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Details about Simon van Norden

E-mail:
Homepage:http://svannorden.org
Postal address:Departement de la finance HEC Montreal 3000 Chemin de la Cote Sainte Catherine Montreal, QC CANADA H3T 2A7
Workplace:HEC Montréal (École des Hautes Études Commerciales) (HEC Montreal Business School), (more information at EDIRC)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (Center for Interuniversity Research and Analysis on Organizations), (more information at EDIRC)

Access statistics for papers by Simon van Norden.

Last updated 2017-03-09. Update your information in the RePEc Author Service.

Short-id: pva7


Jump to Journal Articles Software Items

Working Papers

2016

  1. Fiscal Forecasts at the FOMC: Evidence from the Greenbooks
    CIRANO Working Papers, CIRANO Downloads

2014

  1. Fiscal policy: ex ante and ex post
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)

2013

  1. Modeling Multivariate Data Revisions
    CIRANO Working Papers, CIRANO Downloads View citations (3)
  2. Trend-Cycle Decomposition: Implications from an Exact Structural Identification
    CIRANO Working Papers, CIRANO Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads

2012

  1. On the correspondence between data revision and trend-cycle decomposition
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) Downloads

    See also Journal Article in Applied Economics Letters (2013)

2010

  1. Current Trends in the Analysis of Canadian Productivity Growth
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2011)
  2. Lessons From the Latest Data on U.S. Productivity
    CIRANO Working Papers, CIRANO Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) Downloads

2009

  1. Calibration and Resolution Diagnostics for Bank of England Density Forecasts
    CIRANO Working Papers, CIRANO Downloads View citations (1)
  2. When You've Seen One Financial Crisis
    CIRANO Working Papers, CIRANO Downloads

2008

  1. THE CALIBRATION OF PROBABILISTIC ECONOMIC FORECASTS
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2008) Downloads View citations (1)

2006

  1. Exchange Rates and Order Flow in the Long Run
    CIRANO Working Papers, CIRANO Downloads View citations (9)
    See also Journal Article in Finance Research Letters (2006)
  2. Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline
    Working Papers, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure Downloads View citations (2)
    Also in Post-Print, HAL (2006) Downloads View citations (2)
    CIRANO Working Papers, CIRANO (2003) Downloads View citations (1)
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2006) Downloads View citations (4)
  3. Testing for Recent Trends in US Productivity Growth
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Are We There Yet? Looking for the New Economy
    Computing in Economics and Finance 2005, Society for Computational Economics
  2. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (119)
    Also in CIRANO Working Papers, CIRANO (2003) Downloads View citations (24)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) Downloads View citations (9)

    See also Journal Article in Journal of Money, Credit and Banking (2005)

2004

  1. How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone
    Computing in Economics and Finance 2004, Society for Computational Economics
  2. The reliability of Canadian output gap estimates
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (8)
    See also Journal Article in The North American Journal of Economics and Finance (2005)

2002

  1. Filtering for Current Analysis
    Staff Working Papers, Bank of Canada Downloads View citations (6)
  2. La fiabilité des estimations de l'écart de production au Canada
    Staff Working Papers, Bank of Canada Downloads View citations (17)

2001

  1. The Reliability of Inflation Forecasts Based on Output Gaps in Real Time
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (9)
  2. The Unreliability of Output Gap Estimates in Real Time
    CIRANO Working Papers, CIRANO Downloads View citations (25)
    Also in Macroeconomics, EconWPA (1999) Downloads View citations (64)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1999) Downloads View citations (60)

    See also Journal Article in The Review of Economics and Statistics (2002)

1997

  1. Fads or Bubbles?
    Staff Working Papers, Bank of Canada Downloads View citations (12)
    Also in Econometrics, EconWPA (1995) Downloads

    See also Journal Article in Empirical Economics (2002)
  2. Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
    Technical Reports, Bank of Canada Downloads View citations (109)
  3. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
    Staff Working Papers, Bank of Canada Downloads View citations (6)

1996

  1. Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
    Staff Working Papers, Bank of Canada Downloads View citations (5)
    Also in Meeting papers, EconWPA (1996) Downloads View citations (5)
  2. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?
    Technical Reports, Bank of Canada Downloads View citations (13)
  3. Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures
    Staff Working Papers, Bank of Canada Downloads View citations (12)
    Also in Econometrics, EconWPA (1996) Downloads View citations (5)
  4. Speculative Behaviour, Regime-Switching and Stock Market Crashes
    Staff Working Papers, Bank of Canada Downloads View citations (23)
    Also in Econometrics, EconWPA (1995) Downloads View citations (1)
  5. The credibility of monetary policy: a survey of the literature with some simple applications to Caanda
    Meeting papers, EconWPA Downloads View citations (3)
  6. Unit-Root Test and Excess Returns
    Staff Working Papers, Bank of Canada Downloads View citations (3)

1995

  1. Analytical Derivatives for Markov Switching Models
    GE, Growth, Math methods, EconWPA Downloads View citations (5)
    Also in Staff Working Papers, Bank of Canada Downloads View citations (5)

    See also Journal Article in Computational Economics (1997)
  2. Exchange Rates and Oil Prices
    International Finance, EconWPA Downloads View citations (20)
  3. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate
    International Finance, EconWPA Downloads View citations (11)
    See also Journal Article in Journal of International Money and Finance (1998)
  4. Regime Switching as a Test for Exchange Rate Bubbles
    Econometrics, EconWPA Downloads View citations (4)
    See also Journal Article in Journal of Applied Econometrics (1996)
  5. Regime Switching in Stock Market Returns
    Econometrics, EconWPA Downloads View citations (11)
    See also Journal Article in Applied Financial Economics (1997)
  6. Unit Root Tests and the Burden of Proof
    Econometrics, EconWPA Downloads View citations (22)
  7. Why Is It So Hard to Measure the Current Output Gap?
    Macroeconomics, EconWPA Downloads View citations (20)

Journal Articles

2016

  1. Why are initial estimates of productivity growth so unreliable?
    Journal of Macroeconomics, 2016, 47, (PB), 200-213 Downloads

2015

  1. TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP
    Macroeconomic Dynamics, 2015, 19, (04), 776-790 Downloads

2013

  1. On the correspondence between data revision and trend-cycle decomposition
    Applied Economics Letters, 2013, 20, (4), 316-319 Downloads
    See also Working Paper (2012)

2012

  1. Are Underwriting Cycles Real and Forecastable?
    Journal of Risk & Insurance, 2012, 79, (4), 995-1015 Downloads
  2. Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts
    Journal of the Royal Statistical Society Series A, 2012, 175, (3), 713-727 Downloads View citations (10)

2011

  1. Current trends in the analysis of Canadian productivity growth
    The North American Journal of Economics and Finance, 2011, 22, (1), 5-25 Downloads View citations (2)
    See also Working Paper (2010)
  2. Kernel-based calibration diagnostics for recession and inflation probability forecasts
    International Journal of Forecasting, 2011, 27, (4), 1041-1057 Downloads View citations (11)
  3. Modeling data revisions: Measurement error and dynamics of "true" values
    Journal of Econometrics, 2011, 161, (2), 101-109 Downloads View citations (49)

2006

  1. Exchange rates and order flow in the long run
    Finance Research Letters, 2006, 3, (4), 235-243 Downloads View citations (9)
    See also Working Paper (2006)

2005

  1. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
    Journal of Money, Credit and Banking, 2005, 37, (3), 583-601 View citations (101)
    See also Working Paper (2005)
  2. The reliability of Canadian output-gap estimates
    The North American Journal of Economics and Finance, 2005, 16, (3), 373-393 Downloads View citations (18)
    See also Working Paper (2004)

2004

  1. Filtres pour l’analyse courante
    L'Actualité Economique, 2004, 80, (2), 523-546 Downloads

2002

  1. Fads or bubbles?
    Empirical Economics, 2002, 27, (2), 335-362 Downloads View citations (16)
    See also Working Paper (1997)
  2. The Unreliability of Output-Gap Estimates in Real Time
    The Review of Economics and Statistics, 2002, 84, (4), 569-583 Downloads View citations (394)
    See also Working Paper (2001)

1998

  1. Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (1), 1-24 Downloads View citations (30)
  2. Oil prices and the rise and fall of the US real exchange rate
    Journal of International Money and Finance, 1998, 17, (2), 299-316 Downloads View citations (130)
    See also Working Paper (1995)

1997

  1. Analytical Derivatives for Markov Switching Models
    Computational Economics, 1997, 10, (2), 187-94 Downloads View citations (2)
    See also Working Paper (1995)
  2. Regime switching in stock market returns
    Applied Financial Economics, 1997, 7, (2), 177-191 Downloads View citations (78)
    See also Working Paper (1995)

1996

  1. Regime Switching as a Test for Exchange Rate Bubbles
    Journal of Applied Econometrics, 1996, 11, (3), 219-51 Downloads View citations (44)
    See also Working Paper (1995)

1995

  1. Exchange rate fundamentals and the Canadian dollar
    Bank of Canada Review, 1995, 1995, (Spring), 17-33 Downloads View citations (2)
  2. Terms of trade and real exchange rates: the Canadian evidence
    Journal of International Money and Finance, 1995, 14, (1), 83-104 Downloads View citations (75)

1993

  1. The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange
    The Review of Economics and Statistics, 1993, 75, (3), 505-10 Downloads View citations (35)

Software Items

2000

  1. RESDIAG: RATS module to perform residual diagnostics
    Statistical Software Components, Boston College Department of Economics Downloads

1996

  1. A program to compute long-run covariance matrices
    Rats codes Downloads

1995

  1. GAUSS code for the Hodrick-Prescott filter
    QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles Downloads
  2. ROLLREG: RATS module to perform rolling and moving-window regressions
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-03-29