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

1923

Citations

RESEARCH PRODUCTION:

25

Articles

61

Papers

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 73
   Journals where Simon van Norden has often published
   Relations with other researchers
   Recent citing documents: 148.    Total self citations: 43 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva7
   Updated: 2020-10-24    RAS profile: 2020-06-16    
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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 (51)

Williams, John (35)

Galvão, Ana (30)

Clark, Todd (26)

Lemoine, Matthieu (25)

Vahey, Shaun (25)

Clements, Michael (25)

Lee, Kevin (20)

Shields, Kalvinder (19)

Nikolsko-Rzhevskyy, Alex (18)

Morley, James (16)

Cites to:

Orphanides, Athanasios (37)

Rogoff, Kenneth (24)

Watson, Mark (19)

Croushore, Dean (18)

Phillips, Peter (17)

Campbell, John (16)

St-Amant, Pierre (16)

Diebold, Francis (15)

Stock, James (15)

Obstfeld, Maurice (15)

Summers, Lawrence (14)

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
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
Macroeconomics / University Library of Munich, Germany2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Meeting papers / University Library of Munich, Germany2
Technical Reports / Bank of Canada2
International Finance / University Library of Munich, Germany2

Recent works citing Simon van Norden (2020 and 2019)

YearTitle of citing document
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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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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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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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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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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2019Revisions to Quarterly National Accounts data in Luxembourg. (2019). Krebs, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp136.

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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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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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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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2019What measures of real economic activity slack are helpful for forecasting Russian inflation?. (2019). Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps50.

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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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2019Oil price drivers, geopolitical uncertainty and oil exporters’ currencies. (2019). Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2019_15.

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2019Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2019Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003.

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2019Oil Prices, Exchange Rates and Interest Rates. (2019). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7484.

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2019Hindsight vs. Real time measurement of the output gap: Implications for the Phillips curve in the Chilean Case. (2019). Fornero, Jorge ; Garcia, Pablo ; Figueroa, Camila. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:854.

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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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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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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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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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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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2019Oil Price Predictors: Machine Learning Approach. (2019). Moiseev, Nikita ; Mikhaylov, Alexey ; An, Jaehyung. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-05-1.

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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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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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2019Steady state adjusting trends using a data-driven local polynomial regression. (2019). Fritz, Marlon. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:312-325.

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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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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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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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2019The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA. (2019). Lahiri, Radhika ; Wei, Honghong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:553-569.

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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model. (2019). Guesmi, Khaled ; Chevallier, Julien ; Braiek, Sana ; Bedoui, Rihab. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:876-889.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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2019Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

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2019Dynamic connectedness of oil price shocks and exchange rates. (2019). Malik, Farooq ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302828.

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2019Dynamics of oil price, precious metal prices and the exchange rate in the long-run. (2019). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930297x.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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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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2019The effects of oil price volatility on ethanol, gasoline, and sugar price forecasts. (2019). Tapia, Lucio Guido. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:1012-1022.

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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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2019Modeling local trends with regime shifting models with time-varying probabilities. (2019). Mazza, Davide ; Fabozzi, Frank J ; Focardi, Sergio M. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830752x.

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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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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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2019Do forecasters target first or later releases of national accounts data?. (2019). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1240-1249.

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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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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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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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2019Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107.

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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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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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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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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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2019Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. (2019). Rault, Christophe ; Amor, Thouraya Hadj ; Nouira, Ridha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:159-171.

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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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2019A directional analysis of oil prices and real exchange rates in BRIC countries. (2019). Khallaf, Ashraf ; Chazi, Abdelaziz ; Baghestani, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:450-456.

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2020Climate hysteresis and monetary policy. (2020). Panton, Augustus. In: CAMA Working Papers. RePEc:een:camaaa:2020-76.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

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2020Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate. (2020). Berge, Travis J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-12.

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2019Predicting Benchmarked US State Employment Data in Realtime. (2019). Walstrum, Thomas ; Brave, Scott ; Gascon, Charles ; Kluender, William. In: Working Paper Series. RePEc:fip:fedhwp:87482.

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2019Predicting Benchmarked US State Employment Data in Real Time. (2019). Walstrum, Thomas ; Brave, Scott ; Gascon, Charles S ; Kluender, William. In: Working Papers. RePEc:fip:fedlwp:86649.

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2019Analysis of Oil Price Effect on Economic Growth of ASEAN Net Oil Exporters. (2019). Mohd, Niaz Ahmad ; Kriskkumar, Karunanithi. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3343-:d:262290.

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2019Analyzing Oil Price Shocks and Exchange Rates Movements in Korea using Markov Regime-Switching Models. (2019). Choi, Kyungmee ; Kim, So-Yeun. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4581-:d:293000.

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2019Oil Factor in Economic Development. (2019). Hajiyev, Natig Qadim-Oglu ; Humbatova, Sugra Ingilab. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1573-:d:225910.

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2020The Strategy of South Korea in the Global Oil Market. (2020). Jung, Sang-Uk ; Mikhaylov, Alexey ; An, Jaehyung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2491-:d:358424.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2020Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models. (2020). Choi, Kyungmee ; Kim, So-Yeun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4402-:d:404436.

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2020A Note on the Empirical Relation between Oil Prices and the Value of the Dollar. (2020). Merler, Silvia ; Marquez, Jaime. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:164-:d:390830.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Post-Print. RePEc:hal:journl:halshs-02935658.

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2019The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic. (2019). de Peretti, Christian ; Charfi, Sahar ; Hamad, Ben ; Mechri, Nesrine. In: Working Papers. RePEc:hal:wpaper:hal-01766742.

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2019Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains *. (2019). Bec, Frédérique ; de Gaye, Annabelle . In: Working Papers. RePEc:hal:wpaper:hal-02014663.

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2020Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02554299.

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2019THE INFLUENCE OF OIL PRICES ON INDONESIA’S EXCHANGE RATE. (2019). Tobing, Lutzardo ; Falianty, Telisa ; Narayan, Seema Wati. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:21:y:2019:i:3b:p:1-20.

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2020Output Gaps and Robust Monetary Policy Rules. (2020). Billi, Roberto. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:1:a:4.

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2019How Informative Are Real Time Output Gap Estimates in Europe?. (2019). Natal, Jean-Marc ; Kangur, Alvar ; Voigts, Simon ; Kirabaeva, Koralai. In: IMF Working Papers. RePEc:imf:imfwpa:19/200.

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2019Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic. (2019). Bologna, Pierluigi ; Zandvakil, Rasool ; di Vittorio, Fabio ; Flamini, Valentina. In: IMF Working Papers. RePEc:imf:imfwpa:19/39.

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2020Measuring Output Gap: Is It Worth Your Time?. (2020). Gornicka, Lucyna ; Chen, Jiaqian. In: IMF Working Papers. RePEc:imf:imfwpa:20/24.

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20192000 Families Research: Some Findings and Potential for Future Research. (2019). Guvel, Aye. In: Journal of Economy Culture and Society. RePEc:ist:iujecs:v:60:y:2019:i:1:p:87-104.

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2019Global Capital Flows, Time Varying Fundamentals And Transitional Exchange Rate Dynamics: An MS-VAR Approach. (2019). Gunduz, Lhami ; Kal, Suleyman Hilmi. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:69:y:2019:i:1:p:1-22.

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2019Quantile regressions, asymmetric adjustment and crisis: the case of EU real exchange rates. (2019). Cuestas, Juan. In: Working Papers. RePEc:jau:wpaper:2019/09.

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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]		paper0
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: 0		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]		paper111
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]		paper5
1997Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics.
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This paper has another version. Agregated cites: 5		article
1995Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		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]		paper7
1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers.
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This paper has another version. Agregated cites: 7		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.
[Full Text][Citation analysis]
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]		paper11
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: 11		paper
1997Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples In: Staff Working Papers.
[Full Text][Citation analysis]		paper3
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]		article3
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article37
2009WHEN YOU’VE SEEN ONE FINANCIAL CRISIS… In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2009When Youve Seen One Financial Crisis….(2009) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2009QUAND ON A VU UNE CRISE FINANCIÈRE… In: CIRANO Papers.
[Full Text][Citation analysis]		paper0
2015Estimates of Québec’s 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]		paper566
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: 566		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: 566		article
1999The Reliability of Output Gap Estimates in Real Time.(1999) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 566		paper
2003The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper195
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: 195		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: 195		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: 195		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]		paper12
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: 12		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]		paper1
2011Current trends in the analysis of Canadian productivity growth.(2011) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
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.
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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.
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This paper has another version. Agregated cites: 0		paper
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]		paper2
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: 2		article
2017Fiscal Surprises at the FOMC In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2019Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 0		article
2017FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 0		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]		article5
2005The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article32
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: 32		paper
2011Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics.
[Full Text][Citation analysis]		article74
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]		article2
1995Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article85
1998Oil prices and the rise and fall of the US real exchange rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article242
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: 242		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.
[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
1996Regime Switching as a Test for Exchange Rate Bubbles. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article56
1995Regime Switching as a Test for Exchange Rate Bubbles.(1995) In: Econometrics.
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This paper has another version. Agregated cites: 56		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]		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.
[Full Text][Citation analysis]		article128
1995Regime Switching in Stock Market Returns.(1995) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 128		paper
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]		paper123
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]		paper2

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