Simon van Norden : Citation Profile

Are you Simon van Norden?

HEC Montréal (École des Hautes Études Commerciales) (34% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (33% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (33% share)

16

H index

23

i10 index

1761

Citations

RESEARCH PRODUCTION:

23

Articles

58

Papers

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 70
   Journals where Simon van Norden has often published
   Relations with other researchers
   Recent citing documents: 187.    Total self citations: 40 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva7
   Updated: 2019-10-06    RAS profile: 2019-02-05    
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Relations with other researchers

Works with:

Jacobs, Jan (8)

Croushore, Dean (5)

Dungey, Mardi (4)

Sturm, Jan-Egbert (3)

Tian, Jing (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon van Norden.

Is cited by:

Orphanides, Athanasios (50)

Williams, John (35)

Galvão, Ana (27)

Lemoine, Matthieu (25)

Vahey, Shaun (25)

Clark, Todd (24)

Clements, Michael (23)

Shields, Kalvinder (18)

Lee, Kevin (18)

Brooks, Chris (17)

McCracken, Michael (16)

Cites to:

Orphanides, Athanasios (35)

Rogoff, Kenneth (24)

Watson, Mark (19)

Phillips, Peter (17)

St-Amant, Pierre (16)

Campbell, John (16)

Obstfeld, Maurice (15)

Stock, James (15)

Diebold, Francis (15)

Summers, Lawrence (14)

Perron, Pierre (14)

Main data

Where Simon van Norden has published?

Journals with more than one article published# docs
The Review of Economics and Statistics3
The North American Journal of Economics and Finance2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada9
Econometrics / University Library of Munich, Germany6
Working Papers / Federal Reserve Bank of Philadelphia4
International Finance / University Library of Munich, Germany2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)2
Macroeconomics / University Library of Munich, Germany2
Meeting papers / University Library of Munich, Germany2
Technical Reports / Bank of Canada2

Recent works citing Simon van Norden (2018 and 2017)

YearTitle of citing document
2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Regime-Switching Temperature Dynamics Model for Weather Derivatives. (2018). Gyamerah, Samuel Asante ; Ikpe, Dennis ; Ngare, Philip. In: Papers. RePEc:arx:papers:1808.04710.

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2019Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2019The Impact of Exchange Rate Volatility on Stock Prices: A Case Study of Middle East Countries. (2019). Aimer, Nagmi Moftah. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:98-110.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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2017Assessing the Business Outlook Survey Indicator Using Real-Time Data. (2017). Pichette, Lise ; Robitaille, Marie-Noelle. In: Discussion Papers. RePEc:bca:bocadp:17-5.

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2018An Alternative Estimate of Canadian Potential Output: The Multivariate State-Space Framework. (2018). Pichette, Lise ; Robitaille, Marie-Noelle ; Bernier, Maria. In: Discussion Papers. RePEc:bca:bocadp:18-14.

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2017Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey. (2017). Verstraete, Matthieu ; Suchanek, Lena. In: Staff Working Papers. RePEc:bca:bocawp:17-24.

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2018Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation. (2018). St-Amant, Pierre ; Pichette, Lise ; Salameh, Mohanad ; Robitaille, Marie-Noelle. In: Staff Working Papers. RePEc:bca:bocawp:18-10.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2019The Trend Unemployment Rate in Canada: Searching for the Unobservable. (2019). St-Amant, Pierre ; Brouillette, Dany ; Martin, Elise ; Gueye, Bassirou ; Savoie-Chabot, Laurence ; Robitaille, Marie-Noelle. In: Staff Working Papers. RePEc:bca:bocawp:19-13.

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2018What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Julio, Carrillo ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2018-22.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2017The Towards identification of gaps in data availability for maintaining financial stability – the case of Montenegro. (2017). Ivanovic, Maja ; Vucinic, Milena ; Mitrovic-Mijatovic, Marijana. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-06.

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2017Oil and the Naira: A Markov Switching Perspective. (2017). Ayodeji, Idowu. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:4:p:562-574.

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2017MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS. (2017). Brissimis, Sophocles ; Magginas, Nicholas S. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1400-1415.

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2018MEASUREMENT ERROR IN MACROECONOMIC DATA AND ECONOMICS RESEARCH: DATA REVISIONS, GROSS DOMESTIC PRODUCT, AND GROSS DOMESTIC INCOME. (2018). Li, Phillip ; Chang, Andrew C. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1846-1869.

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2018Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Anesti, Nikoleta ; Miranda-Agrippino, Silvia ; Galvo, Ana. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2017What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data. (2017). Paloviita, Maritta ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_029.

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2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

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2018Uncertain Kingdom: Nowcasting GDP and its Revisions. (2018). Miranda-Agrippino, Silvia ; ANESTI, NIKOLETA ; Galvao, Ana Beatriz. In: Discussion Papers. RePEc:cfm:wpaper:1824.

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2017Desafíos de la Política Monetaria Sistemática. (2017). Figueroa, Camila ; Garcia, Pablo. In: Economic Policy Papers Central Bank of Chile. RePEc:chb:bcchep:64.

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2017Revisiting the forecasting accuracy of Phillips curve: the role of oil price. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Working Papers. RePEc:cui:wpaper:0022.

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2017Predicting US CPI-Inflation in the presence of asymmetries, persistence, endogeneity, and conditional heteroscedasticity. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0026.

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2017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

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2019Financial Stability and the Fed: Evidence from Congressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: DNB Working Papers. RePEc:dnb:dnbwpp:633.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2019Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment. (2019). Rath, Badri N ; Bal, Debi P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00220.

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2018The heterogeneous impact of oil price on exchange rate: Evidence from Thailand. (2018). Law, Chee-Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00563.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Perez Quiros, Gabriel ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Scharnagl, Michael ; Hindrayanto, Irma ; Rannenberg, Ansgar ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Dewachter, Hans ; Papageorgiou, Dimitris ; de Backer, Bruno ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry . In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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2017The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach. (2017). Ramakrishnan, Suresh ; Anuar, Melati Ahmad ; Butt, Shamaila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-62.

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2017Oil Price Shock and its Impact on the Macroeconomic Variables of Pakistan: A Structural Vector Autoregressive Approach. (2017). Malik, Kashif Zaheer ; Zahid, Muhammad Umer ; Ajmal, Haram. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-9.

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2017Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain. (2017). Li, Qiming ; Cheng, KE ; Yang, Xiaoguang. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1821-1831.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2017The relevance and relative robustness of sources of inflation bias in Pakistan. (2017). Balli, Faruk ; Rehman, Muhammad ; Hayat, Zafar. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:283-303.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

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2018Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?. (2018). catik, nazif ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Ali, Faek Menla ; Helmi, Mohamad Husam. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319.

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2019Dismiss the output gaps? To use with caution given their limitations. (2019). St-Amant, Pierre ; Salameh, Mohanad ; Robitaille, Marie-Noelle ; Pichette, Lise. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:199-215.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach. (2018). Ning, YE ; Zhang, Lingxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:193-203.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2019Oil prices and real exchange rates in the NAFTA region. (2019). Toledo, Hugo ; Baghestani, Hamid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:253-264.

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2018A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation. (2018). Kurz, Malte S. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:42-45.

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2017Data revisions and DSGE models. (2017). Galvão, Ana ; Galvo, Ana Beatriz. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:215-232.

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2017Simulated minimum distance estimation of dynamic models with errors-in-variables. (2017). Ng, Serena ; Komunjer, Ivana ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:181-193.

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2017Finance-neutral potential output: An evaluation in an emerging market monetary policy context. (2017). Amador Torres, Juan ; Amador-Torres, Sebastian J. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:389-407.

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2018Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization. (2018). Constantinescu, Mihnea. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:649-664.

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2017Nonlinear manifold learning for early warnings in financial markets. (2017). Peng, YI ; Huang, Yan ; Kou, Gang. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:692-702.

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2017Improving the accuracy of asset price bubble start and end date estimators. (2017). Leybourne, Stephen ; Harvey, David ; Sollis, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:121-138.

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2017Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:494-510.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Revisiting the forecasting accuracy of Phillips curve: The role of oil price. (2018). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:334-356.

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2018The value of the US dollar and its impact on oil prices: Evidence from a non-linear asymmetric cointegration approach. (2018). , Roger ; Haughton, Andre Yone . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:61-69.

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2018The dynamics pattern of price dispersion in retail fuel markets. (2018). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:546-564.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2018Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS. (2018). Shahbaz, Muhammad ; Nasir, Muhammad ; Amoo, Nii ; Naidoo, Lutchmee. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:76-88.

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2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

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2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2017The impacts of oil price shocks on small oil-importing economies: Time series evidence for Liberia. (2017). Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen ; Gbatu, Abimelech Paye. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:975-990.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2018On the study of conditional dependence structure between oil, gold and USD exchange rates. (2018). Goutte, Stéphane ; Guesmi, Khaled ; Braeik, Sana ; Bedoui, Rihab. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:134-146.

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2019Assimilation of oil news into prices. (2019). McDonald, Bill ; Loughran, Tim ; Pragidis, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:105-118.

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2017Forecasting volatility with interacting multiple models. (2017). Katrak, Xerxis ; Svec, Jiri. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:245-252.

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2018Oil prices, exchange rates and stock markets under uncertainty and regime-switching. (2018). Roubaud, David ; Arouri, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:28-33.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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2017Mapping heat in the U.S. financial system. (2017). Warusawitharana, Missaka ; Lee, Seung Jung ; Kiley, Michael ; Aikman, David ; Palumbo, Michael G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:36-64.

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2017Forecast uncertainty and the Taylor rule. (2017). Neuenkirch, Matthias ; Bauer, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:99-116.

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2018Market power, inflation targeting, and commodity currencies. (2018). Chen, Yu-Chin ; Lee, Dongwon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:122-139.

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2017Impact of exchange rate shocks on Japanese exports: Quantitative assessment using a structural VAR model. (2017). Iwaisako, Tokuo ; Nakata, Hayato. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:46:y:2017:i:c:p:1-16.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2017Circumventing the zero lower bound with monetary policy rules based on money. (2017). Ireland, Peter ; Belongia, Michael. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pa:p:42-58.

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2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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2019Testing for news and noise in non-stationary time series subject to multiple historical revisions. (2019). Hecq, Alain ; Stamatogiannis, Michalis P. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:396-407.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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2019Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis. (2019). Shahbaz, Muhammad ; Nasir, Muhammad ; Hammoudeh, Shawkat ; Al-Emadi, Ahmed Abdulsalam. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:166-179.

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2019Decomposing the links between oil price shocks and macroeconomic indicators: Evidence from SAARC region. (2019). Bhutto, Niaz Ahmed ; Ahmed, Khalid ; Kalhoro, Muhammad Ramzan. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:423-432.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019Linkage influence of energy market on financial market by multiscale complexity synchronization. (2019). Zhang, Yali ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:254-266.

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2018Temporary price trends in the stock market with rational agents. (2018). Ichkitidze, Yuri . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:103-117.

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2018Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378.

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2018A state-level analysis of Okuns law. (2018). Sinclair, Tara ; Owyang, Michael ; Hernandez-Murillo, Ruben ; Guisinger, Amy. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:239-248.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017Cointegration test of oil price and us dollar exchange rates for some oil dependent economies. (2017). Obi, Pat ; Bokpin, Godfred ; Mensah, Lord. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:304-311.

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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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More than 100 citations found, this list is not complete...

Works by Simon van Norden:

YearTitleTypeCited
2018Can GDP measurement be further improved? Data revision and reconciliation In: Papers.
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2018Can GDP measurement be further improved? Data revision and reconciliation.(2018) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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1995Exchange rate fundamentals and the Canadian dollar In: Bank of Canada Review.
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1996Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports.
[Full Text][Citation analysis]		paper13
1997Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada In: Technical Reports.
[Full Text][Citation analysis]		paper108
2002La fiabilité des estimations de lécart de production au Canada In: Staff Working Papers.
[Full Text][Citation analysis]		paper15
2002Filtering for Current Analysis In: Staff Working Papers.
[Full Text][Citation analysis]		paper6
1995Analytical Derivatives for Markov Switching Models In: Staff Working Papers.
[Full Text][Citation analysis]		paper5
1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
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1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
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1996Unit-Root Test and Excess Returns. In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers.
[Full Text][Citation analysis]		paper7
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers.
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1996Speculative Behaviour, Regime-Switching and Stock Market Crashes. In: Staff Working Papers.
[Full Text][Citation analysis]		paper20
1995Speculative Behaviour, Regime-Switching, and Stock Market Crashes.(1995) In: Econometrics.
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1996Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers.
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1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics.
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1997Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples In: Staff Working Papers.
[Full Text][Citation analysis]		paper2
1997Fads or Bubbles? In: Staff Working Papers.
[Full Text][Citation analysis]		paper27
2002Fads or bubbles?.(2002) In: Empirical Economics.
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1995Fads or Bubbles?.(1995) In: Econometrics.
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This paper has another version. Agregated cites: 27		paper
2012Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article12
2012Are Underwriting Cycles Real and Forecastable? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article37
2001The Unreliability of Output Gap Estimates in Real Time In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper525
1999The reliability of output gap estimates in real time.(1999) In: Finance and Economics Discussion Series.
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2002The Unreliability of Output-Gap Estimates in Real Time.(2002) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 525		article
1999The Reliability of Output Gap Estimates in Real Time.(1999) In: Macroeconomics.
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2003The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper179
2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 179		paper
2004The reliability of inflation forecasts based on output gap estimates in real time.(2004) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 179		paper
2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time..(2005) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 179		article
2003Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper6
2006Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline.(2006) In: Working Papers.
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2006Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline.(2006) In: Post-Print.
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2006Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline.(2006) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 6		paper
2006Exchange Rates and Order Flow in the Long Run In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper12
2006Exchange rates and order flow in the long run.(2006) In: Finance Research Letters.
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2008The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2008THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS.(2008) In: Departmental Working Papers.
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2009Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2009When Youve Seen One Financial Crisis… In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2010Current Trends in the Analysis of Canadian Productivity Growth In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2011Current trends in the analysis of Canadian productivity growth.(2011) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
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2010Lessons From the Latest Data on U.S. Productivity In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2010Lessons From the Latest Data on U.S. Productivity.(2010) In: CAMA Working Papers.
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2010Lessons from the latest data on U.S. productivity.(2010) In: Working Papers.
[Full Text][Citation analysis]
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2013Trend-Cycle Decomposition: Implications from an Exact Structural Identification In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2013Trend-cycle decomposition: implications from an exact structural identification.(2013) In: Working Papers.
[Full Text][Citation analysis]
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2013Modeling Multivariate Data Revisions In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper6
2016Fiscal Forecasts at the FOMC: Evidence from the Greenbooks In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2018Fiscal Forecasts at the FOMC: Evidence from the Greenbooks.(2018) In: The Review of Economics and Statistics.
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2017Fiscal Surprises at the FOMC In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2017FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers.
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2015TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article4
2005The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article28
2004The reliability of Canadian output gap estimates.(2004) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 28		paper
2011Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics.
[Full Text][Citation analysis]		article65
2011Kernel-based calibration diagnostics for recession and inflation probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
1995Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article80
1998Oil prices and the rise and fall of the US real exchange rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article202
1995Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate.(1995) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 202		paper
2016Why are initial estimates of productivity growth so unreliable? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2012On the correspondence between data revision and trend-cycle decomposition In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2013On the correspondence between data revision and trend-cycle decomposition.(2013) In: Applied Economics Letters.
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2012On the correspondence between data revision and trend-cycle decomposition.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1		paper
2014Fiscal policy: ex ante and ex post In: Working Papers.
[Full Text][Citation analysis]		paper2
1996Regime Switching as a Test for Exchange Rate Bubbles. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article53
1995Regime Switching as a Test for Exchange Rate Bubbles.(1995) In: Econometrics.
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2004Filtres pour l’analyse courante In: L'Actualité Economique.
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2001The Reliability of Inflation Forecasts Based on Output Gaps in Real Time In: Computing in Economics and Finance 2001.
[Citation analysis]		paper10
2004How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone In: Computing in Economics and Finance 2004.
[Citation analysis]		paper1
2005Are We There Yet? Looking for the New Economy In: Computing in Economics and Finance 2005.
[Citation analysis]		paper0
2006Testing for Recent Trends in US Productivity Growth In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
1997Regime switching in stock market returns In: Applied Financial Economics.
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1995Regime Switching in Stock Market Returns.(1995) In: Econometrics.
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1993The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article35
1995Unit Root Tests and the Burden of Proof In: Econometrics.
[Full Text][Citation analysis]		paper21
1995Exchange Rates and Oil Prices In: International Finance.
[Full Text][Citation analysis]		paper102
1995Why Is It So Hard to Measure the Current Output Gap? In: Macroeconomics.
[Full Text][Citation analysis]		paper22
1996The credibility of monetary policy: a survey of the literature with some simple applications to Caanda In: Meeting papers.
[Full Text][Citation analysis]		paper2

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