Simon van Norden

HEC Montreal - Department of Finance

Professeur Titulaire

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

http://svannorden.org

CIRANO

Fellow

2020 rue University, 25th floor

Montreal H3C 3J7, Quebec

Canada

http://svannorden.org

University of Montreal - Center for Interuniversity Research in Econometrics

C.P. 6128, Succursale Centre-ville

Montreal, Quebec H3C 3J7

Canada

  • HEC Montreal - Department of Finance

    • Email
    • Tel: 514-340-6781
    • Fax: 514-340-5632

  • CIRANO

  • University of Montreal - Center for Interuniversity Research in Econometrics

SCHOLARLY PAPERS

26

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4,201

SSRN CITATIONS
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Top 2,356

in Total Papers Citations

190

CROSSREF CITATIONS

321

Scholarly Papers (26)

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1.

Exchange Rates and Oil Prices

WP95-8
Number of pages: 37 Posted: 20 Dec 1995
Robert A. Amano and Simon van Norden
Bank of Canada & CREFE and HEC Montreal - Department of Finance
Downloads 742 (36,534)
Citation 17

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2.

Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures

Bank of Canada Working Paper 96-3
Number of pages: 31 Posted: 29 May 1996
Simon van Norden and Robert J. Vigfusson
HEC Montreal - Department of Finance and Federal Reserve Board - Trade and Quantitative Studies
Downloads 590 (49,603)
Citation 5

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3.

Speculative Behaviour, Regime-Switching and Stock Market Crashes

Bank of Canada Working Paper 96-13
Number of pages: 60 Posted: 11 Feb 1998
Simon van Norden and Huntley Schaller
HEC Montreal - Department of Finance and Carleton University - Department of Economics
Downloads 533 (56,450)
Citation 7

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4.

Fads or Bubbles?

Working Paper 97-2
Number of pages: 56 Posted: 08 Feb 1998
Huntley Schaller and Simon van Norden
Carleton University - Department of Economics and HEC Montreal - Department of Finance
Downloads 411 (77,640)
Citation 4

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5.

The Reliability of Output Gap Estimates in Real Time

Number of pages: 45 Posted: 09 Aug 1999
Athanasios Orphanides and Simon van Norden
Massachusetts Institute of Technology (MIT) - Sloan School of Management and HEC Montreal - Department of Finance
Downloads 336 (97,764)
Citation 17

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6.

Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples

Bank of Canada Working Paper No. 97-1
Number of pages: 34 Posted: 13 Mar 1998
Marie-Josee Godbout and Simon van Norden
affiliation not provided to SSRN and HEC Montreal - Department of Finance
Downloads 321 (102,936)
Citation 5

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7.

The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time

Downloads 282 (118,353)
Citation 228

The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time

Number of pages: 30 Posted: 27 Jan 2005
Simon van Norden and Athanasios Orphanides
HEC Montreal - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 257 (129,803)
Citation 10

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Phillips curve, output gap, inflation forecasts, real-time data

The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time

Number of pages: 32 Posted: 22 Apr 2005
Athanasios Orphanides and Simon van Norden
Massachusetts Institute of Technology (MIT) - Sloan School of Management and HEC Montreal - Department of Finance
Downloads 25 (552,048)
Citation 88
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Phillips curve, output gap, inflation forecasts, real-timing data

8.

Analytical Derivatives for Markov Switching Models

Paper No.: 95-7
Number of pages: 33 Posted: 23 Aug 1998
Jeff Gable, Simon van Norden and Robert J. Vigfusson
affiliation not provided to SSRN, HEC Montreal - Department of Finance and Federal Reserve Board - Trade and Quantitative Studies
Downloads 195 (170,030)
Citation 2

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9.

The Credibility of Monetary Policy: A Survey of the Literature with Some Simple Applications to Canada

Number of pages: 46 Posted: 24 Feb 1997
Robert A. Amano, Paul Fenton, David Tessier and Simon van Norden
Bank of Canada & CREFE, Government of Canada - International Relations Department, Government of Canada - Bank of Canada and HEC Montreal - Department of Finance
Downloads 168 (193,977)
Citation 1

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10.

Unit-Root Tests and Excess Returns

Number of pages: 34 Posted: 10 Feb 1998
Marie-Josee Godbout and Simon van Norden
affiliation not provided to SSRN and HEC Montreal - Department of Finance
Downloads 153 (209,967)

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11.

Testing Optimal Punishment Mechanisms Under Price Regulation: The Case of the Retail Market for Gasoline

GATE Working Paper Series No. 06-11
Number of pages: 28 Posted: 31 May 2007 Last Revised: 14 Apr 2011
Robert Gagné, Simon van Norden and Bruno P. A. Versaevel
HEC Montreal - Institute of Applied Economics, HEC Montreal - Department of Finance and Emlyon Business School
Downloads 85 (320,224)
Citation 1

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gasoline prices, Markov switching model, oligopoly supergame, price regulation

12.

When You’ve Seen One Financial Crisis…

CIRANO - Scientific Publications 2009s-42
Number of pages: 14 Posted: 15 Nov 2009
Simon van Norden
HEC Montreal - Department of Finance
Downloads 81 (329,759)

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financial crisis, banking crisis, bubbles, real estate, financial regulation, regulatory reform

13.

Lessons from the Latest Data on U.S. Productivity

Downloads 69 (361,006)

Lessons from the Latest Data on U.S. Productivity

CIRANO - Scientific Publication No. 2010s-46
Posted: 15 Jan 2011
Jan P. A. M. Jacobs and Simon van Norden
University of Groningen - Faculty of Economics and Business and HEC Montreal - Department of Finance
Downloads 37 (484,961)

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Productivity, Real-Time Analysis, Data Revisions, Greenbook Projections

Lessons from the Latest Data on U.S. Productivity

FRB of Philadelphia Working Paper No. 11-1
Number of pages: 44 Posted: 12 Dec 2010
Jan P. A. M. Jacobs and Simon van Norden
University of Groningen - Faculty of Economics and Business and HEC Montreal - Department of Finance
Downloads 19 (593,376)

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productivity, real-time analysis, data revisions, Greenbook projections

Lessons from the Latest Data on U.S. Productivity

CAMA Working Paper Series 33/2010
Number of pages: 44 Posted: 06 Dec 2010
Jan P. A. M. Jacobs and Simon van Norden
University of Groningen - Faculty of Economics and Business and HEC Montreal - Department of Finance
Downloads 13 (637,103)

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productivity, real-time analysis, data revisions, Greenbook projections

14.

Fiscal Policy: Ex Ante and Ex Post

FRB of Philadelphia Working Paper No. 14-22
Number of pages: 53 Posted: 12 Sep 2014 Last Revised: 13 Sep 2014
Dean Croushore and Simon van Norden
University of Richmond - E. Claiborne Robins School of Business and HEC Montreal - Department of Finance
Downloads 35 (483,356)
Citation 4

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Fiscal policy, Deficits, Forecasting, FOMC, Greenbook

15.

Modeling Multivariate Data Revisions

CIRANO - Scientific Publication No. 2013s-44
Number of pages: 46 Posted: 22 Dec 2013
Jan P. A. M. Jacobs, Samad Sarferaz, Jan-Egbert Sturm and Simon van Norden
University of Groningen - Faculty of Economics and Business, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, KOF Swiss Economic Institute, ETH Zurich and HEC Montreal - Department of Finance
Downloads 32 (497,799)

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data revisions, state space form, linear constraints, correlated shocks, Bayesian econometrics, current account statistics, Switzerland

16.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

FRB of Philadelphia Working Paper No. 13-22
Number of pages: 34 Posted: 25 May 2013
Mardi Dungey, Jan P. A. M. Jacobs, Jing Tian and Simon van Norden
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 30 (507,918)

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trend-cycle decomposition, data revision, state-space form

17.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

CIRANO - Scientific Publications 2013s-23
Number of pages: 37 Posted: 19 Oct 2013
Mardi H. Dungey, Jan P. A. M. Jacobs, Jing Tian and Simon van Norden
University of Tasmania (deceased), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 26 (529,957)

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trend-cycle decomposition, data revision, state-space form

18.

Fiscal Surprises at the FOMC

FRB of Philadelphia Working Paper No. 17-13
Number of pages: 57 Posted: 21 Jun 2017
Dean Croushore and Simon van Norden
University of Richmond - E. Claiborne Robins School of Business and HEC Montreal - Department of Finance
Downloads 24 (541,959)

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fiscal policy, deficits, forecasting, FOMC, Greenbook

19.

Calibration and Resolution Diagnostics for Bank of England Density Forecasts

CIRANO - Scientific Publications 2009s-36
Number of pages: 27 Posted: 12 Nov 2009
John W. Galbraith and Simon van Norden
McGill University - Department of Economics and HEC Montreal - Department of Finance
Downloads 23 (548,131)

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calibration, density forecast, probability forecast, resolution

20.

Current Trends in the Analysis of Canadian Productivity Growth

CIRANO - Scientific Publications 2010s-30
Number of pages: 40 Posted: 26 Sep 2010
Simon van Norden
HEC Montreal - Department of Finance
Downloads 22 (554,410)

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Productivity growth, detrending, breakpoints, structural change, data revision

21.

On the Correspondence between Data Revision and Trend-Cycle Decomposition

CAMA Working Paper No. 16/2012
Number of pages: 12 Posted: 28 Mar 2012
Mardi H. Dungey, Jan P. A. M. Jacobs, Jing Tian and Simon van Norden
University of Tasmania (deceased), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 21 (560,689)

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data revisions, state-space models, Kalman filter, Kalman smoother, trend-cycle decomposition

22.

The Calibration of Probabilistic Economic Forecasts

CIRANO - Scientific Publications 2008s-28
Number of pages: 31 Posted: 20 Jan 2009
John W. Galbraith and Simon van Norden
McGill University - Department of Economics and HEC Montreal - Department of Finance
Downloads 15 (599,472)
Citation 1

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calibration, probability forecast, real-time data, inflation, recession

23.

The Reliability of Canadian Output Gap Estimates

Bundesbank Series 1 Discussion Paper No. 2004,29
Number of pages: 64 Posted: 08 Jun 2016
Jean-Philippe Cayen and Simon van Norden
affiliation not provided to SSRN and HEC Montreal - Department of Finance
Downloads 6 (662,621)

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output gap, business cycle, real-time data, policy rules, monetary policy, Canada

24.

Are Underwriting Cycles Real and Forecastable?

Journal of Risk and Insurance, Vol. 79, Issue 4, pp. 995-1015, 2012
Number of pages: 21 Posted: 22 Nov 2012
M. Martin Boyer, Eric Jacquier and Simon van Norden
HEC Montreal - Department of Finance, Boston University School of Management and HEC Montreal - Department of Finance
Downloads 1 (708,099)
Citation 1
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25.

Oil Prices and Exchange Rates

Review of International Economics, January 29, 1998
Posted: 30 Jan 1998
Robert A. Amano and Simon van Norden
Bank of Canada & CREFE and HEC Montreal - Department of Finance

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26.

Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?

Posted: 06 Jan 1998
Simon van Norden and Robert J. Vigfusson
HEC Montreal - Department of Finance and Federal Reserve Board - Trade and Quantitative Studies

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