Simon van Norden
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van Norden |
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Contact
Affiliations
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HEC Montréal (École des Hautes Études Commerciales) (weight: 40%)
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 40%)
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 20%)
Research profile
author of:
- Can GDP measurement be further improved? Data revision and reconciliation (repec:arx:papers:1808.04970)
by Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden - Exchange rate fundamentals and the Canadian dollar (repec:bca:bcarev:v:1995:y:1995:i:spring95:p:17-33)
by Robert Lafrance & Simon van Norden - Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined? (repec:bca:bocatr:76)
by John Murray & Simon van Norden & Robert Vigfusson - Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada (repec:bca:bocatr:79)
by Pierre St-Amant & Simon van Norden - La fiabilité des estimations de l'écart de production au Canada (repec:bca:bocawp:02-10)
by Jean-Philippe Cayen & Simon van Norden - Filtering for Current Analysis (repec:bca:bocawp:02-28)
by Simon van Norden - Analytical Derivatives for Markov Switching Models (repec:bca:bocawp:95-7)
by Jeff Gable & Simon van Norden & Robert Vigfusson - Unit-Root Test and Excess Returns (repec:bca:bocawp:96-10)
by Marie-Josée Godbout & Simon van Norden - Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? (repec:bca:bocawp:96-11)
by Robert Vigfusson & Simon van Norden - Speculative Behaviour, Regime-Switching and Stock Market Crashes (repec:bca:bocawp:96-13)
by Simon van Norden & Huntley Schaller - Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures (repec:bca:bocawp:96-3)
by Simon van Norden & Robert Vigfusson - Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples (repec:bca:bocawp:97-1)
by Marie-Josée Godbout & Simon van Norden - Fads or Bubbles? (repec:bca:bocawp:97-2)
by Huntley Schaller & Simon van Norden - Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts (repec:bla:jorssa:v:175:y:2012:i:3:p:713-727)
by John W. Galbraith & Simon van Norden - Are Underwriting Cycles Real and Forecastable? (repec:bla:jrinsu:v:79:y:2012:i:4:p:995-1015)
by M. Martin Boyer & Eric Jacquier & Simon Van Norden - RESDIAG: RATS module to perform residual diagnostics (repec:boc:bocode:r031701)
by Robert Amano & Jeff Gable & Simon van Norden - ROLLREG: RATS module to perform rolling and moving-window regressions (repec:boc:bocode:r852701)
by Simon van Norden - Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? (repec:bpj:sndecm:v:3:y:1998:i:1:n:1)
by van Norden Simon & Vigfusson Robert - When You’Ve Seen One Financial Crisis… (repec:cir:circah:2009n-11a)
by Simon van Norden - Quand On A Vu Une Crise Financière… (repec:cir:circah:2009n-11f)
by Simon van Norden - Estimates of Québec’s Growth Uncertainty (repec:cir:cirpro:2015rp-01)
by Simon van Norden - The Unreliability of Output Gap Estimates in Real Time (repec:cir:cirwor:2001s-57)
by Athanasios Orphanides & Simon van Norden - The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (repec:cir:cirwor:2003s-01)
by Athanasios Orphanides & Simon van Norden - Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline (repec:cir:cirwor:2003s-57)
by Robert Gagné & Simon van Norden & Bruno Versaevel - Exchange Rates and Order Flow in the Long Run (repec:cir:cirwor:2006s-07)
by M. Martin Boyer & Simon van Norden - The Calibration of Probabilistic Economic Forecasts (repec:cir:cirwor:2008s-28)
by John W. Galbraith & Simon van Norden - Calibration and Resolution Diagnostics for Bank of England Density Forecasts (repec:cir:cirwor:2009s-36)
by John W. Galbraith & Simon van Norden - When You've Seen One Financial Crisis… (repec:cir:cirwor:2009s-42)
by Simon van Norden - Current Trends in the Analysis of Canadian Productivity Growth (repec:cir:cirwor:2010s-30)
by Simon van Norden - Lessons From the Latest Data on U.S. Productivity (repec:cir:cirwor:2010s-46)
by Jan P.A.M. Jacobs & Simon van Norden - Trend-Cycle Decomposition: Implications from an Exact Structural Identification (repec:cir:cirwor:2013s-23)
by Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden - Modeling Multivariate Data Revisions (repec:cir:cirwor:2013s-44)
by Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm - Fiscal Forecasts at the FOMC: Evidence from the Greenbooks (repec:cir:cirwor:2016s-17)
by Dean Croushore & Simon van Norden - Fiscal Surprises at the FOMC (repec:cir:cirwor:2017s-09)
by Dean Croushore & Simon van Norden - A program to compute long-run covariance matrices (repec:cod:ratscd:hac)
by Simon van Norden - The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (repec:cpr:ceprdp:4830)
by Orphanides, Athanasios & van Norden, Simon - Trend In Cycle Or Cycle In Trend? New Structural Identifications For Unobserved-Components Models Of U.S. Real Gdp (repec:cup:macdyn:v:19:y:2015:i:04:p:776-790_00)
by Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing & van Norden, Simon - GAUSS code for the Hodrick-Prescott filter (repec:dge:qmrbcd:2)
by Ken Matheny & Simon van Norden & Robert Vigfusson - The reliability of Canadian output-gap estimates (repec:eee:ecofin:v:16:y:2005:i:3:p:373-393)
by Cayen, Jean-Philippe & van Norden, Simon - Current trends in the analysis of Canadian productivity growth (repec:eee:ecofin:v:22:y:2011:i:1:p:5-25)
by van Norden, Simon - Modeling data revisions: Measurement error and dynamics of "true" values (repec:eee:econom:v:161:y:2011:i:2:p:101-109)
by Jacobs, Jan P.A.M. & van Norden, Simon - Exchange rates and order flow in the long run (repec:eee:finlet:v:3:y:2006:i:4:p:235-243)
by Boyer, M. Martin & van Norden, Simon - Kernel-based calibration diagnostics for recession and inflation probability forecasts (repec:eee:intfor:v:27:y:2011:i:4:p:1041-1057)
by Galbraith, John W. & van Norden, Simon - Fiscal Surprises at the FOMC (repec:eee:intfor:v:35:y:2019:i:4:p:1583-1595)
by Croushore, Dean & van Norden, Simon - Asymmetry in unemployment rate forecast errors (repec:eee:intfor:v:35:y:2019:i:4:p:1613-1626)
by Galbraith, John W. & van Norden, Simon - Terms of trade and real exchange rates: the Canadian evidence (repec:eee:jimfin:v:14:y:1995:i:1:p:83-104)
by Amano, Robert A. & van Norden, Simon - Oil prices and the rise and fall of the US real exchange rate (repec:eee:jimfin:v:17:y:1998:i:2:p:299-316)
by Amano, R. A. & van Norden, S. - Why are initial estimates of productivity growth so unreliable? (repec:eee:jmacro:v:47:y:2016:i:pb:p:200-213)
by Jacobs, Jan P.A.M. & van Norden, Simon - Lessons From the Latest Data on U.S. Productivity (repec:een:camaaa:2010-33)
by Jan P.A.M. Jacobs & Simon van Norden - On the correspondence between data revision and trend-cycle decomposition (repec:een:camaaa:2012-16)
by Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden - Data-Driven Learning About Trend Productivity Growth (repec:een:camaaa:2025-53)
by Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden - The reliability of output gap estimates in real time (repec:fip:fedgfe:1999-38)
by Athanasios Orphanides & Simon van Norden - The reliability of inflation forecasts based on output gap estimates in real time (repec:fip:fedgfe:2004-68)
by Athanasios Orphanides & Simon van Norden - Lessons from the latest data on U.S. productivity (repec:fip:fedpwp:11-1)
by Jan P. A. M. Jacobs & Simon van Norden - Trend-cycle decomposition: implications from an exact structural identification (repec:fip:fedpwp:13-22)
by Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden - Fiscal policy: ex ante and ex post (repec:fip:fedpwp:14-22)
by Dean Croushore & Simon van Norden - Fiscal Surprises At The Fomc (repec:fip:fedpwp:17-13)
by Dean Croushore & Simon van Norden - Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline (repec:gat:wpaper:0611)
by Robert Gagné & Simon van Norden & Bruno Versaevel - Employment Reconciliation and Nowcasting (repec:gwc:wpaper:2021-007)
by Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden - Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline (repec:hal:journl:halshs-00142516)
by Robert Gagné & Simon van Norden & Bruno Versaevel - Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline (repec:iea:carech:0612)
by Robert Gagné & Simon van Norden & Bruno Versaevel - Regime Switching as a Test for Exchange Rate Bubbles (repec:jae:japmet:v:11:y:1996:i:3:p:219-51)
by van Norden, Simon - Analytical Derivatives for Markov Switching Models (repec:kap:compec:v:10:y:1997:i:2:p:187-94)
by Gable, Jeff & van Norden, Simon & Vigfusson, Robert - The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (repec:mcb:jmoncb:v:37:y:2005:i:3:p:583-601)
by Orphanides, Athanasios & van Norden, Simon - The Calibration Of Probabilistic Economic Forecasts (repec:mcl:mclwop:2008-05)
by John Galbraith & Simon van Norden - Can GDP measurement be further improved? Data revision and reconciliation (repec:nsr:escoed:escoe-dp-2018-15)
by Jan P.A.M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden - Filtres pour l’analyse courante (repec:ris:actuec:v:80:y:2004:i:2:p:523-546)
by Simon Van Norden - The Reliability of Inflation Forecasts Based on Output Gaps in Real Time (repec:sce:scecf1:247)
by Athanasios Orphanides and Simon van Norden - How Precise are Our Estimates of the Current Output Gap? New Evidence from Multivariate Estimates for the Euro-Zone (repec:sce:scecf4:299)
by Simon van Norden - Are We There Yet? Looking for the New Economy (repec:sce:scecf5:337)
by Simon van Norden - Testing for Recent Trends in US Productivity Growth (repec:sce:scecfa:177)
by Simon van Norden - Fads or bubbles? (repec:spr:empeco:v:27:y:2002:i:2:p:335-362)
by Simon van Norden & Huntley Schaller - On the correspondence between data revision and trend-cycle decomposition (repec:taf:apeclt:v:20:y:2013:i:4:p:316-319)
by M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden - Regime switching in stock market returns (repec:taf:apfiec:v:7:y:1997:i:2:p:177-191)
by Huntley Schaller & Simon Van Norden - Can GDP Measurement Be Further Improved? Data Revision and Reconciliation (repec:taf:jnlbes:v:40:y:2022:i:1:p:423-431)
by Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden - On the correspondence between data revision and trend-cycle decomposition (repec:tas:wpaper:12975)
by Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon - Fiscal Forecasts at the FOMC: Evidence from the Greenbooks (repec:tpr:restat:v:100:y:2018:i:5:p:933-945)
by Dean Croushore & Simon van Norden - The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange (repec:tpr:restat:v:75:y:1993:i:3:p:505-10)
by van Norden, Simon & Schaller, Huntley - The Unreliability of Output-Gap Estimates in Real Time (repec:tpr:restat:v:84:y:2002:i:4:p:569-583)
by Athanasios Orphanides & Simon van Norden - Employment reconciliation and nowcasting (repec:wly:japmet:v:38:y:2023:i:7:p:1007-1017)
by Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden - Regime Switching as a Test for Exchange Rate Bubbles (repec:wpa:wuwpem:9502001)
by Simon van Norden - Regime Switching in Stock Market Returns (repec:wpa:wuwpem:9502002)
by Simon van Norden & Huntley Schaller & ) - Speculative Behaviour, Regime-Switching, and Stock Market Crashes (repec:wpa:wuwpem:9502003)
by Simon van Norden & Huntley Schaller & ) - Fads or Bubbles? (repec:wpa:wuwpem:9502004)
by Simon van Norden & Huntley Schaller & ) - Unit Root Tests and the Burden of Proof (repec:wpa:wuwpem:9502005)
by Robert A. Amano & Simon van Norden - Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures (repec:wpa:wuwpem:9603004)
by Simon van Norden & Robert Vigfusson - Analytical Derivatives for Markov Switching Models (repec:wpa:wuwpge:9508001)
by Jeff Gable & Simon van Norden & Robert Vigfusson - Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate (repec:wpa:wuwpif:9502001)
by Robert A. Amano & Simon van Norden - Exchange Rates and Oil Prices (repec:wpa:wuwpif:9509001)
by Robert A. Amano & Simon van Norden - Why Is It So Hard to Measure the Current Output Gap? (repec:wpa:wuwpma:9506001)
by Simon van Norden - The Reliability of Output Gap Estimates in Real Time (repec:wpa:wuwpma:9907006)
by Athanasios Orphanides & Simon van Norden - Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? (repec:wpa:wuwpme:9603001)
by Simon van Norden & Robert Vigfusson - The credibility of monetary policy: a survey of the literature with some simple applications to Caanda (repec:wpa:wuwpme:9610001)
by Robert Amano & Paul Fenton & David Tessier & Simon van Norden - The reliability of Canadian output gap estimates (repec:zbw:bubdp1:2295)
by Cayen, Jean-Philippe & van Norden, Simon