Details about Simon van Norden

Access statistics for papers by Simon van Norden.

Last updated 2013-03-10. Update your information in the RePEc Author Service.

Short-id: pva7

Working Papers

2012

1. On the correspondence between data revision and trend-cycle decomposition
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article in Applied Economics Letters (2013)

2010

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

2009

4. Calibration and Resolution Diagnostics for Bank of England Density Forecasts
   CIRANO Working Papers, CIRANO View citations (1)
5. When You’ve Seen One Financial Crisis…
   CIRANO Working Papers, CIRANO

2008

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

2006

7. Exchange Rates and Order Flow in the Long Run
   CIRANO Working Papers, CIRANO View citations (4)
   See also Journal Article in Finance Research Letters (2006)
8. 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 (2)
   Also in Post-Print, HAL (2006) View citations (2)
   CIRANO Working Papers, CIRANO (2003) View citations (3)
   Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2006) View citations (4)
9. Testing for Recent Trends in US Productivity Growth
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

10. Are We There Yet? Looking for the New Economy
    Computing in Economics and Finance 2005, Society for Computational Economics
11. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (71)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (6)
    CIRANO Working Papers, CIRANO (2003) View citations (21)
    See also Journal Article in Journal of Money, Credit and Banking (2005)

2004

12. 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
13. The reliability of Canadian output gap estimates
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre View citations (8)
    See also Journal Article in The North American Journal of Economics and Finance (2005)

2002

14. Filtering for Current Analysis
    Working Papers, Bank of Canada View citations (6)
15. La fiabilité des estimations de l'écart de production au Canada
    Working Papers, Bank of Canada View citations (16)

2001

16. The Reliability of Inflation Forecasts Based on Output Gaps in Real Time
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (11)
17. The Unreliability of Output Gap Estimates in Real Time
    CIRANO Working Papers, CIRANO View citations (26)
    Also in Macroeconomics, EconWPA (1999) View citations (56)
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (51)
    See also Journal Article in The Review of Economics and Statistics (2002)

1997

18. Fads or Bubbles?
    Working Papers, Bank of Canada View citations (10)
    Also in Econometrics, EconWPA (1995)
    See also Journal Article in Empirical Economics (2002)
19. Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
    Technical Reports, Bank of Canada View citations (73)
20. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
    Working Papers, Bank of Canada View citations (5)

1996

21. Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
    Working Papers, Bank of Canada View citations (5)
    Also in Meeting papers, EconWPA (1996) View citations (5)
22. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?
    Technical Reports, Bank of Canada View citations (12)
23. Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures
    Working Papers, Bank of Canada View citations (11)
    Also in Econometrics, EconWPA (1996) View citations (5)
24. Speculative Behaviour, Regime-Switching and Stock Market Crashes
    Working Papers, Bank of Canada View citations (22)
    Also in Econometrics, EconWPA (1995) View citations (1)
25. The credibility of monetary policy: a survey of the literature with some simple applications to Caanda
    Meeting papers, EconWPA View citations (4)
26. Unit-Root Test and Excess Returns
    Working Papers, Bank of Canada View citations (2)

1995

27. Analytical Derivatives for Markov Switching Models
    GE, Growth, Math methods, EconWPA View citations (5)
    Also in Working Papers, Bank of Canada View citations (5)
    See also Journal Article in Computational Economics (1997)
28. Exchange Rates and Oil Prices
    International Finance, EconWPA View citations (21)
29. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate
    International Finance, EconWPA View citations (11)
    See also Journal Article in Journal of International Money and Finance (1998)
30. Regime Switching as a Test for Exchange Rate Bubbles
    Econometrics, EconWPA View citations (4)
    See also Journal Article in Journal of Applied Econometrics (1996)
31. Regime Switching in Stock Market Returns
    Econometrics, EconWPA View citations (9)
    See also Journal Article in Applied Financial Economics (1997)
32. Unit Root Tests and the Burden of Proof
    Econometrics, EconWPA View citations (20)
33. Why Is It So Hard to Measure the Current Output Gap?
    Macroeconomics, EconWPA View citations (15)

Journal Articles

2013

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

2012

2. Are Underwriting Cycles Real and Forecastable?
   Journal of Risk & Insurance, 2012, 79, (4), 995-1015
3. 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

2011

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

2006

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

2005

8. 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 (56)
   See also Working Paper (2005)
9. The reliability of Canadian output-gap estimates
   The North American Journal of Economics and Finance, 2005, 16, (3), 373-393 View citations (7)
   See also Working Paper (2004)

2004

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

2002

11. Fads or bubbles?
    Empirical Economics, 2002, 27, (2), 335-362 View citations (5)
    See also Working Paper (1997)
12. The Unreliability of Output-Gap Estimates in Real Time
    The Review of Economics and Statistics, 2002, 84, (4), 569-583 View citations (214)
    See also Working Paper (2001)

1998

13. Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (1), 1 View citations (18)
14. 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 (37)
    See also Working Paper (1995)

1997

15. Analytical Derivatives for Markov Switching Models
    Computational Economics, 1997, 10, (2), 187-94 View citations (1)
    See also Working Paper (1995)
16. Regime switching in stock market returns
    Applied Financial Economics, 1997, 7, (2), 177-191 View citations (40)
    See also Working Paper (1995)

1996

17. Regime Switching as a Test for Exchange Rate Bubbles
    Journal of Applied Econometrics, 1996, 11, (3), 219-51 View citations (18)
    See also Working Paper (1995)

1995

18. Exchange rate fundamentals and the Canadian dollar
    Bank of Canada Review, 1995, 1995, (Spring), 17-33 View citations (2)
19. Terms of trade and real exchange rates: the Canadian evidence
    Journal of International Money and Finance, 1995, 14, (1), 83-104 View citations (39)

1993

20. 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 (14)

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