Refereed Journal Articles

Asset Price-Based Estimates of Sterling Exchange Rate Risk Premia
With Ravi Balakrishnan
Journal of International Money and Finance, Vol. 25, 2006
pp. 71-92

Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel
Journal of Money, Credit, and Banking, Vol. 37, 2005
pp. 495 - 516

Corporate Credit, Stock Price Inflation and Economic Fluctuations
Applied Economics Vol. 36, 2004
pp. 1995-2006

Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
With Frank Kleibergen
Journal of Business & Economic Statistics, Vol. 21, 2003
pp. 295-318

Cointegration and the Monetary Exchange Rate Model Revisited
Oxford Bulletin of Economics and Statistics, Vol. 64, 2002
pp. 361-380

The Monetary Exchange Rate Model as a Long-Run Phenomenon
Journal of International Economics, Vol. 52, 2000
pp. 299-319

Long Horizon Predictability of Exchange Rates: Is it for Real?
Empirical Economics, Vol. 24, 1999,
pp. 451 - 469

Other publications

Book review of Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes
by P. Sercu and R. Uppal,
De Economist, 2001, Vol. 149,
pp. 391-392

Book review of Nonlinear Econometric Modeling in Time Series Analysis: Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics
by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim and A. Wurtz (eds.),
De Economist, 2001, Vol. 149,
pp. 268-269

Long Horizon Exchange Rate Predictability: A Critical Assessment,
Tinbergen Institute Research Bulletin, Vol. 9, 1997,
pp. 63 - 71

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.