Publications

by members of

HEC Montréal (École des Hautes Études Commerciales)
Montréal, Canada

(Business School))

Working papers

2008

1. Walid Marrouch & Bernard Sinclair-Desgagné, 2008. "Regulating Man-Made Sedimentation in Riverways," CIRANO Working Papers 2008s-04, CIRANO. [Downloadable!]
2. Jean Boivin & Marc Giannoni, 2008. "Global Forces and Monetary Policy Effectiveness," NBER Working Papers 13736, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Denis Claude & Charles Figuières & Mabel Tidball, 2008. "Short-run stick and long-run carrot policy: the role of initial conditions," Working Papers 08-04, LAMETA, Universtiy of Montpellier, revised Feb 2008. [Downloadable!]

2007

1. Maia David & Bernard Sinclair-Desgagné, 2007. "Revisiting the environmental subsidy in the presence of an eco-industry," Pre- and Post-Print documents hal-00243054_v1, HAL. [Downloadable!]
2. Jean Boivin & Marc Giannoni & Ilian Mihov, 2007. "Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data," NBER Working Papers 12824, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. Moez Bennouri & C. Robert Clark & Jacques Robert, 2007. "Consumer Search and Information Intermediaries," Cahiers de recherche 07-01, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
4. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 07-15, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
5. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
6. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
7. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
8. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche 0732, CIRPEE. [Downloadable!]
9. Mohammed Bouaddi & Jeroen V.K. Rombouts, 2007. "Mixed Exponential Power Asymmetric Conditional Heteroskedasticity," Cahiers de recherche 0749, CIRPEE. [Downloadable!]
10. Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2007033, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
11. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 0731, CIRPEE. [Downloadable!]
12. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and Inference for a Markov-Switching GARCH Model," Cahiers de recherche 0733, CIRPEE. [Downloadable!]

2006

1. Bernard Sinclair-Desgagné & Dina Feigenbaum & Albert Nsamirizi, 2006. "Les nanotechnologies: bénéfices et risques potentiels," CIRANO Burgundy Reports 2006rb-02, CIRANO. [Downloadable!]
2. M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO. [Downloadable!]
3. Simon van Norden, 2006. "Testing for Recent Trends in US Productivity Growth," Computing in Economics and Finance 2006 177, Society for Computational Economics.
4. Robert Gagné & Simon van Norden & Bruno Versaevel, 2006. "Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline," Cahiers de recherche 06-12, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
5. Robert Gagné & Simon van Norden & Bruno Versaevel, 2006. "Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline," Working Papers 0611, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
6. Robert Gagné & Simon Van Norden & Bruno Versaevel, 2006. "Testing Optimal Punishment Mechanisms under Price Regulation: the Case of the Retail Market for Gasoline," Pre- and Post-Print documents halshs-00142516_v1, HAL. [Downloadable!]
7. Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers 0332, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
8. Jean Boivin & Marc Giannoni, 2006. "DSGE Models in a Data-Rich Environment," NBER Working Papers 12772, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Claude, Denis & Tidball, Mabel, 2006. "Efficiency inducing taxation for polluting oligopolists: the irrelevance of privatization," MPRA Paper 776, University Library of Munich, Germany, revised 15 Oct 2006. [Downloadable!]
10. Denis Claude & Mabel Tidball, 2006. "Efficiency inducing taxation for polluting oligopolists: the irrelevance of privatization," Working Papers 06-06, LAMETA, Universtiy of Montpellier, revised Jul 2006. [Downloadable!]
11. Georges Zaccour, 2006. "On Coordination of Dynamic Marketing Channels and Two-part Wholesale Tariff," Computing in Economics and Finance 2006 250, Society for Computational Economics.
12. Sihem Taboubi & Guiomar Martín-Herrán & Georges Zaccour, 2006. "Myopia in Marketing Channel: A Differential Game Analysis," Computing in Economics and Finance 2006 515, Society for Computational Economics.
13. Luc Bauwens & Jeroen V.K. Rombouts, 2006. "Bayesian inference for the mixed conditional heteroskedasticity model," Cahiers de recherche 06-07, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
14. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels," Cahiers de recherche 06-16, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
15. Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
16. Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006. "Regime switching GARCH models," Cahiers de recherche 06-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
17. Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2006007, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
18. Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2006006, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]

2005

1. Bernard Sinclair-Desgagné & Maia David, 2005. "Environmental Regulationand the Eco-Industry," Working Papers 2005.56, Fondazione Eni Enrico Mattei. [Downloadable!]
2. Alain-Désiré Nimubona & Bernard Sinclair-Desgagné, 2005. "The Pigouvian Tax Rule in the Presence of an Eco-Industry," CIRANO Working Papers 2005s-21, CIRANO. [Downloadable!]
3. Bernard Sinclair-Desgagné & Alain-Désiré Nimubona, 2005. "The Pigouvian Tax Rule in the Presence of an Eco-Industry," Working Papers 2005.57, Fondazione Eni Enrico Mattei. [Downloadable!]
4. Alain-Désiré Nimubona & Bernard Sinclair-Desgagné, 2005. "The Pigouvian Tax Rule in the Presence of an Eco-Industry," Pre- and Post-Print documents hal-00243020_v1, HAL. [Downloadable!]
5. Maia David & Bernard Sinclair-Desgagné, 2005. "Environmental regulation and the eco-industry," Pre- and Post-Print documents hal-00243019_v1, HAL. [Downloadable!]
6. Orphanides, Athanasios & van Norden, Simon, 2005. "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers 4830, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Simon van Norden, 2005. "Are We There Yet? Looking for the New Economy," Computing in Economics and Finance 2005 337, Society for Computational Economics.
8. Jean Boivin, 2005. "Has US Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data," NBER Working Papers 11314, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers 11285, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Albert Lee Chun, 2005. "Expectations, Bond Yields and Monetary Policy," Finance 0512006, EconWPA. [Downloadable!]
11. Denis, CLAUDE & Jean, HINDRIKS, 2005. "Strategic Privatization and Regulation Policy in Mixed Markets," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2005016, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
12. Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics. [Downloadable!]
13. Luc, Bauwens & J.V.K., ROMBOUTS, 2005. "Bayesian inference for the mixed conditional heteroskedasticity model," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2005058, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]

2004

1. Jozée Lapierre & Bernard Sinclair-Desgagné, 2004. "An Empirical Investigation of Perceptual Incongruence Between Sales Managers and Salespeople as to Sales Force Control System Application," CIRANO Working Papers 2004s-10, CIRANO. [Downloadable!]
2. Dina Feigenbaum & Albert Nsamirizi & Bernard Sinclair-Desgagné, 2004. "Les Nanotechnologies : leurs bénéfices et leurs risques potentiels," CIRANO Working Papers 2004s-44, CIRANO. [Downloadable!]
3. Maia David & Bernard Sinclair-Desgagné, 2004. "Environmental Regulation and the Eco-industry," CIRANO Working Papers 2004s-42, CIRANO. [Downloadable!]
4. Bernard Sinclair-Desgagné, 2004. "Corporate Strategies For Managing Environmental Risk (The International Library Of Environmental Economics And Policy – Volume xx)," CIRANO Working Papers 2004s-43, CIRANO. [Downloadable!]
5. Bernard Sinclair-Desgagné & Marie-Cécile Fagart, 2004. "Auditing policies and information," Econometric Society 2004 North American Winter Meetings 86, Econometric Society. [Downloadable!]
6. 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.
7. Athanasios Orphanides & Simon van Norden, 2004. "The reliability of inflation forecasts based on output gap estimates in real time," Finance and Economics Discussion Series 2004-68, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
8. Cayen, Jean-Philippe & van Norden, Simon, 2004. "The reliability of Canadian output gap estimates," Discussion Paper Series 1: Economic Studies 2004,29, Deutsche Bundesbank, Research Centre. [Downloadable!]
9. Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach," NBER Working Papers 10220, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Ben S. Bernanke & Jean Boivin & Piotr Eliasz, 2004. "Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach," Finance and Economics Discussion Series 2004-03, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
11. Jeroen V.K. Rombouts & Marno Verbeek, 2004. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Cahiers de recherche 04-14, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
12. Luc Bauwens & Jeroen Rombouts, 2004. "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings 370, Econometric Society. [Downloadable!]
13. Jeroen Rombouts & E.W. Rengifo, 2004. "Dynamic Optimal Portfolio Selection in a VaR Framework," Cahiers de recherche 04-05, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
14. Rombouts, J.V.K. & Verbeek, M.J.C.M, 2004. "Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models," Research Paper ERS-2004-107-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

2003

1. Bernard Sinclair-Desgagné & Dina Feigenbaum & Émilie Pawlak, 2003. "The Integrated Product Policy and the Innovation Process: An Overview," CIRANO Working Papers 2003s-65, CIRANO. [Downloadable!]
2. Nathalie de Marcellis-Warin & Ingrid Peignier & Bernard Sinclair-Desgagné, 2003. "L'Inspection des installations dangereuses; les expériences aux États-Unis et en France," CIRANO Project Reports 2003rp-08, CIRANO. [Downloadable!]
3. Nathalie de Marcellis-Warin & Ingrid Peignier & Bernard Sinclair-Desgagné, 2003. "Communication des risques industriels au public - Les expériences aux États-Unis et en France," CIRANO Project Reports 2003rp-02, CIRANO. [Downloadable!]
4. Bernard Sinclair-Desgagné & Ingrid Peignier & Nathalie de Marcellis-Warin, 2003. "Informational Regulation of Industrial Safety - An Examination of the U.S. "Local Emergency Planning Committees"," CIRANO Working Papers 2003s-03, CIRANO. [Downloadable!]
5. Pauline Barrieu & Bernard Sinclair-Desgagné, 2003. "The Paradox of Precaution," CIRANO Working Papers 2003s-63, CIRANO. [Downloadable!]
6. 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. [Downloadable!]
7. 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. [Downloadable!]
8. Jean Boivin & Marc P. Giannoni, 2003. "Has Monetary Policy Become More Effective?," NBER Working Papers 9459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Jean Boivin & Serena Ng, 2003. "Are More Data Always Better for Factor Analysis?," NBER Working Papers 9829, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Moez Bennouri, 2003. "Auction versus Dealership Markets," CIRANO Working Papers 2003s-67, CIRANO. [Downloadable!]

2002

1. Ann-Renée Blais & Bernard Sinclair-Desgagné, 2002. "Le leadership en 3C : Capacités, conduite, circonstances," CIRANO Burgundy Reports 2002rb-04, CIRANO. [Downloadable!]
2. Marie-Cécile Fagart & Bernard Sinclair-Desgagné, 2002. "Auditing Policies and Information Systems in Principal-agent Analysis," Cahiers de recherche 02-02, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
3. Nathalie de Marcellis-Warin & Ingrid Peignier & Bernard Sinclair-Desgagné, 2002. "Analyse économique du Risk Management Program (section 112® du « Clean Air Act »)," CIRANO Project Reports 2002rp-12, CIRANO. [Downloadable!]
4. Marie-Cécile Fagart & Bernard Sinclair-Desgagné, 2002. "Auditing Policies and Information Systems in Principal-Agent Analysis," CIRANO Working Papers 2002s-18, CIRANO. [Downloadable!]
5. Jean-Philippe Cayen & Simon van Norden, 2002. "La fiabilité des estimations de l'écart de production au Canada," Working Papers 02-10, Bank of Canada. [Downloadable!]
6. Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers 02-28, Bank of Canada. [Downloadable!]
7. Jean Boivin & Marc Giannoni, 2002. "Has monetary policy become less powerful?," Staff Reports 144, Federal Reserve Bank of New York. [Downloadable!]
8. Jean-Grégoire Bernard & Suzanne Rivard & Benoit A. Aubert, 2002. "Évaluation du risque d'implantation de progiciel," CIRANO Project Reports 2002rp-15, CIRANO. [Downloadable!]
9. Jean-Grégoire Bernard & Benoit A. Aubert & Simon Bourdeau & Éric Clément & Caroline Debuissy & Marie-Josée Dumoulin & Marc Laberge & Nathalie de Marcellis-Warin & Ingrid Peignier, 2002. "Le risque : un modèle conceptuel d'intégration," CIRANO Project Reports 2002rp-16, CIRANO. [Downloadable!]
10. L. Bauwens & S. Laurent & J.P. Peters & J. Rombouts, 2002. "Multivariate GARCH models and their Estimation," Computing in Economics and Finance 2002 19, Society for Computational Economics.

2001

1. Bernard Sinclair-Desgagné, 2001. "Incentives in Common Agency," CIRANO Working Papers 2001s-66, CIRANO. [Downloadable!]
2. Bernard Sinclair-Desgagné, 2001. "Incentives in Common Agency," Cahiers de recherche 01-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
3. Estelle Gozlan & Bernard Sinclair-Desgagné, 2001. "A Theory of Environmental Risk Disclosure," CIRANO Working Papers 2001s-17, CIRANO. [Downloadable!]
4. Athanasios Orphanides & Simon van Norden, 2001. "The Unreliability of Output Gap Estimates in Real Time," CIRANO Working Papers 2001s-57, CIRANO. [Downloadable!]
5. 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.
6. Ben S. Bernanke & Jean Boivin, 2001. "Monetary Policy in a Data-Rich Environment," NBER Working Papers 8379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
7. Moez Bennouri & Sonia Falconieri, 2001. "Price versus Quantity Discrimination in Optimal IPOs," Tinbergen Institute Discussion Papers 01-083/1, Tinbergen Institute. [Downloadable!]
8. Epuran, G. & Turgeon, N., 2001. "L'industrie televisuelle en Roumanie : Acteurs en action - Prise 1," Papers 2001-03, Ecole des Hautes Etudes Commerciales de Montreal-.

2000

1. Bernard Sinclair-Desgagné, 2000. "Environmental Risk Management and the Business Firm," CIRANO Working Papers 2000s-23, CIRANO. [Downloadable!]
2. Bernard Sinclair-Desgagné & Antoine Soubeyran, 2000. "A Theory of Routines as Mindsavers," CIRANO Working Papers 2000s-52, CIRANO. [Downloadable!]
3. Bernard Sinclair-Desgagné, 2000. "Technological Paradigms and the Measurement of Innovation," CIRANO Working Papers 2000s-60, CIRANO. [Downloadable!]
4. Michael A. Kouritzin & Bruno Remillard, 2000. "Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations," RePAd Working Paper Series lrsp-TRS368, Département des sciences administratives, UQO. [Downloadable!]

1999

1. Bernard Sinclair-Desgagné & Carel Vachon, 1999. "Dealing with Major Technological Risks," CIRANO Working Papers 99s-29, CIRANO. [Downloadable!]
2. Bernard Sinclair-Desgagné, 1999. "Remarks on Environmental Regulation, Firm Behavior and Innovation," CIRANO Working Papers 99s-20, CIRANO. [Downloadable!]
3. Athanasios Orphanides & Simon van Norden, 1999. "The reliability of output gap estimates in real time," Finance and Economics Discussion Series 1999-38, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
4. Athanasios Orphanides & Simon van Norden, 1999. "The Reliability of Output Gap Estimates in Real Time," Macroeconomics 9907006, EconWPA. [Downloadable!]

1997

1. Bernard Sinclair-Desgagné & Olivier Cadot, 1997. "Career Concerns and the Acquisition of Firm-Specific Skills," CIG Working Papers FS IV 97-19, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
2. St-Amant, P. & van Norden, S., 1997. "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports 79, Bank of Canada. [Downloadable!]
3. Marie-Josée Godbout & Simon van Norden, 1997. "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Working Papers 97-1, Bank of Canada. [Downloadable!]
4. Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Working Papers 97-2, Bank of Canada. [Downloadable!]

1996

1. Lars-Hendrick Röller & Bernard Sinclair-Desgagné, 1996. "Asymmetry in Cournot Duopoly," CIRANO Working Papers 96s-23, CIRANO. [Downloadable!]
2. Marcel Boyer & Pierre Lasserre & Michel Patry & Michel Poitevin & Bernard Sinclair-Desgagné, 1996. "L'impartition municipale : l'argumentaire," CIRANO Project Reports 1996rp-01, CIRANO. [Downloadable!]
3. H. Landis Gabel & Bernard Sinclair-Desgagné, 1996. "Environmental Auditing in Management Systems and Public Policy," CIRANO Working Papers 96s-21, CIRANO. [Downloadable!]
4. Murray, J. & Van Norden, S. & Vigfusson, R., 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada. [Downloadable!]
5. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]
6. Vigfusson, R. & Van Norden, S., 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Working Papers 96-11, Bank of Canada. [Downloadable!]
7. Van Norden, S. & Schaller, H., 1996. "Speculative Behaviour, Regime-Switching and Stock Market Crashes," Working Papers 96-13, Bank of Canada. [Downloadable!]
8. Van Norden, S. & Vigfusson, R., 1996. "Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures," Working Papers 96-3, Bank of Canada. [Downloadable!]
9. Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics 9603004, EconWPA. [Downloadable!]
10. Simon van Norden & Robert Vigfusson, 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Meeting papers 9603001, EconWPA. [Downloadable!]
11. 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, EconWPA. [Downloadable!]

1995

1. Olivier Cadot & Bernard Sinclair-Desgagné, 1995. "Innovation Under the Threat of Stricter Environmental Standards," CIRANO Working Papers 95s-11, CIRANO. [Downloadable!]
2. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995. [Downloadable!]
3. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, EconWPA. [Downloadable!]
4. Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics 9502003, EconWPA. [Downloadable!]
5. Simon van Norden & Huntley Schaller & ), 1995. "Fads or Bubbles?," Econometrics 9502004, EconWPA, revised 06 Jun 1995. [Downloadable!]
6. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA. [Downloadable!]
7. Jeff Gable & Simon van Norden & Robert Vigfusson, 1995. "Analytical Derivatives for Markov Switching Models," GE, Growth, Math methods 9508001, EconWPA. [Downloadable!]
8. Robert A. Amano & Simon van Norden, 1995. "Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate," International Finance 9502001, EconWPA. [Downloadable!]
9. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, EconWPA. [Downloadable!]
10. Simon van Norden, 1995. "Why Is It So Hard to Measure the Current Output Gap?," Macroeconomics 9506001, EconWPA. [Downloadable!]

1994

1. H. Landis Gabel & Bernard Sinclair-Desgagné, 1994. "Environmental Audits and Incentive Compensation," CIRANO Working Papers 94s-19, CIRANO. [Downloadable!]

1989

1. Amasse, F. & Zaccour, G., 1989. "Les Gestionnaires Et L'Exportation: Differences De Perception Et De Caracteristiques Entre Gestionnaires De Firmes Exportatrices Et Non Exportatrices," Papers 89-18, ECOLE DES HAUTES ETUDES COMMERCIALES (H.E.C.), MONTREAL-.

Undated

1. Jeff Gable & Simon van Norden & Robert Vigfusson, . "Analytical Derivatives for Markov Switching Models," Working Papers 95-7, Bank of Canada. [Downloadable!]

Journal articles

2008

1. Breton, Michele & Sokri, Abderrahmane & Zaccour, Georges, 2008. "Incentive equilibrium in an overlapping-generations environmental game," European Journal of Operational Research, Elsevier, vol. 127(2), pages 687-699, March. [Downloadable!] (restricted)

2007

1. Hassan Benchekroun & Denis Claude, 2007. "Tax Differentials and the Segmentation of Networks of Cooperation in Oligopoly," Topics in Theoretical Economics, Berkeley Electronic Press, vol. 7(1), pages 1316-1316. [Downloadable!] (restricted)
2. Steffen Jørgensen & Georges Zaccour, 2007. "Developments in differential game theory and numerical methods: economic and management applications," Computational Management Science, Springer, vol. 4(2), pages 159-181, April. [Downloadable!] (restricted)
3. Georges Zaccour, 2007. "Special issue on dynamic games," Computational Management Science, Springer, vol. 4(2), pages 87-88, April. [Downloadable!] (restricted)
4. Amrouche, Nawel & Zaccour, Georges, 2007. "Shelf-space allocation of national and private brands," European Journal of Operational Research, Elsevier, vol. 127(2), pages 648-663, July. [Downloadable!] (restricted)
5. L. Bauwens & J. V. K. Rombouts, 2007. "Bayesian Clustering of Many Garch Models," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 365-386. [Downloadable!] (restricted)
6. L. Bauwens & J.V.K. Rombouts, 2007. "Bayesian inference for the mixed conditional heteroskedasticity model," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 408-425, 07. [Downloadable!] (restricted)
7. Hafner, Christian M. & Rombouts, Jeroen V.K., 2007. "Semiparametric Multivariate Volatility Models," Econometric Theory, Cambridge University Press, vol. 23(02), pages 251-280, January. [Downloadable!]
8. Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K., 2007. "Multivariate mixed normal conditional heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3551-3566, April. [Downloadable!] (restricted)

2006

1. 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. [Downloadable!] (restricted)
2. Moez Bennouri & Sonia Falconieri, 2006. "Optimal auctions with asymmetrically informed bidders," Economic Theory, Springer, vol. 28(3), pages 585-602, 08. [Downloadable!] (restricted)
3. J Hindriks & D Claude, 2006. "Strategic Privatization and Regulation Policy in Mixed Markets," The Icfai Journal of Managerial Economics, Icfai Press, vol. 0(1), pages 7-26, February.
4. Karray, Salma & Zaccour, Georges, 2006. "Could co-op advertising be a manufacturer's counterstrategy to store brands?," Journal of Business Research, Elsevier, vol. 59(9), pages 1008-1015, September. [Downloadable!] (restricted)
5. Michele Breton & Karima Fredj & Georges Zaccour, 2006. "International Cooperation, Coalitions Stability And Free Riding In A Game Of Pollution Control," Manchester School, University of Manchester, vol. 74(1), pages 103-122, 01. [Downloadable!] (restricted)
6. Breton, Michele & Zaccour, Georges & Zahaf, Mehdi, 2006. "A game-theoretic formulation of joint implementation of environmental projects," European Journal of Operational Research, Elsevier, vol. 127(1), pages 221-239, January. [Downloadable!] (restricted)
7. Patrick Leblond, 2006. "The Political Stability and Growth Pact is Dead: Long Live the Economic Stability and Growth Pact," Journal of Common Market Studies, Blackwell Publishing, vol. 44, pages 969-990, December. [Downloadable!] (restricted)
8. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109. [Downloadable!]

2005

1. Maia David & Bernard Sinclair-Desgagné, 2005. "Environmental Regulation and the Eco-Industry," Journal of Regulatory Economics, Springer, vol. 28(2), pages 141-155, 09. [Downloadable!] (restricted)
2. 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.
3. 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. [Downloadable!] (restricted)
4. Ben Bernanke & Jean Boivin & Piotr S. Eliasz, 2005. "Measuring the Effects of Monetary Policy: A Factor-augmented Vector Autoregressive (FAVAR) Approach," The Quarterly Journal of Economics, MIT Press, vol. 120(1), pages 387-422, January.
5. Mouchart, Michel & Rombouts, Jeroen V.K., 2005. "Clustered panel data models: an efficient approach for nowcasting from poor data," International Journal of Forecasting, Elsevier, vol. 21(3), pages 577-594. [Downloadable!] (restricted)

2004

1. Patrick Leblond, 2004. "Completing the Maastricht Contract: Institutional Handicraft and the Transition to European Monetary Union," Journal of Common Market Studies, Blackwell Publishing, vol. 42(3), pages 553-572, 09. [Downloadable!] (restricted)

2003

1. Sinclair-Desgagne, Bernard & Gozlan, Estelle, 2003. "A theory of environmental risk disclosure," Journal of Environmental Economics and Management, Elsevier, vol. 45(2,supplem), pages 377-393, March. [Downloadable!] (restricted)
2. Bernanke, Ben S. & Boivin, Jean, 2003. "Monetary policy in a data-rich environment," Journal of Monetary Economics, Elsevier, vol. 50(3), pages 525-546, April. [Downloadable!] (restricted)
3. Petrosjan, Leon & Zaccour, Georges, 2003. "Time-consistent Shapley value allocation of pollution cost reduction," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 381-398, January. [Downloadable!] (restricted)
4. Jorgensen, Steffen & Zaccour, Georges, 2003. "Channel coordination over time: incentive equilibria and credibility," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 801-822, March. [Downloadable!] (restricted)
5. Jorgensen, Steffen & Taboubi, Sihem & Zaccour, Georges, 2003. "Retail promotions with negative brand image effects: Is cooperation possible?," European Journal of Operational Research, Elsevier, vol. 127(2), pages 395-405, October. [Downloadable!] (restricted)

2002

1. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362. [Downloadable!] (restricted)
2. 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, 07. [Downloadable!] (restricted)
3. Jean Boivin & Marc Giannoni, 2002. "Assessing changes in the monetary transmission mechanism: a VAR approach," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 97-111. [Downloadable!]

2001

1. Jorgensen, Steffen & Zaccour, Georges, 2001. "Time consistent side payments in a dynamic game of downstream pollution," Journal of Economic Dynamics and Control, Elsevier, vol. 25(12), pages 1973-1987, December. [Downloadable!] (restricted)
2. Breton, Michele & Zaccour, Georges, 2001. "Equilibria in an asymmetric duopoly facing a security constraint," Energy Economics, Elsevier, vol. 23(4), pages 457-475, July. [Downloadable!] (restricted)

2000

1. Sinclair-Desgagne, Bernard & Cadot, Olivier, 2000. "Career Concerns and the Acquisition of Firm-Specific Skills," Journal of the Japanese and International Economies, Elsevier, vol. 14(3), pages 204-217, September. [Downloadable!] (restricted)

1999

1. Sinclair-Desgagne, Bernard, 1999. "How to Restore Higher-Powered Incentives in Multitask Agencies," Journal of Law, Economics and Organization, Oxford University Press, vol. 15(2), pages 418-33, July.
2. Jorgensen, Steffen & Kort, Peter M. & Zaccour, Georges, 1999. "Production, inventory, and pricing under cost and demand learning effects," European Journal of Operational Research, Elsevier, vol. 117(2), pages 382-395, September. [Downloadable!] (restricted)
3. Jorgensen, Steffen & Zaccour, Georges, 1999. "Price subsidies and guaranteed buys of a new technology," European Journal of Operational Research, Elsevier, vol. 114(2), pages 338-345, April. [Downloadable!] (restricted)

1998

1. Simon van Norden & Robert Vigfusson, 1998. "Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(1), pages 1-22. [Downloadable!] (restricted)
2. 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. [Downloadable!] (restricted)

1997

1. Sinclair-Desgagne, Bernard & Gabel, H. Landis, 1997. "Environmental Auditing in Management Systems and Public Policy," Journal of Environmental Economics and Management, Elsevier, vol. 33(3), pages 331-346, July. [Downloadable!] (restricted)
2. Gable, Jeff & van Norden, Simon & Vigfusson, Robert, 1997. "Analytical Derivatives for Markov Switching Models," Computational Economics, Springer, vol. 10(2), pages 187-94, May. [Downloadable!]
3. Schaller, Huntley & van Norden, Simon, 1997. "Regime Switching in Stock Market Returns," Applied Financial Economics, Taylor and Francis Journals, vol. 7(2), pages 177-91, April. [Downloadable!] (restricted)

1996

1. Roller, Lars-Hendrik & Sinclair-Desgagne, Bernard, 1996. "On the heterogeneity of firms," European Economic Review, Elsevier, vol. 40(3-5), pages 531-539, April. [Downloadable!] (restricted)
2. Cadot, Olivier & Sinclair-Desgagne, Bernard, 1996. "On the Computation of Randomized Markov Equilibria," Games and Economic Behavior, Elsevier, vol. 17(1), pages 129-134, November. [Downloadable!] (restricted)
3. 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 219-51, May-June. [Downloadable!] (restricted)

1995

1. Cadot Olivier & Sinclair-Desgagne Bernard, 1995. "Environmental Standards and Industrial Policy," Journal of Environmental Economics and Management, Elsevier, vol. 29(2), pages 228-237, September. [Downloadable!] (restricted)
2. Robert Lafrance & Simon van Norden, 1995. "Exchange rate fundamentals and the Canadian dollar," Bank of Canada Review, Bank of Canada, vol. 127(Spring), pages 17-33. [Downloadable!]
3. 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. [Downloadable!] (restricted)

1994

1. Sinclair-Desgagne, Bernard, 1994. "The First-Order Approach to Multi-signal Principal-Agent Problems," Econometrica, Econometric Society, vol. 62(2), pages 459-66, March. [Downloadable!] (restricted)

1993

1. Sinclair-Desgagne, Bernard, 1993. " Fighting Pollution When Decisions Are Strategic: A Comment," Public Choice, Springer, vol. 76(4), pages 357-58, August.
2. Gabel H. Landis & Sinclair-Desgagne Bernard, 1993. "Managerial Incentives and Environmental Compliance," Journal of Environmental Economics and Management, Elsevier, vol. 24(3), pages 229-240, May. [Downloadable!] (restricted)
3. 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 505-10, August. [Downloadable!] (restricted)

1990

1. Sinclair-Desgagne, Bernard, 1990. "On the regulation of procurement bids," Economics Letters, Elsevier, vol. 33(3), pages 229-232, July. [Downloadable!] (restricted)
2. Sinclair-Desgagne, Bernard, 1990. "Group decision support systems implement Bayesian rationality," European Journal of Operational Research, Elsevier, vol. 47(1), pages 29-34, July. [Downloadable!] (restricted)

Books

2004

1. Benoit A. Aubert & Henri Barki & Jean-Grégoire Bernard & Simon Bourdeau & Gaétan Carrier & Éric Clément & Caroline Debuissy & Marie-Josée Dumoulin & Jean-François Gratton & Marc Laberge & Simon , 2004. "Mesure intégrée du risque dans les organisations," CIRANO Monographs, CIRANO, number 2004mo-01, December.

1999

1. Gamal Atallah & Benoit A. Aubert & Mario Bourgault & Marcel Boyer & Marie-Hélène Constantin & Patrick González & Pierre Lasserre & Michel Moreaux & Michel Patry & Michel Poitevin & Suzanne Rivard &, 1999. "Impartition : Fondements et analyses," CIRANO Monographs, CIRANO, number 1999mo-01, December.

Software components

2000

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. [Downloadable!]

1996

1. Simon van Norden, 1996. "A program to compute long-run covariance matrices," Rats codes hac, . [Downloadable!]

1995

1. Simon van Norden, 1995. "ROLLREG: RATS module to perform rolling and moving-window regressions," Statistical Software Components R852701, Boston College Department of Economics. [Downloadable!]

1989

1. 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. [Downloadable!]

This page was last updated on 2008-7-1.