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Information about:
Jan J. J. Groen

Personal Details | Affiliation | Works
This is information that was supplied by Jan Groen in registering through RePEc. If you are Jan J. J. Groen , 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.

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Personal Details

First Name: Jan
Middle Name: J. J.
Last Name: Groen
Suffix:

RePEc Short-ID: pgr1

Email:
Homepage: http://nyfedeconomists.org/groen/
Postal Address: Jan J. J. Groen, International Research, Federal Reserve Bank of New York, 33 Liberty Street, New York, NY 10045, United States
Phone: (+1) 212-720-5453

Affiliation

(in no particular order)

Works

| Working papers | Articles | 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. Jan J. J. Groen & George Kapetanios, 2009. "Parsimonious estimation with many instruments," Staff Reports 386, Federal Reserve Bank of New York. [Downloadable!]

  2. Jan J. J. Groen & George Kapetanios, 2009. "Model selection criteria for factor-augmented regressions," Staff Reports 363, Federal Reserve Bank of New York. [Downloadable!]

  3. Groen, Jan J J & Kapetanios, George & Price, Simon, 2009. "Multivariate methods for monitoring structural change," Bank of England working papers 369, Bank of England. [Downloadable!]

  4. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank. [Downloadable!]

  5. Jan J. J. Groen & Paolo A. Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York. [Downloadable!]

  6. Groen, J.J.J. & Paap, R., 2009. "Real-time inflation forecasting in a changing world," Econometric Institute Report EI 2009-19 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  7. Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Other versions:

  8. Groen, Jan J J & Mumtaz, Haroon, 2008. "Investigating the structural stability of the Phillips curve relationship," Bank of England working papers 350, Bank of England. [Downloadable!]

  9. J.J.J. Groen, 2001. "(EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel," WO Research Memoranda (discontinued) 664, Netherlands Central Bank, Research Department. [Downloadable!]

  10. J.J.J. Groen, 2001. "Corporate Credit, Stock Price Inflation and Economic Fluctuations," WO Research Memoranda (discontinued) 651, Netherlands Central Bank, Research Department. [Downloadable!]
    Published as:

  11. Jan J. J. Groen, 2000. "New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results," Econometric Society World Congress 2000 Contributed Papers 0269, Econometric Society. [Downloadable!]

  12. J.J.J. Groen, 2000. "New multi-country evidence on purchasing power parity," Econometric Institute Report 188, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  13. Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

  14. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute. [Downloadable!]
    Published as:

  15. Jan J.J. Groen, 1997. "Long Horizon Predictability of Exchange Rate: Is it for Real?," Tinbergen Institute Discussion Papers 97-095/2, Tinbergen Institute.
    Published as:

  16. Jan J J Groen & Ravi Balakrishnan, . "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England. [Downloadable!]
    Published as:

  17. Jan J J Groen & Akito Matsumoto, . "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England. [Downloadable!]

  18. Jan J J Groen & Clare Lombardelli, . "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England. [Downloadable!]

Articles

  1. Groen, Jan J.J. & Kapetanios, George & Price, Simon, 2009. "A real time evaluation of Bank of England forecasts of inflation and growth," International Journal of Forecasting, Elsevier, vol. 25(1), pages 74-80. [Downloadable!] (restricted)

  2. Groen, Jan J.J. & Balakrishnan, Ravi, 2006. "Asset price based estimates of sterling exchange rate risk premia," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 71-92, February. [Downloadable!] (restricted)
    Other versions:

  3. Groen, Jan J J, 2005. "Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 495-516, June.

  4. Jan J. J. Groen, 2004. "Corporate credit, stock price inflation and economic fluctuations," Applied Economics, Taylor and Francis Journals, vol. 36(18), pages 1995-2006, October. [Downloadable!] (restricted)
    Other versions:

  5. Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.
    Other versions:

  6. Groen, Jan J J, 2002. " Cointegration and the Monetary Exchange Rate Model Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 361-80, September. [Downloadable!] (restricted)

  7. Groen, Jan J. J., 2000. "The monetary exchange rate model as a long-run phenomenon," Journal of International Economics, Elsevier, vol. 52(2), pages 299-319, December. [Downloadable!] (restricted)
    Other versions:

  8. Jan J. J. Groen, 1999. "Long horizon predictability of exchange rates: Is it for real?," Empirical Economics, Springer, vol. 24(3), pages 451-469. [Downloadable!] (restricted)
    Other versions:

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2001-10-22
  2. NEP-CBA: Central Banking (9) 2001-10-22 2004-11-07 2005-04-24 2008-03-25 2008-06-07 2008-09-20 2009-09-26 2009-09-26 2009-09-26 Author is listed
  3. NEP-ECM: Econometrics (8) 1999-09-01 2001-10-22 2008-03-25 2008-06-07 2009-03-22 2009-06-03 2009-09-26 2009-09-26 Author is listed
  4. NEP-ETS: Econometric Time Series (5) 1999-08-27 2008-03-25 2008-06-07 2009-03-22 2009-06-03 Author is listed
  5. NEP-FOR: Forecasting (5) 2008-03-25 2008-06-07 2009-03-22 2009-09-26 2009-09-26 Author is listed
  6. NEP-HIS: Business, Economic & Financial History (1) 2005-01-05
  7. NEP-IFN: International Finance (5) 2001-10-22 2004-11-07 2004-11-07 2005-04-24 2009-09-26 Author is listed
  8. NEP-MAC: Macroeconomics (5) 2008-03-25 2008-06-07 2008-09-20 2009-09-26 2009-09-26 Author is listed
  9. NEP-MON: Monetary Economics (2) 2004-12-21 2009-09-26
  10. NEP-OPM: Open MacroEconomics (1) 2009-09-26
  11. NEP-RMG: Risk Management (1) 2005-04-24
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This page was last updated on 2009-10-26.

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