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Simon van Norden

Professor,  Department of Finance


Simon van Norden

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: simon.van-norden@hec.ca
Phone: 514 340-6781
Secretary: 514 340-6608
Fax: 514 340-5632
Office: 4.211

Education

  • B.A. (Economics) UBC
  • Ph.D. (Economics) MIT

Expertise

  • International finance
  • Time series
  • Monetary economics

This publication selection covers the last five years.


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Journal articles (6)


VAN NORDEN, Simon; « Fiscal Forecasts at the FOMC: Evidence from the Greenbooks », Review of Economics and Statistics, 2017 (status : online).

JACOBS, Jan P.A.M., VAN NORDEN, Simon; « Why are initial estimates of productivity growth so unreliable? », Journal of Macroeconomics, vol. 47, Mars 2016, p. 200-213.

DUNGEY, Mardi, JACOBS, Jan P.A.M., TIAN, Jing, VAN NORDEN, Simon; « TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF US REAL GDP », Macroeconomic Dynamics, vol. 19, no 4, 2015, p. 776-790.

DUNGEY, Mardi, JACOBS, Jan P.A.M., TIAN, Jing, VAN NORDEN, Simon; « On the correspondence between data revision and trend-cycle decomposition », Applied Economics Letters, vol. 20, no 4, 2013, p. 316-319.

GALBRAITH, John W., VAN NORDEN, Simon; « Assessing gross domestic product and inflation probability forecasts derived from Bank of England fan charts », Journal of the Royal Statistical Society Series A-Statistics in Society, vol. 175, 2012, p. 713-727.

BOYER, Martin, JACQUIER, Éric, VAN NORDEN, Simon; « Are Underwriting Cycles Real and Forecastable? », Journal of Risk and Insurance, vol. 79, no 4, Décembre 2012, p. 995-1015.



This award and honor selection covers the last five years.


BOYER, Martin, JACQUIER, Éric, VAN NORDEN, Simon
Prix du meilleur article en gestion des risques intitulé: «Are Underwriting Cycles Real and Forecastable?», publié dans le Journal of Risk and Insurance, Casuality Actuarial Society, novembre 2013


This selection of supervision activities covers the last five years.

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Master's thesis direction – MSc in Management (4)

US House Price Risk: Searching for Heterogeneity Using Panel Quantile Regression , by François-Michel Boire
Septembre 2017

The Determinants of Sovereign Bond Yield Spreads in the EMU: A GVAR Model , by Jean-Baptiste Lau-Hansen
Janvier 2016

Exchange Rates, Value-at-Risk Models, Quantile Regressions and Deviations from Fundamentals , by Jonathan Patrick Monat
Septembre 2014

Essays on asset pricing in Chinese stock markets , by Ren Jian Li
Mai 2014

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Supervised project supervision – MSc in Management (2)

Le débat actuel sur la crise de la dette souveraine dans la zone euro. Le mécanisme, les enjeux et les solutions proposées , by Wen Sun
Mars 2015

The Carry Trade Robustness and Exchange Rate Forecast: A Fundamental Approach , by Jiong Bi
Mars 2014


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