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Jan J. J. Groen

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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

Research and Statistics Group
Federal Reserve Bank of New York
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
Email:
Phone:
Fax:
Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (more details at EDIRC)

Works

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Working papers

  1. Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon, 2010. "Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis," Bank of England working papers 392, Bank of England.
  2. Tobias Adrian & Erkko Etula & Jan J. J. Groen, 2010. "Financial amplification of foreign exchange risk premia," Staff Reports 461, Federal Reserve Bank of New York.
  3. Jan J. J. Groen & George Kapetanios, 2009. "Model selection criteria for factor-augmented regressions," Staff Reports 363, Federal Reserve Bank of New York.
  4. Jan J. J. Groen & George Kapetanios, 2009. "Parsimonious estimation with many instruments," Staff Reports 386, Federal Reserve Bank of New York.
  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.
  6. Groen, Jan J J & Kapetanios, George & Price, Simon, 2009. "Multivariate methods for monitoring structural change," Bank of England working papers 369, Bank of England.
  7. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
  8. Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary, University of London, School of Economics and Finance.
  9. 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.
  10. Jan J J Groen & Ravi Balakrishnan, 2005. "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England.
  11. Jan J J Groen & Akito Matsumoto, 2004. "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England.
  12. Jan J J Groen & Clare Lombardelli, 2004. "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.
  13. J.J.J. Groen, 2001. "Corporate Credit, Stock Price Inflation and Economic Fluctuations," WO Research Memoranda (discontinued) 651, Netherlands Central Bank, Research Department.
  14. 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.
  15. 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.
  16. 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.
  17. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute.

Articles

  1. Jan J. J. Groen & George Kapetanios, 2013. "Model Selection Criteria for Factor-Augmented Regressions-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 37-63, 02.
  2. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  3. Jan J. J. Groen & George Kapetanios & Simon Price, 2013. "Multivariate Methods For Monitoring Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 250-274, 03.
  4. Adrian, Tobias & Etula, Erkko & Groen, Jan J.J., 2011. "Financial amplification of foreign exchange risk premia," European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
  5. 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.
  6. 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.
  7. 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.
  8. Jan Groen, 2004. "Corporate credit, stock price inflation and economic fluctuations," Applied Economics, Taylor & Francis Journals, vol. 36(18), pages 1995-2006.
  9. 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.
  10. 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.
  11. 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.
  12. Jan J. J. Groen, 1999. "Long horizon predictability of exchange rates: Is it for real?," Empirical Economics, Springer, vol. 24(3), pages 451-469.

Chapters

  1. Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 15-42 National Bureau of Economic Research, Inc.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (2) 2010-03-06 2011-04-02
  2. NEP-BAN: Banking (1) 2010-08-14
  3. NEP-BEC: Business Economics (1) 2010-08-14
  4. NEP-CBA: Central Banking (12) 2004-11-07 2005-04-24 2008-03-25 2008-06-07 2008-09-20 2009-09-26 2009-09-26 2009-10-24 2010-03-06 2010-06-11 2010-08-14 2011-04-02. Author is listed
  5. NEP-ECM: Econometrics (7) 1999-09-01 2008-03-25 2008-06-07 2009-03-22 2009-06-03 2009-09-26 2009-10-24. Author is listed
  6. NEP-ETS: Econometric Time Series (6) 1999-08-27 2008-03-25 2008-06-07 2009-03-22 2009-06-03 2010-02-27. Author is listed
  7. NEP-FOR: Forecasting (8) 2008-03-25 2008-06-07 2009-03-22 2009-09-26 2009-09-26 2009-10-24 2010-03-06 2011-04-02. Author is listed
  8. NEP-HIS: Business, Economic & Financial History (1) 2005-01-05
  9. NEP-IFN: International Finance (5) 2004-11-07 2004-11-07 2005-04-24 2009-09-26 2010-08-14. Author is listed
  10. NEP-MAC: Macroeconomics (7) 2008-03-25 2008-06-07 2008-09-20 2009-09-26 2009-10-24 2010-06-11 2011-04-02. Author is listed
  11. NEP-MON: Monetary Economics (4) 2004-12-21 2009-09-26 2009-10-24 2010-06-11. Author is listed
  12. NEP-OPM: Open Economy Macroeconomics (3) 2009-09-26 2010-03-06 2011-04-02
  13. NEP-RMG: Risk Management (1) 2005-04-24
  14. NEP-UPT: Utility Models & Prospect Theory (1) 2010-08-14

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