Jan J. J. Groen
  • Publications
  • Working Papers
  • Macro Market Notes
  • More Market/Policy Views
  • (Panel) Cointegration 1
  • Advanced economies 1
  • Asset pricing 2
  • Balance sheets 1
  • Balassa-Samuelson 1
  • Bayesian model averaging 1
  • Business sentiment 1
  • China 2
  • Cointegration 2
  • Commdity prices 1
  • Commodity prices 2
  • Common cointegration rank 1
  • Conditional linear factor models 1
  • Corporate credit 1
  • CUSUM 1
  • Density forecasting 1
  • Dynamic stochastic general equilibrium models 1
  • Economic data surprises 1
  • Economic growth indicator 1
  • Emerging markets 1
  • Equity prices 2
  • Exchange rate forecasting 1
  • Exchange rate risk premia 1
  • Exchange rates 7
  • Factor model 1
  • Factor models 8
  • Financial intermediaries 2
  • Financial market prices 1
  • Financial market stress 1
  • Financial markets 1
  • Financial stability monitoring 2
  • Financial stress indices 1
  • Financial variables 1
  • Fluctuation test 1
  • Forecasting 5
  • Foreign exchange risk premium 2
  • Generalized method of moments 1
  • Global demand expectations 5
  • Global supply chain 6
  • GMM 1
  • Growth-at-Risk 1
  • Habit persistence in consumption 1
  • Half-life measures 1
  • Homogenous and heterogeneous specification 1
  • Implied volatility 1
  • Impulse response functions 1
  • Inflation 7
  • Inflation expectations 2
  • Inflation protected securities 1
  • Information criteria 1
  • Instrumental variables estimation 1
  • Large dimensional data 2
  • Macroeconomic data 1
  • Macroeconomic forecasting 1
  • Macroeconomic fundamentals 1
  • Many instruments 1
  • Markov-switching structural VAR 1
  • Markov-switching VAR 1
  • Maximum likelihood estimation 1
  • Minimum distance estimation 1
  • Model uncertainty 1
  • Monetary exchange rate models 2
  • Monetary fundamentals 1
  • Monetary policy 1
  • Monetary policy communication 1
  • Monetary policy feedback rules 1
  • Monitoring 1
  • Multi-country panels 1
  • Multivariate unit root testing 1
  • New Keynesian Phillips Curve 1
  • Nominal exchange rates 2
  • Oil prices 6
  • Oil supply expectations 5
  • Panel 1
  • Panel cointegration 1
  • Panel data 1
  • Partial least squares 2
  • PLS regression 1
  • Pooled forecasting 1
  • PPP 1
  • Predictor variable uncertainty 1
  • Principal components 1
  • Random walk 1
  • Real activity 1
  • Real exchange rate persistence 1
  • Real exchange rates 2
  • Real-time data 1
  • Residual seasonality 1
  • Ridge regression 1
  • Risk aversion 1
  • Risk premia 1
  • Seasonal adjustment 1
  • Stock prices 1
  • Structural breaks 1
  • Structural change 1
  • Structural changes 1
  • Trade policy 1
  • Transportation costs 6
  • Trend inflation 1
  • U.S. economic growth 3
  • Uncertainty 1
  • Uncovered interest rate parity 1
  • Vector error correction models 1
  • Weather impact 1
© 2025 Jan J. J. Groen ยท Powered by hugo, papermod, & hugo-website.