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Jan P. A. M. Jacobs

University of Groningen - Faculty of Economics and Business

Postbus 72

9700 AB Groningen

Netherlands

  • University of Groningen - Faculty of Economics and Business

SCHOLARLY PAPERS

34

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6,458

TOTAL CITATIONS
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Top 21,182

in Total Papers Citations

97

Scholarly Papers (34)

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1.

Indicators of Financial Crises Do Work! An Early-Warning System for Six Asian Countries

Number of pages: 39 Posted: 27 Dec 2003
Lestano, Jan P. A. M. Jacobs and Gerard H. Kuper
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 1,340 (37,133)
Citation 21

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Financial crises, currency crises, banking crises, debt crises, early warning system, panel data, multivariate logit, factor analysis

2.

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

CentER Discussion Paper No. 2015-003
Number of pages: 67 Posted: 12 Dec 2011 Last Revised: 21 Jan 2015
Pavel Cizek, Jan P. A. M. Jacobs, Jenny E. Ligthart and Hendrik Vrijburg
Tilburg University - Department of Econometrics & Operations Research, University of Groningen - Faculty of Economics and Business, Tilburg University - CentER, Department of Economics and Erasmus University Rotterdam (EUR)
Downloads 721 (88,253)
Citation 1

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dynamic panel models, spatial lag, spatial error, GMM estimation

3.

Measuring Synchronicity and Co-Movement of Business Cycles with an Application to the Euro Area

CESifo Working Paper Series No. 2112
Number of pages: 31 Posted: 10 Oct 2007
Mark Mink, Jan P. A. M. Jacobs and Jakob de Haan
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 488 (144,815)

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business cycles, synchronisation, concordance, co-movement, cycle amplitudes, euro area

4.

Threshold Effects of Energy Price Changes

Number of pages: 22 Posted: 30 Oct 2000
Daan van Soest, Gerard H. Kuper and Jan P. A. M. Jacobs
Tilburg University - CentER & Department of Economics, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 338 (221,253)
Citation 2

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threshold effects, energy substitution, environmental policy

5.

Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors

CentER Discussion Paper Series No. 2009-92
Number of pages: 37 Posted: 08 Dec 2009
Jan P. A. M. Jacobs, Jenny E. Ligthart and Hendrik Vrijburg
University of Groningen - Faculty of Economics and Business, Tilburg University - CentER, Department of Economics and Erasmus University Rotterdam (EUR)
Downloads 268 (283,835)
Citation 27

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Dynamic panel models, spatial lag, spatial error, GMM estimation

6.

Seasonal Adjustment with and Without Revisions: A Comparison of X-13ARIMA-SEATS and CAMPLET

CAMA Working Paper No. 25/2015
Number of pages: 29 Posted: 25 Jul 2015 Last Revised: 27 Jul 2015
Barend Abeln and Jan P. A. M. Jacobs
Independent and University of Groningen - Faculty of Economics and Business
Downloads 196 (387,924)
Citation 7

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seasonal adjustment, real-time, seasonal pattern, simulations, employment, operational income, real GDP

7.

ECB Policy Making and the Financial Crisis

De Nederlandsche Bank Working Paper No. 272
Number of pages: 20 Posted: 27 Oct 2011 Last Revised: 28 Oct 2011
Janko Gorter, Fauve Stolwijk, Jan P. A. M. Jacobs and Jakob de Haan
Dutch Central Bank (DNB), affiliation not provided to SSRN, University of Groningen - Faculty of Economics and Business and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 196 (387,924)
Citation 2

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Taylor rule, ECB, regional influence, real time data

8.

Why Didn't the Global Financial Crisis Hit Latin America?

CIRANO - Scientific Publication No. 2011s-63
Number of pages: 54 Posted: 25 Oct 2011
Tjeerd M. Boonman, Jan P. A. M. Jacobs and Gerard H. Kuper
Monmouth University - Department of Economics, Finance, and Real Estate, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 195 (389,821)
Citation 2

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Financial crises, Early Warning Systems, Latin America, dynamic factor models, ordered logit model

9.

COVID-19 and Seasonal Adjustment

Downloads 180 (420,133)
Citation 4

COVID-19 and Seasonal Adjustment

CAMA Working Paper No. 23/2021
Number of pages: 19 Posted: 25 Feb 2021
Barend Abeln and Jan P. A. M. Jacobs
Independent and University of Groningen - Faculty of Economics and Business
Downloads 97 (710,325)
Citation 2

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COVID19 crisis, seasonal adjustment, real GDP, consumption of households, initial claims

COVID-19 and Seasonal Adjustment

Number of pages: 19 Posted: 19 Feb 2021
Barend Abeln and Jan P. A. M. Jacobs
Independent and University of Groningen - Faculty of Economics and Business
Downloads 83 (792,223)
Citation 2

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COVID-19 Crisis, Seasonal Adjustment, Real GDP, Consumption of Households, Initial Claims

10.

Lessons from the Latest Data on U.S. Productivity

Downloads 166 (451,954)

Lessons from the Latest Data on U.S. Productivity

CIRANO - Scientific Publication No. 2010s-46
Posted: 15 Jan 2011
Jan P. A. M. Jacobs and Simon van Norden
University of Groningen - Faculty of Economics and Business and HEC Montreal - Department of Finance
Downloads 82 (798,777)

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Productivity, Real-Time Analysis, Data Revisions, Greenbook Projections

Lessons from the Latest Data on U.S. Productivity

FRB of Philadelphia Working Paper No. 11-1
Number of pages: 44 Posted: 12 Dec 2010
Jan P. A. M. Jacobs and Simon van Norden
University of Groningen - Faculty of Economics and Business and HEC Montreal - Department of Finance
Downloads 54 (1,038,620)

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productivity, real-time analysis, data revisions, Greenbook projections

Lessons from the Latest Data on U.S. Productivity

CAMA Working Paper Series 33/2010
Number of pages: 44 Posted: 06 Dec 2010
Jan P. A. M. Jacobs and Simon van Norden
University of Groningen - Faculty of Economics and Business and HEC Montreal - Department of Finance
Downloads 30 (1,356,108)

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productivity, real-time analysis, data revisions, Greenbook projections

11.

Identifying Banking Crises Using Money Market Pressure: New Evidence for a Large Set of Countries

Downloads 153 (485,678)
Citation 5

Identifying Banking Crises Using Money Market Pressure: New Evidence for a Large Set of Countries

CIRANO - Scientific Publications 2013s-41
Number of pages: 52 Posted: 20 Dec 2013
Zhongbo Jing, Jakob de Haan, Jan P. A. M. Jacobs and Haizhen Yang
University of Groningen, CESifo (Center for Economic Studies and Ifo Institute), University of Groningen - Faculty of Economics and Business and University of Chinese Academy of Sciences - School of Management
Downloads 79 (819,435)
Citation 3

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banking crises, money market pressure index

Identifying Banking Crises Using Money Market Pressure: New Evidence for a Large Set of Countries

De Nederlandsche Bank Working Paper No. 397
Number of pages: 47 Posted: 01 Nov 2013
Zhongbo Jing, Jakob de Haan, Jan P. A. M. Jacobs and Haizhen Yang
University of Groningen, CESifo (Center for Economic Studies and Ifo Institute), University of Groningen - Faculty of Economics and Business and University of Chinese Academy of Sciences - School of Management
Downloads 74 (855,765)
Citation 2

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banking crises, money market pressure index

12.

The Information Content of KOF Indicators on Swiss Current Account Data Revisions

Downloads 140 (524,371)

The Information Content of KOF Indicators on Swiss Current Account Data Revisions

CESifo Working Paper Series No. 2370
Number of pages: 34 Posted: 27 Aug 2008
Jan P. A. M. Jacobs and Jan-Egbert Sturm
University of Groningen - Faculty of Economics and Business and KOF Swiss Economic Institute, ETH Zurich
Downloads 78 (826,467)

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current account statistics, real-time analysis, data revisions

The Information Content of KOF Indicators on Swiss Current Account Data Revisions

KOF Working Paper No. 202
Number of pages: 31 Posted: 29 Jul 2008
Jan P. A. M. Jacobs and Jan-Egbert Sturm
University of Groningen - Faculty of Economics and Business and KOF Swiss Economic Institute, ETH Zurich
Downloads 62 (957,329)

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current account statistics, real-time analysis, data revisions

13.

Modeling Multivariate Data Revisions

CIRANO - Scientific Publication No. 2013s-44
Number of pages: 46 Posted: 22 Dec 2013
Jan P. A. M. Jacobs, Samad Sarferaz, Jan-Egbert Sturm and Simon van Norden
University of Groningen - Faculty of Economics and Business, ETH Zurich, KOF Swiss Economic Institute, ETH Zurich and HEC Montreal - Department of Finance
Downloads 136 (537,489)

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data revisions, state space form, linear constraints, correlated shocks, Bayesian econometrics, current account statistics, Switzerland

14.

On Trend-Cycle-Seasonal Interactions

De Nederlandsche Bank Working Paper No. 417
Number of pages: 32 Posted: 13 Mar 2014
Irma Hindrayanto, Jan P. A. M. Jacobs and Denise R. Osborn
De Nederlandsche Bank, University of Groningen - Faculty of Economics and Business and The University of Manchester - School of Social Sciences
Downloads 130 (561,789)
Citation 2

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trend-cycle-seasonal decomposition, unobserved components, state-space models, seasonal adjustment, global real economic activity, unemployment

15.

Do Ifo Indicators Help Explain Revisions in German Industrial Production?

Number of pages: 36 Posted: 12 Jul 2004
Jan P. A. M. Jacobs and Jan-Egbert Sturm
University of Groningen - Faculty of Economics and Business and KOF Swiss Economic Institute, ETH Zurich
Downloads 124 (580,653)
Citation 1

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Ifo business survey indicators, German industrial production, real-time analysis, data revision

16.

Sovereign Debt Crises in Latin America: A Market Pressure Approach

Emerging Markets Finance and Trade, Vol. 51, No. sup6, 2015
Number of pages: 44 Posted: 31 Dec 2013 Last Revised: 29 Dec 2016
Tjeerd M. Boonman, Jan P. A. M. Jacobs and Gerard H. Kuper
Monmouth University - Department of Economics, Finance, and Real Estate, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 123 (584,619)
Citation 1

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sovereign debt crises, debt crisis index, Receiver Operating Characteristic (ROC) curve

17.

Information, Data Dimension and Factor Structure

Downloads 121 (592,433)

Information, Data Dimension and Factor Structure

The Australian National University Centre for Applied Microeconomic Analysis Working Paper No. 15/2011
Number of pages: 31 Posted: 22 Jun 2011
Jan P. A. M. Jacobs, Pieter Otter and Ard den Reijer
University of Groningen - Faculty of Economics and Business, University of Groningen and Sveriges Riksbank - Monetary Policy
Downloads 63 (947,975)

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Kullback-Leibler Numbers, Information, Factor Structure, Data Set Dimension, Dynamic Factor Models, Leading Index

Information, Data Dimension, and Factor Structure

DNB Working Paper No. 150
Number of pages: 27 Posted: 26 Jan 2011
Ard den Reijer, Jan P. A. M. Jacobs and Pieter Otter
Sveriges Riksbank - Monetary Policy, University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 58 (996,491)

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Kullback-Leibler Numbers, Factor Structure, Leading Index

18.

Loan Loss Provisioning, Bank Credit and the Real Economy

De Nederlandsche Bank Working Paper No. 445
Number of pages: 34 Posted: 23 Oct 2014
Sebastiaan Pool, Leo de Haan and Jan P. A. M. Jacobs
De Nederlandsche Bank - Research Department, De Nederlandsche Bank - Research Department and University of Groningen - Faculty of Economics and Business
Downloads 120 (596,393)
Citation 3

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loan loss provisioning, bank lending, business cycle

19.

Monetary Policy in the Euro Area: The Impact of Fiscal Closure Rules

Number of pages: 35 Posted: 11 Sep 2008
Jan P. A. M. Jacobs, Gerard H. Kuper and Johan Verlinden
University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and affiliation not provided to SSRN
Downloads 115 (617,542)
Citation 2

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monetary policy, fiscal policy closure rule, Maastricht Treaty, Vector AutoRegressions (VAR), multiplier analysis

20.

Alternative Measures for the Global Financial Cycle: Do They Make a Difference?

CESifo Working Paper No. 9730
Number of pages: 46 Posted: 02 May 2022
Xin Tian, Jan P. A. M. Jacobs and Jakob de Haan
University of Groningen, University of Groningen - Faculty of Economics and Business and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 111 (635,507)
Citation 2

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global financial cycle, national financial cycle, dynamic factor analysis, capital flows, asset prices

21.

Early Warning Systems with Real-Time Data

Banco de México Working Papers, N° 2017-16
Number of pages: 37 Posted: 13 Nov 2017
Tjeerd M. Boonman, Jan P. A. M. Jacobs, Gerard H. Kuper and Alberto Romero
Monmouth University - Department of Economics, Finance, and Real Estate, University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and Banco de México, Financial Stability Directorate
Downloads 110 (640,165)
Citation 1

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Real-time data, Early warning system, Signal approach, Logit model, Emerging economies

22.

Euro Area Imbalances

CESifo Working Paper Series No. 6291
Number of pages: 33 Posted: 09 Feb 2017
Mark Mink, Jan P. A. M. Jacobs and Jakob de Haan
De Nederlandsche Bank (DNB), University of Groningen - Faculty of Economics and Business and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 109 (645,052)

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euro area macroeconomic imbalances, common monetary policy, economic convergence, business cycle synchronization, euro crisis

23.

Macro-Econometric System Modelling @ 75

CAMA Working Paper 67/2013
Number of pages: 42 Posted: 11 Oct 2013
Tony Hall, Jan P. A. M. Jacobs and Adrian Pagan
affiliation not provided to SSRN, University of Groningen - Faculty of Economics and Business and University of Sydney
Downloads 109 (645,052)
Citation 3

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24.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

CIRANO - Scientific Publications 2013s-23
Number of pages: 37 Posted: 19 Oct 2013
Mardi H. Dungey, Jan P. A. M. Jacobs, Jing Tian and Simon van Norden
University of Tasmania (deceased), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 95 (715,072)

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trend-cycle decomposition, data revision, state-space form

25.

Fiscal Impacts of Climate Anomalies

CESifo Working Paper Series No. 11548
Number of pages: 55 Posted: 23 Dec 2024
Francesco Pintus, Jan P. A. M. Jacobs and Elmer Sterken
Ca Foscari University of Venice, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 88 (771,553)

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public debt, climate change, panel data, structural Bayesian VAR

26.

Multivariate decompositions and seasonal gender employment

CAMA Working Paper No. 72/2021
Number of pages: 33 Posted: 12 Aug 2021
Jing Tian, Jan P. A. M. Jacobs and Denise R. Osborn
University of Tasmania, University of Groningen - Faculty of Economics and Business and The University of Manchester - School of Social Sciences
Downloads 85 (771,553)

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trend-cycle-seasonal decomposition, multivariate unobserved components models, correlated component models, identification, gender employment, Australia

27.

Coherence of Output Gaps in the Euro Area: The Impact of the COVID-19 Shock

CESifo Working Paper No. 9654
Number of pages: 32 Posted: 11 Apr 2022
Jakob de Haan, Jan P. A. M. Jacobs and Renske Zijm
CESifo (Center for Economic Studies and Ifo Institute), University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 74 (844,901)
Citation 5

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Covid-19 crisis, business cycle coherence, synchronization, output gaps, euro area

28.

Trend-Cycle-Seasonal Interactions: Identification and Estimation

CAMA Working Paper No. 57/2017
Number of pages: 39 Posted: 08 Sep 2017
Irma Hindrayanto, Jan P. A. M. Jacobs, Denise R. Osborn and Jing Tian
De Nederlandsche Bank, University of Groningen - Faculty of Economics and Business, The University of Manchester - School of Social Sciences and University of Tasmania
Downloads 73 (852,604)
Citation 3

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Trend-Cycle-Seasonal Decomposition, Unobserved Components, Seasonal Adjustment, Employment, Great Recession

29.

Currency Crises in Mexico 1990-2009: An Early Warning System Approach

Nonlinear Time Series and Finance. Universidad de Guadalajara. Eds. Semei Coronado-Ramírez, Pedro Celso-Arellano, Carlos O. Trejo-Pech (2014)
Number of pages: 22 Posted: 31 Dec 2016 Last Revised: 10 Nov 2017
Tjeerd M. Boonman, Jan P. A. M. Jacobs and Gerard H. Kuper
Monmouth University - Department of Economics, Finance, and Real Estate, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 73 (852,604)

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Currency crises, early warning systems, factor model, ordered logit model, Mexico

30.

A Scree Plot Criterion for the Number of Factors

Number of pages: 15 Posted: 06 Jun 2022
Ard den Reijer, Pieter Otter and Jan P. A. M. Jacobs
affiliation not provided to SSRN, University of Groningen and University of Groningen - Faculty of Economics and Business
Downloads 67 (899,324)
Citation 1

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factor model, number of factors, scree test

31.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

FRB of Philadelphia Working Paper No. 13-22
Number of pages: 34 Posted: 25 May 2013
Mardi Dungey, Jan P. A. M. Jacobs, Jing Tian and Simon van Norden
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 64 (924,743)

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trend-cycle decomposition, data revision, state-space form

32.

Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions

Number of pages: 28 Posted: 12 Apr 2019
Alain Hecq, Jan P. A. M. Jacobs and Michalis P. Stamatogiannis
Maastricht University - Department of Quantitative Economics, University of Groningen - Faculty of Economics and Business and University of Liverpool Management School
Downloads 52 (1,041,696)
Citation 1

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data revision, cointegration, news-noise tests, outlier detection

33.

On the Correspondence between Data Revision and Trend-Cycle Decomposition

CAMA Working Paper No. 16/2012
Number of pages: 12 Posted: 28 Mar 2012
Mardi H. Dungey, Jan P. A. M. Jacobs, Jing Tian and Simon van Norden
University of Tasmania (deceased), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 50 (1,063,489)
Citation 1

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data revisions, state-space models, Kalman filter, Kalman smoother, trend-cycle decomposition

34.

Is Fiscal Policy in the Euro Area Ricardian?

De Nederlandsche Bank Working Paper No. 562
Number of pages: 37 Posted: 21 Jul 2017
Nikki Panjer, Leo de Haan and Jan P. A. M. Jacobs
University of Groningen, De Nederlandsche Bank - Research Department and University of Groningen - Faculty of Economics and Business
Downloads 48 (1,086,013)

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Fiscal Policy, Euro area, Ricardian regime