Jan J. J. Groen - Central Bank Research Hub

Papers by year: All | 2010 | 2009 | 2008 | 2005 | 2004

Title Other author(s)

Financial Amplification of Foreign Exchange Risk Premia

New York Fed Staff reports [View] (Paper: 461, 26.07.2010)

JEL: F31, G01, G15, G17

Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis

Bank of England Working papers [View] (Paper: 392, 03.06.2010)

JEL: C1, E5

Real-Time Inflation Forecasting in a Changing World

New York Fed Staff reports [View] (Paper: 388, 28.08.2009)

Parsimonious Estimation with Many Instruments

New York Fed Staff reports [View] (Paper: 386, 27.08.2009)

Commodity Prices, Commodity Currencies,and Global Economic Developments

New York Fed Staff reports [View] (Paper: 387, 27.08.2009)

Real-time inflation forecasting in a changing world

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2009/16, 24.08.2009)

Multivariate methods for monitoring structural change

Bank of England Working papers [View] (Paper: 369, 08.06.2009)

JEL: C10, C59

Model Selection Criteria for Factor-Augmented Regressions

New York Fed Staff reports [View] (Paper: 363, 11.02.2009)

JEL: C22, C52, E37

Investigating the structural stability of the Phillips curve relationship

Bank of England Working papers [View] (Paper: 350, 27.05.2008)

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

New York Fed Staff reports [View] (Paper: 327, 20.05.2008)

JEL: C22, C53, E37, E47

Asset price based estimates of sterling exchange rate risk premia

Bank of England Working papers [View] (Paper: 250, 12.03.2005)

Real exchange rate persistence and systematic monetary policy behaviour

Bank of England Working papers [View] (Paper: 231, 27.10.2004)

Real exchange rates and the relative prices of non-traded and traded goods: an empirical analysis

Bank of England Working papers [View] (Paper: 223, 09.07.2004)

Papers by year: All | 2010 | 2009 | 2008 | 2005 | 2004