Jan J. J. Groen

Economics and Econometrics · with Paap · 2009

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jan J. J. Groen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. James H. Stock
  2. Tilmann Gneiting
  3. Giorgio E. Primiceri
  4. Timothy Cogley
  5. Mark W. Watson
  6. Andrew Ang
  7. Thomas J. Sargent
  8. Todd E. Clark
  9. Geert Bekaert
  10. Min Wei

Papers from Jan J. J. Groen's perspective

Ordered by how strongly the researchers Jan J. J. Groen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Why Has U.S. Inflation Become Harder to Forecast
  2. Evolving Post-World War II U.S. Inflation Dynamics (NBER macroeconomics annual)
  3. Forecasting Output and Inflation: The Role of Asset Prices
  4. Time Varying Structural Vector Autoregressions and Monetary Policy
  5. Making and Evaluating Point Forecasts
  6. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
  7. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
  8. Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
  9. Are more data always better for factor analysis
  10. Large Bayesian vector auto regressions

Their papers