Simon van Norden : Citation Profile


Are you Simon van Norden?

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

16

H index

23

i10 index

1672

Citations

RESEARCH PRODUCTION:

23

Articles

58

Papers

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 66
   Journals where Simon van Norden has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 38 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva7
   Updated: 2019-02-13    RAS profile: 2019-02-05    
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Relations with other researchers


Works with:

Jacobs, Jan (8)

Dungey, Mardi (4)

Croushore, Dean (4)

Sturm, Jan-Egbert (3)

Tian, Jing (2)

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

Is cited by:

Orphanides, Athanasios (52)

Williams, John (35)

Lemoine, Matthieu (25)

Vahey, Shaun (25)

Clark, Todd (24)

Clements, Michael (19)

Lee, Kevin (18)

Brooks, Chris (17)

Galvão, Ana (17)

McCracken, Michael (16)

Nikolsko-Rzhevskyy, Alex (15)

Cites to:

Orphanides, Athanasios (37)

Rogoff, Kenneth (25)

Watson, Mark (19)

Phillips, Peter (17)

Campbell, John (17)

St-Amant, Pierre (16)

Diebold, Francis (15)

Obstfeld, Maurice (15)

Stock, James (15)

Perron, Pierre (14)

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

Recent works citing Simon van Norden (2018 and 2017)


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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2018ON THE RELATION BETWEEN OIL PRICE AND U.S. DOLLAR: A REVIEW OF FINANCIAL POINT-OF-VIEW. (2018). Costa, Vincenzo ; Maddaleni, Angela. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:1:p:84-92.

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2018Scoring rules for simple forecasting models: The case of Cyprus GDP and its sectors. (2018). Andreou, Elena ; Kourtellos, Andros. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:12:y:2018:i:1:p:59-73.

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2017A Statistical Anaysis of Revisions in Swedish National Accounts Data*. (2017). Österholm, Pär ; Osterholm, Par ; Flodberg, Caroline . In: Finnish Economic Papers. RePEc:fep:journl:v:28:y:2017:i:1:p:10-33.

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2017The Perennial Problem of Predicting Potential. (2017). Williams, John. In: FRBSF Economic Letter. RePEc:fip:fedfel:00147.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017A State-Level Analysis of Okuns Law. (2017). Sinclair, Tara ; Owyang, Michael ; Hernandez-Murillo, Ruben ; Guisinger, Amy. In: Working Papers. RePEc:fip:fedlwp:2015-029.

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2017Do Phillips Curves Conditionally Help to Forecast Inflation?. (2017). Fujita, Shigeru ; Stark, Tom ; Dotsey, Michael. In: Working Papers. RePEc:fip:fedpwp:17-26.

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2018Robert J. Gordon and the introduction of the natural rate hypothesis in the Keynesian framework. (2018). Rubin, Goulven ; Goutsmedt, Aurelien. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01821825.

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2018The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic. (2018). de Peretti, Christian ; Charfi, Sahar ; Hamad, Ben ; Mechri, Nesrine. In: Working Papers. RePEc:hal:wpaper:hal-01766742.

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2018The Nexus between Oil price and Russia’s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880335.

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2017The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway. (2017). Serletis, Apostolos ; Kyritsis, Evangelos. In: Discussion Papers. RePEc:hhs:nhhfms:2017_007.

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2018A Markov Regime-Switching Model with Time-Varying Transition Probabilities for Identifying Asset Price Bubbles. (2018). Higgins, Matthew L ; Ofori-Acheampong, Frank. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:1-14.

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2018The Response of G7 Real Exchange Rates to Oil Price Shocks. (2018). Al Rasasi, Moayad. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:191-205.

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2017Foreign Currency Prognostication: Diverse Tests for Germany. (2017). Arize, Augustine C ; Malindretos, John ; Kallianiotis, Ioannis N ; Andreopoulos, Giuliana Campanelli ; Berendt, Charles J. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:8:y:2017:i:3:p:111-120.

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2017What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Liu, Renhe ; Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

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2017The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective. (2017). Kouretas, Georgios ; Georgoutsos, Dimitris. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9468-6.

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2017Unemployment or Credit: Who Holds The Potential? Results From a Small-Open Economy. (2017). Nguyen, Anh ; Constantinescu, Mihnea ; Minh, Anh Dinh . In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:4.

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2017U.K. Monetary Policy under Inflation Targeting. (2017). Nguyen, Anh ; Minh, Anh Dinh . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:41.

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2018Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis. (2018). Klose, Jens ; Baumgärtner, Martin. In: MAGKS Papers on Economics. RePEc:mar:magkse:201812.

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2018Robert J. Gordon and the introduction of the natural rate hypothesis in the Keynesian framework. (2018). Rubin, Goulven ; Goutsmedt, Aurelien. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:18013.

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2017Circumventing the Zero Lower Bound with Monetary Policy Rules Based on Money. (2017). Ireland, Peter ; Belongia, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:23157.

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2017The Cyclical Sensitivity in Estimates of Potential Output. (2017). Gorodnichenko, Yuriy ; Coibion, Olivier ; Ulate, Mauricio . In: NBER Working Papers. RePEc:nbr:nberwo:23580.

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2018The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies. (2018). Lee, Kevin ; Tan, Madeleine Sui-Lay ; Shields, Kalvinder ; Morley, James. In: Discussion Papers. RePEc:not:notcfc:18/11.

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2017Do immigrants’ funds affect the exchange rate?. (2017). Cooray, Arusha ; Aziz, Nusrate ; Teo, Wing Leong. In: Discussion Papers. RePEc:not:notgep:17/13.

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

Works by Simon van Norden:


YearTitleTypeCited
2018Can GDP measurement be further improved? Data revision and reconciliation In: Papers.
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2018Can GDP measurement be further improved? Data revision and reconciliation.(2018) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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1995Exchange rate fundamentals and the Canadian dollar In: Bank of Canada Review.
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1996Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports.
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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.
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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.
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1995Speculative Behaviour, Regime-Switching, and Stock Market Crashes.(1995) In: Econometrics.
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1996Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers.
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1996Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics.
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1997Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples In: Staff Working Papers.
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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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2001The Unreliability of Output Gap Estimates in Real Time In: CIRANO Working Papers.
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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.
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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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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: Working Papers.
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2006Exchange Rates and Order Flow in the Long Run In: CIRANO Working Papers.
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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.
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2009When Youve Seen One Financial Crisis… In: CIRANO Working Papers.
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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.
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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.
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2016Fiscal Forecasts at the FOMC: Evidence from the Greenbooks In: CIRANO Working Papers.
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2017Fiscal Surprises at the FOMC In: CIRANO Working Papers.
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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.
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2005The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance.
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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.
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1995Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance.
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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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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.
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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.
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2005Are We There Yet? Looking for the New Economy In: Computing in Economics and Finance 2005.
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2006Testing for Recent Trends in US Productivity Growth In: Computing in Economics and Finance 2006.
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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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2018Fiscal Forecasts at the FOMC: Evidence from the Greenbooks In: The Review of Economics and Statistics.
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1993The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange. In: The Review of Economics and Statistics.
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1995Unit Root Tests and the Burden of Proof In: Econometrics.
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paper21
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.
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1996The credibility of monetary policy: a survey of the literature with some simple applications to Caanda In: Meeting papers.
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