Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence

by Mingmian Cheng, Norman R. Swanson
Published 2019-03-01

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

by Andres Fernandez, Norman R. Swanson
Published 2017-04-01

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

by Hal Pedersen, Norman R. Swanson
Published 2019-03-01

New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section

by Bo Yu, Bruce Mizrach, Norman R. Swanson
Published 2020-05-01