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Information about:
Simon van Norden

Personal Details | Affiliation | Works
This is information that was supplied by Simon van Norden in registering through RePEc. If you are Simon van Norden , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Simon
Middle Name:
Last Name: van Norden
Suffix:

RePEc Short-ID: pva7

Email:
Homepage: http://www.hec.ca/pages/simon.van-norden
Postal Address: Department of International Business HEC Montreal 3000 Chemin de la Cote Sainte Catherine Montreal, QC CANADA H3T 2A7
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. h, where author has written h papers that have each been cited at least h times.
  2. Number of Abstract Views in RePEc Services over the past 12 months
  3. Number of Downloads through RePEc Services over the past 12 months
  4. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  5. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  6. Wu-Index

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. John Galbraith & Simon van Norden, 2008. "The Calibration of Probabilistic Economic Forecasts," CIRANO Working Papers 2008s-28, CIRANO. [Downloadable!]
    Other versions:

  2. M. Martin Boyer & Simon van Norden, 2006. "Exchange Rates and Order Flow in the Long Run," CIRANO Working Papers 2006s-07, CIRANO. [Downloadable!]
    Published as:

  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. Simon van Norden, 2005. "Are We There Yet? Looking for the New Economy," Computing in Economics and Finance 2005 337, Society for Computational Economics.

  5. 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!]
    Published as:

  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. 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!]
    Other versions:

  8. 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!]
    Other versions:
    Published as:

  9. Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers 02-28, Bank of Canada. [Downloadable!]

  10. 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!]

  11. 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.

  12. Athanasios Orphanides & Simon van Norden, 2001. "The Unreliability of Output Gap Estimates in Real Time," CIRANO Working Papers 2001s-57, CIRANO. [Downloadable!]
    Other versions:
    Published as:

  13. 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!]

  14. 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!]

  15. Huntley Schaller & Simon van Norden, 1997. "Fads or Bubbles?," Working Papers 97-2, Bank of Canada. [Downloadable!]
    Other versions:
    Published as:

  16. 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!]

  17. Van Norden, S. & Schaller, H., 1996. "Speculative Behaviour, Regime-Switching and Stock Market Crashes," Working Papers 96-13, Bank of Canada. [Downloadable!]
    Other versions:

  18. 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!]

  19. 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!]
    Other versions:

  20. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Working Papers 96-10, Bank of Canada. [Downloadable!]

  21. Vigfusson, R. & Van Norden, S., 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Working Papers 96-11, Bank of Canada. [Downloadable!]
    Other versions:

  22. Simon van Norden & Huntley Schaller & ), 1995. "Regime Switching in Stock Market Returns," Econometrics 9502002, EconWPA. [Downloadable!]
    Published as:

  23. 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!]
    Published as:

  24. Simon van Norden, 1995. "Why Is It So Hard to Measure the Current Output Gap?," Macroeconomics 9506001, EconWPA. [Downloadable!]

  25. Simon van Norden, 1995. "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics 9502001, EconWPA, revised 09 Aug 1995. [Downloadable!]
    Published as:

  26. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, EconWPA. [Downloadable!]

  27. Robert A. Amano & Simon van Norden, 1995. "Exchange Rates and Oil Prices," International Finance 9509001, EconWPA. [Downloadable!]
    Published as:

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

Articles

  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)
    Other versions:

  2. 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)
    Other versions:

  3. 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.
    Other versions:

  4. 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)
    Other versions:

  5. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362. [Downloadable!] (restricted)
    Other versions:

  6. 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)
    Other versions:

  7. 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)

  8. 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!]
    Other versions:

  9. 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)
    Other versions:

  10. 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)
    Other versions:

  11. 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)

  12. 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. [Downloadable!]

  13. 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)

  14. RePEc:bep:sndecm:3:2007:1:1-22 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. [Downloadable!]

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

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

  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. [Downloadable!]
    Published as:

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-06-03
  2. NEP-CBA: Central Banking (3) 2005-06-14 2006-06-03 2008-11-25 Author is listed
  3. NEP-COM: Industrial Competition (2) 2006-11-25 2007-03-24
  4. NEP-ECM: Econometrics (5) 1998-07-27 2002-10-18 2005-05-23 2005-06-14 2008-11-25 Author is listed
  5. NEP-ENE: Energy Economics (2) 2006-11-25 2007-03-24
  6. NEP-ETS: Econometric Time Series (2) 1998-07-27 2008-11-25
  7. NEP-FIN: Finance (1) 2006-06-03
  8. NEP-FMK: Financial Markets (1) 2006-06-03
  9. NEP-FOR: Forecasting (1) 2008-11-25
  10. NEP-IFN: International Finance (2) 1998-07-27 2006-06-03
  11. NEP-MAC: Macroeconomics (3) 2003-04-27 2005-05-23 2005-06-14 Author is listed
  12. NEP-MIC: Microeconomics (3) 2003-09-28 2006-11-25 2007-03-24 Author is listed
  13. NEP-MON: Monetary Economics (1) 2005-06-14
  14. NEP-REG: Regulation (2) 2006-11-25 2007-03-24
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This page was last updated on 2009-7-1.

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