- Goto, Jacobs, Sinclair and van Norden (2023) Employment Reconciliation and Nowcasting Journal of Applied Econometrics, DOI: 10.1002/jae.2995
- Jacobs, Sarferaz, Sturm, and van Norden (2022) “Can GDP measurement be further improved? Data revision and reconciliation.” Journal of Business and Economic Statistics, 40(1), 423-43,1DOI: 10.1080/07350015.2020.1831928
- van Norden (2020) “Measurement Error: A Primer for Macroeconomists.” Oxford Research Encyclopedia of Economics and Finance. Oxford University Press. (DOI:10.1093/acrefore/9780190625979.013.447)
- Croushore and van Norden (2019) Fiscal Surprises at the FOMC International Journal of Forecasting, 35(4) October–December, 1583-1595, DOI:10.1016/j.ijforecast.2019.02.009
- Earlier version available as CIRANO WP 2017s-09 or FRB Philadelphia WP 17-13.
- Galbraith and van Norden (2019) Asymmetries and Unemployment Rate Forecasts International Journal of Forecasting, 35(4), October–December, 1613-1626, DOI: 10.1016/j.ijforecast.2018.11.006
- Croushore and van Norden (2018) Fiscal Forecasts at the FOMC
- doi:10.1162/rest_a_00664 Review of Economics and Statistics, Vol. 100, No. 5, pp. 933–945.
- Appendix (includes description of data, sources, and additional results. Published online by REStat.)
- Replication data and programs
- How Well Do Central Bankers Understand Fiscal Policy? – Nov 2014 (earlier draft)
- see also Fiscal Policy: Ex Ante and Ex Post (2014, below)
- Jacobs and van Norden (2016) Why are Initial Estimates of Productivity Growth So Unreliable?
- Journal of Macroeconomics (DOI: 10.1016/j.jmacro.2015.11.004)
- 2010 Working Paper Lessons from the Latest Data on US Productivity
- van Norden and Wildi (2015) Basel III and the Prediction of Financial Crises
- Jacobs, Sarferaz, Sturm, and van Norden (2015) Modeling Multivariate Data Revisions
- Croushore and van Norden (2014) Fiscal Policy: Ex Ante and Ex Post
- Dungey, Jacobs, Tian, and van Norden (2015) Trend-Cycle Decomposition: Implications from an Exact Structural Identification
- Macroeconomic Dynamics (DOI: 10.1017/S1365100513000606)
- FRB Philadelphia Working Paper (2013)
- Dungey, Jacobs, Tian, and van Norden (2013 ) On the correspondence between data revision and trend-cycle decomposition
- Applied Economics Letters (DOI: 10.1080/13504851.2012.697118)
- CAMA Working Paper 2012/16
- Boyer, Jacquier, and van Norden (2012) Are Underwriting Cycles Real and Forecastable?
- Galbraith and van Norden (2012) Assessing GDP and Inflation Probability Forecasts Derived from the Bank of England Fan Charts
- Galbraith and van Norden (2011) Kernel-Based Calibration Diagnostics for Recession and Inflation Probability Forecasts
- van Norden (2011) Discussion of “The Unreliability of Credit-to-GDP Ratio Gaps in Real Time: Implications for Countercyclical Capital Buffers”
- Jacobs and van Norden (2011) Modeling Data Revisions: Measurement Error and Dynamics of “True” Values
- van Norden (2010) Current Trends in the Analysis of Canadian Productivity Growth
- Galbraith and van Norden (2010) Diagnostics for Probability Forecasts Derived from the Bank of England Fan Charts
- van Norden (2009) When You’ve Seen One Financial Crisis
- Boyer and van Norden (2006) Exchange Rates and Order Flow in the Long Run
- Gagne, van Norden, and Versaevel (2006) Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline
- Cayen and van Norden (2005) The Reliability of Canadian Output-Gap Estimates
- van Norden (2005) Are We There Yet? Looking for Evidence of a New Economy
- Orphanides and van Norden (2005) The Reliablity of Inflation Forecasts Based on Output Gaps in Real Time
- van Norden (2004) Optimal Band-Pass Filtering and the Reliability of Current Analysis
- Schaller and van Norden (2002) Fads or Bubbles?
- van Norden (2002) Filtering for Current Analysis
- Orphanides and van Norden (2001) The Unreliability of Output Gap Estimates in Real Time
- Amano, Gable, and van Norden (2000) RESDIAG: RATS Module to Perform Residual Diagnostics
- Godbout and van Norden (1999) Unit-Root Tests and Excess Returns
- van Norden and Schaller (1999) Speculative Behavior, Regime-Switching, and Stock Market Crashes
- Amano and van Norden (1998) Exchange Rates and Oil Prices
- Amano and van Norden (1998) Oil Prices and the Rise and Fall of the US Real Exchange Rate
- van Norden and Vigfusson (1998) Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
- St-Amant and van Norden (1997) Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
- Gable, van Norden, and Vigfusson (1997) Analytical Derivatives for Markov Switching Models
- Schaller and van Norden (1997) Regime Switching in Stock Market Returns
- Amano, Fenton, Tessier, and van Norden (1997) The Credibility of Monetary Policy: A Survey of the Literature with Some Simple Applications to Canada
- Godbut and van Norden (1997) Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
- Murray, van Norden, and Vigfusson (1996) Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real or Imagined?
- van Norden and Vigfusson (1996) Regime-Switching Models: a Guide to the Bank of Canada Gauss Procedures
- van Norden (1996) A program to Compute Long-Run Covariance Matrices
- Lafrance and van Norden (1996) Exchange Rate Fundamentals and the Canadian Dollar
- Amano and van Norden (1995) Terms of Trade and Real Exchange Rates: the Canadian Evidence
- Matheny, van Norden, and Vigfusson (1995) GAUSS Code for the Hodrick-Prescott Filter
- van Norden (1995) ROLLREG: RATS Module to Perform Rolling and Moving-Window Regressions
- van Norden (1995) Why is it so Hard to Measure the Current Output Gap?
- Lafrance and van Norden (1994) To Fix or to Float? A Review of Issues Related to Canada’s Exchange Rate
- van Norden and Schaller (1993) The Predictability of Stock Market Regime: Evidence from the Toronto Stock Exchange
- Amano and van Norden (1993) A Forecasting Equation for the Canada-US Dollar Exchange Rate
- only available in Bank of Canada Conference Volume Exchange Rates and the Economy (1993)
- van Norden (1993) Regime Switching as a Test for Exchange Rate Bubbles
- Amano and van Norden (1992) Unit-Root Tests and the Burden of Proof
- van Norden (1989) The Behavior of Asset Prices in Stock and Foreign Exchange Markets (only physical copies exist, please contact me if you require a digital copy)
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