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Simon van Norden

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Personal Details

First Name: Simon
Middle Name:
Last Name: van Norden
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RePEc Short-ID: pva7

Email:
Homepage: http://expertise.hec.ca/simon_van_norden
Postal Address: Service de l'enseignement de la finance HEC Montreal 3000 Chemin de la Cote Sainte Catherine Montreal, QC CANADA H3T 2A7
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Affiliation

(in no particular order)

Works


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Working papers

  1. 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, Australian National University, Centre for Applied Macroeconomic Analysis.
  2. Simon van Norden, 2010. "Current Trends in the Analysis of Canadian Productivity Growth," CIRANO Working Papers 2010s-30, CIRANO.
  3. Jan P.A.M. Jacobs & Simon van Norden, 2010. "Lessons From the Latest Data on U.S. Productivity," CAMA Working Papers 2010-33, Australian National University, Centre for Applied Macroeconomic Analysis.
  4. John Galbraith & Simon van Norden, 2009. "Calibration and Resolution Diagnostics for Bank of England Density Forecasts," CIRANO Working Papers 2009s-36, CIRANO.
  5. Simon van Norden, 2009. "When You’ve Seen One Financial Crisis…," CIRANO Working Papers 2009s-42, CIRANO.
  6. John Galbraith & Simon van Norden, 2008. "The Calibration of Probabilistic Economic Forecasts," CIRANO Working Papers 2008s-28, CIRANO.
  7. M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO.
  8. Simon van Norden, 2006. "Testing for Recent Trends in US Productivity Growth," Computing in Economics and Finance 2006 177, Society for Computational Economics.
  9. Simon van Norden, 2005. "Are We There Yet? Looking for the New Economy," Computing in Economics and Finance 2005 337, Society for Computational Economics.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers 02-28, Bank of Canada.
  15. 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.
  16. 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.
  17. Athanasios Orphanides & Simon van Norden, 2001. "The Unreliability of Output Gap Estimates in Real Time," CIRANO Working Papers 2001s-57, CIRANO.
  18. 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.
  19. 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.
  20. Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Working Papers 97-2, Bank of Canada.
  21. 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.
  22. Van Norden, S. & Schaller, H., 1996. "Speculative Behaviour, Regime-Switching and Stock Market Crashes," Working Papers 96-13, Bank of Canada.
  23. 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.
  24. 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.
  25. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada.
  26. Vigfusson, R. & Van Norden, S., 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Working Papers 96-11, Bank of Canada.
  27. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, EconWPA.
  28. 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.
  29. Simon van Norden, 1995. "Why Is It So Hard to Measure the Current Output Gap?," Macroeconomics 9506001, EconWPA.
  30. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995.
  31. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA.
  32. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, EconWPA.
  33. Jeff Gable & Simon van Norden & Robert Vigfusson, . "Analytical Derivatives for Markov Switching Models," Working Papers 95-7, Bank of Canada.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362.
  10. 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.
  11. 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.
  12. Huntley Schaller & Simon Van Norden, 1997. "Regime switching in stock market returns," Applied Financial Economics, Taylor and Francis Journals, vol. 7(2), pages 177-191.
  13. Gable, Jeff & van Norden, Simon & Vigfusson, Robert, 1997. "Analytical Derivatives for Markov Switching Models," Computational Economics, Society for Computational Economics, vol. 10(2), pages 187-94, May.
  14. 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.
  15. 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.
  16. 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.
  17. 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.

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.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2009-10-03
  2. NEP-BEC: Business Economics (4) 2006-06-03 2010-12-11 2011-01-03 2011-01-23
  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-COM: Industrial Competition (2) 2006-11-25 2007-03-24
  5. NEP-ECM: Econometrics (8) 1998-07-27 2002-10-18 2005-05-23 2005-06-14 2008-11-25 2009-05-16 2009-08-30 2012-04-10 Author is listed
  6. NEP-EFF: Efficiency & Productivity (4) 2010-08-21 2010-12-11 2011-01-03 2011-01-23
  7. NEP-ENE: Energy Economics (2) 2006-11-25 2007-03-24
  8. NEP-ETS: Econometric Time Series (2) 1998-07-27 2008-11-25
  9. NEP-FIN: Finance (1) 2006-06-03
  10. NEP-FMK: Financial Markets (2) 2006-06-03 2009-10-03
  11. NEP-FOR: Forecasting (3) 2008-11-25 2009-05-16 2009-08-30
  12. NEP-IFN: International Finance (2) 1998-07-27 2006-06-03
  13. NEP-MAC: Macroeconomics (4) 2003-04-27 2005-05-23 2005-06-14 2009-08-30
  14. NEP-MIC: Microeconomics (3) 2003-09-28 2006-11-25 2007-03-24
  15. NEP-MON: Monetary Economics (1) 2005-06-14
  16. NEP-REG: Regulation (3) 2006-11-25 2007-03-24 2009-10-03
  17. NEP-RMG: Risk Management (1) 2009-10-03
  18. NEP-URE: Urban & Real Estate Economics (1) 2009-10-03

Statistics

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. h-index
  8. Number of Registered Citing Authors
  9. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  10. Number of Abstract Views in RePEc Services over the past 12 months
  11. Number of Downloads through RePEc Services over the past 12 months
  12. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  13. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  14. Wu-Index

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Co-authorship network on CollEc

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