Jan J. J. Groen
Jan J. J. Groen
Senior Economist, Research Group, Federal Reserve Bank of New York
Verified email at ny.frb.org - Homepage
TitleCited byYear
The monetary exchange rate model as a long-run phenomenon
JJJ Groen
Journal of International Economics 52 (2), 299-319, 2000
Likelihood-based cointegration analysis in panels of vector error-correction models
JJJ Groen, F Kleibergen
Journal of Business & Economic Statistics 21 (2), 295-318, 2003
Real-time inflation forecasting in a changing world
JJJ Groen, R Paap, F Ravazzolo
Journal of Business & Economic Statistics 31 (1), 29-44, 2013
Exchange rate predictability and monetary fundamentals in a small multi-country panel
JJJ Groen
Journal of Money, Credit and Banking, 495-516, 2005
Commodity prices, commodity currencies, and global economic developments
JJJ Groen, PA Pesenti
Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, 15-42, 2011
Long horizon predictability of exchange rates: Is it for real?
JJJ Groen
Empirical Economics 24 (3), 451-469, 1999
Cointegration and the monetary exchange rate model revisited
JJJ Groen
Oxford Bulletin of Economics and Statistics 64 (4), 361-380, 2002
A real time evaluation of Bank of England forecasts of inflation and growth
JJJ Groen, G Kapetanios, S Price
International Journal of Forecasting 25 (1), 74-80, 2009
Revisiting useful approaches to data-rich macroeconomic forecasting
JJJ Groen, G Kapetanios
Computational Statistics & Data Analysis 100, 221-239, 2016
Real exchange rate persistence and systematic monetary policy behaviour
JJJ Groen, A Matsumoto
Bank of England Working Paper, 2004
Asset price based estimates of sterling exchange rate risk premia
JJJ Groen, R Balakrishnan
Journal of International Money and Finance 25 (1), 71-92, 2006
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Articles 1–11