15
H index
19
i10 index
957
Citations
| 15 H index 19 i10 index 957 Citations RESEARCH PRODUCTION: 14 Articles 46 Papers 1 Chapters RESEARCH ACTIVITY: 24 years (1998 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgr1 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Oxford Bulletin of Economics and Statistics | 2 |
Year | Title of citing document |
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2023 | Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers || Download paper |
2023 | Supply Drivers of US Inflation Since the COVID-19 Pandemic. (2023). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Staff Working Papers. RePEc:bca:bocawp:23-19. Full description at Econpapers || Download paper |
2023 | Quantity versus price dynamics: the role of energy and bottlenecks in the Italian industrial sector. (2023). Villa, Stefania ; Flaccadoro, Marco ; Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_781_23. Full description at Econpapers || Download paper |
2023 | Inventory, Sourcing, and the Effects of Trade Costs: Theory and Empirical Evidence. (2023). Stahler, Frank ; Schmitt, Nicolas ; Raff, Horst ; Muris, Chris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10253. Full description at Econpapers || Download paper |
2023 | Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data. (2023). Noeller, Marvin ; Balleer, Almut. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10261. Full description at Econpapers || Download paper |
2023 | Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10798. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Shocked to the core: a new model to understand euro area inflation. (2024). Banbura, Marta ; Hernandez, Catalina Martinez ; Bobeica, Elena ; Babura, Marta. In: Research Bulletin. RePEc:ecb:ecbrbu:2024:0117:. Full description at Econpapers || Download paper |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper |
2024 | Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393. Full description at Econpapers || Download paper |
2023 | Inflation and wage growth since the pandemic. (2023). Nechio, Fernanda ; Jorda, Oscar. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001034. Full description at Econpapers || Download paper |
2024 | Global 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. Full description at Econpapers || Download paper |
2023 | Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237. Full description at Econpapers || Download paper |
2023 | INE oil futures volatility prediction: Exchange rates or international oil futures volatility?. (2023). Li, Haibo ; Ma, Feng ; Lu, Xinjie ; Wang, Jianqiong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004334. Full description at Econpapers || Download paper |
2023 | What is the role of perceived oil price shocks in inflation expectations?. (2023). Zheng, Xinye ; Sheng, Xuguang Simon ; An, Zidong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004486. Full description at Econpapers || Download paper |
2023 | The impact of supply chain disruptions on business expectations during the pandemic. (2023). Meyer, Brent ; Prescott, Brian C ; Sheng, Xuguang Simon. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004498. Full description at Econpapers || Download paper |
2023 | Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620. Full description at Econpapers || Download paper |
2023 | Green bond in China: An effective hedge against global supply chain pressure?. (2023). Oprean, Camelia ; Gao, Zhuoqiong ; Kong, Fanna ; Oprean-Stan, Camelia. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006655. Full description at Econpapers || Download paper |
2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Bastianin, Andrea ; Casoli, Chiara. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006813. Full description at Econpapers || Download paper |
2023 | Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474. Full description at Econpapers || Download paper |
2023 | Commodity price shocks, supply chain disruptions and U.S. inflation. (2023). de Gracia, Fernando Perez ; Cunado, Juncal ; Diaz, Elena Maria. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232300867x. Full description at Econpapers || Download paper |
2023 | Supply chain disruptions and sourcing strategies. (2023). macchiavello, rocco ; del Prete, Davide ; Cajal-Grossi, Julia. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:90:y:2023:i:c:s0167718723000851. Full description at Econpapers || Download paper |
2023 | What can stockouts tell us about inflation? Evidence from online micro data. (2023). Kryvtsov, Oleksiy ; Cavallo, Alberto. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000557. Full description at Econpapers || Download paper |
2024 | Supply 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. Full description at Econpapers || Download paper |
2023 | Real exchange rate dynamics in the New-Keynesian model. (2023). Kamalyan, Hayk. In: International Economics. RePEc:eee:inteco:v:174:y:2023:i:c:p:250-255. Full description at Econpapers || Download paper |
2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper |
2023 | Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390. Full description at Econpapers || Download paper |
2023 | Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers || Download paper |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2023 | Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom?. (2023). Tavlas, George ; Hall, Stephen ; Wang, Yongli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001796. Full description at Econpapers || Download paper |
2023 | Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128. Full description at Econpapers || Download paper |
2024 | Global supply chain pressures, inflation, and implications for monetary policy. (2024). Smadu, Andra ; Bonam, Dennis ; Ascari, Guido. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000160. Full description at Econpapers || Download paper |
2023 | “Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625. Full description at Econpapers || Download paper |
2023 | Duration of membership in the world trade organization and investment-oriented remittances inflows. (2023). Gnangnon, Sena Kimm. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:258-277. Full description at Econpapers || Download paper |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
2023 | Inflation and the role of macroeconomic policies: A model for the case of Denmark. (2023). Byrialsen, Mikael Randrup ; Laurentjoye, Thibault ; Raza, Hamid ; Valdecantos, Sebastian. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:67:y:2023:i:c:p:32-43. Full description at Econpapers || Download paper |
2023 | The Impacts of Supply Chain Disruptions on Inflation. (2023). Gordon, Matthew V ; Clark, Todd E. In: Economic Commentary. RePEc:fip:fedcec:96111. Full description at Econpapers || Download paper |
2023 | A Financial Stress Index for a Small Open Economy: The Australian Case. (2023). Gomis-Porqueras, Pedro ; Zhou, Xuan ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-29. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Soft or strong: the art of monetary tightening. (2023). Creel, Jerome ; Blot, Christophe. In: Working Papers. RePEc:hal:wpaper:hal-03954545. Full description at Econpapers || Download paper |
2023 | How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe. (2023). Crosignani, Matteo ; Acharya, Viral V ; Eufinger, Christian ; Eisert, Tim. In: NBER Working Papers. RePEc:nbr:nberwo:31790. Full description at Econpapers || Download paper |
2023 | Market Uncertainty and International Trade. (). Xu, Zhiwei ; Nie, Guangyu ; Fan, Haichao. In: Review of Economic Dynamics. RePEc:red:issued:21-348. Full description at Econpapers || Download paper |
2023 | Forecasting in the presence of in-sample and out-of-sample breaks. (2023). Perron, Pierre ; Xu, Jiawen. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02346-x. Full description at Econpapers || Download paper |
2023 | Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7. Full description at Econpapers || Download paper |
2023 | Predicting inflation component drivers in Nigeria: a stacked ensemble approach. (2023). Anthony, Abel ; Joshua, Jeremiah D ; Taiwo, Oyedamola F ; Akanni, Elijah O ; Akande, Emmanuel O. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00384-2. Full description at Econpapers || Download paper |
2023 | Are Global Factors Useful for Forecasting the Exchange Rate?. (2023). Rossi, Marina ; Fontoura, Pedro. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_14. Full description at Econpapers || Download paper |
2023 | Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2003 | Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 114 |
1999 | Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
2002 | Cointegration and the Monetary Exchange Rate Model Revisited In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 21 |
2013 | Model Selection Criteria for Factor-Augmented Regressions-super- In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
2009 | Real-Time Inflation Forecasting in a Changing World In: Working Paper. [Full Text][Citation analysis] | paper | 149 |
2009 | Real-time inflation forecasting in a changing world.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
2009 | Real-time inflation forecasting in a changing world.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
2013 | Real-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: 149 | article | |
2008 | Investigating the structural stability of the Phillips curve relationship In: Bank of England working papers. [Full Text][Citation analysis] | paper | 21 |
2009 | Multivariate methods for monitoring structural change In: Bank of England working papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2013 | MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2010 | Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
2004 | Real 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] | paper | 7 |
2004 | Real exchange rate persistence and systematic monetary policy behaviour In: Bank of England working papers. [Full Text][Citation analysis] | paper | 20 |
2005 | Asset price based estimates of sterling exchange rate risk premia In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
2006 | Asset 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 | |
2010 | Commodity prices, commodity currencies, and global economic developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 59 |
2011 | Commodity 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: 59 | paper | |
2009 | Commodity prices, commodity currencies, and global economic developments.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2011 | Commodity Prices, Commodity Currencies, and Global Economic Developments.(2011) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | chapter | |
2010 | Commodity prices, commodity currencies, and global economic developments.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2000 | New 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] | paper | 2 |
2000 | New 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 | |
2016 | Revisiting useful approaches to data-rich macroeconomic forecasting In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 75 |
2008 | Revisiting useful approaches to data-rich macroeconomic forecasting.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2008 | Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
2011 | Financial amplification of foreign exchange risk premia In: European Economic Review. [Full Text][Citation analysis] | article | 10 |
2010 | Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2000 | The monetary exchange rate model as a long-run phenomenon In: Journal of International Economics. [Full Text][Citation analysis] | article | 132 |
1998 | The 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: 132 | paper | |
2009 | A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
2020 | Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression In: Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
2011 | How Easy Is It to Forecast Commodity Prices? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2011 | An Examination of U.S. Dollar Declines In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | A New Approach for Identifying Demand and Supply Shocks in the Oil Market In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2013 | Creating a History of U.S. Inflation Expectations In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2014 | Risk Aversion, Global Asset Prices, and Fed Tightening Signals In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Forecasting Inflation with Fundamentals . . . Its Hard! In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Global Asset Prices and Taper Tantrum Revisited In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | The Myth of First-Quarter Residual Seasonality In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2015 | Is Cheaper Oil Good News or Bad News for U.S. Economy? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | Lower Oil Prices and U.S. Economic Activity In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 4 |
2020 | Putting the Current Oil Price Collapse into Historical Perspective In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2021 | Oil Prices, Global Demand Expectations, and Near-Term Global Inflation In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | Is Higher Financial Stress Lurking around the Corner for China? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2022 | A New Barometer of Global Supply Chain Pressures In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 7 |
2022 | The Global Supply Side of Inflationary Pressures In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2022 | Global Supply Chain Pressure Index: March 2022 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2022 | Global Supply Chain Pressure Index: May 2022 Update In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2022 | How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2009 | Model selection criteria for factor-augmented regressions In: Staff Reports. [Full Text][Citation analysis] | paper | 6 |
2009 | Parsimonious estimation with many instruments In: Staff Reports. [Full Text][Citation analysis] | paper | 4 |
2020 | Uncertainty about Trade Policy Uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 17 |
2020 | Measuring Global Financial Market Stresses In: Staff Reports. [Full Text][Citation analysis] | paper | 1 |
2022 | The GSCPI: A New Barometer of Global Supply Chain Pressures In: Staff Reports. [Full Text][Citation analysis] | paper | 37 |
2005 | Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 70 |
2008 | Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2010 | Multivariate Methods for Monitoring Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Long horizon predictability of exchange rates: Is it for real? In: Empirical Economics. [Full Text][Citation analysis] | article | 44 |
2004 | Corporate credit, stock price inflation and economic fluctuations In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
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