17
H index
23
i10 index
2118
Citations
HEC Montréal (École des Hautes Études Commerciales) (34% share) | 17 H index 23 i10 index 2118 Citations RESEARCH PRODUCTION: 25 Articles 62 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Simon van Norden. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Review of Economics and Statistics | 3 |
International Journal of Forecasting | 3 |
Journal of International Money and Finance | 2 |
The North American Journal of Economics and Finance | 2 |
Year | Title of citing document | |
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2021 | Is 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. Full description at Econpapers || Download paper | |
2021 | Dating 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. Full description at Econpapers || Download paper | |
2020 | Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Kamah, Miriam ; Riti, Joshua S. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46. Full description at Econpapers || Download paper | |
2020 | Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295. Full description at Econpapers || Download paper | |
2020 | Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2004.12791. Full description at Econpapers || Download paper | |
2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
2020 | Measuring Macroeconomic Uncertainty: A Cross-Country Analysis. (2020). Sarferaz, Samad ; Dibiasi, Andreas. In: Papers. RePEc:arx:papers:2006.09007. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2020 | Asymmetric Responses of Oil Price Shocks on Economic Growth in Algeria: An Empirical Analysis through NARDL Approach. (2020). BENBOUZIANE, Mohamed ; Driouche, Dahmani Mohamed ; Mohamed, Benbouziane ; Moussa, Chenini ; Manel, Attouchi. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:74-93. Full description at Econpapers || Download paper | |
2021 | Can Oil Prices Predict Japanese Yen?. (2021). Devpura, Neluka. In: Asian Economics Letters. RePEc:ayb:jrnael:16. Full description at Econpapers || Download paper | |
2020 | Can the Business Outlook Survey Help Improve Estimates of the Canadian Output Gap?. (2020). Pichette, Lise ; Cheung, Calista ; Frymire, Luke. In: Discussion Papers. RePEc:bca:bocadp:20-14. Full description at Econpapers || Download paper | |
2022 | Uncertainty 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. Full description at Econpapers || Download paper | |
2021 | Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Kátay, Gábor ; Matthieu, Lequien ; Lisa, Kerdelhue. In: Working papers. RePEc:bfr:banfra:791. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | FORECASTING 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. Full description at Econpapers || Download paper | |
2020 | Do oil price changes really matter to the trade balance? Evidence from Koreaâ€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. Full description at Econpapers || Download paper | |
2020 | Tail 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | When 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. Full description at Econpapers || Download paper | |
2022 | THE 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. Full description at Econpapers || Download paper | |
2020 | Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects. (2020). Dovern, Jonas ; Zuber, Christopher. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:4:p:1431-1466. Full description at Econpapers || Download paper | |
2020 | Endogenous cyclical corporate tax burden in China: The role of tax quotas and growth targets. (2020). Zhang, Jun ; Dang, Dandan ; He, Minyuan ; Fang, Hongsheng. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:12:p:3314-3339. Full description at Econpapers || Download paper | |
2020 | Impact of commodity prices on exchange rates in commodityâ€exporting countries. (2020). Jiménez-RodrÃguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2020 | Norges Bank Output Gap Estimates: Forecasting Properties, Reliability and Cyclical Sensitivity. (2020). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Working Paper. RePEc:bno:worpap:2020_07. Full description at Econpapers || Download paper | |
2020 | Climate risk and commodity currencies. (2020). Larsen, Vegard H ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Paper. RePEc:bno:worpap:2020_18. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093. Full description at Econpapers || Download paper | |
2021 | SUSTAINABILITY 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. Full description at Econpapers || Download paper | |
2021 | Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666. Full description at Econpapers || Download paper | |
2022 | Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2022). Singh, Sanjay R ; Fatas, Antonio. In: Working Papers. RePEc:cda:wpaper:347. Full description at Econpapers || Download paper | |
2020 | Do EU Fiscal Rules Support or Hinder Counter-Cyclical Fiscal Policy?. (2020). van der Wielen, Wouter ; Larch, Martin ; Orseau, Eloise. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8659. Full description at Econpapers || Download paper | |
2020 | Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788. Full description at Econpapers || Download paper | |
2021 | Predictability 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. Full description at Econpapers || Download paper | |
2021 | Survey-Based Structural Budget Balances. (2021). Wollmershauser, Timo ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8911. Full description at Econpapers || Download paper | |
2021 | Survey-Based Structural Budget Balances. (2021). Wollmershäuser, Timo ; Wollmershauser, Timo ; Gottert, Marcell. In: EconPol Working Paper. RePEc:ces:econwp:_59. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Addressing Unemployment Rate Forecast Errors in Relation to the Business Cycle. (2022). Scheer, Bas. In: CPB Discussion Paper. RePEc:cpb:discus:434. Full description at Econpapers || Download paper | |
2020 | From 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. Full description at Econpapers || Download paper | |
2020 | Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248. Full description at Econpapers || Download paper | |
2021 | Dating 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. Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2021 | Employment 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 | |
2020 | The quest for prosperity without inflation. (2000). Orphanides, Athanasios. In: Working Paper Series. RePEc:ecb:ecbwps:20000015. Full description at Econpapers || Download paper | |
2020 | Does the Phillips curve help to forecast euro area inflation?. (2020). BOBEICA, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20202471. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2020 | Relationship 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Analysis 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. Full description at Econpapers || Download paper | |
2021 | Consequences 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2020 | Trends and cycles under changing economic conditions. (2020). Maria, José ; Duarte, Cláudia ; Sazedj, Sharmin. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:126-146. Full description at Econpapers || Download paper | |
2021 | Price 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. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2020 | Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, MarÃÂa ; 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. Full description at Econpapers || Download paper | |
2020 | Visiting 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Multi-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. Full description at Econpapers || Download paper | |
2020 | Have 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. Full description at Econpapers || Download paper | |
2020 | Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419. Full description at Econpapers || Download paper | |
2020 | Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | COVID-19 and safer investment bets. (2020). Singh, Amanjot. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320307583. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2020 | Regime 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | Data revisions to German national accounts: Are initial releases good nowcasts?. (2020). Wolf, Elias ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1252-1259. Full description at Econpapers || Download paper | |
2020 | Investigating the inefficiency of the CBO’s budgetary projections. (2020). Arai, Natsuki. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1290-1300. Full description at Econpapers || Download paper | |
2021 | Predicting 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. Full description at Econpapers || Download paper | |
2022 | Reducing 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. Full description at Econpapers || Download paper | |
2022 | Aggregation 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. Full description at Econpapers || Download paper | |
2020 | GDP 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2020 | Reliable 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2020 | Fundamentals 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. Full description at Econpapers || Download paper | |
2020 | Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Impact 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2020 | Modeling 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. Full description at Econpapers || Download paper | |
2021 | Movements 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2018 | Can GDP measurement be further improved? Data revision and reconciliation.(2018) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1995 | Exchange rate fundamentals and the Canadian dollar In: Bank of Canada Review. [Full Text][Citation analysis] | article | 1 |
1996 | Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? In: Technical Reports. [Full Text][Citation analysis] | paper | 12 |
1997 | Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada In: Technical Reports. [Full Text][Citation analysis] | paper | 115 |
2002 | La fiabilité des estimations de lécart de production au Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 16 |
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1995 | Analytical Derivatives for Markov Switching Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
1997 | Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
1995 | Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1996 | Unit-Root Test and Excess Returns. In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
1996 | Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
1996 | Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1996 | Speculative Behaviour, Regime-Switching and Stock Market Crashes. In: Staff Working Papers. [Full Text][Citation analysis] | paper | 19 |
1995 | Speculative Behaviour, Regime-Switching, and Stock Market Crashes.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
1996 | Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers. [Full Text][Citation analysis] | paper | 12 |
1996 | Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
1997 | Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
1997 | Fads or Bubbles? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 27 |
2002 | Fads or bubbles?.(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
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2012 | Assessing 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] | article | 17 |
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1998 | Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 39 |
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2009 | When Youve Seen One Financial Crisisâ¦.(2009) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2015 | Estimates of Québecâs Growth Uncertainty In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
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1999 | The reliability of output gap estimates in real time.(1999) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 612 | paper | |
2002 | The Unreliability of Output-Gap Estimates in Real Time.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 612 | article | |
1999 | The Reliability of Output Gap Estimates in Real Time.(1999) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 612 | paper | |
2003 | The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 201 |
2005 | The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | paper | |
2004 | The reliability of inflation forecasts based on output gap estimates in real time.(2004) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 201 | paper | |
2005 | The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 201 | article | |
2003 | Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 6 |
2006 | Testing 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 | |
2006 | Testing 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 | |
2006 | Testing 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 | |
2006 | Exchange Rates and Order Flow in the Long Run In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 17 |
2006 | Exchange rates and order flow in the long run.(2006) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2008 | The Calibration of Probabilistic Economic Forecasts In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS.(2008) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Calibration and Resolution Diagnostics for Bank of England Density Forecasts In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Current Trends in the Analysis of Canadian Productivity Growth In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Current 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: 0 | article | |
2010 | Lessons From the Latest Data on U.S. Productivity In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Lessons 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 | |
2010 | Lessons from the latest data on U.S. productivity.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Trend-Cycle Decomposition: Implications from an Exact Structural Identification In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Trend-cycle decomposition: implications from an exact structural identification.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Modeling Multivariate Data Revisions In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 6 |
2016 | Fiscal Forecasts at the FOMC: Evidence from the Greenbooks In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | Fiscal Forecasts at the FOMC: Evidence from the Greenbooks.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2017 | Fiscal Surprises at the FOMC In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2017 | FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | TREND 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] | article | 6 |
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2004 | The reliability of Canadian output gap estimates.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2011 | Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics. [Full Text][Citation analysis] | article | 79 |
2011 | Kernel-based calibration diagnostics for recession and inflation probability forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2019 | Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
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1998 | Oil prices and the rise and fall of the US real exchange rate In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 277 |
1995 | Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate.(1995) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 277 | paper | |
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2004 | Filtres pour l’analyse courante In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
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2004 | How 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] | paper | 2 |
2005 | Are We There Yet? Looking for the New Economy In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
2006 | Testing for Recent Trends in US Productivity Growth In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
1997 | Regime switching in stock market returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 135 |
1995 | Regime Switching in Stock Market Returns.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 135 | paper | |
1993 | The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 39 |
1995 | Unit Root Tests and the Burden of Proof In: Econometrics. [Full Text][Citation analysis] | paper | 26 |
1995 | Exchange Rates and Oil Prices In: International Finance. [Full Text][Citation analysis] | paper | 146 |
1995 | Why Is It So Hard to Measure the Current Output Gap? In: Macroeconomics. [Full Text][Citation analysis] | paper | 23 |
1996 | The credibility of monetary policy: a survey of the literature with some simple applications to Caanda In: Meeting papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team