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Jan J. J. Groen

Global rank #8317 90%

Institution: TD Securities

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://nyfedeconomists.org/groen/

First Publication: 2000

Most Recent: 2013

RePEc ID: pgr1 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 2.68 6.03 0.00 12.40

Publication Statistics

Raw Publications 9
Coauthorship-Adjusted Count 10.77

Publications (9)

Year Article Journal Tier Authors
2013 Model Selection Criteria for Factor-Augmented Regressions-super- Oxford Bulletin of Economics and Statistics B 2
2013 Real-Time Inflation Forecasting in a Changing World Journal of Business & Economic Statistics A 3
2013 MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE Journal of Applied Econometrics B 3
2011 Financial amplification of foreign exchange risk premia European Economic Review B 3
2009 A real time evaluation of Bank of England forecasts of inflation and growth International Journal of Forecasting B 3
2006 Asset price based estimates of sterling exchange rate risk premia Journal of International Money and Finance B 2
2004 Corporate credit, stock price inflation and economic fluctuations Applied Economics C 1
2002 Cointegration and the Monetary Exchange Rate Model Revisited Oxford Bulletin of Economics and Statistics B 1
2000 The monetary exchange rate model as a long-run phenomenon Journal of International Economics A 1