The monetary exchange rate model as a long-run phenomenon JJJ Groen Journal of International Economics 52 (2), 299-319, 2000 | 274 | 2000 |
Likelihood-based cointegration analysis in panels of vector error-correction models JJJ Groen, F Kleibergen Journal of Business & Economic Statistics 21 (2), 295-318, 2003 | 271 | 2003 |
Real-time inflation forecasting in a changing world JJJ Groen, R Paap, F Ravazzolo Journal of Business & Economic Statistics 31 (1), 29-44, 2013 | 263 | 2013 |
Exchange rate predictability and monetary fundamentals in a small multi-country panel JJJ Groen Journal of Money, Credit and Banking, 495-516, 2005 | 139 | 2005 |
Commodity prices, commodity currencies, and global economic developments JJJ Groen, PA Pesenti Commodity Prices and Markets, 15-42, 2011 | 109 | 2011 |
Long horizon predictability of exchange rates: Is it for real? JJJ Groen Empirical Economics 24, 451-469, 1999 | 72 | 1999 |
Revisiting useful approaches to data-rich macroeconomic forecasting JJJ Groen, G Kapetanios Computational Statistics & Data Analysis 100, 221-239, 2016 | 65 | 2016 |
Cointegration and the monetary exchange rate model revisited JJJ Groen Oxford Bulletin of Economics and Statistics 64 (4), 361-380, 2002 | 65 | 2002 |
A real time evaluation of Bank of England forecasts of inflation and growth JJJ Groen, G Kapetanios, S Price International Journal of Forecasting 25 (1), 74-80, 2009 | 59 | 2009 |
Real exchange rate persistence and systematic monetary policy behaviour JJ Groen, A Matsumoto Bank of England working paper, 2004 | 32 | 2004 |
Asset price based estimates of sterling exchange rate risk premia JJJ Groen, R Balakrishnan Journal of International Money and Finance 25 (1), 71-92, 2006 | 19 | 2006 |