Jan J. J. Groen : Citation Profile

16

H index

21

i10 index

1086

Citations

RESEARCH PRODUCTION:

14

Articles

46

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 45
   Journals where Jan J. J. Groen has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 19 (1.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgr1
   Updated: 2025-12-20    RAS profile: 2023-03-05    
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Relations with other researchers

Works with:

Benigno, Gianluca (6)

di Giovanni, Julian (5)

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 (29)

Pesaran, Mohammad (20)

Rossi, Barbara (19)

Kapetanios, George (18)

Korobilis, Dimitris (18)

Mark, Nelson (17)

Chinn, Menzie (15)

Pincheira, Pablo (14)

Chudik, Alexander (14)

Casarin, Roberto (13)

van Dijk, Herman (13)

Cites to:

Watson, Mark (23)

Kapetanios, George (22)

Giannone, Domenico (19)

Reichlin, Lucrezia (15)

Bai, Jushan (14)

Gertler, Mark (13)

Galí, Jordi (12)

Stock, James (12)

Engel, Charles (10)

Ng, Serena (10)

West, Kenneth (9)

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
Liberty Street Economics / Federal Reserve Bank of New York18
Staff Reports / Federal Reserve Bank of New York9
Bank of England working papers / Bank of England6
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Jan J. J. Groen (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2025Forecasting the Inflation for Budget Forecasters: An Analysis of ANN Model Performance in Türkiye. (2025). Kara, Berat ; Engler, Hasan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91.

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2025Probabilistic Targeted Factor Analysis. (2025). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2024How did Chinas zero Covid policy affect its exports?. (2024). Zheng, Xiuxiu ; Tang, Heiwai. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:2:p:545-573.

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2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations. (2024). Cross, Jamie ; Bjørnland, Hilde ; Olsen, Helene ; Aastveit, Knut Are ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0132.

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2025Rigidities in Transportation and Supply Chain Disruptions. (2025). Papageorgiou, Theodore ; Kalouptsidi, Myrto ; Brancaccio, Giulia. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1086.

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2025Estimating the Size of Fiscal Multipliers in the WAEMU Area. (2025). Aniwar, Konat ; Juste, Som. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1002.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2538.

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2025Beyond Aggregates: A Dual Lens on Eurozone Trend Inflation. (2025). Yakut, Dilan Aydin. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/25.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2025Identifying Macroeconomic Shocks Using Firm-Level Data: Material Shortages in The German Manufacturing Sector. (2025). Zarges, Lara ; Fourn, Friederike. In: ifo Working Paper Series. RePEc:ces:ifowps:_418.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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2024Global inflation before and after the covid-19 pandemic: a panel data approach. (2024). GOMES DA SILVA, CLEOMAR ; Vieira, Flavio V. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00526.

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2024Shocked to the core: a new model to understand euro area inflation. (2024). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta ; Hernandez, Catalina Martinez. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0117:.

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2024Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003.

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2025The great supply shock and the euro area, viewed through a suite of supply indices. (2025). Saliba, Maria Christine ; Labhard, Vincent. In: Working Paper Series. RePEc:ecb:ecbwps:20253015.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025Supply shocks and inflation: timely insights from financial markets. (2025). Minesso, Massimo Ferrari ; Cassinis, Maria Giulia ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20253096.

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2025Trade shocks and investment efficiency. (2025). Sun, Hanwen ; Peng, Yuanhuai ; Li, Wenjing ; Tan, Youchao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s092911992500063x.

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2024How do energy security risk and ICT affect green investment?. (2024). Alsagr, Naif ; Ozturk, Ilhan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1044-1055.

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2025Inflation expectations and house prices in the euro area. (2025). Michail, Nektarios A ; Louca, Kyriaki G. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:383-391.

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2024Global drivers of inflation: The role of supply chain disruptions and commodity price shocks. (2024). Cunado, Juncal ; de Gracia, Fernando Perez ; Diaz, Elena Maria. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002177.

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2025Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis. (2025). Alsamara, Mouyad ; Mrabet, Zouhair ; Awwad, Abdulkareem ; Mimouni, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002712.

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2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2024Spending response to cash transfers to shield households from inflation: Evidence from bank accounts. (2024). Aspachs, Oriol ; Reynal-Querol, Marta ; Mestres, Josep ; Montalvo, Jose G ; Graziano, Alberto. In: Economics Letters. RePEc:eee:ecolet:v:238:y:2024:i:c:s0165176524001678.

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2024Global supply chain disruptions and financial conditions. (2024). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002222.

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2024Selection inconsistency for factor-augmented regressions. (2024). Tu, Yundong ; Wang, Siwei. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003240.

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2025Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Bouri, Elie ; Liu, Ruipeng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000138.

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2025US-China tensions, global supply chains pressure, and global economy. (2025). Cai, Yifei. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s016517652500120x.

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2025Consistent model selection for factor-augmented regressions. (2025). Wang, Siwei ; Tu, Yundong. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525001685.

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2025On the effect of e-commerce’s spread on inflation. (2025). Szafranek, Karol ; Mućk, Jakub ; Apszys, Karolina ; Baejowska, Aneta ; Muk, Jakub. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003015.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Hong, Yongmiao ; Chen, Qitong ; Li, Haiqi. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2024Forecasting Near-equivalence of Linear Dimension Reduction Methods in Large Panels of Macro-variables. (2024). Bura, Efstathia ; Barbarino, Alessandro. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:1-18.

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2025Monetary policy transmission under supply chain pressure. (2025). Laumer, Sebastian ; Schaffer, Matthew. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002782.

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2024Global supply chain inflationary pressures and monetary policy in Mexico. (2024). Ventosa-Santaulària, Daniel ; Hernandez, Juan ; Valencia, Eduardo J ; Ventosa-Santaularia, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948.

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2024Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018.

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2025Dynamic interplay of energy uncertainty, supply chain disruption, and digital transformation on Chinas renewable energy stocks. (2025). Ouyang, Kexin ; Jing, Peng ; Wang, Minglu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008363.

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2025Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience. (2025). Fu, Yuxi ; Yang, Shaopeng. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001136.

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2025Supply chain challenges and energy insecurity: The role of AI in facilitating renewable energy transition. (2025). Mu, ZI ; Li, Yan ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002026.

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2025Asymmetric dynamics between supply chain disruptions, oil price shocks, and U.S. investor sentiment. (2025). Li, Linyue. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002646.

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2025The asymmetric impact of fuel and oil prices on inflation and inflation expectations in emerging economies. (2025). Kliber, Agata ; Szyszko, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003433.

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2025The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis. (2025). Wu, Bangzheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003792.

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2025Asymmetric association between supply chain bottlenecks and consumer energy prices: Evidence from quantile-on-quantile approach. (2025). Zhao, Mengqi ; Li, Bingchen ; Zhou, Youcheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003809.

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2025How monetary policy and supply chain shocks impact the consumer energy prices using nonlinear ARDL and wavelet coherence approach. (2025). Peng, Xingxing ; Wang, Zhi. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004220.

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2025Impact of supply chain pressures on financial leverage. (2025). Saadaoui, Jamel ; Ginn, William. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008159.

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2025National risk preference, insurance development and exports-a study based on the world values survey. (2025). Zhan, Qilin ; Mu, Xiuzhen ; Xing, Danna ; Zeng, Xiaohui. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000419.

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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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2024Supply chain risk: Changes in supplier composition and vertical integration. (2024). Giannetti, Mariassunta ; Huang, Ruidi ; Ersahin, Nuri. In: Journal of International Economics. RePEc:eee:inecon:v:147:y:2024:i:c:s002219962300140x.

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2025Global value chains in a world of uncertainty and automation. (2025). Marin, Dalia ; Faber, Marius ; Kilic, Kemal ; Kozliakov, Gleb. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000352.

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2024This is going to hurt: Weather anomalies, supply chain pressures and inflation. (2024). Cevik, Serhan ; Gwon, Gyowon. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000830.

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2025Does economic uncertainty predict real activity in real time?. (2025). Keijsers, Bart ; van Dijk, Dick. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:748-762.

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2025Dealer leverage and exchange rates: Heterogeneity across intermediaries. (2025). Correa, Ricardo ; Demarco, Laurie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000214.

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2024Global supply chain pressures, inflation, and implications for monetary policy. (2024). Bonam, Dennis ; Ascari, Guido ; Smadu, Andra. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000160.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025From bottlenecks to inflation: Impact of global supply-chain disruptions on inflation in select Asian economies. (2025). Ocampo, Jan Christopher ; Jade, Reizle. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:1:s2666143824000231.

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2024Geopolitical risk and stock prices. (2024). YILMAZKUDAY, HAKAN. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000557.

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2024The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2025Flying through uncertainty: Air transportation’s impact on supply chain resilience and inventory efficiency. (2025). Su, Hao ; Cho, Woohyun ; Ke, Jian-Yu. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:197:y:2025:i:c:s1366554525000833.

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2024Monetary Policy in Emerging Markets under Global Uncertainty. (2024). Ventosa-Santaulària, Daniel ; Hoyos, Mateo ; Hernandez, Juan ; Ventosa-Santaularia, Daniel. In: Working Papers. RePEc:emc:wpaper:dte634.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Working Papers. RePEc:fip:feddwp:101140.

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2025How Do Supply Shocks to Inflation Generalize? Evidence From the Pandemic Era in Europe. (2025). Eufinger, Christian ; Crosignani, Matteo ; Eisert, Tim ; Acharya, Viral V. In: Staff Reports. RePEc:fip:fednsr:101469.

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2024Geopolitical Risk, Supply Chains, and Global Inflation. (2024). YILMAZKUDAY, HAKAN ; Asadollah, Omid ; Hoque, Md Rezwanul ; Carmy, Linda Schwartz. In: Working Papers. RePEc:fiu:wpaper:2406.

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2024Public R&D and Growth: A dynamic Panel Vector-Error-Correction Model Analysis for 14 OECD Countries. (2024). Ziesemer, Thomas. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:8:p:216-:d:1461688.

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2025How Does Global Supply Chain Pressure Affect Oil Prices in Futures Markets?. (2025). Yu, Cong ; Wang, QI ; Wei, Yuchen ; Jiao, Dongdan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7241-:d:1721814.

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2025Assessment of the Sustainable Supply Chain Finance Factors. (2025). Bundonyt, Vytaut ; Iinien, Kristina ; Slavinskait, Neringa. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1002-:d:1577505.

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2025Understanding Gas Price Shocks: Elasticities, Volatility and Macroeconomic Transmission. (2025). Toni, Francesco ; Colombo, Daniele. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-20.

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2024Improvement in Inflation Forecasting: Ensembling Text Mining with Macro Data in Machine Learning Models. (2024). Das, Prabir Kumar. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:6:p:92.

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2025A Financial Stress Index for a Small Open Economy: The Australian Case. (2025). Gomis-Porqueras, Pedro ; Li, Xiaoyang ; Ruprecht, Romina ; Zhou, Xuan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:4:a:4.

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2024Forecasting medical inflation in the European Union using the ARIMA model. (2024). Erker, Enja. In: Public Sector Economics. RePEc:ipf:psejou:v:48:y:2024:i:1:p:39-56.

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2025Germany’s macroeconomic drivers during the pandemic and inflation surge. (2025). Hohberger, Stefan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00651-7.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Economics Series Working Papers. RePEc:oxf:wpaper:1033.

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2025The role of survey-based expectations in real-time forecasting of US inflation. (2025). Andriantomanga, Zo. In: Business Economics. RePEc:pal:buseco:v:60:y:2025:i:2:d:10.1057_s11369-025-00398-2.

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2024The Dollar’s Imperial Circle. (2024). Pelin, Serra ; Benigno, Gianluca ; Akinci, Ozge ; Turek, Jon. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00235-6.

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2024Uncertainty and enterprise export recovery in China: Does the market integration matter?. (2024). Zhu, Xiugang ; Lv, Kangjuan ; Gao, Jingkai. In: PLOS ONE. RePEc:plo:pone00:0309428.

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2025Study on the synergies and trade-offs of sectoral water use and their relationship with economic development. (2025). Ma, Jianqin ; Wu, Qing ; Yang, Shuoguo ; Su, Zhihong ; Cui, Bifeng ; Hao, Xiuping. In: PLOS ONE. RePEc:plo:pone00:0327626.

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2025Inflationary and Deflationary Pressures: A Behavioral Decomposition of U.S. Inflation Dynamics. (2025). Quineche, Ricardo ; Zapata, Juan. In: MPRA Paper. RePEc:pra:mprapa:125441.

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2025Inflationary and Deflationary Pressures: A Directional Decomposition of U.S. Inflation Dynamics. (2025). Quineche, Ricardo ; Zapata, Juan. In: MPRA Paper. RePEc:pra:mprapa:125485.

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2024Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liu, Rui Peng ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202440.

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2024Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450.

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2025Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Karmakar, Sayar ; Somani, Dhanashree. In: Working Papers. RePEc:pre:wpaper:202521.

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2024Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8.

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2025Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1.

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2025Which producer prices lead consumer prices?. (2025). , Corey. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02689-7.

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2025The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). Cañizares Martínez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0.

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2024From curse to blessing: a fourier-augmented ARDL analysis of agriculture, geopolitics, and trade in south and central Asia. (2024). Nazir, Sidra. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:17:y:2024:i:1:d:10.1007_s12076-024-00384-w.

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2025Understanding Gas Price Shocks: Elasticities, Volatilities, and Macroeconomic Transmission. (2025). Toni, Francesco ; Colombo, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2025/20.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Factors affecting recent food price inflation in the United States. (2024). Adjemian, Michael ; Arita, Shawn ; Meyer, Seth ; Salin, Delmy. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:2:p:648-676.

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2024Forecasting food price inflation during global crises. (2024). Duncan, Roberto ; Toledo, Patricia. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1087-1113.

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2024Regime‐dependent commodity price dynamics: A predictive analysis. (2024). Hlouskova, Jaroslava ; Obersteiner, Michael ; Fortin, Ines ; Cuaresma, Jesus Crespo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2822-2847.

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2024Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885.

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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]		article120
1999Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 120		paper
2002Cointegration and the Monetary Exchange Rate Model Revisited In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article21
2013Model Selection Criteria for Factor-Augmented Regressions-super- In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article16
2009Real-Time Inflation Forecasting in a Changing World In: Working Paper.
[Full Text][Citation analysis]		paper153
2009Real-time inflation forecasting in a changing world.(2009) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		paper
2009Real-time inflation forecasting in a changing world.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		paper
2013Real-Time Inflation Forecasting in a Changing World.(2013) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 153		article
2008Investigating the structural stability of the Phillips curve relationship In: Bank of England working papers.
[Full Text][Citation analysis]		paper21
2009Multivariate methods for monitoring structural change In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2013MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 15		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]		paper12
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]		paper7
2004Real exchange rate persistence and systematic monetary policy behaviour In: Bank of England working papers.
[Full Text][Citation analysis]		paper20
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 nother version. Agregated cites: 10		article
2010Commodity prices, commodity currencies, and global economic developments In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper67
2011Commodity prices, commodity currencies, and global economic developments.(2011) In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2009Commodity prices, commodity currencies, and global economic developments.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
2011Commodity Prices, Commodity Currencies, and Global Economic Developments.(2011) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		chapter
2010Commodity prices, commodity currencies, and global economic developments.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
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]		paper2
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 nother version. Agregated cites: 2		paper
2016Revisiting useful approaches to data-rich macroeconomic forecasting In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article82
2008Revisiting useful approaches to data-rich macroeconomic forecasting.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2008Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2011Financial amplification of foreign exchange risk premia In: European Economic Review.
[Full Text][Citation analysis]		article12
2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2000The monetary exchange rate model as a long-run phenomenon In: Journal of International Economics.
[Full Text][Citation analysis]		article133
1998The Monetary Exchange Rate Model as a Long-Run Phenomenon.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2009A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting.
[Full Text][Citation analysis]		article55
2020Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression In: Economic Policy Review.
[Full Text][Citation analysis]		article1
2011How Easy Is It to Forecast Commodity Prices? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2011An Examination of U.S. Dollar Declines In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013A New Approach for Identifying Demand and Supply Shocks in the Oil Market In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2013Creating a History of U.S. Inflation Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2014Risk Aversion, Global Asset Prices, and Fed Tightening Signals In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Forecasting Inflation with Fundamentals . . . Its Hard! In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Global Asset Prices and Taper Tantrum Revisited In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2015The Myth of First-Quarter Residual Seasonality In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2015Is Cheaper Oil Good News or Bad News for U.S. Economy? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2016Lower Oil Prices and U.S. Economic Activity In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2020Putting the Current Oil Price Collapse into Historical Perspective In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2021Oil Prices, Global Demand Expectations, and Near-Term Global Inflation In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2021Is Higher Financial Stress Lurking around the Corner for China? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2022A New Barometer of Global Supply Chain Pressures In: Liberty Street Economics.
[Full Text][Citation analysis]		paper18
2022The Global Supply Side of Inflationary Pressures In: Liberty Street Economics.
[Full Text][Citation analysis]		paper5
2022Global Supply Chain Pressure Index: March 2022 Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper8
2022Global Supply Chain Pressure Index: May 2022 Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper12
2022How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2009Model selection criteria for factor-augmented regressions In: Staff Reports.
[Full Text][Citation analysis]		paper6
2009Parsimonious estimation with many instruments In: Staff Reports.
[Full Text][Citation analysis]		paper4
2020Uncertainty about Trade Policy Uncertainty In: Staff Reports.
[Full Text][Citation analysis]		paper24
2020Measuring Global Financial Market Stresses In: Staff Reports.
[Full Text][Citation analysis]		paper2
2022The GSCPI: A New Barometer of Global Supply Chain Pressures In: Staff Reports.
[Full Text][Citation analysis]		paper92
2005Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel. In: Journal of Money, Credit and Banking.
[Citation analysis]		article76
2008Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting In: Working Papers.
[Full Text][Citation analysis]		paper29
2010Multivariate Methods for Monitoring Structural Change In: Working Papers.
[Full Text][Citation analysis]		paper1
1999Long horizon predictability of exchange rates: Is it for real? In: Empirical Economics.
[Full Text][Citation analysis]		article45
2004Corporate credit, stock price inflation and economic fluctuations In: Applied Economics.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team