Simon van Norden : Citation Profile


Are you Simon van Norden?

HEC Montréal (École des Hautes Études Commerciales) (40% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (40% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (20% share)

18

H index

27

i10 index

2597

Citations

RESEARCH PRODUCTION:

27

Articles

62

Papers

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 86
   Journals where Simon van Norden has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 47 (1.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva7
   Updated: 2024-07-05    RAS profile: 2024-01-04    
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Relations with other researchers


Works with:

Jacobs, Jan (3)

Goto, Eiji (2)

Sinclair, Tara (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 (58)

Galvão, Ana (38)

Williams, John (38)

Lemoine, Matthieu (32)

Vahey, Shaun (31)

Mitchell, James (30)

Clark, Todd (29)

Clements, Michael (28)

Wolters, Maik (23)

Rossi, Barbara (22)

Morley, James (22)

Cites to:

Orphanides, Athanasios (38)

Rogoff, Kenneth (26)

Watson, Mark (22)

Campbell, John (21)

Croushore, Dean (20)

Phillips, Peter (19)

Nelson, Charles (17)

Clarida, Richard (17)

St-Amant, Pierre (16)

Stock, James (16)

Diebold, Francis (16)

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
The North American Journal of Economics and Finance2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada9
Econometrics / University Library of Munich, Germany6
Working Papers / Federal Reserve Bank of Philadelphia4
Macroeconomics / University Library of Munich, Germany2
Technical Reports / Bank of Canada2
International Finance / University Library of Munich, Germany2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2
Meeting papers / University Library of Munich, Germany2

Recent works citing Simon van Norden (2024 and 2023)


YearTitle of citing document
2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyds of London Case Study. (2023). Tua, Alan ; Feng, Zhe ; Kam, Keith ; Ahmed, Akhil ; Olmez, Sedar. In: Papers. RePEc:arx:papers:2307.05581.

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2023Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. (2023). Lu, Chung I. In: Papers. RePEc:arx:papers:2307.07694.

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2023What Can Earnings Calls Tell Us About the Output Gap and Inflation in Canada?. (2023). Taskin, Temel ; Gosselin, Marc-Andre. In: Discussion Papers. RePEc:bca:bocadp:23-13.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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2023.

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2023Commodity prices and the US Dollar. (2023). Rees, Daniel. In: BIS Working Papers. RePEc:bis:biswps:1083.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023Inflation and globalisation: The Tawney Lecture 2022. (2023). James, Harold. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:2:p:391-412.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis. (2023). Furlanetto, Francesco ; Robstad, Orjan ; Hansen, Frank ; Hagelund, Kre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:238-267.

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2023.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023The Effect of World Oil Price on Türkiye’s Exchange Rate. (2023). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-32.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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2023A quest between fiscal and market discipline. (2023). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s026499932200356x.

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2023Estimated monetary policy rules for the ECB with granular variations of forecast horizons for inflation and output. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s026499932300278x.

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2023Does the Survey of Professional Forecasters help predict the shape of recessions in real time?. (2023). Morley, James ; Eo, Yunjong. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004457.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2024Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63.

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2023Measuring macroeconomic uncertainty: A cross-country analysis. (2023). Dibiasi, Andreas ; Sarferaz, Samad. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000120.

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2023Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. (2023). Wong, Benjamin ; Morley, James ; Sun, Yiqiao ; Rodriguez-Palenzuela, Diego. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000144.

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2024Supply or demand? Policy makers’ confusion in the presence of hysteresis. (2024). Singh, Sanjay ; Fatas, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002453.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Early warning of exchange rate risk based on structural shocks in international oil prices using the LSTM neural network model. (2023). Xu, Nuo ; Feng, Chen ; Zhao, Yinglan ; Liu, Chang ; Peng, Song. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300419x.

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2023Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach. (2023). Gopinathan, R ; Jalal, Rubia. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003525.

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2024Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU. (2024). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012126.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:587-605.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023Evaluating probabilistic forecasts of extremes using continuous ranked probability score distributions. (2023). de Fondeville, Raphael ; Naveau, Philippe ; Fougeres, Anne-Laure ; Taillardat, Maxime. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1448-1459.

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2023Historical performance of rule-like monetary policy. (2023). Teryoshin, Yevgeniy. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001693.

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2023Do the Hamilton and Beveridge–Nelson filters provide the same information about output gaps? An empirical comparison for practitioners. (2023). Biolsi, Christopher. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000891.

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2023This time truly is different: The cyclical behaviour of fiscal policy during the Covid-19 crisis. (2023). Heimberger, Philipp. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000228.

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2023Government debt forecast errors and the net expenditure rule in EU countries: Undue optimism at a cost. (2023). McQuinn, Kieran ; Cronin, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1113-1131.

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2023Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031.

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2023Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144.

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2023Hidden causality between oil prices and exchange rates. (2023). An, Feng ; Wu, Tao ; Wang, ZE ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002209.

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2023The effect of energy price shocks on commodity currencies during the war in Ukraine. (2023). Iftiolu, Serhan ; Sokhanvar, Amin ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002829.

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2023Quantile connectedness between oil price shocks and exchange rates. (2023). Bossman, Ahmed ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690.

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2023How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009935.

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2024Assessing natural resources, rebounding trends, digital economic structure and green recovery dynamics in China. (2024). Xie, Yuan ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011935.

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2023Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749.

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2024Dynamics of market states and risk assessment. (2024). Sadhukhan, Suchetana ; Seligman, Eduard ; Pharasi, Hirdesh K ; Majari, Parisa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009512.

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2023Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2023Authorities’ fiscal forecasts in Latin America: are they optimistic?. (2023). Ricci, Luca Antonio ; Hadzi-Vaskov, Metodij ; Zamarripa, Rene ; Werner, Alejandro Mariano. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120716.

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2023The Dynamic Relation between the Oil Price Volatility, Stock Market, Exchange and Interest Rate in GCC Countries: Panel Vector Autoregressive (PVAR) Model. (2023). Anis, Jarboui ; Aloui, Mouna. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:114-128.

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2023Government debt forecast errors and the net expenditure rule in EU countries. (2023). McGowan, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp756.

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2024Drivers of Post-pandemic Currency Movement: Recurring impacts of sovereign risks and oil prices. (2024). Yuki, Sato. In: Discussion papers. RePEc:eti:dpaper:24054.

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2023The Discrepancy Between Expenditure- and Income-Side Estimates of US Output. (2023). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:95479.

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2023Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2023). Singh, Sanjay R ; Fatas, Antonio. In: Working Paper Series. RePEc:fip:fedfwp:96580.

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2023Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter. (2023). Sharafutdinov, Artur R. In: Russian Economic Development. RePEc:gai:recdev:r2327.

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2023?????? ??????? ? ?????????? ?????????: ?????? ?? ?????? ???????????? ??????? ???. (2023). Sharafutdinov, Artur R. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r2327.

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2023.

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2023A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries. (2023). Fikru, Mahelet ; Kisswani, Khalid M. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3839-:d:1136754.

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2023Dependence Structure and Time–Frequency Impact of Exchange Rates on Crude Oil and Stock Markets of BRICS Countries: Markov-Switching-Based Wavelet Analysis. (2023). Muteba, John Weirstrass ; Mudiangombe, Benjamin Mudiangombe. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:319-:d:1185764.

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2023Globalization and Economic Stability: An Insight from the Rocket and Feather Hypothesis in Pakistan. (2023). Sheraz, Amna ; Fiaz, Asma ; Egbe, Chinyere Emmanuel ; Khurshid, Nabila. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1611-:d:1035383.

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2023Forecasting inflation with excess liquidity and excess depreciation: the case of Angola. (2023). de Freitas, Miguel Lebre. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09427-y.

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2023Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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2023How credible are Okun coefficients? The gap version of Okun’s law for G7 economies. (2023). Povaanova, Mariana ; Boa, Martin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09438-9.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023Leaning against housing booms fueled by credit. (2023). Martnez, Carlos Caizares. In: Working Papers. RePEc:mib:wpaper:513.

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Estimating Bohns Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey. (2023). Can, Cansin Kemal. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2023:y:2023:i:1:id:822:p:61-83.

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2024The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates since 1950. (2024). Siklos, Pierre ; Bordo, Michael D. In: Working Papers. RePEc:pri:cepsud:320.

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2023theinherentuncertaintiesinoutputgapestimationasouthafricanperspective. (2023). Vermeulen, Cobus. In: Working Papers. RePEc:rbz:wpaper:11051.

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2023Indeterminacy and Imperfect Information. (). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas. In: Review of Economic Dynamics. RePEc:red:issued:20-377.

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2023Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Caizares. In: Working Paper series. RePEc:rim:rimwps:23-04.

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2023Non-linear Effect of Real Exchange Rate Variability with Macroeconomic Variable on Non-Petroleum Commodities of India– US Trade. (2023). Varshney, Sakshi ; Gupta, Mohini. In: Foreign Trade Review. RePEc:sae:fortra:v:58:y:2023:i:2:p:289-328.

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2023Estimation of the potential GDP by a new robust filter method. (2023). Takacs, Tibor ; Gyurkovics, Eva. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:31:y:2023:i:4:d:10.1007_s10100-023-00851-7.

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2023How do energy price hikes affect exchange rates during the war in Ukraine?. (2023). Lee, Chien-Chiang ; Sokhanvar, Amin. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02320-7.

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2023Business cycle clocks: Time to get circular. (2023). Rua, Antonio ; Loureno, Nuno. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02405-x.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023Are German National Accounts informationally efficient?. (2023). Dohrn, Roland. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00080-y.

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2023Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101.

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2023Do Interest-growth Differentials Affect Fiscal Policy? Evidence for Advanced Economies. (2023). Heimberger, Philipp. In: wiiw Working Papers. RePEc:wii:wpaper:230.

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2023Networks, Phillips Curves, and Monetary Policy. (2023). Rubbo, Elisa. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:4:p:1417-1455.

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2023TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022.

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2023Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57.

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2023The impact of COVID?19 on unemployment rate: An intelligent based unemployment rate prediction in selected countries of Europe. (2023). Abbas, Syed Zaheer ; Haider, Syed Jawad ; Jiang, Chong Hui ; Khan, Yousaf Ali ; Ahmad, Muneeb. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:528-543.

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2024The effect of the US dollar exchange rate on oil prices: An oil financialization perspective. (2024). Ho, Tsungwu ; Liu, Xiaoxing ; Wang, Panpan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1301-1317.

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2023Raiders of the lost high?frequency forecasts: New data and evidence on the efficiency of the Feds forecasting. (2023). Levinson, Trace J ; Chang, Andrew C. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:88-104.

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2023Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty. (2023). Clements, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:164-185.

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2023Fiscal targets. A guide to forecasters?. (2023). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:472-492.

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2023The Federal Reserves output gap: The unreliability of real?time reliability tests. (2023). Wolters, Maik ; Quast, Josefine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:1101-1111.

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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.
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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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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.
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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: 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.
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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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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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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.
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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.
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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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2019Asymmetry in unemployment rate forecast errors 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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2021Employment Reconciliation and Nowcasting In: Working Papers.
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2023Employment reconciliation and nowcasting.(2023) In: Journal of Applied Econometrics.
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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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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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paper26
1995Exchange Rates and Oil Prices In: International Finance.
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paper191
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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