Unpublished manuscripts and work-in-progress

Real-Time Inflation Forecasting in a Changing World
With Richard Paap and Francesco Ravazzolo

Fundamentals Based Exchange Rate Prediction Revisited

Multivariate Methods for Monitoring Structural Change
With George Kapetanios and Simon Price

Real Time Evaluation of Inflation Report and Greenbook Forecasts for Inflation and Growth
With George Kapetanios and Simon Price

Working papers

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
With George Kapetanios
Federal Reserve Bank of New York Staff Reports, 327, May 2008

Investigating the Structural Stability of the Phillips Curve Trade-Off  
With Haroon Mumtaz
Bank of England Working Paper, No. 350, Bank of England, 2008
48 pages / 543 kb

Real Exchange Rate Persistence and Systematic Monetary Policy Behaviour  
With Akito Matsumoto
Bank of England Working Paper No. 231, Bank of England, 2004
53 pages / 339 kb

Real Exchange Rates and the Relative Prices of Non-Traded and Traded Goods: An Empirical Analysis  
With Clare Lombardelli
Bank of England Working Paper No. 223, Bank of England, 2004
44 pages / 529 kb

New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results
Econometric Institute Report No. 2000-9/A, Erasmus University Rotterdam, 2000

Jan Groen's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.