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Trend in cycle or cycle in trend? : new structural identifications for unobserved-components models of U.S. real GDP

Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Macroeconomic dynamics 19 (2015) 4, pp. 776-790

Persistent link: https://www.econbiz.de/10011309209

Filters pour la̕nalyse courante

Van Norden, Simon - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 523-546

Persistent link: https://www.econbiz.de/10003086484

Are underwriting cycles real and forecastable?

Boyer, Martin; Jacquier, Eric; Van Norden, Simon - In: The journal of risk and insurance : the journal of the … 79 (2012) 4, pp. 995-1015

Persistent link: https://www.econbiz.de/10009696444

The reliability of Canadian output-gap estimates

Cayen, Jean-Philippe; Van Norden, Simon - In: The North American journal of economics and finance : a … 16 (2005) 3, pp. 373-393

Persistent link: https://www.econbiz.de/10003240244

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Van Norden, Simon - 2002

Persistent link: https://www.econbiz.de/10001705046

Measurement of the output gap : a discussion of recent research at the Bank of Canada

Saint-Amant, Pierre - 1997

Persistent link: https://www.econbiz.de/10000994466

Measurement of the output gap : a discussion of recent research at the Bank of Canada

St-Amant, Pierre - In: Monetary policy and the inflation process, (pp. 1-42). 1997

Persistent link: https://www.econbiz.de/10001322318

The reliability of output GAP estimates in real time

Orphanides, Athanasios; Van Norden, Simon - 1999

Persistent link: https://www.econbiz.de/10001404318

Kernel-based calibration diagnostics for recession and inflation probability forecasts

Galbraith, John W.; Van Norden, Simon - In: International journal of forecasting 27 (2011) 4, pp. 1041-1057

Persistent link: https://www.econbiz.de/10009316920

The reliability of Canadian output gap estimates

Cayen, Jean-Philippe; van Norden, Simon - 2004

Recent work on policy rules under uncertainty have highlighted the impact of output gap measurement errors on economic outcomes and their importance in the formulation of appropriate policy rules. This paper investigates the reliability of current estimates of the output gap in Canada. We begin...

Persistent link: https://www.econbiz.de/10010295656