19
H index
28
i10 index
2652
Citations
HEC Montréal (École des Hautes Études Commerciales) (40% share) | 19 H index 28 i10 index 2652 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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The Review of Economics and Statistics | 3 |
International Journal of Forecasting | 3 |
The North American Journal of Economics and Finance | 2 |
Journal of International Money and Finance | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper |
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 |
2025 | An Adaptive Moving Average for Macroeconomic Monitoring. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. 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 Abstract: This paper presents three different methods to estimate an apartment price index or Luxembourg and evaluates their performance by comparing volatility, proneness to revisions, coherence and out-of-sample fit. In addition to the standard hedonic and repeat sales methods, we apply a machine learning algorithm (the interpretable random forest approach) to produce a new index for Luxembourg. The three methods indicate similar trends in residential property prices. The new random forest index closely tracks the two more traditional indices, providing evidence supporting the viability of this new approach. In comparing the three methods, the random forest index is more stable and therefore provides information that is easier to interpret. However, all three methods are subject to revisions when new observations are released and these tend to be larger for the random forest than for traditional 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 | . Full description at Econpapers || Download paper |
2024 | A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Xiao, Feng ; Gao, Yijia ; He, Chaolin ; Khan, Yasir ; Tang, Liangling. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87. 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 | 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 |
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). 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 |
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 | 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 |
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 |
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). 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 |
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 | Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99. 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 |
2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Papadimitriou, Theophilos ; Gogas, Periklis ; 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 |
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 |
2024 | The Asymmetric Relationship Between Oil Price Fluctuation on Exchange Rate Variation: Empirical Evidence from Malaysia and Thailand. (2024). Subramaniam, Yogeeswari ; Mursitama, Tirta Nugraha ; 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 ; Bordo, Michael D. In: Working Papers. RePEc:pri:cepsud:320. 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 | 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 | 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 | . Full description at Econpapers || Download paper |
2024 | The 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. 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 | 7 |
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: 7 | 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: 7 | 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 | 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 | 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 | 772 |
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: 772 | 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: 772 | 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: 772 | paper | |
2003 | The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 246 |
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: 246 | 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: 246 | 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: 246 | 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 | 21 |
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: 21 | article | |
2017 | Fiscal Surprises at the FOMC In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Fiscal Surprises at the FOMC.(2019) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2017 | FISCAL SURPRISES AT THE FOMC.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 45 |
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: 45 | paper | |
2011 | Modeling data revisions: Measurement error and dynamics of true values In: Journal of Econometrics. [Full Text][Citation analysis] | article | 85 |
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 | 16 |
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 | 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 | 68 |
1995 | Regime Switching as a Test for Exchange Rate Bubbles.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | 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 | 200 |
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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