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In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982-2008

Cai, Lili; Swanson, Norman R. - 2011

We review and construct consistent in-sample specification and out-of-sample model selection tests on conditional distributions and predictive densities associated with continuous multifactor (possibly with jumps) and (non)linear discrete models of the short term interest rate. The results of...

Persistent link: https://www.econbiz.de/10009130742

In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008

Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764

Persistent link: https://www.econbiz.de/10009306528

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

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

[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

Comments on: "A vector error-correction forecasting model of the US economy"

Swanson, Norman R. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729049

Comments on "Forecasting economic and financial variables with global VARs"

Swanson, Norman R. - In: International journal of forecasting 25 (2009) 4, pp. 697-702

Persistent link: https://www.econbiz.de/10003921327

Further developments in the study of cointegrated variables

Swanson, Norman R. - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 187-190

Persistent link: https://www.econbiz.de/10008652234

Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production

Chao, John C.; Swanson, Norman R. - In: Macroeconomic dynamics 4 (2000) 1, pp. 42-72

Persistent link: https://www.econbiz.de/10001497768

The real-time predictive content of money for output

Amato, Jeffrey D.; Swanson, Norman R. - 2000

Persistent link: https://www.econbiz.de/10001532960

A service of the