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)

18

H index

24

i10 index

2318

Citations

RESEARCH PRODUCTION:

26

Articles

62

Papers

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 79
   Journals where Simon van Norden has often published
   Relations with other researchers
   Recent citing documents: 120.    Total self citations: 43 (1.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva7
   Updated: 2022-10-01    RAS profile: 2022-07-09    
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Relations with other researchers

Works with:

Croushore, Dean (4)

Jacobs, Jan (4)

Sturm, Jan-Egbert (3)

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 (56)

Williams, John (38)

Galvão, Ana (38)

Clark, Todd (27)

Lemoine, Matthieu (26)

Vahey, Shaun (26)

Clements, Michael (26)

Mitchell, James (25)

Wolters, Maik (21)

Lee, Kevin (21)

Shields, Kalvinder (20)

Cites to:

Orphanides, Athanasios (38)

Rogoff, Kenneth (25)

Watson, Mark (22)

Campbell, John (21)

Phillips, Peter (19)

Croushore, Dean (19)

Nelson, Charles (17)

Clarida, Richard (17)

Diebold, Francis (16)

Stock, James (16)

Obstfeld, Maurice (15)

Main data

Where Simon van Norden has published?

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

Recent works citing Simon van Norden (2022 and 2021)

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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2021Forecasting of Volatility in Stock Exchange Markets by MS-GARCH Approach: An Application of Borsa Istanbul. (2021). Kaya, Abdulkadir ; Yarbai, Kram Yusuf. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:1:p:16-35.

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2021The Expectations Gap: An Alternative Measure of Economic Slack. (2021). Schibuola, Alex ; Martinez, Andrew . In: Working Papers. RePEc:ajw:wpaper:11284.

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

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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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2022Potential Output Pessimism and Austerity in the European Union. (2022). Mitra, Kaushik ; Kuang, Pei. In: Discussion Papers. RePEc:bir:birmec:22-08.

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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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2021Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulària, Daniel ; Amezcua, Alejandro Villagomez ; Hernandezroman, Luis G ; VentosaSantaularia, Daniel . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195.

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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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2022COVID?19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307.

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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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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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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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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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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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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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2022GDP Solera. The Ideal Vintage Mix. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante ; Almuzara, Martin. In: Working Papers. RePEc:cmf:wpaper:wp2022_2204.

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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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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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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
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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2022Counter-cyclical fiscal rules and the zero lower bound. (2022). Radke, Lucas ; Kamps, Christophe ; Hauptmeier, Sebastian. In: Working Paper Series. RePEc:ecb:ecbwps:20222715.

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2022Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic. (2022). Wong, Benjamin ; Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Morley, James. In: Working Paper Series. RePEc:ecb:ecbwps:20222716.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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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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2022Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004.

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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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2022On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043.

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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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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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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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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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2022Extreme risk spillover of the oil, exchange rate to Chinese stock market: Evidence from implied volatility indexes. (2022). Zhao, Lili ; Yin, Hua ; Li, Wanyang ; Wen, Fenghua ; Chen, Lin. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000421.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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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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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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2022On the time-varying dynamics of stock and commodity momentum returns. (2022). Schuhmacher, Frank ; Auer, Benjamin R ; Stadtmuller, Immo. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100386x.

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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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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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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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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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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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2022Inflation, oil prices and exchange rates. The Euro’s dampening effect. (2022). Luis, Hierro ; Antonio, Garzon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:130-146.

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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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2022Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model. (2022). Uche, Emmanuel ; Huang, Liangfang ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100550x.

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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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2021Monetary policy rules in practice: The case of Israel. (2021). Papell, David H ; Kazinnik, Sophia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:308-320.

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2021Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:531-555.

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2022Impact of the COVID-19 event on U.S. banks’ financial soundness. (2022). Dunbar, Kwamie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001410.

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2021Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin. In: THEMA Working Papers. RePEc:ema:worpap:2021-15.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2022A Unified Framework to Estimate Macroeconomic Stars. (2021). Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:93166.

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2022Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615.

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2021Time-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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2021Predicting 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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2021Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704.

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2022GDP Solera: The Ideal Vintage Mix. (2022). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante ; Almuzara, Martin ; Abdalla, Khalid . In: Staff Reports. RePEc:fip:fednsr:94635.

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2021The Essence of Relationships between the Crude Oil Market and Foreign Currencies Market Based on a Study of Key Currencies. (2021). Szturo, Karolina ; Miciua, Ireneusz ; Wodarczyk, Bogdan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7978-:d:690892.

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2021On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era. (2021). Mikhaylov, Alexey ; Tryndina, Nicole ; Senjyu, Tomonobu ; Moiseev, Nikita ; Maximov, Denis ; Candila, Vincenzo. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8046-:d:693115.

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2021Prosperity or Real Estate Bubble? Exuberance Probability Index of Real Housing Prices in Chile. (2021). Contreras-Reyes, Javier E ; Lozano, Francisco J ; Idrovo-Aguirre, Byron J. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:3:p:51-:d:638335.

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2021.

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2021The Effect of Inflation Rate on CO 2 Emission: A Framework for Malaysian Construction Industry. (2021). Qureshi, Abdul Hannan ; Maqsoom, Ahsen ; Liew, M S ; Alaloul, Wesam Salah ; Musarat, Muhammad Ali. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1562-:d:491729.

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2022The Dynamic Effects of Oil Price Shocks on Exchange Rates—From a Time-Varying Perspective. (2022). Yang, Shixiong ; Li, Ting ; Gao, Wang ; Zhang, Haizhen. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8452-:d:859875.

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2022Bank 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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2021Dating business cycles in France: a reference chronology. (2021). DIEBOLT, Claude ; Aviat, Antonin ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique. In: Working Papers. RePEc:hal:wpaper:hal-03373425.

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2021Further Evidence on Asymmetry in the Impact of Oil Price on Exchange Rate and Stock Price in China using Daily Data. (2021). Qayyum, Abdul ; Dingchou, MA ; Ahmed, Nazeer. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:5:p:83.

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2021What Does Below, but Close to, 2 Percent Mean? Assessing the ECBs Reaction Function with Real-Time Data. (2021). Jalasjoki, Pirkka ; Haavio, Markus ; Paloviita, Maritta ; Kilponen, Juha. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:2:a:4.

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2021Authorities’ Fiscal Forecasts in Latin America: Are They Optimistic?. (2021). Hadzi-Vaskov, Metodij ; Werner, Alejandro M ; Ricci, Luca A ; Zamarripa, Rene. In: IMF Working Papers. RePEc:imf:imfwpa:2021/154.

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2021Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis. (2021). Kizilkaya, Fatma. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:71:y:2021:i:2:p:549-568.

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2021Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market. (2021). Aggarwal, Navdeep. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09317-1.

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2021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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2021The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach. (2021). Baek, Jungho. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:4:d:10.1007_s10644-020-09304-6.

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2021The (pro-) cyclicality of government consumption in the EU and official expectations of future output growth: new evidence. (2021). McQuinn, Kieran ; Cronin, David. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:2:d:10.1007_s10368-020-00486-y.

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2021Daily Monetary Policy Rules and the ECBs Medium-Term Orientation. (2021). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:202129.

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2022Tracking the German Business Cycle. (2022). Ochsner, Christian ; Berger, Tino. In: MAGKS Papers on Economics. RePEc:mar:magkse:202212.

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2021Free Competition and Fiscal Policy in European Union. (2021). Do, Maria. In: Journal of International Business Research and Marketing. RePEc:mgs:jibrme:v:6:y:2021:i:6:p:25-30.

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2021Sectoral Output Gaps – Estimates for Bulgaria. (2021). Пейков, Николай. In: Economic Alternatives. RePEc:nwe:eajour:y:2021:i:1:p:5-26.

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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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2022Can GDP Measurement Be Further Improved? Data Revision and Reconciliation.(2022) In: Journal of Business & Economic Statistics.
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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.
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1997Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada In: Technical Reports.
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2002La fiabilité des estimations de lécart de production au Canada In: Staff Working Papers.
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2002Filtering for Current Analysis In: Staff Working Papers.
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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.
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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.
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1996Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers.
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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.
[Full Text][Citation analysis]		paper12
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.
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1997Fads or Bubbles? In: Staff Working Papers.
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2002Fads or bubbles?.(2002) In: Empirical Economics.
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1995Fads or Bubbles?.(1995) In: Econometrics.
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2012Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts In: Journal of the Royal Statistical Society Series A.
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2012Are Underwriting Cycles Real and Forecastable? In: Journal of Risk & Insurance.
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1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics.
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2009WHEN YOUâVE SEEN ONE FINANCIAL CRISIS⦠In: CIRANO Papers.
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2009When Youve Seen One Financial Crisisâ¦.(2009) In: CIRANO Working Papers.
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2009QUAND ON A VU UNE CRISE FINANCIÃRE⦠In: CIRANO Papers.
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2015Estimates of Québecâs Growth Uncertainty In: CIRANO Project Reports.
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2001The Unreliability of Output Gap Estimates in Real Time In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper685
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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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.
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2005The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time.(2005) In: CEPR Discussion Papers.
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2004The reliability of inflation forecasts based on output gap estimates in real time.(2004) In: Finance and Economics Discussion Series.
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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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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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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.
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2008The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers.
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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
2010Current Trends in the Analysis of Canadian Productivity Growth In: CIRANO Working Papers.
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2011Current trends in the analysis of Canadian productivity growth.(2011) In: The North American Journal of Economics and Finance.
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2010Lessons From the Latest Data on U.S. Productivity In: CIRANO Working Papers.
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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.
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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.
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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]		paper9
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]		paper1
2019Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting.
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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]		article7
2005The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article42
2004The reliability of Canadian output gap estimates.(2004) In: Discussion Paper Series 1: Economic Studies.
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2011Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics.
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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]		article8
1995Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article104
1998Oil prices and the rise and fall of the US real exchange rate In: Journal of International Money and Finance.
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1995Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate.(1995) In: International Finance.
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2016Why are initial estimates of productivity growth so unreliable? In: Journal of Macroeconomics.
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2012On the correspondence between data revision and trend-cycle decomposition In: CAMA Working Papers.
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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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2014Fiscal policy: ex ante and ex post In: Working Papers.
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2021Employment Reconciliation and Nowcasting In: Working Papers.
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1996Regime Switching as a Test for Exchange Rate Bubbles. In: Journal of Applied Econometrics.
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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]		paper18
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.
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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]		article44
1995Unit Root Tests and the Burden of Proof In: Econometrics.
[Full Text][Citation analysis]		paper26
1995Exchange Rates and Oil Prices In: International Finance.
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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.
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