19
H index
27
i10 index
2624
Citations
HEC Montréal (École des Hautes Études Commerciales) (40% share) | 19 H index 27 i10 index 2624 Citations RESEARCH PRODUCTION: 27 Articles 62 Papers RESEARCH ACTIVITY: 30 years (1993 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pva7 |
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 |
---|---|
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 | |
---|---|---|
2023 | ?????? ???????????? ????????? ????? ? ???????? ?????????? // Assessment of equilibrium exchange rate in commodity based economies. (2017). Мекенбаева Камила // Mekenbayeva, ; Муканов Нурбулат // Mukanov Nurbolat, . In: Working Papers. RePEc:aob:wpaper:3. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). 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. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper | |
2023 | Explaining 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. Full description at Econpapers || Download paper | |
2023 | Exploring 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. Full description at Econpapers || Download paper | |
2023 | Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. (2023). Lu, Chung I. In: Papers. RePEc:arx:papers:2307.07694. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Commodity prices and the US Dollar. (2023). Rees, Daniel. In: BIS Working Papers. RePEc:bis:biswps:1083. Full description at Econpapers || Download paper | |
2023 | Towards 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. Full description at Econpapers || Download paper | |
2023 | Inflation 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. Full description at Econpapers || Download paper | |
2023 | Present Value Model, Bubbles and Returns Predictability: Sectorâ€Level Evidence. (2010). McMillan, David G. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:37:y:2010:i:5-6:p:668-686. Full description at Econpapers || Download paper | |
2023 | Diagnosing 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Norges 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. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766. Full description at Econpapers || Download paper | |
2023 | Estimation 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2024 | Dynamic hysteresis effects. (2024). Mendieta-Muñoz, Ivan ; Mendieta-Muoz, Ivan ; Li, Mengheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000629. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Estimated 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. 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 | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Nowcasting 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. Full description at Econpapers || Download paper | |
2023 | Uniform 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. 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 | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Estimating 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. 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 | |
2023 | Oil 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. Full description at Econpapers || Download paper | |
2023 | Early 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. 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 | |
2023 | Time-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. 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). Cuestas, Juan ; Ordoez, Javier ; Monfort, Mercedes. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012126. Full description at Econpapers || Download paper | |
2023 | Nonlinear 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Predictability 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. Full description at Econpapers || Download paper | |
2023 | Empirically-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. Full description at Econpapers || Download paper | |
2023 | Evaluating 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. Full description at Econpapers || Download paper | |
2023 | Historical 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | This 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. Full description at Econpapers || Download paper | |
2023 | Government 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. Full description at Econpapers || Download paper | |
2023 | Cross-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. Full description at Econpapers || Download paper | |
2023 | Supply 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. Full description at Econpapers || Download paper | |
2023 | Hidden 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Quantile 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. Full description at Econpapers || Download paper | |
2023 | How 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. 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 | Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Pan, Dongtao ; Ma, Yong ; Hao, Xinlei. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082. Full description at Econpapers || Download paper | |
2023 | Oil 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. Full description at Econpapers || Download paper | |
2024 | Dynamics 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. Full description at Econpapers || Download paper | |
2023 | Frequency 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. 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 | |
2023 | Detecting 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. Full description at Econpapers || Download paper | |
2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. 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, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
2023 | Authorities’ 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Government debt forecast errors and the net expenditure rule in EU countries. (2023). McGowan, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp756. 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 | |
2023 | The Discrepancy Between Expenditure- and Income-Side Estimates of US Output. (2023). Lunsford, Kurt. In: Economic Commentary. RePEc:fip:fedcec:95479. Full description at Econpapers || Download paper | |
2023 | Supply or Demand? Policy Makers Confusion in the Presence of Hysteresis. (2023). Singh, Sanjay R ; Fatas, Antonio. In: Working Paper Series. RePEc:fip:fedfwp:96580. Full description at Econpapers || Download paper | |
2023 | Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter. (2023). Sharafutdinov, Artur R. In: Russian Economic Development. RePEc:gai:recdev:r2327. Full description at Econpapers || Download paper | |
2023 | ?????? ??????? ? ?????????? ?????????: ?????? ?? ?????? ???????????? ??????? ???. (2023). Sharafutdinov, Artur R. In: Russian Economic Development (in Russian). RePEc:gai:ruserr:r2327. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Dependence 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. Full description at Econpapers || Download paper | |
2023 | Globalization 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. Full description at Econpapers || Download paper | |
2023 | One Hundred Inflation Shocks: Seven Stylized Facts. (2023). Zhao, Wei ; Ratnovski, Lev ; Mylonas, Victor ; Mulas-Granados, Carlos ; Ari, Anil. In: IMF Working Papers. RePEc:imf:imfwpa:2023/190. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Drivers 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. Full description at Econpapers || Download paper | |
2023 | Leaning against housing booms fueled by credit. (2023). Martnez, Carlos Caizares. In: Working Papers. RePEc:mib:wpaper:513. Full description at Econpapers || Download paper | |
2023 | Credit-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. Full description at Econpapers || Download paper | |
2023 | Estimating 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. 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 | |
2023 | theinherentuncertaintiesinoutputgapestimationasouthafricanperspective. (2023). Vermeulen, Cobus. In: Working Papers. RePEc:rbz:wpaper:11051. Full description at Econpapers || Download paper | |
2023 | Indeterminacy and Imperfect Information. (). Mertens, Elmar ; Matthes, Christian ; Lubik, Thomas. In: Review of Economic Dynamics. RePEc:red:issued:20-377. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Can GDP measurement be further improved? Data revision and reconciliation In: Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | 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: 8 | 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 | 134 |
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 | 6 |
1997 | Analytical Derivatives for Markov Switching Models..(1997) In: Computational Economics. [Full Text][Citation analysis] This paper has nother 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 nother 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 | 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 | 13 |
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: 13 | 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 | 28 |
2012 | Are Underwriting Cycles Real and Forecastable? In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 11 |
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 YOUâVE SEEN ONE FINANCIAL CRISIS⦠In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | When Youve Seen One Financial Crisisâ¦.(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 FINANCIÃRE⦠In: CIRANO Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Estimates of Québecâs 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 | 765 |
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: 765 | 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: 765 | 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: 765 | paper | |
2003 | The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 247 |
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: 247 | 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: 247 | 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: 247 | 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 | 19 |
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: 19 | article | |
2017 | Fiscal Surprises at the FOMC In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 | 9 |
2005 | The reliability of Canadian output-gap estimates In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 44 |
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: 44 | paper | |
2011 | Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics. [Full Text][Citation analysis] | article | 91 |
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 | 13 |
1995 | Terms of trade and real exchange rates: the Canadian evidence In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 113 |
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 | 347 |
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: 347 | 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 | 2 |
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: 2 | 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: 2 | 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 | 0 |
2023 | Employment reconciliation and nowcasting.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1996 | Regime Switching as a Test for Exchange Rate Bubbles. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 67 |
1995 | Regime Switching as a Test for Exchange Rate Bubbles.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | 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 | 150 |
1995 | Regime Switching in Stock Market Returns.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 150 | 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 | 50 |
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 | 197 |
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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team