Details about Jan Jacobs

Access statistics for papers by Jan Jacobs.

Last updated 2013-04-16. Update your information in the RePEc Author Service.

Short-id: pja27

Working Papers

2013

1. The relation between stature and long bone length in the Roman Empire
   Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)

2012

2. On the correspondence between data revision and trend-cycle decomposition
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   See also Journal Article in Applied Economics Letters (2013)
3. On trend-cycle decomposition and data revision
   Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
4. The Global Financial Crisis and currency crises in Latin America
   Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)

2011

5. GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors
   Discussion Paper, Tilburg University, Center for Economic Research
6. Information, data dimension and factor structure
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2007)
   See also Journal Article in Journal of Multivariate Analysis (2012)
7. Why didn't the Global Financial Crisis hit Latin America?
   CIRANO Working Papers, CIRANO

2010

8. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2007)
   See also Journal Article in Journal of Econometrics (2010)
9. ECB Policy Making and the Financial Crisis
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (2)
10. Financial crises in Asia: concordance by asset market or country?
    Working Papers, University of Tasmania, School of Economics and Finance
11. Lessons From the Latest Data on U.S. Productivity
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in CIRANO Working Papers, CIRANO (2010)
    Working Papers, Federal Reserve Bank of Philadelphia (2010)
12. The internationalisation of financial crises: Banking and currency crises 1883-2008
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)

2009

13. Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
    International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2009) View citations (2)
14. Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914
    Working Papers, University of Antwerp, Faculty of Applied Economics

2008

15. The Information Content of KOF Indicators on Swiss Current Account Data Revisions
    CESifo Working Paper Series, CESifo Group Munich View citations (1)
    Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2008)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2008)

2007

16. A real-time analysis of the Swiss trade account
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (2)
17. Consumption Tax Competition Among Governments: Evidence from the United States
    Open Access publications from Tilburg University, Tilburg University View citations (1)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2007) View citations (1)
    See also Journal Article in International Tax and Public Finance (2010)
18. MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in CESifo Working Paper Series, CESifo Group Munich (2007) View citations (9)
    See also Journal Article in Oxford Economic Papers (2012)
19. Taylor Rules for the ECB using Consensus Data
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (4)

2006

20. On information in static and dynamic factor models
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research

2005

21. Chicken or egg: financial development and economic growth in China, 1992-2004
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research
22. Consumer demand in the Industrial Revolution: The Netherlands, 1815-1913
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research
23. Currency crises in Asia: a multivariate logit approach
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (10)
    Also in International Finance, EconWPA (2004) View citations (6)
24. Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (1)
    See also Journal Article in Journal of Macroeconomics (2011)
25. SYNCHRONISATION OF FINANCIAL CRISES
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2004

26. A comparison of currency crisis dating methods: East Asia 1970-2002
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (7)
27. Do Ifo Indicators Help Explain Revisions in German Industrial Production?
    CESifo Working Paper Series, CESifo Group Munich View citations (13)
28. Indicators of financial crises do work! An early-warning system for six Asian countries
    International Finance, EconWPA View citations (3)
    Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2003) View citations (12)
    International Finance, EconWPA (2004) View citations (8)
29. Multinational enterprises, foreign direct investment and trade in China: A cointegration and Granger-causality approach
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research
30. On Synchronisation of Financial Crises
    Econometric Society 2004 Australasian Meetings, Econometric Society
31. On the efficiency of estimators in truncated height samples
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (1)

2003

32. Business cycle indexes: does a heap of data help?
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (4)
    See also Journal Article in Journal of Business Cycle Measurement and Analysis (2004)
33. Height, income, and nutrition in the Netherlands: the second half of the 19th century
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
    See also Journal Article in Economics & Human Biology (2004)

2002

34. Comparing SVARs and SEMs: more shocking stories
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
35. Height, income, nutrition, and smallpox in the Netherlands: the (second half of the) 19th century
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (1)

2001

36. Business cycles in the Netherlands, 1815-1913
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (2)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2001)
37. Measuring business cycles in The Netherlands, 1815-1913: a comparison of business cycle dating methods
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
38. Why do prices rise faster than they fall?: with an application to mortgage rates
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (4)
    See also Journal Article in Managerial and Decision Economics (2007)

2000

39. Credit demand asymmetry in the Netherlands 1983-1997
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department
40. Threshold Effects of Energy Price Changes
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (1)
    Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2000) View citations (1)
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2000) View citations (1)

1996

41. DIADUX: Een model voor inactiviteit en overheidsschuld
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente
42. Is there a NAIRU for the Netherlands?
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente
43. Macroeconomics in Datastream
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente
44. VAR-ing the economy of the Netherlands
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente

1995

45. Adding-up constraints and gross substitution in portfolio models
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
    See also Journal Article in Applied Economics Letters (1998)
46. Output responses to infrastructure investment in the Netherlands, 1850-1913
    GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen
47. Productivity impacts of infrastructure investment in the Netherlands 1853-1913
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)

1994

48. "Dividing by 4": A feasible quarterly forecasting method?
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente View citations (1)

Journal Articles

2013

1. On the correspondence between data revision and trend-cycle decomposition
   Applied Economics Letters, 2013, 20, (4), 316-319
   See also Working Paper (2012)

2012

2. Information, data dimension and factor structure
   Journal of Multivariate Analysis, 2012, 106, (C), 80-91
   See also Working Paper (2011)
3. Measuring coherence of output gaps with an application to the euro area
   Oxford Economic Papers, 2012, 64, (2), 217-236 View citations (1)
   See also Working Paper (2007)

2011

4. Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
   Journal of Macroeconomics, 2011, 33, (4), 784-792
   See also Working Paper (2005)
5. Modeling data revisions: Measurement error and dynamics of "true" values
   Journal of Econometrics, 2011, 161, (2), 101-109 View citations (22)

2010

6. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
   Journal of Econometrics, 2010, 158, (1), 108-116
   See also Working Paper (2010)
7. Consumption tax competition among governments: Evidence from the United States
   International Tax and Public Finance, 2010, 17, (3), 271-294 View citations (5)
   See also Working Paper (2007)

2009

8. On the effect of high energy prices on investment
   Applied Economics, 2009, 41, (27), 3483-3490 View citations (2)

2008

9. Book Review
   De Economist, 2008, 156, (2), 215-217 View citations (4)
10. Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
    Econometric Reviews, 2008, 27, (4-6), 385-397 View citations (2)
11. On estimators for truncated height samples
    Economics & Human Biology, 2008, 6, (1), 43-56 View citations (4)
12. Taylor Rules for the ECB using Expectations Data
    Scandinavian Journal of Economics, 2008, 110, (3), 473-488 View citations (15)
13. The information content of KOF indicators on Swiss current account data revisions
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2008, 2008, (2), 161-181
    See also Working Paper (2008)

2007

14. Why do prices rise faster than they fall? With an application to mortgage rates
    Managerial and Decision Economics, 2007, 28, (7), 701-712 View citations (6)
    See also Working Paper (2001)

2006

15. A threshold uncertainty investment model for the Netherlands
    Applied Financial Economics, 2006, 16, (9), 665-673

2005

16. Comparing SVARs and SEMs: two models of the UK economy
    Journal of Applied Econometrics, 2005, 20, (2), 209-228 View citations (6)

2004

17. Business Cycle Indexes: Does a Heap of Data Help?
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (3), 309-336 View citations (3)
    See also Working Paper (2003)
18. Height, income, and nutrition in the Netherlands: the second half of the 19th century
    Economics & Human Biology, 2004, 2, (2), 181-195 View citations (10)
    See also Working Paper (2003)

1999

19. Infrastructure and economic development in the Netherlands, 1853 1913
    European Review of Economic History, 1999, 3, (02), 233-251
20. Output Effects of Infrastructure Investment in the Netherlands, 1853-1913
    Journal of Macroeconomics, 1999, 21, (2), 355-380 View citations (11)

1998

21. Adding up constraints and gross substitution in portfolio models
    Applied Economics Letters, 1998, 5, (8), 531-533
    See also Working Paper (1995)

1995

22. The IBS-CCSO quarterly model of the Netherlands Specification, simulation and analysis
    Economic Modelling, 1995, 12, (2), 111-163 View citations (4)