← All authors Simon van Norden HEC Montréal (from arXiv:1808.04970, 2018) · ORCID · OpenAlex
30 papers in scope · 30 published · 1 on the econ.EM arXiv · 2,430 citations · h-index 19 (over the papers listed here)
Related authors The 4 authors closest to this one in our weighted citation graph, most related first.
Samad Sarferaz Andreas Dibiasi Jan Jacobs Jan-Egbert Sturm Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 30)
Output Gaps: Editor’s Introduction
published 2024 · Journal of Business Cycle Research
Employment reconciliation and nowcasting
published 2023 · Journal of Applied Econometrics · 2 citations
published 2020 · Journal of Business and Economic Statistics · 22 citations · first circulated 2018
Fiscal Surprises at the FOMC
published 2019 · International Journal of Forecasting · 5 citations · first circulated 2017
with Dean Croushore
Asymmetry in unemployment rate forecast errors
published 2019 · International Journal of Forecasting · 30 citations
with John W. Galbraith
Fiscal Forecasts at the FOMC: Evidence from the Greenbooks
published 2017 · The Review of Economics and Statistics · 20 citations · first circulated 2016
with Dean Croushore
Why are initial estimates of productivity growth so unreliable?
published 2015 · Journal of Macroeconomics · 14 citations
TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP
published 2014 · Macroeconomic Dynamics · 19 citations
On the correspondence between data revision and trend-cycle decomposition
published 2012 · Applied Economics Letters · 3 citations
Are Underwriting Cycles Real and Forecastable?
published 2012 · Journal of Risk & Insurance · 40 citations
with M. Martin Boyer, Éric Jacquier
Assessing Gross Domestic Product and Inflation Probability Forecasts Derived from Bank of England Fan Charts
published 2011 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 30 citations
with John W. Galbraith
Kernel-based calibration diagnostics for recession and inflation probability forecasts
published 2011 · International Journal of Forecasting · 16 citations
with John W. Galbraith
Current trends in the analysis of Canadian productivity growth
published 2011 · The North American Journal of Economics and Finance · 1 citations · first circulated 2010
Modeling data revisions: Measurement error and dynamics of “true” values
published 2010 · Journal of Econometrics · 125 citations · first circulated 2008
Exchange rates and order flow in the long run
published 2006 · Finance research letters · 25 citations
with M. Martin Boyer
Filtres pour l’analyse courante
published 2005 · L Actualité économique · 5 citations
The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
published 2005 · Journal of money credit and banking · 270 citations · first circulated 2004
with Athanasios Orphanides
The Reliability of Canadian Output Gap Estimates
published 2004 · The North American Journal of Economics and Finance · 3 citations
with Jean-Philippe Cayen
The Unreliability of Output-Gap Estimates in Real Time
published 2002 · The Review of Economics and Statistics · 252 citations
with Athanasios Orphanides
Fads or bubbles?
published 2002 · Empirical Economics · 38 citations · first circulated 1998
with Huntley Schaller
The Reliability of Output Gap Estimates in Real Time
published 1999 · Finance and Economics Discussion Series · 26 citations
with Athanasios Orphanides
Exchange Rates and Oil Prices
published 1998 · Review of International Economics · 27 citations · first circulated 1995
with Robert Amano
Oil prices and the rise and fall of the US real exchange rate
published 1998 · Journal of International Money and Finance · 566 citations
with Robert Amano
Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
published 1998 · Studies in Nonlinear Dynamics and Econometrics · 85 citations
with Robert J. Vigfusson
Analytical Derivatives for Markov Switching Models
published 1997 · Computational Economics · 2 citations
with Jeff Gable, Robert J. Vigfusson
Regime switching in stock market returns
published 1997 · Applied Financial Economics · 342 citations · first circulated 1995
with Huntley Schaller
Regime switching as a test for exchange rate bubbles
published 1996 · Journal of Applied Econometrics · 150 citations
Terms of trade and real exchange rates: the Canadian evidence
published 1995 · Journal of International Money and Finance · 195 citations
with Robert Amano
Exchange rate fundamentals and the Canadian dollar
published 1995 · Bank of Canada review · 12 citations
with Robert Lafrance
no link
The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange
published 1993 · The Review of Economics and Statistics · 105 citations
with Huntley Schaller
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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