Jan J. J. Groen
Names
| first: |
Jan |
| middle: |
J. J. |
| last: |
Groen |
Identifer
Contact
Affiliations
-
TD Securities (weight: 50%)
- https://www.tdsecurities.com/
- location: United States
Research profile
author of:
- Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models (RePEc:bes:jnlbes:v:21:y:2003:i:2:p:295-318)
by Groen, Jan J J & Kleibergen, Frank - Cointegration and the Monetary Exchange Rate Model Revisited (RePEc:bla:obuest:v:64:y:2002:i:4:p:361-380)
by Jan J. J. Groen - Model Selection Criteria for Factor-Augmented Regressions-super- (RePEc:bla:obuest:v:75:y:2013:i:1:p:37-63)
by Jan J. J. Groen & George Kapetanios - Real-Time Inflation Forecasting in a Changing World (RePEc:bno:worpap:2009_16)
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - Investigating the structural stability of the Phillips curve relationship (RePEc:boe:boeewp:0350)
by Groen, Jan J J & Mumtaz, Haroon - Multivariate methods for monitoring structural change (RePEc:boe:boeewp:0369)
by Groen, Jan J J & Kapetanios, George & Price, Simon - Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis (RePEc:boe:boeewp:0392)
by Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon - Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis (RePEc:boe:boeewp:223)
by Jan J J Groen & Clare Lombardelli - Real exchange rate persistence and systematic monetary policy behaviour (RePEc:boe:boeewp:231)
by Jan J J Groen & Akito Matsumoto - Asset price based estimates of sterling exchange rate risk premia (RePEc:boe:boeewp:250)
by Jan J J Groen & Ravi Balakrishnan - Commodity prices, commodity currencies, and global economic developments (RePEc:cpr:ceprdp:7689)
by Pesenti, Paolo & Groen, Jan J. J. - New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results (RePEc:ecm:wc2000:0269)
by Jan J. J. Groen - Revisiting useful approaches to data-rich macroeconomic forecasting (RePEc:eee:csdana:v:100:y:2016:i:c:p:221-239)
by Groen, Jan J.J. & Kapetanios, George - Financial amplification of foreign exchange risk premia (RePEc:eee:eecrev:v:55:y:2011:i:3:p:354-370)
by Adrian, Tobias & Etula, Erkko & Groen, Jan J.J. - The monetary exchange rate model as a long-run phenomenon (RePEc:eee:inecon:v:52:y:2000:i:2:p:299-319)
by Groen, Jan J. J. - A real time evaluation of Bank of England forecasts of inflation and growth (RePEc:eee:intfor:v:25:y:2009:i:1:p:74-80)
by Groen, Jan J.J. & Kapetanios, George & Price, Simon - Asset price based estimates of sterling exchange rate risk premia (RePEc:eee:jimfin:v:25:y:2006:i:1:p:71-92)
by Groen, Jan J.J. & Balakrishnan, Ravi - New multi-country evidence on purchasing power parity: multivariate unit root test results (RePEc:ems:eureir:1642)
by Groen, J.J.J. - Real-time inflation forecasting in a changing world (RePEc:ems:eureir:16709)
by Groen, J.J.J. & Paap, R. - Commodity prices, commodity currencies, and global economic developments (RePEc:euf:ecopap:0440)
by Paolo A. Pesenti & Jan J.J. Groen - Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression (RePEc:fip:fednep:89899)
by Jan J. J. Groen & Michael Nattinger - How Easy Is It to Forecast Commodity Prices? (RePEc:fip:fednls:86752)
by Jan J. J. Groen & Paolo Pesenti - An Examination of U.S. Dollar Declines (RePEc:fip:fednls:86767)
by Roosevelt D. Bowman & Jan J. J. Groen - A New Approach for Identifying Demand and Supply Shocks in the Oil Market (RePEc:fip:fednls:86862)
by Jan J. J. Groen & Kevin McNeil & Menno Middeldorp - Creating a History of U.S. Inflation Expectations (RePEc:fip:fednls:86890)
by Jan J. J. Groen & Menno Middeldorp - Risk Aversion, Global Asset Prices, and Fed Tightening Signals (RePEc:fip:fednls:86930)
by Jan J. J. Groen & Richard Peck - Forecasting Inflation with Fundamentals . . . It's Hard! (RePEc:fip:fednls:86989)
by Jan J. J. Groen - Global Asset Prices and Taper Tantrum Revisited (RePEc:fip:fednls:87002)
by Jan J. J. Groen - The Myth of First-Quarter Residual Seasonality (RePEc:fip:fednls:87037)
by Jan J. J. Groen & Patrick Russo - Is Cheaper Oil Good News or Bad News for U.S. Economy? (RePEc:fip:fednls:87038)
by Jan J. J. Groen & Patrick Russo - Lower Oil Prices and U.S. Economic Activity (RePEc:fip:fednls:87124)
by Jan J. J. Groen & Patrick Russo - Putting the Current Oil Price Collapse into Historical Perspective (RePEc:fip:fednls:87972)
by Jan J. J. Groen & Michael Nattinger - Oil Prices, Global Demand Expectations, and Near-Term Global Inflation (RePEc:fip:fednls:93113)
by Jan J. J. Groen & Adam I. Noble - Is Higher Financial Stress Lurking around the Corner for China? (RePEc:fip:fednls:93391)
by Jan J. J. Groen & Adam I. Noble - A New Barometer of Global Supply Chain Pressures (RePEc:fip:fednls:93594)
by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble - The Global Supply Side of Inflationary Pressures (RePEc:fip:fednls:93649)
by Belai Abbai & Ozge Akinci & Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Ruth Cesar Heymann & Lawrence Lin & Adam I. Noble - Global Supply Chain Pressure Index: March 2022 Update (RePEc:fip:fednls:93789)
by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble - Global Supply Chain Pressure Index: May 2022 Update (RePEc:fip:fednls:94233)
by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble - How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook? (RePEc:fip:fednls:94390)
by Jan J. J. Groen & Adam I. Noble - Revisiting useful approaches to data-rich macroeconomic forecasting (RePEc:fip:fednsr:327)
by Jan J. J. Groen & George Kapetanios - Model selection criteria for factor-augmented regressions (RePEc:fip:fednsr:363)
by Jan J. J. Groen & George Kapetanios - Parsimonious estimation with many instruments (RePEc:fip:fednsr:386)
by Jan J. J. Groen & George Kapetanios - Commodity prices, commodity currencies, and global economic developments (RePEc:fip:fednsr:387)
by Jan J. J. Groen & Paolo Pesenti - Real-time inflation forecasting in a changing world (RePEc:fip:fednsr:388)
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - Financial amplification of foreign exchange risk premia (RePEc:fip:fednsr:461)
by Tobias Adrian & Erkko Etula & Jan J. J. Groen - Uncertainty about Trade Policy Uncertainty (RePEc:fip:fednsr:87586)
by Gianluca Benigno & Jan J. J. Groen - Measuring Global Financial Market Stresses (RePEc:fip:fednsr:88692)
by Jan J. J. Groen & Michael Nattinger & Adam I. Noble - The GSCPI: A New Barometer of Global Supply Chain Pressures (RePEc:fip:fednsr:94243)
by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble - Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel (RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:495-516)
by Groen, Jan J J - Commodity Prices, Commodity Currencies, and Global Economic Developments (RePEc:nbr:nberch:11856)
by Jan J. J. Groen & Paolo A. Pesenti - Commodity prices, commodity currencies, and global economic developments (RePEc:nbr:nberwo:15743)
by Jan J. J. Groen & Paolo A. Pesenti - Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting (RePEc:qmw:qmwecw:624)
by Jan J.J. Groen & George Kapetanios - Multivariate Methods for Monitoring Structural Change (RePEc:qmw:qmwecw:658)
by Jan J.J. Groen & George Kapetanios & Simon Price - Unknown item RePEc:qmw:qmwecw:wp624 (paper)
- Unknown item RePEc:qmw:qmwecw:wp658 (paper)
- Long horizon predictability of exchange rates: Is it for real? (RePEc:spr:empeco:v:24:y:1999:i:3:p:451-469)
by Jan J. J. Groen - Corporate credit, stock price inflation and economic fluctuations (RePEc:taf:applec:v:36:y:2004:i:18:p:1995-2006)
by Jan Groen - Real-Time Inflation Forecasting in a Changing World (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44)
by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo - The Monetary Exchange Rate Model as a Long-Run Phenomenon (RePEc:tin:wpaper:19980082)
by Jan J.J. Groen - Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models (RePEc:tin:wpaper:19990055)
by Jan J.J. Groen & Frank R. Kleibergen - Multivariate Methods For Monitoring Structural Change (RePEc:wly:japmet:v:28:y:2013:i:2:p:250-274)
by Jan J. J. Groen & George Kapetanios & Simon Price