Jan J. J. Groen

Jan J. J. Groen

Research Officer
International Research Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045


Measuring Global Financial Market Stresses
With Michael Nattinger and Adam I. Noble
Federal Reserve Bank of New York Staff Reports 940, September 2020

Uncertainty about Trade Policy Uncertainty
With Gianluca Benigno
Federal Reserve Bank of New York Staff Reports 919, March 2020

Working papers

Time-Varying Inflation Expectations and Economic Fluctuations in the United Kingdom: A Structural VAR AnalysisPDFOFFSITE
With Alina Barnett and Haroon Mumtaz
2010, Bank of England Working Paper No. 392, Bank of England

Parsimonious Estimation with Many Instruments
With George Kapetanios
Federal Reserve Bank of New York Staff Reports, 386, August 2009

Investigating the Structural Stability of the Phillips Curve RelationshipPDFOFFSITE
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 BehaviourPDFOFFSITE
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 PDFOFFSITE
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 PDFOFFSITE
Econometric Institute Report No. 2000-9/A, Erasmus University Rotterdam,2000

Unpublished Manuscripts and Work-in-Progress:

Fundamentals Based Exchange Rate Prediction Revisited

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

Jan J. J. Groen's CVPDF

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.
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