Norman R. SwansonView profile
Professor
Norman R. Swanson is a Distinguished Professor and James Cullen Chair in Economics at Rutgers University. He holds a PhD from the University of California, San Diego, and a degree from the University of Waterloo. Primary Affiliations: Department of Economics, Rutgers University Previous Positions: Pennsylvania State University, Texas A&M University, Purdue University, IBM Canada His research focuses on financial econometrics , forecasting , machine learning and big data , and time series analysis . He has published over 100 peer-reviewed articles and served as editor for journals like the Journal of Econometrics and Journal of Business and Economic Statistics . His work often bridges theoretical econometrics with practical applications in finance and macroeconomics, emphasizing robustness and predictive accuracy. The articles listed reflect his expertise in volatility modeling , jump detection , data reduction , and forecasting methodology . Key trends include the use of shrinkage methods, factor models, and simulation-based testing in high-frequency financial and macroeconomic contexts. Scientific Awards: Fellow of the Journal of Econometrics Fellow of the International Association of Applied Econometrics He has acted as a visiting scholar at institutions like the University of Maryland and the Federal Reserve Bank of Philadelphia. His consulting work spans firms such as Union Bank of Switzerland and DFA Capital Management, with expertise as a legal expert witness in financial services cases.








