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Jan J. J. Groen

Personal Details

First Name:Jan
Middle Name:J. J.
Last Name:Groen
Suffix:
RePEc Short-ID:pgr1
[This author has chosen not to make the email address public]
http://nyfedeconomists.org/groen/

Affiliation

TD Securities (TD Securities)

https://www.tdsecurities.com/
United States

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022. "Global Supply Chain Pressure Index: March 2022 Update," Liberty Street Economics 20220303, Federal Reserve Bank of New York.
  2. Belai Abbai & Ozge Akinci & Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Ruth Cesar Heymann & Lawrence Lin & Adam I. Noble, 2022. "The Global Supply Side of Inflationary Pressures," Liberty Street Economics 20220128, Federal Reserve Bank of New York.
  3. Jan J. J. Groen & Adam I. Noble, 2022. "How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook?," Liberty Street Economics 20220624, Federal Reserve Bank of New York.
  4. Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022. "The GSCPI: A New Barometer of Global Supply Chain Pressures," Staff Reports 1017, Federal Reserve Bank of New York.
  5. Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022. "A New Barometer of Global Supply Chain Pressures," Liberty Street Economics 20220104, Federal Reserve Bank of New York.
  6. Gianluca Benigno & Julian di Giovanni & Jan J. J. Groen & Adam I. Noble, 2022. "Global Supply Chain Pressure Index: May 2022 Update," Liberty Street Economics 20220518, Federal Reserve Bank of New York.
  7. Jan J. J. Groen & Adam I. Noble, 2021. "Oil Prices, Global Demand Expectations, and Near-Term Global Inflation," Liberty Street Economics 20211004, Federal Reserve Bank of New York.
  8. Jan J. J. Groen & Adam I. Noble, 2021. "Is Higher Financial Stress Lurking around the Corner for China?," Liberty Street Economics 20211123, Federal Reserve Bank of New York.
  9. Jan J. J. Groen & Michael Nattinger, 2020. "Putting the Current Oil Price Collapse into Historical Perspective," Liberty Street Economics 20200514, Federal Reserve Bank of New York.
  10. Jan J. J. Groen & Michael Nattinger & Adam I. Noble, 2020. "Measuring Global Financial Market Stresses," Staff Reports 940, Federal Reserve Bank of New York.
  11. Gianluca Benigno & Jan J. J. Groen, 2020. "Uncertainty about Trade Policy Uncertainty," Staff Reports 919, Federal Reserve Bank of New York.
  12. Jan J. J. Groen & Patrick Russo, 2016. "Lower Oil Prices and U.S. Economic Activity," Liberty Street Economics 20160503b, Federal Reserve Bank of New York.
  13. Jan J. J. Groen & Patrick Russo, 2015. "Is Cheaper Oil Good News or Bad News for U.S. Economy?," Liberty Street Economics 20150608b, Federal Reserve Bank of New York.
  14. Jan J. J. Groen & Patrick Russo, 2015. "The Myth of First-Quarter Residual Seasonality," Liberty Street Economics 20150608a, Federal Reserve Bank of New York.
  15. Jan J. J. Groen, 2014. "Forecasting Inflation with Fundamentals . . . It's Hard!," Liberty Street Economics 20141105, Federal Reserve Bank of New York.
  16. Jan J. J. Groen, 2014. "Global Asset Prices and Taper Tantrum Revisited," Liberty Street Economics 20141208, Federal Reserve Bank of New York.
  17. Jan J. J. Groen & Richard Peck, 2014. "Risk Aversion, Global Asset Prices, and Fed Tightening Signals," Liberty Street Economics 20140305, Federal Reserve Bank of New York.
  18. Jan J. J. Groen & Menno Middeldorp, 2013. "Creating a History of U.S. Inflation Expectations," Liberty Street Economics 20130821, Federal Reserve Bank of New York.
  19. Jan J. J. Groen & Kevin McNeil & Menno Middeldorp, 2013. "A New Approach for Identifying Demand and Supply Shocks in the Oil Market," Liberty Street Economics 20130325, Federal Reserve Bank of New York.
  20. Jan J. J. Groen & Paolo Pesenti, 2011. "How Easy Is It to Forecast Commodity Prices?," Liberty Street Economics 20110627, Federal Reserve Bank of New York.
  21. Roosevelt D. Bowman & Jan J. J. Groen, 2011. "An Examination of U.S. Dollar Declines," Liberty Street Economics 20110926, Federal Reserve Bank of New York.
  22. Tobias Adrian & Erkko Etula & Jan J. J. Groen, 2010. "Financial amplification of foreign exchange risk premia," Staff Reports 461, Federal Reserve Bank of New York.
  23. Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon, 2010. "Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis," Bank of England working papers 392, Bank of England.
  24. Jan J. J. Groen & George Kapetanios, 2009. "Model selection criteria for factor-augmented regressions," Staff Reports 363, Federal Reserve Bank of New York.
  25. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-time inflation forecasting in a changing world," Staff Reports 388, Federal Reserve Bank of New York.
  26. Groen, Jan J J & Kapetanios, George & Price, Simon, 2009. "Multivariate methods for monitoring structural change," Bank of England working papers 369, Bank of England.
  27. Jan J. J. Groen & George Kapetanios, 2009. "Parsimonious estimation with many instruments," Staff Reports 386, Federal Reserve Bank of New York.
  28. Jan J. J. Groen & Paolo Pesenti, 2009. "Commodity prices, commodity currencies, and global economic developments," Staff Reports 387, Federal Reserve Bank of New York.
  29. Groen, Jan J J & Mumtaz, Haroon, 2008. "Investigating the structural stability of the Phillips curve relationship," Bank of England working papers 350, Bank of England.
  30. Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York.
  31. Jan J J Groen & Ravi Balakrishnan, 2005. "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England.
  32. Jan J J Groen & Akito Matsumoto, 2004. "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England.
  33. Jan J J Groen & Clare Lombardelli, 2004. "Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis," Bank of England working papers 223, Bank of England.
  34. Jan J. J. Groen, 2000. "New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results," Econometric Society World Congress 2000 Contributed Papers 0269, Econometric Society.
  35. Jan J.J. Groen & Frank R. Kleibergen, 1999. "Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models," Tinbergen Institute Discussion Papers 99-055/4, Tinbergen Institute.
  36. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute.

    repec:qmw:qmwecw:wp658 is not listed on IDEAS
    repec:qmw:qmwecw:wp624 is not listed on IDEAS

Articles

  1. Jan J. J. Groen & Michael Nattinger, 2020. "Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression," Economic Policy Review, Federal Reserve Bank of New York, vol. 26(4), pages 39-68, October.
  2. Groen, Jan J.J. & Kapetanios, George, 2016. "Revisiting useful approaches to data-rich macroeconomic forecasting," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 221-239.
  3. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
  4. Jan J. J. Groen & George Kapetanios, 2013. "Model Selection Criteria for Factor-Augmented Regressions-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 37-63, February.
  5. Jan J. J. Groen & George Kapetanios & Simon Price, 2013. "Multivariate Methods For Monitoring Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 250-274, March.
  6. Adrian, Tobias & Etula, Erkko & Groen, Jan J.J., 2011. "Financial amplification of foreign exchange risk premia," European Economic Review, Elsevier, vol. 55(3), pages 354-370, April.
  7. Groen, Jan J.J. & Kapetanios, George & Price, Simon, 2009. "A real time evaluation of Bank of England forecasts of inflation and growth," International Journal of Forecasting, Elsevier, vol. 25(1), pages 74-80.
  8. Groen, Jan J.J. & Balakrishnan, Ravi, 2006. "Asset price based estimates of sterling exchange rate risk premia," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 71-92, February.
  9. Groen, Jan J J, 2005. "Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-country Panel," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 495-516, June.
  10. Jan Groen, 2004. "Corporate credit, stock price inflation and economic fluctuations," Applied Economics, Taylor & Francis Journals, vol. 36(18), pages 1995-2006.
  11. Groen, Jan J J & Kleibergen, Frank, 2003. "Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 295-318, April.
  12. Jan J. J. Groen, 2002. "Cointegration and the Monetary Exchange Rate Model Revisited," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 361-380, September.
  13. Groen, Jan J. J., 2000. "The monetary exchange rate model as a long-run phenomenon," Journal of International Economics, Elsevier, vol. 52(2), pages 299-319, December.
  14. Jan J. J. Groen, 1999. "Long horizon predictability of exchange rates: Is it for real?," Empirical Economics, Springer, vol. 24(3), pages 451-469.

Chapters

  1. Jan J. J. Groen & Paolo A. Pesenti, 2011. "Commodity Prices, Commodity Currencies, and Global Economic Developments," NBER Chapters, in: Commodity Prices and Markets, pages 15-42, National Bureau of Economic Research, Inc.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 39 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (21) 2008-03-25 2008-06-07 2008-09-20 2009-09-26 2009-10-24 2010-06-11 2011-04-02 2020-02-24 2020-03-02 2020-03-09 2020-03-09 2020-03-16 2020-03-16 2020-03-23 2020-03-30 2020-06-29 2020-09-21 2021-10-11 2021-12-13 2022-06-13 2022-07-25. Author is listed
  2. NEP-CBA: Central Banking (12) 2004-11-07 2005-04-24 2008-03-25 2008-06-07 2008-09-20 2009-09-26 2009-09-26 2009-10-24 2010-03-06 2010-06-11 2010-08-14 2011-04-02. Author is listed
  3. NEP-MON: Monetary Economics (11) 2004-12-21 2009-09-26 2009-10-24 2010-06-11 2020-03-16 2020-03-16 2020-03-23 2020-03-30 2021-10-11 2022-02-21 2022-07-25. Author is listed
  4. NEP-FOR: Forecasting (8) 2008-03-25 2008-06-07 2009-03-22 2009-09-26 2009-09-26 2009-10-24 2010-03-06 2011-04-02. Author is listed
  5. NEP-ECM: Econometrics (7) 1999-09-01 2008-03-25 2008-06-07 2009-03-22 2009-06-03 2009-09-26 2009-10-24. Author is listed
  6. NEP-IFN: International Finance (7) 2004-11-07 2004-11-07 2005-04-24 2009-09-26 2010-08-14 2020-09-21 2021-12-13. Author is listed
  7. NEP-ENE: Energy Economics (6) 2020-03-02 2020-03-09 2020-03-16 2020-06-29 2021-10-11 2022-07-25. Author is listed
  8. NEP-ETS: Econometric Time Series (6) 1999-08-27 2008-03-25 2008-06-07 2009-03-22 2009-06-03 2010-02-27. Author is listed
  9. NEP-INT: International Trade (5) 2020-03-16 2022-01-10 2022-04-11 2022-06-13 2022-06-13. Author is listed
  10. NEP-OPM: Open Economy Macroeconomics (3) 2009-09-26 2010-03-06 2011-04-02
  11. NEP-AGR: Agricultural Economics (2) 2010-03-06 2011-04-02
  12. NEP-BAN: Banking (2) 2010-08-14 2022-04-11
  13. NEP-EEC: European Economics (2) 2022-06-13 2022-07-25
  14. NEP-FDG: Financial Development and Growth (2) 2020-09-21 2021-12-13
  15. NEP-HIS: Business, Economic and Financial History (2) 2005-01-05 2020-03-23
  16. NEP-RMG: Risk Management (2) 2005-04-24 2021-12-13
  17. NEP-BEC: Business Economics (1) 2010-08-14
  18. NEP-CNA: China (1) 2021-12-13
  19. NEP-CWA: Central and Western Asia (1) 2022-01-10
  20. NEP-FMK: Financial Markets (1) 2020-09-21
  21. NEP-ISF: Islamic Finance (1) 2021-10-11
  22. NEP-SEA: South East Asia (1) 2022-01-10
  23. NEP-UPT: Utility Models and Prospect Theory (1) 2010-08-14

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