Details about Stephen Matthew Snudden

Access statistics for papers by Stephen Matthew Snudden.

Last updated 2025-05-15. Update your information in the RePEc Author Service.

Short-id: psn38

Working Papers

2024

1. Don’t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations
   LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
2. Idiosyncratic Asset Return and Wage Risk of US Households
   LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
   See also Journal Article Idiosyncratic asset return and wage risk of US households, Economic Inquiry, Western Economic Association International (2025) (2025)
3. Leverage and Rate of Return Heterogeneity Among U.S. Households
   LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis

2021

4. Predictability of Aggregated Time Series
   LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis

2020

5. The New Benchmark for Forecasts of the Real Price of Crude Oil
   Staff Working Papers, Bank of Canada View citations (7)

2017

6. International Remittances, Migration, and Primary Commodities in FSGM
   IMF Working Papers, International Monetary Fund View citations (1)

2015

7. The Flexible System of Global Models – FSGM
   IMF Working Papers, International Monetary Fund View citations (31)

2013

8. Cyclical Fiscal Rules for Oil-Exporting Countries
   IMF Working Papers, International Monetary Fund View citations (1)
   See also Journal Article Cyclical fiscal rules for oil-exporting countries, Economic Modelling, Elsevier (2016) View citations (23) (2016)
9. Fiscal Consolidation in the Euro Area: How Much Can Structural Reforms Ease the Pain?
   IMF Working Papers, International Monetary Fund View citations (6)
10. Getting to Know GIMF: The Simulation Properties of the Global Integrated Monetary and Fiscal Model
    IMF Working Papers, International Monetary Fund View citations (61)

2012

11. Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting
    Staff Working Papers, Bank of Canada View citations (6)
    See also Journal Article Commodities and monetary policy: Implications for inflation and price level targeting, Journal of Policy Modeling, Elsevier (2021) View citations (8) (2021)

2011

12. Effects of Fiscal Consolidation in the Czech Republic
    IMF Working Papers, International Monetary Fund View citations (27)
    Also in EcoMod2011, EcoMod (2011) View citations (17)
    See also Journal Article Effects of Fiscal Consolidation in the Czech Republic, Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences (2011) View citations (22) (2011)

2010

13. Effects of Fiscal Stimulus in Structural Models
    IMF Working Papers, International Monetary Fund View citations (112)
    See also Journal Article Effects of Fiscal Stimulus in Structural Models, American Economic Journal: Macroeconomics, American Economic Association (2012) View citations (540) (2012)
14. Prospects for Global Current Account Rebalancing
    Discussion Papers, Bank of Canada View citations (1)
15. The Power of Many: Assessing the Economic Impact of the Global Fiscal Stimulus
    Discussion Papers, Bank of Canada View citations (3)
16. The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages
    Staff Working Papers, Bank of Canada View citations (3)
    See also Journal Article The propagation of U.S. shocks to Canada: Understanding the role of real financial linkages, Canadian Journal of Economics, Canadian Economics Association (2014) View citations (6) (2014)

Journal Articles

2025

1. Idiosyncratic asset return and wage risk of US households
   Economic Inquiry, 2025, 63, (2), 636-657
   See also Working Paper Idiosyncratic Asset Return and Wage Risk of US Households, LCERPA Working Papers (2024) (2024)

2023

2. Forecasts of the real price of oil revisited: Do they beat the random walk?
   Journal of Banking & Finance, 2023, 154, (C) View citations (13)
3. Futures Prices are Useful Predictors of the Spot Price of Crude Oil
   The Energy Journal, 2023, 44, (4), 65-82 View citations (2)

2021

4. Commodities and monetary policy: Implications for inflation and price level targeting
   Journal of Policy Modeling, 2021, 43, (5), 982-999 View citations (8)
   See also Working Paper Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting, Staff Working Papers (2012) View citations (6) (2012)

2019

5. Labor and behavior determinants of remittances in Saudi Arabia
   Economic Notes, 2019, 48, (3) View citations (3)

2018

6. International remittances, migration and primary commodities
   The World Economy, 2018, 41, (11), 2934-2953 View citations (6)
7. Targeted growth rates for long-horizon crude oil price forecasts
   International Journal of Forecasting, 2018, 34, (1), 1-16 View citations (6)

2016

8. Cyclical fiscal rules for oil-exporting countries
   Economic Modelling, 2016, 59, (C), 473-483 View citations (23)
   See also Working Paper Cyclical Fiscal Rules for Oil-Exporting Countries, IMF Working Papers (2013) View citations (1) (2013)

2014

9. Fiscal consolidation in the euro area: How much pain can structural reforms ease?
   Journal of Policy Modeling, 2014, 36, (5), 785-799 View citations (46)
10. The propagation of U.S. shocks to Canada: Understanding the role of real financial linkages
    Canadian Journal of Economics, 2014, 47, (2), 466-493 View citations (6)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2014, 47, (2), 466-493 (2014) View citations (7)
    See also Working Paper The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages, Staff Working Papers (2010) View citations (3) (2010)

2012

11. Effects of Fiscal Stimulus in Structural Models
    American Economic Journal: Macroeconomics, 2012, 4, (1), 22-68 View citations (540)
    See also Working Paper Effects of Fiscal Stimulus in Structural Models, IMF Working Papers (2010) View citations (112) (2010)

2011

12. Effects of Fiscal Consolidation in the Czech Republic
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (4), 306-326 View citations (22)
    See also Working Paper Effects of Fiscal Consolidation in the Czech Republic, IMF Working Papers (2011) View citations (27) (2011)