19
H index
28
i10 index
2679
Citations
HEC Montréal (École des Hautes Études Commerciales) (40% share) | 19 H index 28 i10 index 2679 Citations RESEARCH PRODUCTION: 27 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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International Journal of Forecasting | 3 |
The Review of Economics and Statistics | 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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2024 | Getting Monetary Policy Right: What Should the Federal Reserve Have Learned from Its Pandemic Response?. (2024). Hetzel, Robert. In: Annals of Computational Economics. RePEc:ajw:journl:12663. Full description at Econpapers || Download paper |
2024 | What the Fed Needs to Do to Control Inflation and Stabilize the Economy. (2024). Hetzel, Robert. In: Annals of Computational Economics. RePEc:ajw:journl:12774. Full description at Econpapers || Download paper |
2024 | A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
2024 | Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper |
2024 | A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2024). Larr, Omar ; Su, Fernando ; Ram, Domingo ; Cifuentes, Arturo. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper |
2025 | An Adaptive Moving Average for Macroeconomic Monitoring. (2025). Goulet Coulombe, Philippe ; Klieber, Karin. In: Papers. RePEc:arx:papers:2501.13222. Full description at Econpapers || Download paper |
2025 | Using machine learning to aggregate apartment prices: Comparing the performance of different Luxembourg indices. (2025). Kremer, David ; Kaempff, Bob. In: BCL working papers. RePEc:bcl:bclwop:bclwp194. Full description at Econpapers || Download paper |
2024 | Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364. Full description at Econpapers || Download paper |
2024 | Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations. (2024). Jacobs, Jan ; Osborn, Denise R ; Tian, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:5:p:1260-1289. Full description at Econpapers || Download paper |
2024 | A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87. Full description at Econpapers || Download paper |
2024 | Money in the Search for a Nominal Anchor. (2024). Ireland, Peter. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1078. Full description at Econpapers || Download paper |
2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
2024 | Volatility Transmission between Oil Price and Exchange Rate. (2024). ben Nasr, Salah ; Hamida, Arafet. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-39. Full description at Econpapers || Download paper |
2024 | Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Muoz, Ivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629. Full description at Econpapers || Download paper |
2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper |
2024 | The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Abedin, Mohammad Zoynul ; Bouteska, Ahmed ; Ghouli, Jihene ; Sharif, Taimur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41. Full description at Econpapers || Download paper |
2024 | Characterizing the schooling cycle. (2024). Sadaba, Barbara ; MAIER, SOFIA ; Vuji, Sunica. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000051. Full description at Econpapers || Download paper |
2024 | Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871. Full description at Econpapers || Download paper |
2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper |
2024 | The efficiency of the Japanese government’s revenue projections. (2024). Yamamoto, Yohei ; Arai, Natsuki ; Iizuka, Nobuo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005196. Full description at Econpapers || Download paper |
2024 | Markov-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. Full description at Econpapers || Download paper |
2024 | Supply 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. Full description at Econpapers || Download paper |
2024 | Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624. Full description at Econpapers || Download paper |
2024 | Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective. (2024). Sheenan, Lisa ; Klein, Tony ; Schweers, Koen. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005474. Full description at Econpapers || Download paper |
2024 | Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515. Full description at Econpapers || Download paper |
2024 | Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x. Full description at Econpapers || Download paper |
2024 | Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU. (2024). Ordóñez, Javier ; Cuestas, Juan ; Monfort, Mercedes ; Ordoez, Javier. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012126. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668. Full description at Econpapers || Download paper |
2024 | Price exuberance episodes in private real estate. (2024). Urga, Giovanni ; Tsolacos, Sotiris ; Cincinelli, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000858. Full description at Econpapers || Download paper |
2024 | Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751. Full description at Econpapers || Download paper |
2024 | Assessing 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. Full description at Econpapers || Download paper |
2024 | Crude oil price hikes and exchange rate volatility: A lesson from the Bangladesh economy. (2024). Nandi, Mohitosh Kumar ; Kabir, Md Humayun. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002253. Full description at Econpapers || Download paper |
2024 | A diffusion index analysis of the Argentinean business economic cycle based on the “Survey of Business Economic Perspectives”. (2024). Elosegui, Pedro ; Gonzalez, Mirta ; Sangiacomo, Maximo ; Perez, Maria Cecilia. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000297. Full description at Econpapers || Download paper |
2024 | Estimating the output gap in times of COVID-19. (2024). Fornero, Jorge ; Durand, Luigi. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000115. Full description at Econpapers || Download paper |
2024 | Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Ma, Yong ; Hao, Xinlei ; Pan, Dongtao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082. Full description at Econpapers || Download paper |
2024 | Dynamics of market states and risk assessment. (2024). Seligman, Thomas H ; Sadhukhan, Suchetana ; Majari, Parisa ; Pharasi, Hirdesh K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009512. Full description at Econpapers || Download paper |
2024 | Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103. Full description at Econpapers || Download paper |
2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Li, Xiao ; Wu, Ruoxi ; Wang, Chen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291. Full description at Econpapers || Download paper |
2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper |
2024 | Excess capacity and hysteresis in EU Countries. A structural approach. (2024). Bassi, Federico. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:116-134. Full description at Econpapers || Download paper |
2024 | Assessing expectations of European house prices. (2024). McQuinn, Kieran ; Verma, Akhilesh Kumar. In: Papers. RePEc:esr:wpaper:wp783. Full description at Econpapers || Download paper |
2024 | Drivers of Post-pandemic Currency Movement: Recurring impacts of sovereign risks and oil prices. (2024). Yuki, Sato. In: Discussion papers. RePEc:eti:dpaper:24054. Full description at Econpapers || Download paper |
2024 | Monetary Policy Strategies to Foster Price Stability and a Strong Labor Market. (2024). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-33. Full description at Econpapers || Download paper |
2024 | Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Barigozzi, Matteo ; Lissona, Claudio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99. Full description at Econpapers || Download paper |
2025 | Monetary Policy Strategy and the Anchoring of Long-Run Inflation Expectations. (2025). Kiley, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-27. Full description at Econpapers || Download paper |
2024 | Does Crude Oil Production Respond Differently to Oil Supply and Demand Shocks? Evidence from Alaska. (2024). Baek, Jungho. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:5-74:d:1336889. Full description at Econpapers || Download paper |
2025 | Directions of Price Transmission on the Diesel Oil Market in Poland. (2025). Przekota, Grzegorz ; Szczepaska-Przekota, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:1:p:139-:d:1558348. Full description at Econpapers || Download paper |
2024 | Equity Market Pricing and Central Bank Interventions: A Panel Data Approach. (2024). Rincon, Carlos. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:440-:d:1489531. Full description at Econpapers || Download paper |
2024 | Assessing the Impact of Federal Reserve Policies on Equity Market Valuations: An Instrumental Variables Approach. (2024). Rincon, Carlos ; Vukovic, Darko B. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:442-:d:1489935. Full description at Econpapers || Download paper |
2024 | Enhancing Model Selection by Obtaining Optimal Tuning Parameters in Elastic-Net Quantile Regression, Application to Crude Oil Prices. (2024). Sek, Siok Kun ; Ismail, Mohd Tahir ; Ari, Kivan Halil ; Ayyoub, Heba N ; Manzi, Giancarlo ; Al-Jawarneh, Abdullah S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:323-:d:1443634. Full description at Econpapers || Download paper |
2024 | The impact of climate, socio-political and COVID-19 shocks on Tunisias potential growth. (2024). Dridi, Kamel. In: IHEID Working Papers. RePEc:gii:giihei:heidwp21-2024. Full description at Econpapers || Download paper |
2025 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1. Full description at Econpapers || Download paper |
2024 | Oil price and real sector in oil-importing countries: an asymmetric analysis of sub-Saharan Africa. (2024). Akinlo, Taiwo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09582-4. Full description at Econpapers || Download paper |
2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w. Full description at Econpapers || Download paper |
2024 | Oil prices and the euro exchange rate. (2024). Michail, Nektarios ; Louka, Kyriaki G. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:4:d:10.1007_s10368-024-00622-y. Full description at Econpapers || Download paper |
2025 | How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada. (2025). Lai, Van Son ; Guidara, Alaa ; Zhao, Yang ; Yu, Min-Teh. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01314-z. Full description at Econpapers || Download paper |
2025 | Tradeoffs over Rate Cycles: Activity, Inflation, and the Price Level. (2025). Forbes, Kristin ; Kose, Ayhan M ; Ha, Jongrim. In: NBER Chapters. RePEc:nbr:nberch:15144. Full description at Econpapers || Download paper |
2024 | The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Mursitama, Tirta ; Subramaniam, Yogeeswari ; Loganathan, Nanthakumar ; Abu, Mohd Jaffri. In: Economic Alternatives. RePEc:nwe:eajour:y:2024:i:4:p:810-828. Full description at Econpapers || Download paper |
2024 | The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates Since 1950. (2024). Siklos, Pierre L ; Bordo, Michael D. In: Comparative Economic Studies. RePEc:pal:compes:v:66:y:2024:i:3:d:10.1057_s41294-024-00232-2. Full description at Econpapers || Download paper |
2024 | Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: MPRA Paper. RePEc:pra:mprapa:121791. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Convergence Hypothesis and Economic Growth in ECO Countries: An Insight from MM-QR Approach. (2024). Sultan, Sana ; Sheikh, Muhammad Ramzan ; Mushtaq, Iram ; Abbas, Asad. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:89-104. Full description at Econpapers || Download paper |
2024 | Developments in risk and insurance economics: The past 50 years. (2024). Dionne, Georges ; Louberge, Henri. In: Working Papers. RePEc:ris:crcrmw:2024_001. Full description at Econpapers || Download paper |
2024 | Beggaring Thy Co-Worker: Labor Market Dualization and the Wage Growth Slowdown in Europe. (2024). Lehner, Lukas ; Riedl, Aleksandra ; Ramskogler, Paul. In: ILR Review. RePEc:sae:ilrrev:v:77:y:2024:i:5:p:659-684. Full description at Econpapers || Download paper |
2024 | Nonlinear responses of crude oil prices to the US dollar exchange rates: the role of inventories. (2024). Hu, Zhepeng ; Yan, Lei. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02502-x. Full description at Econpapers || Download paper |
2024 | Estimation of the TFP Gap for the Largest Five EMU Countries. (2024). Carstensen, Kai ; Kiessner, Felix ; Rossian, Thies. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00092-w. Full description at Econpapers || Download paper |
2024 | Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions. (2024). Jönsson, Kristian ; Jnsson, Kristian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00096-6. Full description at Econpapers || Download paper |
2024 | Assessing the Potential Output for Switzerland: Determinants, Trends and Drivers. (2024). Glocker, Christian ; Wegmller, Philipp ; Kaniovski, Serguei ; Fischer, Sarah. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00100-z. Full description at Econpapers || Download paper |
2024 | Output Gaps: Editor’s Introduction. (2024). Norden, Simon. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00101-y. Full description at Econpapers || Download paper |
2024 | Measuring Swiss Employment Growth: A Measurement-Error Approach. (2024). Stucki, Yannic. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00104-9. Full description at Econpapers || Download paper |
2024 | Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1. Full description at Econpapers || Download paper |
2024 | Trade shocks and real effective exchange rates dynamics in Nigeria. (2024). Oyewole, Oluwatomisin J ; Ibidun, Damilola M ; Saleh, Mamdouh Abdulaziz. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00240-7. Full description at Econpapers || Download paper |
2025 | A robust method to date recessions and compute output gaps: the Portuguese case. (2025). Fernandes, Pedro Afonso ; Assunao, Joao B. In: Portuguese Economic Journal. RePEc:spr:portec:v:24:y:2025:i:1:d:10.1007_s10258-024-00259-4. Full description at Econpapers || Download paper |
2024 | Do Exchange Rates Respond Asymmetrically to Crude Oil Market Shocks? Insights from BRICS and Pakistan. (2024). Amir, Javed ; Maria, Tahira ; Zainab, Jehan ; Abdul, Rashid. In: Zagreb International Review of Economics and Business. RePEc:vrs:zirebs:v:27:y:2024:i:1:p:31-62:n:1002. Full description at Econpapers || Download paper |
2024 | Rate Cycles. (2024). Kose, Ayhan ; Ha, Jongrim ; Forbes, Kristin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10876. Full description at Econpapers || Download paper |
2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
2024 | Incorporating judgment in forecasting models in times of crisis. (2024). Franses, Philip Hans. In: Futures & Foresight Science. RePEc:wly:fufsci:v:6:y:2024:i:4:n:e193. Full description at Econpapers || Download paper |
2024 | Does Renminbi internationalization matter for petroleum security in China? Evidence from a disaggregate analysis. (2024). Gummi, Umar Muhammad ; Wang, Junping ; Chen, Ding. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:961-974. Full description at Econpapers || Download paper |
2024 | The effect of the US dollar exchange rate on oil prices: An oil financialization perspective. (2024). Li, Yishi ; Liu, Xiaoxing ; Ho, Tsungwu ; Wang, Panpan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1301-1317. Full description at Econpapers || Download paper |
2024 | The stability and economic relevance of output gap estimates. (2024). Stella, Andrea ; Berge, Travis J ; Barbarino, Alessandro. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:6:p:1065-1081. Full description at Econpapers || Download paper |
2025 | Time‐Varying US Government Spending Anticipation in Real Time. (2025). Goemans, Pascal ; Krusebecher, Robinson. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:867-880. Full description at Econpapers || Download paper |
2024 | Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions. (2024). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127. Full description at Econpapers || Download paper |
2025 | How Well Does Uncertainty Forecast Economic Activity?. (2025). Xu, Jiawen ; Rogers, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:2-3:p:645-662. Full description at Econpapers || Download paper |
2025 | Milton Friedman and nominal income targeting. (2025). Horan, Patrick. In: Southern Economic Journal. RePEc:wly:soecon:v:91:y:2025:i:3:p:988-1011. Full description at Econpapers || Download paper |
2025 | Monetarism and Monetary Policy. (2025). Hetzel, Robert L. In: Southern Economic Journal. RePEc:wly:soecon:v:91:y:2025:i:4:p:1347-1371. Full description at Econpapers || Download paper |
2025 | The case for nominal GDP level targeting. (2025). Hendrickson, Joshua. In: Southern Economic Journal. RePEc:wly:soecon:v:91:y:2025:i:4:p:1404-1419. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Can GDP measurement be further improved? Data revision and reconciliation In: Papers. [Full Text][Citation analysis] | paper | 9 |
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 nother version. Agregated cites: 9 | paper | |
2022 | Can GDP Measurement Be Further Improved? Data Revision and Reconciliation.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
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 | 135 |
2002 | La fiabilité des estimations de lécart de production au Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
2002 | Filtering for Current Analysis In: Staff Working Papers. [Full Text][Citation analysis] | paper | 9 |
1995 | Analytical Derivatives for Markov Switching Models In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
1997 | Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
1995 | Analytical Derivatives for Markov Switching Models.(1995) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 11 |
1996 | Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?.(1996) In: Meeting papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
1996 | Speculative Behaviour, Regime-Switching and Stock Market Crashes. In: Staff Working Papers. [Full Text][Citation analysis] | paper | 25 |
1995 | Speculative Behaviour, Regime-Switching, and Stock Market Crashes.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1996 | Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures. In: Staff Working Papers. [Full Text][Citation analysis] | paper | 14 |
1996 | Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures.(1996) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 | 7 |
1997 | Fads or Bubbles? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 39 |
2002 | Fads or bubbles?.(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
1995 | Fads or Bubbles?.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
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 | 24 |
2012 | Are Underwriting Cycles Real and Forecastable? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 13 |
1998 | Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 51 |
2009 | WHEN YOU’VE SEEN ONE FINANCIAL CRISIS… In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | When Youve Seen One Financial Crisis….(2009) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | QUAND ON A VU UNE CRISE FINANCIÈRE… In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Estimates of Québec’s Growth Uncertainty In: CIRANO Project Reports. [Full Text][Citation analysis] | paper | 0 |
2001 | The Unreliability of Output Gap Estimates in Real Time In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 785 |
1999 | The reliability of output gap estimates in real time.(1999) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 785 | 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 nother version. Agregated cites: 785 | article | |
1999 | The Reliability of Output Gap Estimates in Real Time.(1999) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 785 | paper | |
2003 | The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 249 |
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 nother version. Agregated cites: 249 | 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 nother version. Agregated cites: 249 | 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 nother version. Agregated cites: 249 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 22 |
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 nother version. Agregated cites: 22 | article | |
2017 | Fiscal Surprises at the FOMC In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2017 | FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 10 |
2005 | The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 46 |
2004 | The reliability of Canadian output gap estimates.(2004) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2011 | Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics. [Full Text][Citation analysis] | article | 86 |
2011 | Kernel-based calibration diagnostics for recession and inflation probability forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
2019 | Asymmetry in unemployment rate forecast errors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
1995 | Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 115 |
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 | 357 |
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 nother version. Agregated cites: 357 | paper | |
2016 | Why are initial estimates of productivity growth so unreliable? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 7 |
2012 | On the correspondence between data revision and trend-cycle decomposition In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | On the correspondence between data revision and trend-cycle decomposition.(2013) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2012 | On the correspondence between data revision and trend-cycle decomposition.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2014 | Fiscal policy: ex ante and ex post In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Employment Reconciliation and Nowcasting In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Employment reconciliation and nowcasting.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1996 | Regime Switching as a Test for Exchange Rate Bubbles. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 69 |
1995 | Regime Switching as a Test for Exchange Rate Bubbles.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2004 | Filtres pour l’analyse courante In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
2001 | The Reliability of Inflation Forecasts Based on Output Gaps in Real Time In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 20 |
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 | 152 |
1995 | Regime Switching in Stock Market Returns.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 152 | 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 | 52 |
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 | 201 |
1995 | Why Is It So Hard to Measure the Current Output Gap? In: Macroeconomics. [Full Text][Citation analysis] | paper | 29 |
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 | 5 |
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