Search Results

Registered author: Jan J. J. Groen

Likelihood-Based Cointegration Analysis in Panels of Vector Error-Correction Models,
Jan Groen and Frank Kleibergen, in Journal of Business & Economic Statistics (2003)

Real-time inflation forecasting in a changing world,
Jan Groen and Richard Paap, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
Keywords: Bayesian model averaging, Phillips correlations, inflation forecasting, model uncertainty, real-time data, structural breaks

Asset price based estimates of sterling exchange rate risk premia,
Jan Groen and Ravi Balakrishnan, in Journal of International Money and Finance (2006)

Commodity prices, commodity currencies, and global economic developments,
Paolo Pesenti and Jan Groen, from C.E.P.R. Discussion Papers (2010)
Keywords: Commodity prices; Exchange rates; Factor models; Forecasting; Pls regression

Commodity prices, commodity currencies, and global economic developments,
Paolo Pesenti and Jan Groen, from Directorate General Economic and Financial Affairs (DG ECFIN), European Commission (2011)

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting,
Jan Groen and George Kapetanios, from Queen Mary University of London, School of Economics and Finance (2008)
Keywords: Macroeconomic forecasting, Factor models, Forecast combination, Principal components, Partial least squares, (Bayesian) ridge regression

Revisiting useful approaches to data-rich macroeconomic forecasting,
Jan Groen and George Kapetanios, in Computational Statistics & Data Analysis (2016)
Keywords: Macroeconomic forecasting; (weak) factor models; Principal components; Partial least squares; Bayesian ridge regression;

Model Selection Criteria for Factor-Augmented Regressions-super-,
Jan Groen and George Kapetanios, in Oxford Bulletin of Economics and Statistics (2013)

Commodity prices, commodity currencies, and global economic developments,
Jan Groen and Paolo Pesenti, from National Bureau of Economic Research, Inc (2010)

Commodity Prices, Commodity Currencies, and Global Economic Developments,
Jan Groen and Paolo Pesenti, from National Bureau of Economic Research, Inc (2011)

Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models,
Jan Groen and Frank Kleibergen, from Tinbergen Institute (1999)

Evaluating future urbanisation patterns in the Netherlands,
Eric Koomen and Jan Groen, from European Regional Science Association (2004)

Asset price based estimates of sterling exchange rate risk premia,
Jan Groen and Ravi Balakrishnan, from Bank of England (2005)

Real exchange rate persistence and systematic monetary policy behaviour,
Jan Groen and Akito Matsumoto, from Bank of England (2004)

Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis,
Jan Groen and Clare Lombardelli, from Bank of England (2004)

Investigating the structural stability of the Phillips curve relationship,
Jan Groen and Haroon Mumtaz, from Bank of England (2008)
Keywords: New Keynesian Phillips Curve; trend inflation; Markov-switching VAR; minimum distance estimation.

Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression,
Jan Groen and Michael Nattinger, in Economic Policy Review (2020)
Keywords: China; GDP growth rate; alternative growth indicator; slowdown

Is Cheaper Oil Good News or Bad News for U.S. Economy?,
Jan Groen and Patrick Russo, from Federal Reserve Bank of New York (2015)
Keywords: Oil Prices; Oil Supply Shocks; Asset Prices; VAR models

Creating a History of U.S. Inflation Expectations,
Jan Groen and Menno Middeldorp, from Federal Reserve Bank of New York (2013)
Keywords: backcasting; inflation expectations; PLS regression

Lower Oil Prices and U.S. Economic Activity,
Jan Groen and Patrick Russo, from Federal Reserve Bank of New York (2016)
Keywords: VAR models; Oil Prices; Asset Prices; Oil Supply Shocks

The Myth of First-Quarter Residual Seasonality,
Jan Groen and Patrick Russo, from Federal Reserve Bank of New York (2015)
Keywords: adverse weather shocks; residual seasonality; GDP Growth forecasting

Putting the Current Oil Price Collapse into Historical Perspective,
Jan Groen and Michael Nattinger, from Federal Reserve Bank of New York (2020)
Keywords: oil demand and supply; oil prices; COVID-19

How Easy Is It to Forecast Commodity Prices?,
Jan Groen and Paolo Pesenti, from Federal Reserve Bank of New York (2011)
Keywords: commodity prices; PLS regression; forecasting; exchange rates; factor models

Risk Aversion, Global Asset Prices, and Fed Tightening Signals,
Jan Groen and Richard Peck, from Federal Reserve Bank of New York (2014)
Keywords: aversion; volatility; currencies; global asset prices; global risk aversion

Parsimonious estimation with many instruments,
Jan Groen and George Kapetanios, from Federal Reserve Bank of New York (2009)
Keywords: Regression analysis; Statistical methods; Econometrics

Revisiting useful approaches to data-rich macroeconomic forecasting,
Jan Groen and George Kapetanios, from Federal Reserve Bank of New York (2008)
Keywords: principal components; (weak) factor models; macroeconomic forecasting; Bayesian ridge regression; partial least squares

Uncertainty about Trade Policy Uncertainty,
Gianluca Benigno and Jan Groen, from Federal Reserve Bank of New York (2020)
Keywords: uncertainty; trade policy; business sentiment

Model selection criteria for factor-augmented regressions,
Jan Groen and George Kapetanios, from Federal Reserve Bank of New York (2009)
Keywords: Regression analysis; Econometric models; time series analysis; Forecasting

Commodity prices, commodity currencies, and global economic developments,
Jan Groen and Paolo Pesenti, from Federal Reserve Bank of New York (2009)
Keywords: Forecasting; Commodity exchanges; Regression analysis; Foreign exchange rates; Commodity futures

Teaching diversity in technology entrepreneurship: some experiences from The Netherlands and France,
Aard Groen, Jan Ulijn and Alain Fayolle, in International Journal of Entrepreneurship and Small Business (2006)
Keywords: entrepreneurship education; engineering education; Europe; innovation; high tech entrepreneurship; The Netherlands; France; cultural diversity; teaching; technology entrepreneurship; technoentrepreneurship; technopreneurship; knowledge management; culture.

Real-Time Inflation Forecasting in a Changing World,
Jan Groen, Richard Paap and Francesco Ravazzolo, in Journal of Business & Economic Statistics (2013)

Multivariate Methods for Monitoring Structural Change,
Jan Groen, George Kapetanios and Simon Price, from Queen Mary University of London, School of Economics and Finance (2010)
Keywords: Monitoring, Structural change, Panel, CUSUM, Fluctuation test

MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE,
Jan Groen, George Kapetanios and Simon Price, in Journal of Applied Econometrics (2013)

A real time evaluation of Bank of England forecasts of inflation and growth,
Jan Groen, George Kapetanios and Simon Price, in International Journal of Forecasting (2009)
Keywords: Real-time data Forecast performance Inflation Growth

Financial amplification of foreign exchange risk premia,
Tobias Adrian, Erkko Etula and Jan Groen, in European Economic Review (2011)
Keywords: Foreign exchange risk premium Financial stability monitoring Financial intermediaries Asset pricing

Real-Time Inflation Forecasting in a Changing World,
Jan Groen, Richard Paap and Francesco Ravazzolo, from Norges Bank (2009)
Keywords: Inflation forecasting, Phillips correlations, real-time data, structural breaks, model uncertainty, Bayesian model averaging.

Multivariate methods for monitoring structural change,
Jan Groen, George Kapetanios and Simon Price, from Bank of England (2009)
Keywords: monitoring; structural change; panel; CUSUM; fluctuation test

Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis,
Alina Barnett, Jan Groen and Haroon Mumtaz, from Bank of England (2010)
Keywords: Inflation expectations; Markov-switching structural VAR

How Could Oil Price and Policy Rate Hikes Affect the Near-Term Inflation Outlook?,
Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2022)
Keywords: inflation; oil prices; interest rates; forecasting

Is Higher Financial Stress Lurking around the Corner for China?,
Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2021)
Keywords: financial conditions; growth-at-risk; China

A New Approach for Identifying Demand and Supply Shocks in the Oil Market,
Jan Groen, Kevin McNeil and Menno Middeldorp, from Federal Reserve Bank of New York (2013)
Keywords: Oil prices; dynamic factors; demand and supply

Oil Prices, Global Demand Expectations, and Near-Term Global Inflation,
Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2021)
Keywords: oil prices; global inflation

An Examination of U.S. Dollar Declines,
Roosevelt D. Bowman and Jan Groen, from Federal Reserve Bank of New York (2011)
Keywords: implied volatility; currency risk premium; exchange rates

Financial amplification of foreign exchange risk premia,
Tobias Adrian, Erkko Etula and Jan Groen, from Federal Reserve Bank of New York (2010)
Keywords: Systemic risk; Intermediation (Finance); Foreign exchange; Assets (Accounting)

Real-time inflation forecasting in a changing world,
Jan Groen, Richard Paap and Francesco Ravazzolo, from Federal Reserve Bank of New York (2009)
Keywords: inflation forecasting; Phillips correlations; real-time data; structural breaks; model uncertainty; Bayesian model averaging

Competitive Location on a Plane with Discrete Demand and Managerial Objectives,
Jan Boone and J.J. Van Dijk, from Erasmus University of Rotterdam - Institute for Economic Research (1992)
Keywords: enterprises ; decision making

Strategic investment with positive externalities,
Jan-Henrik Steg and Jacco J.J. Thijssen, in Games and Economic Behavior (2023)
Keywords: Real options; Externalities; Preemption; War of attrition; Optimal stopping; Multi-dimensional;

Assessing the Quality of Perineal Auscultation for A Noninvasive Diagnosis of Urinary Bladder Outlet Obstruction,
Geert Geleijnse, Jan Groen, Ron van Mastrigt and Tim Idzenga, in Biomedical Journal of Scientific & Technical Research (2017)
Keywords: Biomedical Sciences, Biomedical Research, Technical Research, Bladder outlet obstruction, Noninvasive, Normalized cross correlation, Perineal auscultation, Quality measure

Social, cultural and human capital in European SMEs: an introduction,
Lorraine Uhlaner, Jan Ulijn, Ineke Jenniskens and Aard Groen, in International Journal of Entrepreneurship and Small Business (2011)
Keywords: business performance; social capital; human capital; cultural capital; Europe; small and medium-sized enterprises; SMEs; entrepreneurs; entrepreneurship.

SIMULATING THE FUTURE OF AGRICULTURAL LAND USE IN THE NETHERLANDS,
Eric Koomen, Tom Kuhlman, Jan Groen and Arno Bouwman, in Tijdschrift voor Economische en Sociale Geografie (2005)

Modelling the fragmentation of open space. A framework for assessing the impact of land use change on open space,
Eric Koomen, Jan Groen, Judith Borsboom and Henk Scholten, from European Regional Science Association (2002)

Measuring Global Financial Market Stresses,
Jan Groen, Michael Nattinger and Adam I. Noble, from Federal Reserve Bank of New York (2020)
Keywords: financial markets; financial stress indices; emerging markets; advanced economies; SVAR

Global Supply Chain Pressure Index: May 2022 Update,
Gianluca Benigno, Julian di Giovanni, Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2022)
Keywords: global supply chain; Global Supply Chain Pressure Index (GSCPI)

Global Supply Chain Pressure Index: March 2022 Update,
Gianluca Benigno, Julian di Giovanni, Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2022)
Keywords: supply chains; bottlenecks; global supply chain pressure index

A New Barometer of Global Supply Chain Pressures,
Gianluca Benigno, Julian di Giovanni, Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2022)
Keywords: supply chain disruptions; inflation; pandemic; COVID-19; global shocks

The GSCPI: A New Barometer of Global Supply Chain Pressures,
Gianluca Benigno, Julian di Giovanni, Jan Groen and Adam I. Noble, from Federal Reserve Bank of New York (2022)
Keywords: global supply chain; inflation; transportation costs

Using dialogues with customers as sources of knowledge,
Martin Groen, in Intelligent Systems in Accounting, Finance and Management (2004)

Cost estimating manual for pipelines and marine structures: by John S. Page, published by: Gulf Publishing Company Book Division, Houston, TX, 316 pages, price approximate $ 24,
B. Groen, in Engineering and Process Economics (1978)

The American Association of Cost Engineers (AACE) 21st annual meeting. Milwaukee, WI, U.S.A. June 26-29, 1977,
B. Groen, in Engineering and Process Economics (1977)

Estimator's piping manhour manual: John S. Page and James J. Natioa, published by Gulf Publishing Company, Book Division, Houston, Texas, Third Edition, 220 pages, price U.S. $ 18 (approx.),
B. Groen, in Engineering and Process Economics (1977)

Zero growth: A grand challenge for the Asia-Pacific region,
Martin Groen, in Australian Journal of Management (2019)
Keywords: Degrowth; ecological economics; post-capitalism; steady state; zero growth

Explaining European Union effectiveness (goal achievement) in the Convention on Biological Diversity: the importance of diplomatic engagement,
Lisanne Groen, in International Environmental Agreements: Politics, Law and Economics (2019)
Keywords: European Union, Convention on Biological Diversity, Effectiveness, Cartagena Protocol, Nagoya Protocol, Diplomatic engagement

Stochastic processes and the guttman simplex,
Guy Groen, in Psychometrika (1971)

Transfer - Knowledge Transfer in Networks,
Aard Groen, from Springer (2006)
Keywords: Small Firm, Knowledge Transfer, External Knowledge, Innovation Adoption, Intensive Interaction

A systematic review and activation likelihood estimation meta-analysis of the central innervation of the lower urinary tract: Pelvic floor motor control and micturition,
Ilse M Groenendijk, Ulrich Mehnert, Jan Groen, Becky D Clarkson, Jeroen R Scheepe and Bertil F M Blok, in PLOS ONE (2021)

On the Edge: Haptic Discrimination of Edge Sharpness,
Andy L Skinner, Christopher Kent, Jonathan M Rossiter, Christopher P Benton, Martin G M Groen and Jan M Noyes, in PLOS ONE (2013)

The Global Supply Side of Inflationary Pressures,
Belai Abbai, Ozge Akinci, Gianluca Benigno, Julian di Giovanni, Jan Groen, Ruth Cesar Heymann, Lawrence Lin and Adam I. Noble, from Federal Reserve Bank of New York (2022)
Keywords: inflation; supply; goods; CPI; PPI; euro area; OECD; GSCPI; global; demand

Welfare and the Labor Market in Poland: Social Policy during Economic Transition,
J.J. Rutkowski, from World Bank - Technical Papers (1998)
Keywords: SOCIAL WELFARE ; POLAND ; ECONOMIC POLICY

THE WAGE EFFECTS OF VOLUNTARY LABOR MOBILITY WITH AND WITHOUT INTERVENING UNEMPLOYMENT,
J.J. Antel, from Houston - Department of Economics (1988)
Keywords: wages ; unemployment

THE INTER-GENERATIONAL TRANSFER OF WELFARE DEPENDENCY,
J.J. Antel, from Houston - Department of Economics (1988)
Keywords: social welfare ; generations ; mother ; dependants

EQUITY RISK PREMIA AND CORPORATE PROFIT FORECASTS AROUND THE STOCK CRASH OF OCTOBER 1987,
J.J. Siegel, from Wharton School - Weiss Center for International Financial Research (1989)
Keywords: time series ; forecasts ; financial market ; prices

Equity Risk Premia, Corporate Profit Forcasts, and Investor Sentiment Around the Stock Crash of October 1987,
J.J. Siegel, from Wharton School - Weiss Center for International Financial Research (1991)
Keywords: stock market ; risk ; forecasts

Historical Returns: The Case for Equity,
J.J. Siegel, from Wharton School - Weiss Center for International Financial Research (1991)
Keywords: stock market ; prices

the real rate of Interest from 1800-1990: A Study of the U.S. and U.K,
J.J. Siegel, from Wharton School - Weiss Center for International Financial Research (1991)
Keywords: interest rate ; risk ; consumption

Shareholder Wealth Effects on Joint Venture Termination: A Transaction Cost Analysis,
J.J. Reuer, from Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER) (1997)
Keywords: JOINT VENTURES ; SHAREHOLDERS ; WEALTH

Efficient Production of Solid Waste Services by Municipal Governments,
J.J. McRae, from Queen's at Kingston - School of Policy Studies (1994)
Keywords: POLLUTION

Incidences budgétaires de nouvelles orientations de l'agriculture,
J.J. Becker, in Économie rurale (1990)

Nation, Patrie et Coexistence pacifique,
J.J. Wiatr, in Revue Tiers Monde (1968)

The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview,
J.J. Siegel, from Wharton School - Weiss Center for International Financial Research (1991)
Keywords: economic crisis ; stock market

The Behavior of Stock Returns Around N.B.E.R. Turning Points: An Overview,
J.J. Siegel, from Wharton School - Weiss Center for International Financial Research (1991)
Keywords: stock market ; economic crisis

MULTIPLE-SCATTERING APPROACH TO SURFACE EXAFS: THEORY VERSUS EXPERIMENT,
J.J. Rehr, in Surface Review and Letters (SRL) (1995)

Marketing Boards and Post-War Economic Development Policy in Uganda 1945-1962,
J.J. Oloya, in Indian Journal of Agricultural Economics (1968)
Keywords: International Development, Marketing

Notes,
J.J. Anjaria, in Indian Journal of Agricultural Economics (1946)
Keywords: Teaching/Communication

Globale Risiken der Menschheit – Herausforderungen für die Wissenschaft,
J.J. Bogardi, in Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.” (2009)
Keywords: International Development, Risk and Uncertainty

Planning Procedures,
J.J. Anjaria, from International Association of Agricultural Economists (1958)
Keywords: International Development

Comment on “Judicial Compensation and Performance”,
J.J. Prescott, in Supreme Court Economic Review (2017)

Diversifikasie met suiwel: Kan dit risiko winsgewend beperk?,
J.J. Kamfer, from Agricultural Economics Association of South Africa (AEASA) (1989)
Keywords: Livestock Production/Industries, Risk and Uncertainty

Automatic Rail Car Identification and Reports,
J.J. Schmidt, from Transportation Research Forum (1963)
Keywords: Public Economics

Regulatory moves in canadian air transport - Pragmatists at work,
J.J. Smith, from Transportation Research Forum (1981)
Keywords: Research and Development/Tech Change/Emerging Technologies