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Jan J. J. Groen |
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Refereed Articles: Real-Time Inflation Forecasting in a Changing World Journal of Business & Economic Statistics, Forthcoming With Richard Paap and Francesco Ravazzolo Online Appendix  See also Federal Reserve Bank of New York Staff Report 388, August 2009 Multivariate Methods for Monitoring Structural Change  With George Kapetanios and Simon Price Journal of Applied Econometrics, Forthcoming Model Selection Criteria for Factor-Augmented Regressions With George Kapetanios Oxford Bulletin of Economics and Statistics, 2013, Vol. 75, pp. 37-63 See also Federal Reserve Bank of New York Staff Report 363, Revised May 2012 Financial Amplification of Foreign Exchange Risk Premia With Tobias Adrian and Erkko Etula European Economic Review, 2011, Vol. 55, pp. 354-370 Commodity Prices, Commodity Currencies, and Global Economic Developments With Paolo A. Pesenti In T. Ito and A. Rose (eds.), Commodity Prices and Markets, NBER East Asia Seminar on Economics, 2011, Volume 20, pp. 15-42, Chicago: University of Chicago Press See also National Bureau of Economic Research Working Paper No. 15743 A Real Time Evaluation of Bank of England Forecasts of Inflation and Growth With Simon Price and George Kapetanios International Journal of Forecasting, 2009, Vol. 25, pp. 74-80 Asset Price-Based Estimates of Sterling Exchange Rate Risk Premia With Ravi Balakrishnan Journal of International Money and Finance, 2006, Vol. 25, pp. 71-92 Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel Journal of Money, Credit, and Banking, 2005, Vol. 37, pp. 495-516 Corporate Credit, Stock Price Inflation and Economic Fluctuations Applied Economics, 2004, Vol. 36, pp. 1995-2006 Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models With Frank Kleibergen Journal of Business & Economic Statistics, 2003, Vol. 21, pp. 295-318 Cointegration and the Monetary Exchange Rate Model Revisited Oxford Bulletin of Economics and Statistics, 2002, Vol. 64, pp. 361-380 The Monetary Exchange Rate Model as a Long-Run Phenomenon Journal of International Economics, 2000, Vol. 52, pp. 299-319 Long Horizon Predictability of Exchange Rates: Is it for Real? Empirical Economics, 1999, Vol. 24, pp. 451 - 469 Other Publications With Roosevelt Bowman Liberty Street Economics, 2011, September With Paolo Pesenti, Liberty Street Economics, 2011, June 27 by P. Sercu and R. Uppal, De Economist, 2001, Vol. 149, pp. 391-392 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 Tinbergen Institute Research Bulletin, 1997, Vol. 9, pp.63-71 363, February 2009388, August 2009The 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. |
