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Groen, Jan J. J.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
911 |
Total
Citations
48 |
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1.
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Commodity Prices, Commodity Currencies, and Global Economic Developments
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Groen, Jan J. J.
Federal Reserve Bank of New York Pesenti, Paolo A.
Federal Reserve Bank of New York
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Posted:
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03 Sep 09
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Last Revised:
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06 Aug 10
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135
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Groen, Jan J. J.
Federal Reserve Bank of New York Pesenti, Paolo A.
Federal Reserve Bank of New York
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Commodity prices, Exchange rates, Factor models, Forecasting, PLS regression
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Groen, Jan J. J.
Federal Reserve Bank of New York Pesenti, Paolo A.
Federal Reserve Bank of New York
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35
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Groen, Jan J. J.
Federal Reserve Bank of New York Pesenti, Paolo A.
Federal Reserve Bank of New York
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98
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3
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Commodity prices, forecasting, exchange rates, factor models, PLS regression
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2.
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Groen, Jan J. J.
Federal Reserve Bank of New York
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120
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3.
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Groen, Jan J. J.
Federal Reserve Bank of New York Kapetanios, George
University of London - Queen Mary College - Department of Economics
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22 May 08
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Last Revised:
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28 Sep 09
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118
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7
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macroeconomic forecasting, factor models, forecast combination, principal components, partial least squares, Bayesian ridge regression
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4.
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Groen, Jan J. J.
Federal Reserve Bank of New York Lombardelli, Clare
Bank of England - Monetary Analysis
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111
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1
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Real exchange rates, Balassa-Samuelson, half-life measures, (panel) cointegration
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5.
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Groen, Jan J. J.
Federal Reserve Bank of New York Balakrishnan, Ravi
International Monetary Fund (IMF) - Fiscal Affairs Department
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77
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8
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Uncovered interest rate parity, exchange rate risk premia, conditional linear factor models, habit persistence in consumption
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6.
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Groen, Jan J. J.
Federal Reserve Bank of New York Paap, Richard
Erasmus University Rotterdam (EUR) - Department of Econometrics Ravazzolo, Francesco
Norges Bank
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03 Sep 09
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Last Revised:
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30 May 12
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73
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11
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inflation forecasting, Phillips correlations, real-time data, structural breaks, model uncertainty, Bayesian model averaging
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7.
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Groen, Jan J. J.
Federal Reserve Bank of New York Matsumoto, Akito
International Monetary Fund (IMF)
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71
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6
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Dynamic stochastic general equilibrium models, GMM, monetary policy feedback rules, real exchange rate persistence
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8.
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Barnett, Alina
Bank of England Groen, Jan J. J.
Federal Reserve Bank of New York Mumtaz, Haroon
University of London - Faculty of Social Sciences
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46
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1
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Inflation Expectations, Markov-Switching Structural VAR
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9.
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Groen, Jan J. J.
Federal Reserve Bank of New York Mumtaz, Haroon
University of London - Faculty of Social Sciences
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44
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4
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New Keynesian Phillips Curve, trend inflation, Markov-switching VAR, minimum distance estimation
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10.
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Model Selection Criteria for Factor-Augmented Regressions
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Groen, Jan J. J.
Federal Reserve Bank of New York Kapetanios, George
University of London - Queen Mary College - Department of Economics
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Posted:
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24 Feb 09
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Last Revised:
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23 Dec 12
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43
(215,829)
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2
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Groen, Jan J. J.
Federal Reserve Bank of New York Kapetanios, George
University of London - Queen Mary College - Department of Economics
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Groen, Jan J. J.
Federal Reserve Bank of New York Kapetanios, George
University of London - Queen Mary College - Department of Economics
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24 Feb 09
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Last Revised:
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30 May 12
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43
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factor models, information criteria, macroeconomic forecasting
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11.
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Adrian, Tobias
Federal Reserve Bank of New York Etula, Erkko
affiliation not provided to SSRN Groen, Jan J. J.
Federal Reserve Bank of New York
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42
(217,881)
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foreign exchange risk premium, systemic risk monitoring, financial intermediation, asset pricing
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12.
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Groen, Jan J. J.
Federal Reserve Bank of New York Kapetanios, George
University of London - Queen Mary College - Department of Economics
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20
(277,703)
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instrumental variable estimation, many instruments, factor models
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13.
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Groen, Jan J. J.
Federal Reserve Bank of New York
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11
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5
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14.
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Groen, Jan J. J.
Federal Reserve Bank of New York Kapetanios, George
University of London - Queen Mary College - Department of Economics Price, Simon
City University London - Department of Economics
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monitoring, structural change, panel, CUSUM, fluctuation test
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15.
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Groen, Jan J. J.
Federal Reserve Bank of New York
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monetary exchange rate models, nominal exchange rates, cointegration, panel data
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16.
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Groen, Jan J. J.
Federal Reserve Bank of New York
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