Jan J. J. Groen

Names

Contact

Affiliations

• TD Securities
  • English name: TD Securities
  • website
  • location: United States

Research profile

author of:

• Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
  by J. J. J. Groen & F. Kleibergen
• Corporate Credit, Stock Price Inflation and Economic Fluctuations
  by J. J. J. Groen
• (EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel
  by J. J. J. Groen
• New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results
  by Jan J. J. Groen
• Long horizon predictability of exchange rates: Is it for real?
  by Jan J. J. Groen
• The monetary exchange rate model as a long-run phenomenon
  by Groen, Jan J. J.
• Real exchange rate persistence and systematic monetary policy behaviour
  by Jan J. J. Groen & Akito Matsumoto
• Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis
  by Jan J. J. Groen & Clare Lombardelli
• Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models.
  by Groen, Jan J. J. & Kleibergen, Frank
• Corporate credit, stock price inflation and economic fluctuations
  by Jan Groen
• Asset price based estimates of sterling exchange rate risk premia
  by Jan J. J. Groen & Ravi Balakrishnan
• Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel.
  by Groen, Jan J. J.
• Asset price based estimates of sterling exchange rate risk premia
  by Groen, Jan J. J. & Balakrishnan, Ravi
• Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
  by Jan J. J. Groen & George Kapetanios
• Revisiting useful approaches to data-rich macroeconomic forecasting
  by Jan J. J. Groen & George Kapetanios
• Investigating the structural stability of the Phillips curve relationship
  by Groen, Jan J. J. & Mumtaz, Haroon
• A real time evaluation of Bank of England forecasts of inflation and growth
  by Groen, Jan J. J. & Kapetanios, George & Price, Simon
• Model selection criteria for factor-augmented regressions
  by Jan J. J. Groen & George Kapetanios
• Multivariate methods for monitoring structural change
  by Groen, Jan J. J. & Kapetanios, George & Price, Simon
• Parsimonious estimation with many instruments
  by Jan J. J. Groen & George Kapetanios
• Real-time inflation forecasting in a changing world
  by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
• Commodity prices, commodity currencies, and global economic developments
  by Jan J. J. Groen & Paolo Pesenti
• Real-Time Inflation Forecasting in a Changing World
  by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
• Commodity prices, commodity currencies, and global economic developments
  by Jan J. J. Groen & Paolo A. Pesenti
• Multivariate Methods for Monitoring Structural Change
  by Jan J. J. Groen & George Kapetanios & Simon Price
• Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis
  by Barnett, Alina & Groen, Jan J. J. & Mumtaz, Haroon
• Commodity prices, commodity currencies, and global economic developments
  by Groen, Jan J. J. & Pesenti, Paolo
• Commodity Prices, Commodity Currencies, and Global Economic Developments
  by Jan J. J. Groen & Paolo A. Pesenti
  edited by
• Financial amplification of foreign exchange risk premia
  by Tobias Adrian & Erkko Etula & Jan J. J. Groen
• Commodity prices, commodity currencies, and global economic developments
  by Paolo A. Pesenti & Jan J. J. Groen
• Financial amplification of foreign exchange risk premia
  by Adrian, Tobias & Etula, Erkko & Groen, Jan J. J.
• Real-Time Inflation Forecasting in a Changing World
  by Jan J. J. Groen & Richard Paap & Francesco Ravazzolo
• Model Selection Criteria for Factor-Augmented Regressions-super-
  by Jan J. J. Groen & George Kapetanios
• MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE
  by Jan J. J. Groen & George Kapetanios & Simon Price
• Real-time inflation forecasting in a changing world
  by Groen, J. J. J. & Paap, R.
• New multi-country evidence on purchasing power parity: multivariate unit root test results
  by Groen, J. J. J.
• Revisiting useful approaches to data-rich macroeconomic forecasting
  by Groen, Jan J. J. & Kapetanios, George
• The Monetary Exchange Rate Model as a Long-Run Phenomenon
  by Jan J. J. Groen
• Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
  by Jan J. J. Groen & Frank R. Kleibergen
• Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
  by Jan J. J. Groen & George Kapetanios
• Multivariate Methods for Monitoring Structural Change
  by Jan J. J. Groen & George Kapetanios & Simon Price
• How Easy Is It to Forecast Commodity Prices?
  by Jan J. J. Groen & Paolo Pesenti
• An Examination of U.S. Dollar Declines
  by Roosevelt D. Bowman & Jan J. J. Groen
• A New Approach for Identifying Demand and Supply Shocks in the Oil Market
  by Jan J. J. Groen & Kevin McNeil & Menno Middeldorp
• Creating a History of U.S. Inflation Expectations
  by Jan J. J. Groen & Menno Middeldorp
• Risk Aversion, Global Asset Prices, and Fed Tightening Signals
  by Jan J. J. Groen & Richard Peck
• Forecasting Inflation with Fundamentals . . . It's Hard!
  by Jan J. J. Groen
• Global Asset Prices and Taper Tantrum Revisited
  by Jan J. J. Groen
• The Myth of First-Quarter Residual Seasonality
  by Jan J. J. Groen & Patrick Russo
• Is Cheaper Oil Good News or Bad News for U.S. Economy?
  by Jan J. J. Groen & Patrick Russo
• Lower Oil Prices and U.S. Economic Activity
  by Jan J. J. Groen & Patrick Russo
• Uncertainty about Trade Policy Uncertainty
  by Gianluca Benigno & Jan J. J. Groen
• Putting the Current Oil Price Collapse into Historical Perspective
  by Jan J. J. Groen & Michael Nattinger
• Measuring Global Financial Market Stresses
  by Jan J. J. Groen & Michael Nattinger & Adam I. Noble
• Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression
  by Jan J. J. Groen & Michael Nattinger
• Oil Prices, Global Demand Expectations, and Near-Term Global Inflation
  by Jan J. J. Groen & Adam I. Noble
• Is Higher Financial Stress Lurking around the Corner for China?
  by Jan J. J. Groen & Adam I. Noble
• A New Barometer of Global Supply Chain Pressures
  by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble
• The Global Supply Side of Inflationary Pressures
  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
  by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble
• Global Supply Chain Pressure Index: May 2022 Update
  by Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble
• The GSCPI: A New Barometer of Global Supply Chain Pressures
  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?
  by Jan J. J. Groen & Adam I. Noble
• Cointegration and the Monetary Exchange Rate Model Revisited
  by Jan J. J. Groen