Jan P. A. M. Jacobs

University of Groningen - Faculty of Economics and Business

Postbus 72

9700 AB Groningen

Netherlands

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 13,863

SSRN RANKINGS

Top 13,863

in Total Papers Downloads

3,390

CITATIONS
Rank 14,230

SSRN RANKINGS

Top 14,230

in Total Papers Citations

36

Scholarly Papers (28)

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 1,164 (16,963)
Citation 12

Abstract:

Loading...

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 487 (56,457)
Citation 2

Abstract:

Loading...

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 University of Groningen - Faculty of Economics and Business
Downloads 304 (98,038)
Citation 4

Abstract:

Loading...

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 204 (147,037)
Citation 1

Abstract:

Loading...

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 137 (207,625)
Citation 11

Abstract:

Loading...

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

6.

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 University of Groningen - Faculty of Economics and Business
Downloads 102 (258,213)
Citation 2

Abstract:

Loading...

Taylor rule, ECB, regional influence, real time data

7.

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 97 (266,912)
Citation 1

Abstract:

Loading...

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

8.
Downloads 92 (276,190)

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 University of Groningen - Faculty of Economics and Business
Downloads 54 (376,068)

Abstract:

Loading...

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

Euro Area Imbalances

De Nederlandsche Bank Working Paper No. 540
Number of pages: 37 Posted: 29 Dec 2016
Mark Mink, Jan P. A. M. Jacobs and Jakob de Haan
De Nederlandsche Bank (DNB), University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 38 (436,027)

Abstract:

Loading...

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

9.

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 University of Manchester - School of Social Sciences
Downloads 82 (296,685)
Citation 1

Abstract:

Loading...

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

10.

Do Ifo Indicators Help Explain Revisions in German Industrial Production?

CESifo Working Paper Series No. 1205
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 79 (303,325)
Citation 4

Abstract:

Loading...

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

11.

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 70 (324,939)
Citation 3

Abstract:

Loading...

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

12.

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
Banco de Mexico - Financial Stability Division, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 68 (330,064)

Abstract:

Loading...

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

13.

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 64 (340,715)
Citation 1

Abstract:

Loading...

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 34 (453,529)

Abstract:

Loading...

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 16 (557,820)

Abstract:

Loading...

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 10 (597,825)

Abstract:

Loading...

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

15.

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 and University of Groningen - Faculty of Economics and Business
Downloads 50 (383,086)
Citation 5

Abstract:

Loading...

loan loss provisioning, bank lending, business cycle

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
Banco de Mexico - Financial Stability Division, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 42 (411,238)
Citation 1

Abstract:

Loading...

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

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, University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Chinese Academy of Sciences - School of Management
Downloads 19 (538,621)
Citation 2

Abstract:

Loading...

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, University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and University of Chinese Academy of Sciences - School of Management
Downloads 18 (545,038)

Abstract:

Loading...

banking crises, money market pressure index

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 20 (532,169)
Citation 3

Abstract:

Loading...

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 16 (557,820)

Abstract:

Loading...

current account statistics, real-time analysis, data revisions

19.
Downloads 35 (438,916)
Citation 1

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 18 (545,038)

Abstract:

Loading...

Kullback-Leibler Numbers, Factor Structure, Leading Index

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 17 (551,513)
Citation 1

Abstract:

Loading...

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

20.

Modeling Multivariate Data Revisions

CIRANO - Scientific Publication No. 2013s-44
Number of pages: 46 Posted: 22 Dec 2013
University of Groningen - Faculty of Economics and Business, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, KOF Swiss Economic Institute, ETH Zurich and HEC Montreal - Department of Finance
Downloads 30 (461,033)
Citation 1

Abstract:

Loading...

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

21.

Early Warning Systems with Real-Time Data

Banco de México Working Papers, N° 2017-16
Number of pages: 37 Posted: 13 Nov 2017
Banco de Mexico - Financial Stability Division, University of Groningen - Faculty of Economics and Business, University of Groningen - Faculty of Economics and Business and Banco de México, Financial Stability Directorate
Downloads 28 (470,695)

Abstract:

Loading...

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

22.

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 27 (475,803)

Abstract:

Loading...

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

23.

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
Banco de Mexico - Financial Stability Division, University of Groningen - Faculty of Economics and Business and University of Groningen - Faculty of Economics and Business
Downloads 25 (486,502)

Abstract:

Loading...

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

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, University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 23 (497,493)

Abstract:

Loading...

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

25.

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, University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 19 (520,425)

Abstract:

Loading...

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

26.

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, University of Manchester - School of Social Sciences and University of Tasmania
Downloads 12 (561,473)

Abstract:

Loading...

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

27.

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 and University of Groningen - Faculty of Economics and Business
Downloads 11 (567,590)

Abstract:

Loading...

Fiscal Policy, Euro area, Ricardian regime

28.

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 5 (605,362)
Citation 1

Abstract:

Loading...

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