrick; Swanson, Norman R. - 2003
In this paper we examine the extent to which fluctuations in a number of macroeconomic variables impact on the volume of federal litigation cases. In particular, the impact of aggregate U.S. GDP, consumption, inflation, unemployment, and interest rates on the volume of antitrust, bankruptcy,...
Persistent link: https://www.econbiz.de/10010270578
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Temporal aggregation and causality in multiple time series models
Breitung, Jörg; Swanson, Norman R. - 1998
Persistent link: https://www.econbiz.de/10000992528
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Forecasting using first-available versus fully revised economic time-series data
Swanson, Norman R. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10001769610
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Out-of-sample tests or granger causality
Chao, John; Corradi, Valentina; Swanson, Norman R. - In: Macroeconomic dynamics 5 (2001) 4, pp. 598-620
Persistent link: https://www.econbiz.de/10001625176
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Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.; Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000853659
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A consistent test for nonlinear out of sample predictive accuracy
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 110 (2002) 2, pp. 353-381
Persistent link: https://www.econbiz.de/10001703526
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A comparison of alternative causality and predictive accuracy tests in the presence of integrated and cointegrated economic variables
Swanson, Norman R.; Ozyildirim, Ataman; Pisu, Maria - In: Computer-aided econometrics, (pp. 91-148). 2003
Persistent link: https://www.econbiz.de/10002594884