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Jan Groen |
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Senior Economist Phone (212) 720-5354 | |
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Refereed Journal Articles Real Time Evaluation of Bank of England Forecasts of Inflation and Growth With Simon Price and George Kapetanios International Journal of Forecasting, Vol. 25, 2009 pp. 74-80 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 by P. Sercu and R. Uppal, De Economist, Vol. 149, 2001 pp. 391-392 by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim and A. Wurtz (eds.), De Economist, Vol. 149, 2001 pp. 268-269 Tinbergen Institute Research Bulletin, Vol. 9, 1997 pp. 63 - 71 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. |

