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

SCHOLARLY PAPERS

26

DOWNLOADS
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Top 11,388

in Total Papers Downloads

4,114

CITATIONS
Rank 3,121

SSRN RANKINGS

Top 3,121

in Total Papers Citations

254

Scholarly Papers (26)

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 728 (33,614)
Citation 8

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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 579 (45,712)
Citation 4

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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 519 (52,516)
Citation 6

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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 407 (70,907)

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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 331 (90,015)
Citation 13

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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 317 (94,662)
Citation 4

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

FEDS Working Paper No. 2004-68
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 254 (119,051)
Citation 6

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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

CEPR Discussion Paper No. 4830
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 (505,629)
Citation 72
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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 193 (156,084)
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 167 (177,572)
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 151 (193,377)

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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 82 (299,135)
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 79 (305,773)

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

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 35 (452,932)

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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 17 (556,520)

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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 11 (596,677)

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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 33 (451,068)
Citation 1

Abstract:

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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
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 31 (460,220)

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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 29 (469,752)

Abstract:

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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
University of Tasmania, University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 24 (496,266)

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

18.

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 22 (507,582)

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calibration, density forecast, probability forecast, resolution

19.

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 21 (513,421)

Abstract:

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fiscal policy, deficits, forecasting, FOMC, Greenbook

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 21 (513,421)

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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
University of Tasmania, University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 20 (519,177)

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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 13 (560,340)
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 4 (618,334)

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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 (648,804)
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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

Abstract:

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