Details about Simon van Norden

Access statistics for papers by Simon van Norden.

Last updated 2009-11-13. Update your information in the RePEc Author Service.

Short-id: pva7

Working Papers

2009

1. Calibration and Resolution Diagnostics for Bank of England Density Forecasts
   CIRANO Working Papers, CIRANO
2. When You’ve Seen One Financial Crisis…
   CIRANO Working Papers, CIRANO

2008

3. The Calibration of Probabilistic Economic Forecasts
   CIRANO Working Papers, CIRANO
   Also in Departmental Working Papers, McGill University, Department of Economics

2006

4. Exchange Rates and Order Flow in the Long Run
   CIRANO Working Papers, CIRANO View citations
   See also Journal Article in Finance Research Letters (2006)
5. 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 View citations
   Also in CIRANO Working Papers, CIRANO (2003)
   Post-Print, HAL (2006) View citations
   Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2006) View citations
6. Testing for Recent Trends in US Productivity Growth
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

7. Are We There Yet? Looking for the New Economy
   Computing in Economics and Finance 2005, Society for Computational Economics
8. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations
   CIRANO Working Papers, CIRANO (2003) View citations
   See also Journal Article in Journal of Money, Credit and Banking (2005)

2004

9. 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
10. The reliability of Canadian output gap estimates
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations
    See also Journal Article in The North American Journal of Economics and Finance (2005)

2002

11. Filtering for Current Analysis
    Working Papers, Bank of Canada View citations
12. La fiabilité des estimations de l'écart de production au Canada
    Working Papers, Bank of Canada View citations

2001

13. The Reliability of Inflation Forecasts Based on Output Gaps in Real Time
    Computing in Economics and Finance 2001, Society for Computational Economics View citations
14. The Unreliability of Output Gap Estimates in Real Time
    CIRANO Working Papers, CIRANO View citations
    Also in Macroeconomics, EconWPA (1999) View citations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations
    See also Journal Article in The Review of Economics and Statistics (2002)

1997

15. Fads or Bubbles?
    Working Papers, Bank of Canada View citations
    Also in Econometrics, EconWPA (1995)
    See also Journal Article in Empirical Economics (2002)
16. Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
    Technical Reports, Bank of Canada View citations
17. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
    Working Papers, Bank of Canada View citations

1996

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

1995

24. Analytical Derivatives for Markov Switching Models
    GE, Growth, Math methods, EconWPA View citations
    Also in Working Papers, Bank of Canada View citations
    See also Journal Article in Computational Economics (1997)
25. Exchange Rates and Oil Prices
    International Finance, EconWPA View citations
26. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate
    International Finance, EconWPA View citations
    See also Journal Article in Journal of International Money and Finance (1998)
27. Regime Switching as a Test for Exchange Rate Bubbles
    Econometrics, EconWPA
    See also Journal Article in Journal of Applied Econometrics (1996)
28. Regime Switching in Stock Market Returns
    Econometrics, EconWPA View citations
    See also Journal Article in Applied Financial Economics (1997)
29. Unit Root Tests and the Burden of Proof
    Econometrics, EconWPA View citations
30. Why Is It So Hard to Measure the Current Output Gap?
    Macroeconomics, EconWPA View citations

Journal Articles

2006

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

2005

2. 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
   See also Working Paper (2005)
3. The reliability of Canadian output-gap estimates
   The North American Journal of Economics and Finance, 2005, 16, (3), 373-393 View citations
   See also Working Paper (2004)

2002

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

1998

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

1997

8. Analytical Derivatives for Markov Switching Models
   Computational Economics, 1997, 10, (2), 187-94
   See also Working Paper (1995)
9. Regime Switching in Stock Market Returns
   Applied Financial Economics, 1997, 7, (2), 177-91 View citations
   See also Working Paper (1995)

1996

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

1995

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

1993

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

Software Items

2000

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

1996

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

1995

3. GAUSS code for the Hodrick-Prescott filter
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. ROLLREG: RATS module to perform rolling and moving-window regressions
   Statistical Software Components, Boston College Department of Economics