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Simon van Norden

Personal Details

First Name:Simon
Middle Name:
Last Name:van Norden
Suffix:
RePEc Short-ID:pva7
http://svannorden.org
Departement de la finance HEC Montreal 3000 Chemin de la Cote Sainte Catherine Montreal, QC CANADA H3T 2A7
Terminal Degree:1989 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy)

Affiliation

(40%) HEC Montréal (École des Hautes Études Commerciales)

Montréal, Canada
http://www.hec.ca/
RePEc:edi:hecmtca (more details at EDIRC)

(40%) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)

Montréal, Canada
https://cireqmontreal.com/
RePEc:edi:cdmtlca (more details at EDIRC)

(20%) Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)

Montréal, Canada
http://www.cirano.qc.ca/
RePEc:edi:ciranca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021. "Employment Reconciliation and Nowcasting," Working Papers 2021-007, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  2. Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2018. "Can GDP measurement be further improved? Data revision and reconciliation," Papers 1808.04970, arXiv.org.
  3. Dean Croushore & Simon van Norden, 2017. "Fiscal Surprises at the FOMC," CIRANO Working Papers 2017s-09, CIRANO.
  4. Dean Croushore & Simon van Norden, 2016. "Fiscal Forecasts at the FOMC: Evidence from the Greenbooks," CIRANO Working Papers 2016s-17, CIRANO.
  5. Simon van Norden, 2015. "Estimates of Québec’s Growth Uncertainty," CIRANO Project Reports 2015rp-01, CIRANO.
  6. Dean Croushore & Simon van Norden, 2014. "Fiscal policy: ex ante and ex post," Working Papers 14-22, Federal Reserve Bank of Philadelphia.
  7. Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013. "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers 2013s-23, CIRANO.
  8. Jan P.A.M. Jacobs & Samad Sarferaz & Simon van Norden & Jan-Egbert Sturm, 2013. "Modeling Multivariate Data Revisions," CIRANO Working Papers 2013s-44, CIRANO.
  9. Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Simon van Norden, 2010. "Current Trends in the Analysis of Canadian Productivity Growth," CIRANO Working Papers 2010s-30, CIRANO.
  11. Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CIRANO Working Papers 2010s-46, CIRANO.
  12. Simon van Norden, 2009. "Quand On A Vu Une Crise Financière…," CIRANO Papers 2009n-11f, CIRANO.
  13. John W. Galbraith & Simon van Norden, 2009. "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers 2009s-36, CIRANO.
  14. Simon van Norden, 2009. "When You’Ve Seen One Financial Crisis…," CIRANO Papers 2009n-11a, CIRANO.
  15. John W. Galbraith & Simon van Norden, 2008. "The Calibration of Probabilistic Economic Forecasts," CIRANO Working Papers 2008s-28, CIRANO.
  16. Simon van Norden, 2006. "Testing for Recent Trends in US Productivity Growth," Computing in Economics and Finance 2006 177, Society for Computational Economics.
  17. M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO.
  18. Simon van Norden, 2005. "Are We There Yet? Looking for the New Economy," Computing in Economics and Finance 2005 337, Society for Computational Economics.
  19. Simon van Norden, 2004. "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 299, Society for Computational Economics.
  20. Cayen, Jean-Philippe & van Norden, Simon, 2004. "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies 2004,29, Deutsche Bundesbank.
  21. Robert Gagné & Simon van Norden & Bruno Versaevel, 2003. "Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline," CIRANO Working Papers 2003s-57, CIRANO.
  22. Athanasios Orphanides & Simon van Norden, 2003. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CIRANO Working Papers 2003s-01, CIRANO.
  23. Simon van Norden, 2002. "Filtering for Current Analysis," Staff Working Papers 02-28, Bank of Canada.
  24. Jean-Philippe Cayen & Simon van Norden, 2002. "La fiabilité des estimations de l'écart de production au Canada," Staff Working Papers 02-10, Bank of Canada.
  25. Athanasios Orphanides & Simon van Norden, 2001. "The Unreliability of Output Gap Estimates in Real Time," CIRANO Working Papers 2001s-57, CIRANO.
  26. Athanasios Orphanides and Simon van Norden, 2001. "The Reliability of Inflation Forecasts Based on Output Gaps in Real Time," Computing in Economics and Finance 2001 247, Society for Computational Economics.
  27. Pierre St-Amant & Simon van Norden, 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada.
  28. Marie-Josée Godbout & Simon van Norden, 1997. "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Staff Working Papers 97-1, Bank of Canada.
  29. Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Staff Working Papers 97-2, Bank of Canada.
    • Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, University Library of Munich, Germany, revised 06 Jun 1995.
  30. Marie-Josée Godbout & Simon van Norden, 1996. "Unit-Root Test and Excess Returns," Staff Working Papers 96-10, Bank of Canada.
  31. Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996. "The credibility of monetary policy: a survey of the literature with some simple applications to Caanda," Meeting papers 9610001, University Library of Munich, Germany.
  32. Robert Vigfusson & Simon van Norden, 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Staff Working Papers 96-11, Bank of Canada.
  33. John Murray & Simon van Norden & Robert Vigfusson, 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada.
  34. Simon van Norden & Huntley Schaller, 1996. "Speculative Behaviour, Regime-Switching and Stock Market Crashes," Staff Working Papers 96-13, Bank of Canada.
  35. Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures," Staff Working Papers 96-3, Bank of Canada.
  36. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, University Library of Munich, Germany.
  37. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, University Library of Munich, Germany.
  38. Simon van Norden, 1995. "Why Is It So Hard to Measure the Current Output Gap?," Macroeconomics 9506001, University Library of Munich, Germany.
  39. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, University Library of Munich, Germany, revised 09 Aug 1995.
  40. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, University Library of Munich, Germany.
  41. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, University Library of Munich, Germany.
  42. Jeff Gable & Simon van Norden & Robert Vigfusson, "undated". "Analytical Derivatives for Markov Switching Models," Staff Working Papers 95-7, Bank of Canada.

Articles

  1. Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023. "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(7), pages 1007-1017, November.
  2. Jan P. A. M. Jacobs & Samad Sarferaz & Jan-Egbert Sturm & Simon van Norden, 2022. "Can GDP Measurement Be Further Improved? Data Revision and Reconciliation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 423-431, January.
  3. Croushore, Dean & van Norden, Simon, 2019. "Fiscal Surprises at the FOMC," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1583-1595.
  4. Galbraith, John W. & van Norden, Simon, 2019. "Asymmetry in unemployment rate forecast errors," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1613-1626.
  5. Dean Croushore & Simon van Norden, 2018. "Fiscal Forecasts at the FOMC: Evidence from the Greenbooks," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 933-945, December.
  6. Jacobs, Jan P.A.M. & van Norden, Simon, 2016. "Why are initial estimates of productivity growth so unreliable?," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 200-213.
  7. Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing & van Norden, Simon, 2015. "Trend In Cycle Or Cycle In Trend? New Structural Identifications For Unobserved-Components Models Of U.S. Real Gdp," Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 776-790, June.
  8. M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 316-319, March.
  9. M. Martin Boyer & Eric Jacquier & Simon Van Norden, 2012. "Are Underwriting Cycles Real and Forecastable?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(4), pages 995-1015, December.
  10. John W. Galbraith & Simon van Norden, 2012. "Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 175(3), pages 713-727, July.
  11. Jacobs, Jan P.A.M. & van Norden, Simon, 2011. "Modeling data revisions: Measurement error and dynamics of "true" values," Journal of Econometrics, Elsevier, vol. 161(2), pages 101-109, April.
  12. Galbraith, John W. & van Norden, Simon, 2011. "Kernel-based calibration diagnostics for recession and inflation probability forecasts," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1041-1057, October.
  13. van Norden, Simon, 2011. "Current trends in the analysis of Canadian productivity growth," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 5-25, January.
  14. Boyer, M. Martin & van Norden, Simon, 2006. "Exchange rates and order flow in the long run," Finance Research Letters, Elsevier, vol. 3(4), pages 235-243, December.
  15. Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 583-601, June.
  16. Cayen, Jean-Philippe & van Norden, Simon, 2005. "The reliability of Canadian output-gap estimates," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 373-393, December.
  17. Van Norden, Simon, 2004. "Filtres pour l’analyse courante," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 523-546, Juin-Sept.
  18. Athanasios Orphanides & Simon van Norden, 2002. "The Unreliability of Output-Gap Estimates in Real Time," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 569-583, November.
  19. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362.
  20. van Norden Simon & Vigfusson Robert, 1998. "Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(1), pages 1-24, April.
  21. Amano, R. A. & van Norden, S., 1998. "Oil prices and the rise and fall of the US real exchange rate," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 299-316, April.
  22. Gable, Jeff & van Norden, Simon & Vigfusson, Robert, 1997. "Analytical Derivatives for Markov Switching Models," Computational Economics, Springer;Society for Computational Economics, vol. 10(2), pages 187-194, May.
  23. van Norden, Simon, 1996. "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-251, May-June.
  24. Robert Lafrance & Simon van Norden, 1995. "Exchange rate fundamentals and the Canadian dollar," Bank of Canada Review, Bank of Canada, vol. 1995(Spring), pages 17-33.
  25. Amano, Robert A. & van Norden, Simon, 1995. "Terms of trade and real exchange rates: the Canadian evidence," Journal of International Money and Finance, Elsevier, vol. 14(1), pages 83-104, February.
  26. van Norden, Simon & Schaller, Huntley, 1993. "The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 505-510, August.
    RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191 is not listed on IDEAS

Software components

  1. Robert Amano & Jeff Gable & Simon van Norden, 2000. "RESDIAG: RATS module to perform residual diagnostics," Statistical Software Components R031701, Boston College Department of Economics.
  2. Simon van Norden, 1996. "A program to compute long-run covariance matrices," Rats codes hac, .
  3. Simon van Norden, 1995. "ROLLREG: RATS module to perform rolling and moving-window regressions," Statistical Software Components R852701, Boston College Department of Economics.
  4. Ken Matheny & Simon van Norden & Robert Vigfusson, 1989. "GAUSS code for the Hodrick-Prescott filter," QM&RBC Codes 2, Quantitative Macroeconomics & Real Business Cycles, revised Apr 1995.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. h-index
  14. Number of Registered Citing Authors
  15. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  16. Euclidian citation score
  17. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (13) 2003-04-27 2005-05-23 2005-06-14 2009-08-30 2013-06-09 2014-10-17 2016-02-23 2016-04-16 2017-04-16 2017-06-25 2018-09-10 2018-12-17 2022-01-03. Author is listed
  2. NEP-ECM: Econometrics (10) 1998-07-27 2002-10-18 2005-05-23 2005-06-14 2008-11-25 2009-05-16 2009-08-30 2012-04-10 2013-06-09 2014-04-18. Author is listed
  3. NEP-CBA: Central Banking (8) 2005-06-14 2006-06-03 2008-11-25 2009-05-16 2009-08-30 2009-10-03 2010-08-21 2010-12-11. Author is listed
  4. NEP-BEC: Business Economics (4) 2006-06-03 2010-12-11 2011-01-03 2011-01-23
  5. NEP-EFF: Efficiency and Productivity (4) 2010-08-21 2010-12-11 2011-01-03 2011-01-23
  6. NEP-ETS: Econometric Time Series (4) 1998-07-27 2008-11-25 2013-06-09 2014-04-18
  7. NEP-MON: Monetary Economics (4) 2005-06-14 2016-04-16 2017-04-16 2017-06-25
  8. NEP-REG: Regulation (4) 2006-11-25 2007-03-24 2007-04-28 2009-10-03
  9. NEP-COM: Industrial Competition (3) 2006-11-25 2007-03-24 2007-04-28
  10. NEP-FOR: Forecasting (3) 2008-11-25 2009-05-16 2009-08-30
  11. NEP-MIC: Microeconomics (3) 2003-09-28 2006-11-25 2007-03-24
  12. NEP-ENE: Energy Economics (2) 2006-11-25 2007-03-24
  13. NEP-FMK: Financial Markets (2) 2006-06-03 2009-10-03
  14. NEP-IFN: International Finance (2) 1998-07-27 2006-06-03
  15. NEP-BAN: Banking (1) 2009-10-03
  16. NEP-FIN: Finance (1) 2006-06-03
  17. NEP-LAB: Labour Economics (1) 2022-01-03
  18. NEP-ORE: Operations Research (1) 2022-01-03
  19. NEP-PBE: Public Economics (1) 2014-10-17
  20. NEP-PUB: Public Finance (1) 2014-10-17
  21. NEP-RMG: Risk Management (1) 2009-10-03
  22. NEP-URE: Urban and Real Estate Economics (1) 2009-10-03

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