Details about Simon van Norden

Access statistics for papers by Simon van Norden.

Last updated 2024-01-04. Update your information in the RePEc Author Service.

Short-id: pva7

Working Papers

2021

1. Employment Reconciliation and Nowcasting
   Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
   See also Journal Article Employment reconciliation and nowcasting, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) (2023)

2018

2. Can GDP measurement be further improved? Data revision and reconciliation
   Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (3)
   Also in Papers, arXiv.org (2018) View citations (3)
   See also Journal Article Can GDP Measurement Be Further Improved? Data Revision and Reconciliation, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (5) (2022)

2017

3. FISCAL SURPRISES AT THE FOMC
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)
   Also in CIRANO Working Papers, CIRANO (2017) View citations (2)
   See also Journal Article Fiscal Surprises at the FOMC, International Journal of Forecasting, Elsevier (2019) View citations (3) (2019)

2016

4. Fiscal Forecasts at the FOMC: Evidence from the Greenbooks
   CIRANO Working Papers, CIRANO
   See also Journal Article Fiscal Forecasts at the FOMC: Evidence from the Greenbooks, The Review of Economics and Statistics, MIT Press (2018) View citations (22) (2018)

2015

5. Estimates of Québec’s Growth Uncertainty
   CIRANO Project Reports, CIRANO

2014

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

2013

7. Modeling Multivariate Data Revisions
   CIRANO Working Papers, CIRANO View citations (6)
8. Trend-Cycle Decomposition: Implications from an Exact Structural Identification
   CIRANO Working Papers, CIRANO
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2013)

2012

9. 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 View citations (2)
   Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (3)
   See also Journal Article On the correspondence between data revision and trend-cycle decomposition, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (2) (2013)

2010

10. Current Trends in the Analysis of Canadian Productivity Growth
    CIRANO Working Papers, CIRANO View citations (1)
    See also Journal Article Current trends in the analysis of Canadian productivity growth, The North American Journal of Economics and Finance, Elsevier (2011) View citations (2) (2011)
11. 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

12. Calibration and Resolution Diagnostics for Bank of England Density Forecasts
    CIRANO Working Papers, CIRANO View citations (1)
13. QUAND ON A VU UNE CRISE FINANCIÈRE…
    CIRANO Papers, CIRANO
14. WHEN YOU’VE SEEN ONE FINANCIAL CRISIS…
    CIRANO Papers, CIRANO
    Also in CIRANO Working Papers, CIRANO (2009)

2008

15. 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

16. Exchange Rates and Order Flow in the Long Run
    CIRANO Working Papers, CIRANO View citations (17)
    See also Journal Article Exchange rates and order flow in the long run, Finance Research Letters, Elsevier (2006) View citations (17) (2006)
17. Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations (6)
    Also in Post-Print, HAL (2006) View citations (5)
    CIRANO Working Papers, CIRANO (2003) View citations (2)
    Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon (2006) View citations (5)
18. Testing for Recent Trends in US Productivity Growth
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

19. Are We There Yet? Looking for the New Economy
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
20. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (197)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (14)
    CIRANO Working Papers, CIRANO (2003) View citations (40)
    See also Journal Article The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time, Journal of Money, Credit and Banking, Blackwell Publishing (2005) View citations (176) (2005)

2004

21. 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 View citations (2)
22. The reliability of Canadian output gap estimates
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (11)
    See also Journal Article The reliability of Canadian output-gap estimates, The North American Journal of Economics and Finance, Elsevier (2005) View citations (37) (2005)

2002

23. Filtering for Current Analysis
    Staff Working Papers, Bank of Canada View citations (9)
24. La fiabilité des estimations de l'écart de production au Canada
    Staff Working Papers, Bank of Canada View citations (20)

2001

25. The Reliability of Inflation Forecasts Based on Output Gaps in Real Time
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (20)
26. The Unreliability of Output Gap Estimates in Real Time
    CIRANO Working Papers, CIRANO View citations (29)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (1999) View citations (77)
    Macroeconomics, University Library of Munich, Germany (1999) View citations (77)
    See also Journal Article The Unreliability of Output-Gap Estimates in Real Time, The Review of Economics and Statistics, MIT Press (2002) View citations (692) (2002)

1997

27. Fads or Bubbles?
    Staff Working Papers, Bank of Canada View citations (17)
    Also in Econometrics, University Library of Munich, Germany (1995)
    See also Journal Article Fads or bubbles?, Empirical Economics, Springer (2002) View citations (23) (2002)
28. Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
    Technical Reports, Bank of Canada View citations (141)
29. Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
    Staff Working Papers, Bank of Canada View citations (11)

1996

30. Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
    Meeting papers, University Library of Munich, Germany View citations (9)
    Also in Staff Working Papers, Bank of Canada (1996) View citations (9)
31. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?
    Technical Reports, Bank of Canada View citations (12)
32. Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures
    Staff Working Papers, Bank of Canada View citations (14)
    Also in Econometrics, University Library of Munich, Germany (1996) View citations (8)
33. Speculative Behaviour, Regime-Switching and Stock Market Crashes
    Staff Working Papers, Bank of Canada View citations (27)
    Also in Econometrics, University Library of Munich, Germany (1995) View citations (1)
34. The credibility of monetary policy: a survey of the literature with some simple applications to Caanda
    Meeting papers, University Library of Munich, Germany View citations (5)
35. Unit-Root Test and Excess Returns
    Staff Working Papers, Bank of Canada View citations (3)

1995

36. Analytical Derivatives for Markov Switching Models
    GE, Growth, Math methods, University Library of Munich, Germany View citations (5)
    Also in Staff Working Papers, Bank of Canada View citations (5)
    See also Journal Article Analytical Derivatives for Markov Switching Models, Computational Economics, Springer (1997) View citations (4) (1997)
37. Exchange Rates and Oil Prices
    International Finance, University Library of Munich, Germany View citations (35)
38. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate
    International Finance, University Library of Munich, Germany View citations (13)
    See also Journal Article Oil prices and the rise and fall of the US real exchange rate, Journal of International Money and Finance, Elsevier (1998) View citations (340) (1998)
39. Regime Switching as a Test for Exchange Rate Bubbles
    Econometrics, University Library of Munich, Germany View citations (4)
    See also Journal Article Regime Switching as a Test for Exchange Rate Bubbles, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1996) View citations (68) (1996)
40. Regime Switching in Stock Market Returns
    Econometrics, University Library of Munich, Germany View citations (11)
    See also Journal Article Regime switching in stock market returns, Applied Financial Economics, Taylor & Francis Journals (1997) View citations (144) (1997)
41. Unit Root Tests and the Burden of Proof
    Econometrics, University Library of Munich, Germany View citations (27)
42. Why Is It So Hard to Measure the Current Output Gap?
    Macroeconomics, University Library of Munich, Germany View citations (29)

Journal Articles

2023

1. Employment reconciliation and nowcasting
   Journal of Applied Econometrics, 2023, 38, (7), 1007-1017
   See also Working Paper Employment Reconciliation and Nowcasting, Working Papers (2021) (2021)

2022

2. Can GDP Measurement Be Further Improved? Data Revision and Reconciliation
   Journal of Business & Economic Statistics, 2022, 40, (1), 423-431 View citations (5)
   See also Working Paper Can GDP measurement be further improved? Data revision and reconciliation, Economic Statistics Centre of Excellence (ESCoE) Discussion Papers (2018) View citations (3) (2018)

2019

3. Asymmetry in unemployment rate forecast errors
   International Journal of Forecasting, 2019, 35, (4), 1613-1626 View citations (16)
4. Fiscal Surprises at the FOMC
   International Journal of Forecasting, 2019, 35, (4), 1583-1595 View citations (3)
   See also Working Paper FISCAL SURPRISES AT THE FOMC, Working Papers (2017) View citations (2) (2017)

2018

5. Fiscal Forecasts at the FOMC: Evidence from the Greenbooks
   The Review of Economics and Statistics, 2018, 100, (5), 933-945 View citations (22)
   See also Working Paper Fiscal Forecasts at the FOMC: Evidence from the Greenbooks, CIRANO Working Papers (2016) (2016)

2016

6. Why are initial estimates of productivity growth so unreliable?
   Journal of Macroeconomics, 2016, 47, (PB), 200-213 View citations (7)

2015

7. TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP
   Macroeconomic Dynamics, 2015, 19, (4), 776-790 View citations (11)

2013

8. On the correspondence between data revision and trend-cycle decomposition
   Applied Economics Letters, 2013, 20, (4), 316-319 View citations (2)
   See also Working Paper On the correspondence between data revision and trend-cycle decomposition, CAMA Working Papers (2012) View citations (2) (2012)

2012

9. Are Underwriting Cycles Real and Forecastable?
   Journal of Risk & Insurance, 2012, 79, (4), 995-1015 View citations (12)
10. 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 View citations (25)

2011

11. Current trends in the analysis of Canadian productivity growth
    The North American Journal of Economics and Finance, 2011, 22, (1), 5-25 View citations (2)
    See also Working Paper Current Trends in the Analysis of Canadian Productivity Growth, CIRANO Working Papers (2010) View citations (1) (2010)
12. Kernel-based calibration diagnostics for recession and inflation probability forecasts
    International Journal of Forecasting, 2011, 27, (4), 1041-1057 View citations (11)
13. Modeling data revisions: Measurement error and dynamics of "true" values
    Journal of Econometrics, 2011, 161, (2), 101-109 View citations (94)

2006

14. Exchange rates and order flow in the long run
    Finance Research Letters, 2006, 3, (4), 235-243 View citations (17)
    See also Working Paper Exchange Rates and Order Flow in the Long Run, CIRANO Working Papers (2006) View citations (17) (2006)

2005

15. 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 (176)
    See also Working Paper The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time, CEPR Discussion Papers (2005) View citations (197) (2005)
16. The reliability of Canadian output-gap estimates
    The North American Journal of Economics and Finance, 2005, 16, (3), 373-393 View citations (37)
    See also Working Paper The reliability of Canadian output gap estimates, Discussion Paper Series 1: Economic Studies (2004) View citations (11) (2004)

2004

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

2002

18. Fads or bubbles?
    Empirical Economics, 2002, 27, (2), 335-362 View citations (23)
    See also Working Paper Fads or Bubbles?, Staff Working Papers (1997) View citations (17) (1997)
19. The Unreliability of Output-Gap Estimates in Real Time
    The Review of Economics and Statistics, 2002, 84, (4), 569-583 View citations (692)
    See also Working Paper The Unreliability of Output Gap Estimates in Real Time, CIRANO Working Papers (2001) View citations (29) (2001)

1998

20. Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (1), 24 View citations (51)
21. 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 (340)
    See also Working Paper Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate, International Finance (1995) View citations (13) (1995)

1997

22. Analytical Derivatives for Markov Switching Models
    Computational Economics, 1997, 10, (2), 187-94 View citations (4)
    See also Working Paper Analytical Derivatives for Markov Switching Models, GE, Growth, Math methods (1995) View citations (5) (1995)
23. Regime switching in stock market returns
    Applied Financial Economics, 1997, 7, (2), 177-191 View citations (144)
    See also Working Paper Regime Switching in Stock Market Returns, Econometrics (1995) View citations (11) (1995)

1996

24. Regime Switching as a Test for Exchange Rate Bubbles
    Journal of Applied Econometrics, 1996, 11, (3), 219-51 View citations (68)
    See also Working Paper Regime Switching as a Test for Exchange Rate Bubbles, Econometrics (1995) View citations (4) (1995)

1995

25. Exchange rate fundamentals and the Canadian dollar
    Bank of Canada Review, 1995, 1995, (Spring), 17-33 View citations (2)
26. Terms of trade and real exchange rates: the Canadian evidence
    Journal of International Money and Finance, 1995, 14, (1), 83-104 View citations (118)

1993

27. 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 (57)

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