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)

17

H index

23

i10 index

2118

Citations

RESEARCH PRODUCTION:

25

Articles

62

Papers

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 75
   Journals where Simon van Norden has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 43 (1.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva7
   Updated: 2022-05-21    RAS profile: 2022-03-29    
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Relations with other researchers

Works with:

Croushore, Dean (5)

Jacobs, Jan (4)

Sturm, Jan-Egbert (2)

Sarferaz, Samad (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 (53)

Williams, John (37)

Galvão, Ana (34)

Clements, Michael (26)

Clark, Todd (26)

Lemoine, Matthieu (25)

Vahey, Shaun (25)

Mitchell, James (21)

Lee, Kevin (20)

Shields, Kalvinder (19)

Nikolsko-Rzhevskyy, Alex (18)

Cites to:

Orphanides, Athanasios (37)

Rogoff, Kenneth (24)

Watson, Mark (19)

Croushore, Dean (18)

Phillips, Peter (17)

Campbell, John (16)

Diebold, Francis (16)

Stock, James (15)

Smets, Frank (15)

St-Amant, Pierre (15)

Obstfeld, Maurice (15)

Main data

Where Simon van Norden has published?

Journals with more than one article published# docs
The Review of Economics and Statistics3
International Journal of Forecasting3
Journal of International Money and Finance2
The North American Journal of Economics 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
Technical Reports / Bank of Canada2
International Finance / University Library of Munich, Germany2
Meeting papers / University Library of Munich, Germany2
Macroeconomics / University Library of Munich, Germany2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Simon van Norden (2021 and 2020)

YearTitle of citing document
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2020Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Kamah, Miriam ; Riti, Joshua S. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46.

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2020Common 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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2020Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2020Measuring Macroeconomic Uncertainty: A Cross-Country Analysis. (2020). Sarferaz, Samad ; Dibiasi, Andreas. In: Papers. RePEc:arx:papers:2006.09007.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2020Asymmetric Responses of Oil Price Shocks on Economic Growth in Algeria: An Empirical Analysis through NARDL Approach. (2020). BENBOUZIANE, Mohamed ; Driouche, Dahmani Mohamed ; Mohamed, Benbouziane ; Moussa, Chenini ; Manel, Attouchi. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:74-93.

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2021Can Oil Prices Predict Japanese Yen?. (2021). Devpura, Neluka. In: Asian Economics Letters. RePEc:ayb:jrnael:16.

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2020Can the Business Outlook Survey Help Improve Estimates of the Canadian Output Gap?. (2020). Pichette, Lise ; Cheung, Calista ; Frymire, Luke. In: Discussion Papers. RePEc:bca:bocadp:20-14.

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2022Uncertainty and Monetary Policy Experimentation: Empirical Challenges and Insights from Academic Literature. (2022). Sekkel, Rodrigo ; Matveev, Dmitry ; Cacciatore, Matteo. In: Discussion Papers. RePEc:bca:bocadp:22-9.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2020Financial crises, macroprudential policy and the reliability of credit-to-GDP gaps. (2020). Galardo, Maddalena ; Bologna, Pierluigi ; Alessandri, Piergiorgio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_567_20.

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2020Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2022The NAIRU and informality in the Mexican labor market. (2022). Rodriguez-Perez, Cid Alonso ; Ramirez, Claudia ; Alcaraz, Carlo ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:1005.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2020Do oil price changes really matter to the trade balance? Evidence from Korea‐ASEAN commodity trade data. (2020). Baek, Jungho ; Choi, Yoon Jung. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:250-278.

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2020Tail Causality between Crude Oil Price and RMB Exchange Rate. (2020). Ying, Jiezhou ; Qin, Cong ; Jin, Yuying ; Ding, Haoyuan. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:3:p:116-134.

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2021Financial stability and the Fed: Evidence from congressional hearings. (2021). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1192-1214.

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2021When does the Central Bank intervene the foreign exchange market? Estimating a time?varying threshold intervention function. (2021). Hansen, Erwin ; Morales, Marco. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:688-698.

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2022THE REAL EXCHANGE RATE AND DEVELOPMENT THEORY, EVIDENCE, ISSUES AND CHALLENGES. (2022). Demir, Firat ; Razmi, Arslan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:386-428.

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2020Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects. (2020). Dovern, Jonas ; Zuber, Christopher. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:4:p:1431-1466.

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2020Endogenous cyclical corporate tax burden in China: The role of tax quotas and growth targets. (2020). Zhang, Jun ; Dang, Dandan ; He, Minyuan ; Fang, Hongsheng. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:12:p:3314-3339.

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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2021Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia. (2021). Baek, Jungho ; Choi, Yoon Jung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:312-325.

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2021Do immigrants’ funds affect the exchange rate?. (2021). Teo, Wing Leong ; Cooray, Arusha ; Aziz, Nusrate. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:560-585.

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2020Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Working Paper. RePEc:bno:worpap:2020_07.

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2020Climate risk and commodity currencies. (2020). Larsen, Vegard H ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Paper. RePEc:bno:worpap:2020_18.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2021SUSTAINABILITY OF EXCHANGE RATES AND CRUDE OIL PRICES CONNECTION WITH COVID-19: AN INVESTIGATION FOR BRICS. (2021). Bhatia, Parul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:19-29.

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2021Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666.

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2022Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2022). Singh, Sanjay R ; Fatas, Antonio. In: Working Papers. RePEc:cda:wpaper:347.

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2020Do EU Fiscal Rules Support or Hinder Counter-Cyclical Fiscal Policy?. (2020). van der Wielen, Wouter ; Larch, Martin ; Orseau, Eloise. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8659.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershauser, Timo ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8911.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershäuser, Timo ; Wollmershauser, Timo ; Gottert, Marcell. In: EconPol Working Paper. RePEc:ces:econwp:_59.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2022Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2021Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-23.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234.

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2021Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do
2020The quest for prosperity without inflation. (2000). Orphanides, Athanasios. In: Working Paper Series. RePEc:ecb:ecbwps:20000015.

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2020Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471.

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2021A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach. (2021). Toth, Mate. In: Working Paper Series. RePEc:ecb:ecbwps:20212523.

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2020Relationship between Thai Baht and Oil Price: A Neural Network Model. (2020). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-49.

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2020The Relationship Between Crude Oil Prices, EUR/USD Exchange Rate and Gold Prices. (2020). Hanane, Abdelli ; Youcef, Hadji ; Abdessalam, Belbali ; Zouheyr, Gheraia ; Houcine, Benlaria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-27.

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2021Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan. (2021). Tazhiyeva, Indira ; Zurbayeva, Aliya ; Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-41.

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2021Consequences of Oil Supply and Demand on the Electricity Market: Coronavirus Effect. (2021). Tabachkova, Xenia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-65.

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2021A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181.

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2021A century of gaps: Untangling business cycles from secular trends. (2021). Minh, Anh Dinh ; Constantinescu, Mihnea. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000948.

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2020Trends and cycles under changing economic conditions. (2020). Maria, José ; Duarte, Cláudia ; Sazedj, Sharmin. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:126-146.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2021Fiscal stabilisation in real time: An exercise in risk management. (2021). Larch, Martin ; Cugnasca, Alessandro ; Kumps, Diederik. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000778.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2021A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534.

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2022The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001911.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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2021Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

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2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2020Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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2020COVID-19 and safer investment bets. (2020). Singh, Amanjot. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320307583.

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2021The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market. (2021). Frömmel, Michael ; Lampaert, Kevin ; D'Hoore, Dick ; Frommel, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317062.

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2021Economic fundamentals and the long-run correlation between exchange rates and commodities. (2021). Tsiakas, Ilias ; Zhang, Haibin. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000478.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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2020Data revisions to German national accounts: Are initial releases good nowcasts?. (2020). Wolf, Elias ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1252-1259.

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2020Investigating the inefficiency of the CBO’s budgetary projections. (2020). Arai, Natsuki. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1290-1300.

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2021Predicting benchmarked US state employment data in real time. (2021). Brave, Scott ; Walstrum, Thomas ; Kluender, William ; Gascon, Charles. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1261-1275.

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2022Reducing revisions in hedonic house price indices by the use of nowcasts. (2022). Pfeffermann, Danny ; Ben-Hur, Dano ; Sayag, Doron. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:253-266.

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2022Aggregation bias in tests of the commodity currency hypothesis. (2022). Sercu, Piet ; Kaltwasser, Pablo Rovira ; Bork, Lasse. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003435.

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2020GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772.

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2021Do EU fiscal rules support or hinder counter-cyclical fiscal policy?. (2021). van der Wielen, Wouter ; Larch, Martin ; Orseau, Eloise. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:112:y:2021:i:c:s0261560620302849.

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2020Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362.

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2020A look at jobless recoveries in G7 countries. (2020). Nikolsko-Rzhevskyy, Alex ; Panovska, Irina ; Elroukh, Ahmed W. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301324.

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2021Are official forecasts of output growth in the EU still biased?. (2021). McQuinn, Kieran ; Cronin, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:337-349.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adekoya, Oluwasegun B ; Fasanya, Ismail O ; Adetokunbo, Abiodun M. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2021Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098.

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2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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2021Movements of oil prices and exchange rates in China and India: New evidence from wavelet-based, non-linear, autoregressive distributed lag estimations. (2021). Shahbaz, Muhammad ; Khraief, Naceur ; Bhattacharya, Mita ; Mahalik, Mantu Kumar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s037843712030755x.

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2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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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.
[Full Text][Citation analysis]		paper2
2018Can GDP measurement be further improved? Data revision and reconciliation.(2018) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
1995Exchange rate fundamentals and the Canadian dollar In: Bank of Canada Review.
[Full Text][Citation analysis]		article1
1996Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports.
[Full Text][Citation analysis]		paper12
1997Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada In: Technical Reports.
[Full Text][Citation analysis]		paper115
2002La fiabilité des estimations de lécart de production au Canada In: Staff Working Papers.
[Full Text][Citation analysis]		paper16
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]		paper6
1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
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]		paper8
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
1996Speculative Behaviour, Regime-Switching and Stock Market Crashes. In: Staff Working Papers.
[Full Text][Citation analysis]		paper19
1995Speculative Behaviour, Regime-Switching, and Stock Market Crashes.(1995) In: Econometrics.
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This paper has another version. Agregated cites: 19		paper
1996Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
1997Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples In: Staff Working Papers.
[Full Text][Citation analysis]		paper4
1997Fads or Bubbles? In: Staff Working Papers.
[Full Text][Citation analysis]		paper27
2002Fads or bubbles?.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
1995Fads or Bubbles?.(1995) In: Econometrics.
[Full Text][Citation analysis]
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]		article17
2012Are Underwriting Cycles Real and Forecastable? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article7
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article39
2009WHEN YOUâVE SEEN ONE FINANCIAL CRISIS⦠In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2009When Youve Seen One Financial Crisisâ¦.(2009) In: CIRANO Working Papers.
[Full Text][Citation analysis]
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2009QUAND ON A VU UNE CRISE FINANCIÃRE⦠In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2015Estimates of Québecâs Growth Uncertainty In: CIRANO Project Reports.
[Full Text][Citation analysis]		paper0
2001The Unreliability of Output Gap Estimates in Real Time In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper612
1999The reliability of output gap estimates in real time.(1999) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 612		paper
2002The Unreliability of Output-Gap Estimates in Real Time.(2002) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 612		article
1999The Reliability of Output Gap Estimates in Real Time.(1999) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 612		paper
2003The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper201
2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 201		paper
2004The reliability of inflation forecasts based on output gap estimates in real time.(2004) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 201		paper
2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time..(2005) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 201		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2006Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2006Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline.(2006) In: Cahiers de recherche.
[Full Text][Citation analysis]
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]		paper17
2006Exchange rates and order flow in the long run.(2006) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2010Current Trends in the Analysis of Canadian Productivity Growth In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Lessons from the latest data on U.S. productivity.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
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]		paper8
2018Fiscal Forecasts at the FOMC: Evidence from the Greenbooks.(2018) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2017Fiscal Surprises at the FOMC In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper1
2019Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2017FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
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]		article6
2005The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article34
2004The reliability of Canadian output gap estimates.(2004) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2011Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics.
[Full Text][Citation analysis]		article79
2011Kernel-based calibration diagnostics for recession and inflation probability forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2019Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
1995Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article97
1998Oil prices and the rise and fall of the US real exchange rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article277
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: 277		paper
2016Why are initial estimates of productivity growth so unreliable? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2012On the correspondence between data revision and trend-cycle decomposition.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Fiscal policy: ex ante and ex post In: Working Papers.
[Full Text][Citation analysis]		paper2
2021Employment Reconciliation and Nowcasting In: Working Papers.
[Full Text][Citation analysis]		paper0
1996Regime Switching as a Test for Exchange Rate Bubbles. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article61
1995Regime Switching as a Test for Exchange Rate Bubbles.(1995) In: Econometrics.
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This paper has another version. Agregated cites: 61		paper
2004Filtres pour l’analyse courante In: L'Actualité Economique.
[Full Text][Citation analysis]		article0
2001The Reliability of Inflation Forecasts Based on Output Gaps in Real Time In: Computing in Economics and Finance 2001.
[Citation analysis]		paper17
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]		paper2
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.
[Full Text][Citation analysis]		article135
1995Regime Switching in Stock Market Returns.(1995) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 135		paper
1993The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article39
1995Unit Root Tests and the Burden of Proof In: Econometrics.
[Full Text][Citation analysis]		paper26
1995Exchange Rates and Oil Prices In: International Finance.
[Full Text][Citation analysis]		paper146
1995Why Is It So Hard to Measure the Current Output Gap? In: Macroeconomics.
[Full Text][Citation analysis]		paper23
1996The credibility of monetary policy: a survey of the literature with some simple applications to Caanda In: Meeting papers.
[Full Text][Citation analysis]		paper4

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