Working papers

Financial Amplification of Foreign Exchange Risk Premia
With Tobias Adrian, and Erkko Etula
Federal Reserve Bank of New York Staff Reports 461, July 2010

Time-Varying Inflation Expectations and Economic Fluctuations in the United Kingdom: A Structural VAR Analysis  
With Alina Barnett and Haroon Mumtaz
2010, Bank of England Working Paper Nr. 392, Bank of England

Real-Time Inflation Forecasting in a Changing World
With Richard Paap and Francesco Ravazzolo
Federal Reserve Bank of New York Staff Reports, 388, August 2009

Commodity Prices, Commodity Currencies, and Global Economic Developments
With Paolo A. Pesenti
Federal Reserve Bank of New York Staff Reports, 387, August 2009

Parsimonious Estimation with Many Instruments
With George Kapetanios
Federal Reserve Bank of New York Staff Reports, 386, August 2009

Model Selection Criteria for Factor-Augmented Regressions
With George Kapetanios
Federal Reserve Bank of New York Staff Reports, 363,February 2009

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting
With George Kapetanios
Federal Reserve Bank of New York Staff Reports, 327,May 2008

Investigating the Structural Stability of the Phillips Curve Relationship  
With Haroon Mumtaz
Bank of England Working Paper, No. 350, Bank of England,2008
48 pages / 543 kb

Real Exchange Rate Persistence and Systematic Monetary Policy Behaviour  
With Akito Matsumoto
Bank of England Working Paper No. 231, Bank of England,2004
53 pages / 339 kb

Real Exchange Rates and the Relative Prices of Non-Traded and Traded Goods: An Empirical Analysis   
With Clare Lombardelli
Bank of England Working Paper No. 223, Bank of England,2004
44 pages / 529 kb

New Multi-Country Evidence on Purchasing Power Parity: Multi-Variate Unit Root Test Results   
Econometric Institute Report No. 2000-9/A, Erasmus University Rotterdam,2000

Unpublished manuscripts and work-in-progress:

Fundamentals Based Exchange Rate Prediction Revisited

Real Time Evaluation of Inflation Report and Greenbook Forecasts for Inflation and Growth
With George Kapetanios and Simon Price

Jan J. J. Groen's CV

The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.