Jan J. J. Groen : Citation Profile


Are you Jan J. J. Groen?

Federal Reserve Bank of New York

12

H index

14

i10 index

624

Citations

RESEARCH PRODUCTION:

13

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (1998 - 2016). See details.
   Cites by year: 34
   Journals where Jan J. J. Groen has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 17 (2.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr1
   Updated: 2020-02-22    RAS profile: 2019-04-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan J. J. Groen.

Is cited by:

Ravazzolo, Francesco (23)

Korobilis, Dimitris (15)

Chinn, Menzie (15)

Mark, Nelson (14)

Rossi, Barbara (14)

Pincheira, Pablo (12)

Cheung, Yin-Wong (12)

Westerlund, Joakim (12)

Engel, Charles (10)

van Dijk, Herman (10)

Pesaran, M (10)

Cites to:

Watson, Mark (19)

Gertler, Mark (13)

Giannone, Domenico (11)

Engel, Charles (10)

Shiller, Robert (9)

Bai, Jushan (9)

Stock, James (9)

Ng, Serena (8)

Perron, Pierre (8)

West, Kenneth (8)

Diebold, Francis (8)

Main data


Where Jan J. J. Groen has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York6
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Jan J. J. Groen (2018 and 2017)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2017-16.

Full description at Econpapers || Download paper

2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

Full description at Econpapers || Download paper

2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

Full description at Econpapers || Download paper

2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

Full description at Econpapers || Download paper

2019Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2019). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-03.

Full description at Econpapers || Download paper

2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

Full description at Econpapers || Download paper

2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

Full description at Econpapers || Download paper

2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

Full description at Econpapers || Download paper

2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:17-13.

Full description at Econpapers || Download paper

2018Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts. (2018). Champagne, Julien ; Sekkel, Rodrigo ; Poulin-Bellisle, Guillaume. In: Staff Working Papers. RePEc:bca:bocawp:18-52.

Full description at Econpapers || Download paper

2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

Full description at Econpapers || Download paper

2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

Full description at Econpapers || Download paper

2017Monitoring Parameter Constancy with Endogenous Regressors. (2017). Perron, Pierre ; Kurozumi, Eiji ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:791-805.

Full description at Econpapers || Download paper

2017Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan. In: Working Papers. RePEc:bok:wpaper:1714.

Full description at Econpapers || Download paper

2018Forecasting in the presence of in and out of sample breaks. (2018). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-014.

Full description at Econpapers || Download paper

2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

Full description at Econpapers || Download paper

2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

Full description at Econpapers || Download paper

2018A New Approach for Detecting Shifts in Forecast Accuracy. (2018). Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon ; Chiu, Ching-Wai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/24.

Full description at Econpapers || Download paper

2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

Full description at Econpapers || Download paper

2018Common Factors of Commodity Prices. (2018). Giannone, Domenico ; Ferrara, Laurent ; delle Chiaie, Simona. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12767.

Full description at Econpapers || Download paper

2017Real Exchange Rate Convergence: The Roles of Price Stickiness and Monetary Policy. (2017). Engel, Charles. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_011.

Full description at Econpapers || Download paper

2017Revision of the small macro-econometric model of the Nigerian economy. (2017). Olubusoye, Olusanya ; Adebiyi, Micheal A ; Uwatt, Uwatt B ; Aminu, Alarudeen ; Olofin, Sam. In: Working Papers. RePEc:cui:wpaper:0032.

Full description at Econpapers || Download paper

2018Exchange rates, sunspots and cycles. (2018). Eugeni, Sara ; Bambi, Mauro. In: Working Papers. RePEc:dur:durham:2018_05.

Full description at Econpapers || Download paper

2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

Full description at Econpapers || Download paper

2019An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291.

Full description at Econpapers || Download paper

2019Investigation of Causality Analysis between Economic Growth and CO2 Emissions: The Case of BRICS – T Countries. (2019). Gedikli, Ayfer ; Ar, Durmu ; ERDOAN, Seyfettin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-06-52.

Full description at Econpapers || Download paper

2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

Full description at Econpapers || Download paper

2019Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296.

Full description at Econpapers || Download paper

2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

Full description at Econpapers || Download paper

2019Forecasting using random subspace methods. (2019). Nibbering, Didier ; Boot, Tom . In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:391-406.

Full description at Econpapers || Download paper

2017Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman Örsal, Deniz ; Arsova, Antonia ; Deniz Dilan Karaman , . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72.

Full description at Econpapers || Download paper

2018A UK financial conditions index using targeted data reduction: Forecasting and structural identification. (2018). Young, Garry ; Price, Simon ; Kapetanios, George. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17.

Full description at Econpapers || Download paper

2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

Full description at Econpapers || Download paper

2017Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels. (2017). Shahbaz, Muhammad ; Ahmed, Khalid ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:221-232.

Full description at Econpapers || Download paper

2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

Full description at Econpapers || Download paper

2019Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective. (2019). Kumar, Pawan ; Singh, Vipul Kumar ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:321-335.

Full description at Econpapers || Download paper

2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

Full description at Econpapers || Download paper

2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

Full description at Econpapers || Download paper

2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

Full description at Econpapers || Download paper

2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

Full description at Econpapers || Download paper

2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

Full description at Econpapers || Download paper

2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

Full description at Econpapers || Download paper

2018Understanding survey-based inflation expectations. (2018). Berge, Travis J. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:788-801.

Full description at Econpapers || Download paper

2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

Full description at Econpapers || Download paper

2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79.

Full description at Econpapers || Download paper

2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

Full description at Econpapers || Download paper

2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

Full description at Econpapers || Download paper

2019Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

Full description at Econpapers || Download paper

2019A comprehensive evaluation of macroeconomic forecasting methods. (2019). Kapetanios, George ; Galvo, Ana Beatriz ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1226-1239.

Full description at Econpapers || Download paper

2019Adaptive learning forecasting, with applications in forecasting agricultural prices. (2019). Guerard, John B ; Thomakos, Dimitrios D ; Kyriazi, Foteini. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1356-1369.

Full description at Econpapers || Download paper

2019A new approach for detecting shifts in forecast accuracy. (2019). Theodoridis, Konstantinos ; Kapetanios, George ; Hayes, Simon ; Chiu, Ching-Wai. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1596-1612.

Full description at Econpapers || Download paper

2019Assessing the uncertainty in central banks’ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769.

Full description at Econpapers || Download paper

2019DSGE forecasts of the lost recovery. (2019). Moszkowski, Erica ; Li, Pearl ; Gupta, Abhi ; Giannoni, Marc P ; del Negro, Marco ; Cai, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1770-1789.

Full description at Econpapers || Download paper

2017Intermediary asset pricing: New evidence from many asset classes. (2017). He, Zhiguo ; Manela, Asaf ; Kelly, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:1-35.

Full description at Econpapers || Download paper

2018Margins of imports, forward-looking firms, and exchange rate movements. (2018). Li, Yao ; fan, haichao ; Zhao, Chen Carol. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:185-202.

Full description at Econpapers || Download paper

2017Forecasting copper prices by decision tree learning. (2017). Liu, Chang ; Hu, Zhenhua . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:427-434.

Full description at Econpapers || Download paper

2019Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:256-281.

Full description at Econpapers || Download paper

2019Real exchange rate convergence: The roles of price stickiness and monetary policy. (2019). Engel, Charles. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:21-32.

Full description at Econpapers || Download paper

2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

Full description at Econpapers || Download paper

2017What drives carbon dioxide emissions in the long-run? Evidence from selected South Asian Countries. (2017). Ozturk, Ilhan ; Ahmed, Khalid. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:1142-1153.

Full description at Econpapers || Download paper

2017Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries. (2017). Suleymanov, Elchin ; Hasanov, Fakhri ; Bulut, Cihan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:73:y:2017:i:c:p:369-386.

Full description at Econpapers || Download paper

2018Moneys causal role in exchange rate: Do divisia monetary aggregates explain more?. (2018). Ghosh, Taniya ; Bhadury, Soumya . In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:402-417.

Full description at Econpapers || Download paper

2019Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

Full description at Econpapers || Download paper

2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

2017A UK financial conditions index using targeted data reduction: forecasting and structural identification. (2017). Young, Garry ; Price, SG ; Kapetanios, G. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:20328.

Full description at Econpapers || Download paper

2017Understanding Survey Based Inflation Expectations. (2017). Berge, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-46.

Full description at Econpapers || Download paper

2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

Full description at Econpapers || Download paper

2019The ARDL Method in the Energy-Growth Nexus Field; Best Implementation Strategies. (2019). Menegaki, Angeliki N. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:105-:d:277926.

Full description at Econpapers || Download paper

2019A Textual Analysis of the Bank of England Growth Forecasts. (2019). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: Working Papers. RePEc:gwc:wpaper:2018-005.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

Full description at Econpapers || Download paper

2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

Full description at Econpapers || Download paper

2017Moneys causal role in exchange rate: Do Divisia monetary aggregates explain more?. (2017). Ghosh, Taniya ; Bhadury, Soumya. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2017-010.

Full description at Econpapers || Download paper

2017U.K. Monetary Policy under Inflation Targeting. (2017). Nguyen, Anh ; Minh, Anh Dinh . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:41.

Full description at Econpapers || Download paper

2018GROSS CAPITAL INFLOWS AND OUTFLOWS: TWINS OR DISTANT COUSINS?. (2018). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: ERC Working Papers. RePEc:met:wpaper:1807.

Full description at Econpapers || Download paper

2017Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks. (2017). Szafranek, Karol. In: NBP Working Papers. RePEc:nbp:nbpmis:262.

Full description at Econpapers || Download paper

2017Exchange Rate Prediction Redux: New Models, New Data, New Currencies. (2017). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie ; Zhang, YI. In: NBER Working Papers. RePEc:nbr:nberwo:23267.

Full description at Econpapers || Download paper

2017Identifying Exchange Rate Common Factors. (2017). Sul, Donggyu ; Mark, Nelson ; Greenaway-McGrevy, Ryan ; Wu, Jyh-Lin. In: NBER Working Papers. RePEc:nbr:nberwo:23726.

Full description at Econpapers || Download paper

2019Slack and Cyclically Sensitive Inflation. (2019). Watson, Mark ; Stock, James. In: NBER Working Papers. RePEc:nbr:nberwo:25987.

Full description at Econpapers || Download paper

2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08.

Full description at Econpapers || Download paper

2018Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad Arshad. In: The Pakistan Development Review. RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

Full description at Econpapers || Download paper

2017The multiscale relationship between exchange rates and fundamentals differentials: Empirical evidence from Scandinavia. (2017). Habimana, Olivier. In: MPRA Paper. RePEc:pra:mprapa:75956.

Full description at Econpapers || Download paper

2017Does globalization worsen environmental quality in developed economies?. (2017). Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Kumar, Mantu ; Syed, Jawad. In: MPRA Paper. RePEc:pra:mprapa:80055.

Full description at Econpapers || Download paper

2017What do the shadow rates tell us about future inflation?. (2017). Kuusela, Annika ; Hännikäinen, Jari ; Hannikainen, Jari. In: MPRA Paper. RePEc:pra:mprapa:80542.

Full description at Econpapers || Download paper

2017How Strong is the Causal Relationship between Globalization and Energy Consumption in Developed Economies? A Country-Specific Time-Series and Panel Analysis. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mahalik, Mantu ; Sadorsky, Perry ; Hussain, Syed Jawad. In: MPRA Paper. RePEc:pra:mprapa:80718.

Full description at Econpapers || Download paper

2018Forecasting Base Metal Prices with Commodity Currencies. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:83564.

Full description at Econpapers || Download paper

2018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Korobilis, Dimitris ; Koop, Gary. In: MPRA Paper. RePEc:pra:mprapa:87972.

Full description at Econpapers || Download paper

2018Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks. (2018). YAYA, OLAOLUWA ; Akanbi, Olawale B ; Yaaba, Baba N ; Olubusoye, Olusanya E ; Tumala, Mohammed M. In: MPRA Paper. RePEc:pra:mprapa:88754.

Full description at Econpapers || Download paper

2018The predictive relationship between exchange rate expectations and base metal prices. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:89423.

Full description at Econpapers || Download paper

2018Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2018). Kim, Hyeongwoo ; Ko, Kyunghwan. In: MPRA Paper. RePEc:pra:mprapa:89449.

Full description at Econpapers || Download paper

2018Capital humain, productivité manufacturière et croissance économique dans les pays de l’UEMOA. (2018). Napo, Fousseni. In: MPRA Paper. RePEc:pra:mprapa:89450.

Full description at Econpapers || Download paper

2019A consumption-based approach to exchange rate predictability. (2019). Ojeda-Joya, Jair. In: MPRA Paper. RePEc:pra:mprapa:94231.

Full description at Econpapers || Download paper

2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:96079.

Full description at Econpapers || Download paper

2019Forecasting Aluminum Prices with Commodity Currencies. (2019). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:97005.

Full description at Econpapers || Download paper

2019Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages. (2019). GUPTA, RANGAN ; Yilmaz, Hasan M ; Guney, Ethem I ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201957.

Full description at Econpapers || Download paper

2018Variational Bayes inference in high-dimensional time-varying parameter models. (2018). Koop, Gary ; Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-31.

Full description at Econpapers || Download paper

2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

Full description at Econpapers || Download paper

2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:19-17.

Full description at Econpapers || Download paper

2018Model instability in predictive exchange rate regressions. (2018). Huber, Florian ; Hauzenberger, Niko. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_008.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Jan J. J. Groen:


YearTitleTypeCited
2003Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article76
2001Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(2001) In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
1999Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2002 Cointegration and the Monetary Exchange Rate Model Revisited. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article22
2013Model Selection Criteria for Factor-Augmented Regressions-super- In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article12
2009Real-Time Inflation Forecasting in a Changing World In: Working Paper.
[Full Text][Citation analysis]
paper100
2009Real-time inflation forecasting in a changing world.(2009) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2012Real-time inflation forecasting in a changing world.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
paper
2013Real-Time Inflation Forecasting in a Changing World.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
article
2008Investigating the structural stability of the Phillips curve relationship In: Bank of England working papers.
[Full Text][Citation analysis]
paper17
2009Multivariate methods for monitoring structural change In: Bank of England working papers.
[Full Text][Citation analysis]
paper10
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2013MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 10
article
2010Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis In: Bank of England working papers.
[Full Text][Citation analysis]
paper9
2004Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis In: Bank of England working papers.
[Full Text][Citation analysis]
paper6
2004Real exchange rate persistence and systematic monetary policy behaviour In: Bank of England working papers.
[Full Text][Citation analysis]
paper16
2005Asset price based estimates of sterling exchange rate risk premia In: Bank of England working papers.
[Full Text][Citation analysis]
paper10
2006Asset price based estimates of sterling exchange rate risk premia.(2006) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2010Commodity prices, commodity currencies, and global economic developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper29
2011Commodity prices, commodity currencies, and global economic developments.(2011) In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2009Commodity prices, commodity currencies, and global economic developments.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2011Commodity Prices, Commodity Currencies, and Global Economic Developments.(2011) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
chapter
2010Commodity prices, commodity currencies, and global economic developments.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2001Corporate Credit, Stock Price Inflation and Economic Fluctuations In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
paper3
2004Corporate credit, stock price inflation and economic fluctuations.(2004) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2001(EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel In: WO Research Memoranda (discontinued).
[Full Text][Citation analysis]
paper6
2000New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper0
2000New multi-country evidence on purchasing power parity: multivariate unit root test results.(2000) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Revisiting useful approaches to data-rich macroeconomic forecasting In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article46
2015Revisiting useful approaches to data-rich macroeconomic forecasting.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2008Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2008Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2011Financial amplification of foreign exchange risk premia In: European Economic Review.
[Full Text][Citation analysis]
article4
2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2000The monetary exchange rate model as a long-run phenomenon In: Journal of International Economics.
[Full Text][Citation analysis]
article113
1998The Monetary Exchange Rate Model as a Long-Run Phenomenon.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113
paper
2009A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting.
[Full Text][Citation analysis]
article42
2009Model selection criteria for factor-augmented regressions In: Staff Reports.
[Full Text][Citation analysis]
paper3
2009Parsimonious estimation with many instruments In: Staff Reports.
[Full Text][Citation analysis]
paper4
2005Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel. In: Journal of Money, Credit and Banking.
[Citation analysis]
article58
1999Long horizon predictability of exchange rates: Is it for real? In: Empirical Economics.
[Full Text][Citation analysis]
article38

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team