Jan J. J. Groen : Citation Profile

17

H index

22

i10 index

1198

Citations

RESEARCH PRODUCTION:

14

Articles

46

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 49
   Journals where Jan J. J. Groen has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 20 (1.64 %)

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   Permalink: http://citec.repec.org/pgr1
   Updated: 2026-10-10    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)

Rossi, Barbara (20)

Pesaran, Mohammad (20)

Kapetanios, George (18)

Korobilis, Dimitris (18)

Mark, Nelson (17)

Chinn, Menzie (15)

GUPTA, RANGAN (14)

Chudik, Alexander (14)

Pincheira, Pablo (14)

Westerlund, Joakim (13)

Cites to:

Watson, Mark (23)

Kapetanios, George (23)

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
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 (2025 and 2024)

YearTitle of citing document
2026Forecasting Vietnam Inflation Using Machine Learning Approaches: A Comprehensive Analysis. (2026). Ngo, Thanh ; Bui, Hung D ; Tran, Son H ; Dq, TU. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:30:y:2026:i:1:p:136-185.

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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). Engler, Hasan ; Kara, Berat. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:58-91.

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2026Global Banks’ Leverage and Global Liquidity. (2026). Weigandi, Ivn. In: Working Papers. RePEc:aoz:wpaper:402.

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2026Probabilistic 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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2026Sectoral inter-dependencies drive the loss of structural balance in signed financial networks. (2026). Chakraborty, Abhijit ; Dahake, Kartik. In: Papers. RePEc:arx:papers:2608.12023.

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2025Forecasting Türkiye Local Inflation With Global Factors. (2025). KAZDAL, Abdullah ; Cepni, Oguzhan ; Yilmaz, Muhammed Hasan ; Olgun, Muhammed Enes. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:77:y:2025:i:2:p:148-159.

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2025Supply shortages and inflation in Europe. (2025). Postek, Lukasz ; Mućk, Jakub ; Muk, Jakub. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:420-456.

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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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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2026Supply Constraints and Inflation Dynamics. (2026). Sugo, Tomohiro ; Kurachi, Yoshiyuki ; Toyoda, Akitoshi ; Okamoto, Masato ; Adachi, KO. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp26e03.

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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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2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47: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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2026Supply Chain Disruptions, the Structure of Production Networks, and the Impact of Globalization. (2026). Jackson, M O ; Elliott, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2625.

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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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2026Tariff confusion. (2026). Novy, Dennis ; Manova, Kalina ; Tang, Aaron ; Sampson, Thomas. In: CEP Discussion Papers. RePEc:cep:cepdps:dp2195.

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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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2026Automation Under Constraints: Exchange Rates Interest Rates and Investment. (2026). Weinberger, Ariel ; Rodrigo, Rodimiro ; Maksimovic, Vojislav ; Ayyagari, Meghana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12526.

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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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2024From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting.. (2024). Garafas, Georgios. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00335.

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2025Report on monetary policy tools, strategy and communication. (2025). Suda, Jacek ; Skotida, Ifigeneia ; Notarpietro, Alessandro ; Meyler, Aidan ; Mazelis, Falk ; Mavromatis, Kostas(Konstantinos) ; Lozej, Matija ; Lieberknecht, Philipp ; Krustev, Georgi ; Kamps, Christophe ; Heikkinen, Joni ; Grimaud, Alex ; Gnocato, Nicolò ; Ferrero, Giuseppe ; Ehrmann, Michael ; Coenen, Günter ; Burlon, Lorenzo ; Buss, Ginters ; Bussiere, Matthieu ; Benatti, Nicola ; Bernardini, Marco ; Basten, Christoph ; Argiri, Eleni ; Altavilla, Carlo ; Offermans, Christian ; Hagenhoff, Tim ; Italianer, Jip ; Bussire, Matthieu ; Wacks, Johannes ; Rannenberg, Ansgar ; Kilponen, Juha ; Jose, Gallegos Dago ; Bonfim, Diana ; Strauss, Tal ; Tischer, Johannes ; Lnnemann, Patrick ; Ferrando, Annalisa ; Aguilar, Pablo ; Grasso, Adriana ; Hempell, Hannah S ; Paloviita, Maritta ; Greco, Antonio ; de Souza, Toms Carrera ; Gomes, Sandra ; Westermann, Thomas ; Reichenbachas, Tomas ; Kienzler, Daniel ; Jrgensen, Kasper ; Bobeica, Elena ; de Jonghe, Olivier Georg ; Tosato, Andrea Giorgio ; Hernndez, Catalina Martnez ; Vitorino, Rita Fernandes ; Vladu, Andreea Liliana ; Goy, Gavin ; Hammermann, Felix ; Fonseca, Lus ; Papadopoulou, Niki ; Gori, Sofia ; Brand, Claus ; da Costa, Jos Cardoso ; Holm-Hadulla, Fdric ; Wintr, Ladislav ; Rttger, Joost ; Kerssenfischer, Mark ; Jalasjoki, Pirkka ; Baumann, Ursel ; Ungarelli, Flavia ; Covarrubias, Matias ; van der Ghote, Alejandro ; Marx, Magali ; Elfsbacka-Schmller, Michaela ; Saporito, Elisa ; Ilieva, Boryana ; Haavio, Markus ; Irastorza, Katti ; Papoutsi, Melina ; Goodhead, Robert ; Bitter, Lea ; Carboni, Giacomo ; Zimic, Sreko ; Scheer, Alexander ; Kedan, Danielle ; Bates, Colm ; de Almeida, Ins Fernandes ; Vrhelyi, Georges ; Martnez-Martin, Jaime ; Dupraz, Stphane ; Guilhem, Arthur Saint ; Kostka, Thomas ; Gross, Johannes ; Chahad, Mohammed ; Patriek, Matic ; Gonzles, Beatriz ; Auer, Simone ; Cantelmo, Alessandro ; Zutis, Klavs ; Scheithauer, Jan ; Kase, Hanno ; Bartocci, Anna ; Grazzini, Caterina Forti ; Thaler, Dominik ; Luikmel, Peeter ; Velasco, Sofia ; Momtsia, Angeliki ; Diaz, Rubn Dominguez ; Rigato, Rodolfo Dinis ; Lisack, Nomie ; Ciccarelli, Matteo ; Cinquin, Julian-Baptiste ; Penalver, Adrian ; Hoerova, Marie ; Akkaya, Yildiz ; Budnik, Katarzyna ; Zlobins, Andrejs ; Schrder, Maximilian ; Karadi, Peter ; Barkhausen, David ; Glckler, Gabriel ; Stevens, Arnoud ; Lemke, Wolfgang ; Ventula-Veghazy, Alexia ; Deskar-Krbi, Milan ; McGregor, Thomas ; Bottero, Margherita ; Lhuissier, Stphane ; Penciu, Alexandru ; Helmus, Casper ; Adalid, Ramn ; Broeders, Dirk ; Gallegos, Jos-Elas ; Dupin, Elise ; Schumacher, Julian ; Kaminskas, Rokas ; Bakowska, Katarzyna ; Speck, Christian ; Lechtaler, Wolfgang ; Nakov, Anton ; de Santis, Roberto A ; Nguyen, Benot ; Bletzinger, Tilman ; Istrefi, Klodiana ; Vetlov, Igor ; Pintari, Martin ; Kortelainen, Mika ; Barrau, Galo Nuo ; Boucinha, Miguel ; Casalis, Andr ; Hennigan, Cian ; Schupp, Fabian ; Consolo, Agostino ; Gilbert, Niels ; Avgousti, Aris ; Carrier, Alexandre ; Schwaab, Bernd ; Nikolov, Kalin ; Gti, Laura ; Gerke, Rafael ; Volk, Matjaz ; Pool, Sebastiaan ; Kornprobst, Antoine ; Motto, Roberto ; Bonomolo, Paolo ; Imbierowicz, Bjrn ; Ebener, Luca ; Linzert, Tobias ; Kapadia, Sujit ; Pareja, Ana Arencibia ; di Casola, Paola ; Scalone, Valerio ; Kwapil, Claudia ; Obstbaum, Meri ; Gareis, Johannes ; Ristiniemi, Annukka ; Tristani, Oreste ; von Landesberger, Julian ; Priftis, Romanos ; Kockerols, Thore ; Vlassopoulos, Thomas ; Bninghausen, Benjamin ; Sammarini, Anita ; Strukat, Martin ; Lund-Thomsen, Frederik ; Christoffel, Kai ; Angelini, Elena ; Dobrew, Michael ; Lang, Jan Hannes ; Kunzmann, Vanessa ; Odendahl, Florens ; Georgarakos, Dimitris ; Ruhkamp, Stefan ; Niessner, Birgit ; von Thadden, Leopold ; Quint, Dominic ; Klaver, Inge ; Boeckx, Jef ; Pilla, Edoardo ; Szablewksa, Marta ; Malacrino, Davide ; Allayioti, Anastasia ; Ferrari, Alessandro ; Kocharkov, Georgi. In: Occasional Paper Series. RePEc:ecb:ecbops:2025372.

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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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2026Supply chain uncertainty, energy prices, and inflation. (2026). Monacelli, Tommaso ; Merendino, Alfonso. In: Working Paper Series. RePEc:ecb:ecbwps:20263230.

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2026Tariffs, production networks, and spillovers: the case of a US-China trade war. (2026). Paris, Matthieu Darracq ; Aguilar, Pablo ; Eugenelo, Antonio ; Quintana, Javier ; Gallegos, Jos-Elas ; Domnguez-Daz, Rubn ; Dieppe, Alistair. In: Working Paper Series. RePEc:ecb:ecbwps:20263254.

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2025Volatility and the Monetary Approach: Evidence from the Mexican Exchange Market. (2025). Trejo-Becerril, Brbara ; Gallegos-David, Alberto ; Lorenzo-Valds, Arturo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:v:15:y:2025:i:3:id:18715.

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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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2026Identifying macroeconomic shocks using firm-level data: Material shortages in the German manufacturing sector. (2026). Zarges, Lara ; Fourn, Friederike. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:187:y:2026:i:c:s016518892600076x.

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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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2025Should economic theories guide the machine learning model in forecasting exchange rate?. (2025). Liu, Tao ; Vincent, Kendro ; Lin, Chien-Hsiu. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002196.

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2025Foreign market uncertainty and corporate investment: Evidence from China. (2025). He, YE ; Zhang, Xiao ; Fan, Shuxin ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002172.

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2026The two sides of inflation: How price increases and price cuts shape inflation. (2026). Quineche, Ricardo ; Zapata, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:158:y:2026:i:c:s0264999326000623.

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2026Geopolitical risks and the dual dynamics of global inflation: Regime dependence and uncertainty. (2026). Andriantomanga, ZO. In: Economic Modelling. RePEc:eee:ecmode:v:158:y:2026:i:c:s0264999326000787.

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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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2025Consistent model selection for factor-augmented regression within hierarchical factor structures. (2025). Tu, Yundong ; Zheng, Jinsha. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005348.

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2026Decomposing supply and demand driven inflation in Mexico: Evidence from sectoral analysis. (2026). Perales, Jos Angel ; Chen, Zhengyang ; Colunga-Ramos, Luis Fernando. In: Economics Letters. RePEc:eee:ecolet:v:264:y:2026:i:c:s0165176526001746.

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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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2026Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form. (2026). Velasco, Carlos ; Lobato, Ignacio N. In: Journal of Econometrics. RePEc:eee:econom:v:256:y:2026:i:pa:s0304407626000862.

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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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2025Macroeconomic regime change and the size of supply chain disruption and energy supply shocks. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001278.

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2026Unveiling inflation: Oil shocks, supply chain pressures, and expectations. (2026). Bjørnland, Hilde ; Aastveit, Knut Are ; Cross, Jamie L ; Bjrnland, Hilde C ; Kalstad, Helene O. In: European Economic Review. RePEc:eee:eecrev:v:181:y:2026:i:c:s0014292125002429.

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2026Commodity price uncertainty comovement: Does it matter for global economic growth?. (2026). Triantafyllou, Athanasios ; Karadimitropoulou, Aikaterini ; Ferrara, Laurent. In: European Economic Review. RePEc:eee:eecrev:v:187:y:2026:i:c:s0014292126000838.

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2026Fiscal shocks and the surge of inflation. (2026). Mori, Lorenzo. In: European Economic Review. RePEc:eee:eecrev:v:187:y:2026:i:c:s0014292126001285.

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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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2026Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data. (2026). GUPTA, RANGAN ; Pierdzioch, Christian ; Bonato, Matteo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:86:y:2026:i:c:s0927539826000411.

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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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2026International crude oil price shocks and inflation tail risk tracing: New interpretation from four-component decomposition. (2026). Liu, Dayu ; Zhao, Tingting ; Tian, Fangyu. In: Energy Economics. RePEc:eee:eneeco:v:159:y:2026:i:c:s0140988326002823.

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2025Multiscale dynamic linkages of Chinas financial markets under exchange rate shocks: An MJMD approach. (2025). Jiang, Yuanyuan ; Sun, Yadong ; Gao, Wang ; Liu, Mengyue ; Wei, Jiajia. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007628.

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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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2025Do geopolitical risks impede the global supply chain?. (2025). Dong, Rongrong ; Qin, Meng ; Su, Chi Wei. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325010694.

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2025Supply bottlenecks and machine learning forecasting of international stock market volatility. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Plakandaras, Vasilios. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pg:s1544612325021841.

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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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2025Reshoring, automation, and labor markets under trade uncertainty. (2025). Liu, Zheng ; Leduc, Sylvain ; Firooz, Hamid. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s0022199625000479.

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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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2026Panel regression models for bilateral exchange rates: The numéraire effect. (2026). Kunkler, Michael. In: International Economics. RePEc:eee:inteco:v:186:y:2026:i:c:s2110701726000314.

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2026Global supply chain pressure and macro-financial downside risk: Can monetary policy buffer the risk transmission?. (2026). Shi, Wenhui ; Liu, Zongming. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:109:y:2026:i:c:s1042443126000302.

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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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2025A survey of models and methods used for forecasting when investing in financial markets. (2025). Swanson, Norman R ; Maung, Kenwin. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1355-1382.

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2026Forecasting for monetary policy. (2026). Coroneo, Laura. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:22-33.

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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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2026From chain waves to market moves: Untangling price efficiency in the supply chain network. (2026). Chen, Zhaohui ; Liu, Yahui ; Zhao, Wen Xuan ; Gao, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426626000130.

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2025Show me the receipts: B2B payment timeliness and expected returns. (2025). Lieberman, Paul ; Mihov, Atanas ; Naranjo, Andy ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001163.

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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]		article121
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: 121		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]		article19
2009Real-Time Inflation Forecasting in a Changing World In: Working Paper.
[Full Text][Citation analysis]		paper158
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: 158		paper
2009Real-time inflation forecasting in a changing world.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 158		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: 158		article
2008Investigating the structural stability of the Phillips curve relationship In: Bank of England working papers.
[Full Text][Citation analysis]		paper22
2009Multivariate methods for monitoring structural change In: Bank of England working papers.
[Full Text][Citation analysis]		paper16
2010Multivariate Methods for Monitoring Structural Change.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2013MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.(2013) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 16		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]		article85
2008Revisiting useful approaches to data-rich macroeconomic forecasting.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2008Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2011Financial amplification of foreign exchange risk premia In: European Economic Review.
[Full Text][Citation analysis]		article14
2010Financial amplification of foreign exchange risk premia.(2010) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2000The monetary exchange rate model as a long-run phenomenon In: Journal of International Economics.
[Full Text][Citation analysis]		article136
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: 136		paper
2009A real time evaluation of Bank of England forecasts of inflation and growth In: International Journal of Forecasting.
[Full Text][Citation analysis]		article60
2020Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression In: Economic Policy Review.
[Full Text][Citation analysis]		article3
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]		paper31
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]		paper17
2022Global Supply Chain Pressure Index: May 2022 Update In: Liberty Street Economics.
[Full Text][Citation analysis]		paper21
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]		paper34
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]		paper132
2005Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel. In: Journal of Money, Credit and Banking.
[Citation analysis]		article79
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]		article47
2004Corporate credit, stock price inflation and economic fluctuations In: Applied Economics.
[Full Text][Citation analysis]		article4

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