Swanson, Norman


Norman R. Swanson is a Professor of Economics specializing in Econometrics. He obtained his Ph.D. from the University of California, San Diego under the Nobel laureate, Sir Clive W.J. Granger, and has undergraduate training from the University of Waterloo. His research interests include financial econometrics, forecasting, macro econometrics, and time series analysis. He has served or is serving as editor, guest editor, or associate editor to various academic periodicals, ranging from Journal of Econometrics and the Journal of Business and Economic Statistics to Empirical Economics and the International Journal of Forecasting. He also referees for more than 50 scholarly periodicals, grant agencies and publishers, participates regularly in numerous scholarly conferences, has an active agenda of invited talks, and retains membership in various professional organizations, including the Econometric Society, the American Statistical Association,  the American Economic Association, and the Canadian Economic Association. Swanson has recently published articles in such journals as:  Econometrica, Journal of Development Economics, Journal of Econometrics, Review of Economics and Statistics,  Journal of Business and Economic Statistics, Journal of the American Statistical Association, Journal of Time Series Analysis,  Journal of Empirical Financeand International Journal of Forecasting, among others.

Selected Publications

  • Corradi, Valentina, Walter Distaso and Norman R. Swanson, 2009, ``Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures, Journal of Econometrics, 150, 119-138.

  • Corradi, Valentina and Norman R. Swanson, 2007, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Journal of Econometrics, 136, 699-723.
  • Corradi, Valentina and Norman R. Swanson, 2006, ``Predictive Density Evaluation", in: Handbook of Economic Forecasting, eds. Clive W.J. Granger, Graham Elliot and Allan Timmerman, Elsevier, Amsterdam, pp. 197-284.
  • Corradi, Valentina and Norman R. Swanson, 2006, " Predictive Density and Conditional Confidence Interval Accuracy Tests", Journal of Econometrics, 135, 187-228.
  • Chao, John C. and Norman R. Swanson, 2005, "Consistent Estimation With a Large Number of Weak Instruments," Econometrica, 73, 1673-1692.