Details about Jan Jacobs
Homepage: | http://www.rug.nl/staff/j.p.a.m.jacobs
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Postal address: | Faculty of Economics and Business, University of Groningen, PO Box 800, NL-9700 AV GRONINGEN, The Netherlands |
Workplace: | Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC) Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Rijksuniversiteit Groningen (Royal University of Groningen), (more information at EDIRC) School of Economics and Finance, Tasmanian School of Business and Economics, University of Tasmania, (more information at EDIRC) SOM Research Institute, Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Rijksuniversiteit Groningen (Royal University of Groningen), (more information at EDIRC) Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (Center for Interuniversity Research and Analysis on Organizations), (more information at EDIRC)
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Access statistics for papers by Jan Jacobs.
Last updated 2023-11-07. Update your information in the RePEc Author Service.
Short-id: pja27
Jump to Journal Articles Books Chapters
Working Papers
2022
- Alternative Measures for the Global Financial Cycle: Do They Make a Difference?
CESifo Working Paper Series, CESifo
- Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock
CESifo Working Paper Series, CESifo View citations (1)
- Seasonal adjustment of daily data with CAMPLET
CIRANO Working Papers, CIRANO View citations (1)
See also Chapter (2023)
2021
- COVID-19 and seasonal adjustment
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
Also in CIRANO Working Papers, CIRANO (2021) View citations (1)
See also Journal Article in Journal of Business Cycle Research (2022) Chapter (2023)
- Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries
CESifo Working Paper Series, CESifo 
Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021) 
See also Journal Article in Open Economies Review (2023)
- Employment Reconciliation and Nowcasting
Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting
- Multivariate decompositions and seasonal gender employment
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2018
- Can GDP measurement be further improved? Data revision and reconciliation
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (4)
Also in Papers, arXiv.org (2018) View citations (4)
See also Journal Article in Journal of Business & Economic Statistics (2022)
2017
- Early Warning Systems for Currency Crises with Real-Time Data
CIRANO Working Papers, CIRANO View citations (1)
See also Journal Article in Open Economies Review (2019)
- Early Warning Systems with Real-Time Data
Working Papers, Banco de México View citations (1)
- Trend-cycle-seasonal interactions: identification and estimation
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
See also Journal Article in Macroeconomic Dynamics (2019)
2016
- Euro Area Imbalances
CESifo Working Paper Series, CESifo View citations (3)
- Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks
Working Papers, University of Tasmania, Tasmanian School of Business and Economics 
See also Journal Article in Applied Economics (2017)
- Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions
CIRANO Working Papers, CIRANO View citations (1)
Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) View citations (1)
See also Journal Article in Journal of Macroeconomics (2019)
- Towards a financial cycle for the US, 1973-2014
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (2)
See also Journal Article in The North American Journal of Economics and Finance (2019)
2015
- GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)
Discussion Paper, Tilburg University, Center for Economic Research 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2015)
- Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET
CIRANO Working Papers, CIRANO View citations (6)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) View citations (5)
2014
- A criterion for the number of factors in a data-rich environment
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (3)
2013
- Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries
CIRANO Working Papers, CIRANO View citations (5)
See also Journal Article in Journal of Macroeconomics (2015)
- Macro-Econometric System Modelling @75
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
Also in NCER Working Paper Series, National Centre for Econometric Research View citations (4)
- Modeling Multivariate Data Revisions
CIRANO Working Papers, CIRANO View citations (6)
- On the Impact of the Global Financial Crisis on the Euro Area
Working Papers, University of Tasmania, Tasmanian School of Business and Economics 
Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2013)
- Sovereign debt crises in Latin America
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
- State transfers at different moments in time
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (6)
- The relation between stature and long bone length in the Roman Empire
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2013) View citations (1)
- Trend-Cycle Decomposition: Implications from an Exact Structural Identification
CIRANO Working Papers, CIRANO 
Also in Working Papers, Federal Reserve Bank of Philadelphia (2013)
2012
- 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 View citations (2)
Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) View citations (3)
See also Journal Article in Applied Economics Letters (2013)
- On trend-cycle decomposition and data revision
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (6)
- The Global Financial Crisis and currency crises in Latin America
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (5)
2011
- GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)
Discussion Paper, Tilburg University, Center for Economic Research View citations (5)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2011) View citations (3)
- Information, data dimension and factor structure
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
See also Journal Article in Journal of Multivariate Analysis (2012)
- Why didn't the Global Financial Crisis hit Latin America?
CIRANO Working Papers, CIRANO View citations (1)
2010
- Financial crises in Asia: concordance by asset market or country?
Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (1)
- Lessons From the Latest Data on U.S. Productivity
CIRANO Working Papers, CIRANO 
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010)  Working Papers, Federal Reserve Bank of Philadelphia (2010)
- The internationalisation of financial crises
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
2009
- 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 (32)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2009) View citations (31) Discussion Paper, Tilburg University, Center for Economic Research (2009) View citations (32)
- Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914
ACED Working Papers, University of Antwerp, Faculty of Business and Economics View citations (2)
Also in Working Papers, University of Antwerp, Faculty of Business and Economics (2009)
2008
- The Information Content of KOF Indicators on Swiss Current Account Data Revisions
CESifo Working Paper Series, CESifo View citations (4)
Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2008) View citations (4)
See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2009)
2007
- 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 (3)
- 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 View citations (5)
See also Journal Article in Journal of Econometrics (2010)
- Consumption Tax Competition Among Governments: Evidence from the United States
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2007) View citations (4)
See also Journal Article in International Tax and Public Finance (2010)
- 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 View citations (45)
Also in CESifo Working Paper Series, CESifo (2007) View citations (46)
See also Journal Article in Oxford Economic Papers (2012)
2006
- On information in static and dynamic factor models
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (1)
2005
- Chicken or egg: financial development and economic growth in China, 1992-2004
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research
- Consumer demand in the Industrial Revolution: The Netherlands, 1815-1913
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research
- Currency crises in Asia: a multivariate logit approach
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (12)
Also in International Finance, University Library of Munich, Germany (2004) View citations (12)
- 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 (2)
See also Journal Article in Journal of Macroeconomics (2011)
2004
- A comparison of currency crisis dating methods: East Asia 1970-2002
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (10)
- Do Ifo Indicators Help Explain Revisions in German Industrial Production?
CESifo Working Paper Series, CESifo View citations (26)
See also Chapter (2005)
- Indicators of financial crises do work! An early-warning system for six Asian countries
International Finance, University Library of Munich, Germany View citations (13)
Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2003) View citations (44) International Finance, University Library of Munich, Germany (2004) View citations (9)
- 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 View citations (1)
- On Synchronisation of Financial Crises
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
- On the efficiency of estimators in truncated height samples
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (1)
2003
- Business cycle indexes: does a heap of data help?
CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research View citations (5)
See also Journal Article in Journal of Business Cycle Measurement and Analysis (2005)
- 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) View citations (2)
See also Journal Article in Economics & Human Biology (2004)
2002
- Comparing SVARs and SEMs: more shocking stories
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
- 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
- Business cycles in the Netherlands, 1815-1913
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (5)
Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2001) View citations (6)
- 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 (2)
- 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 (6)
See also Journal Article in Managerial and Decision Economics (2007)
2000
- 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
- DIADUX: Een model voor inactiviteit en overheidsschuld
Working Papers, Centre for Economic Research, University of Groningen and University of Twente
- Is there a NAIRU for the Netherlands?
Working Papers, Centre for Economic Research, University of Groningen and University of Twente
- Macroeconomics in Datastream
Working Papers, Centre for Economic Research, University of Groningen and University of Twente
- VAR-ing the economy of the Netherlands
Working Papers, Centre for Economic Research, University of Groningen and University of Twente
1995
- 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)
- Output responses to infrastructure investment in the Netherlands, 1850-1913
GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen View citations (6)
- Productivity impacts of infrastructure investment in the Netherlands 1853-1913
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (4)
1994
- "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
2023
- Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries
Open Economies Review, 2023, 34, (4), 759-787 
See also Working Paper (2021)
2022
- COVID-19 and Seasonal Adjustment
Journal of Business Cycle Research, 2022, 18, (2), 159-169 
See also Working Paper (2021) Chapter (2023)
- Can GDP Measurement Be Further Improved? Data Revision and Reconciliation
Journal of Business & Economic Statistics, 2022, 40, (1), 423-431 View citations (3)
See also Working Paper (2018)
2021
- A criterion for the number of factors
Communications in Statistics - Theory and Methods, 2021, 50, (18), 4293-4299 View citations (1)
2020
- Is fiscal policy in the euro area Ricardian?
Empirica, 2020, 47, (2), 411-429 View citations (4)
- Public Debt, Economic Growth and the Real Interest Rate: A Panel VAR Approach to EU and OECD Countries
Applied Economics, 2020, 52, (12), 1377-1394 View citations (7)
2019
- CAMPLET: Seasonal Adjustment Without Revisions
Journal of Business Cycle Research, 2019, 15, (1), 73-95 View citations (4)
See also Chapter (2023)
- Early Warning Systems for Currency Crises with Real-Time Data
Open Economies Review, 2019, 30, (4), 813-835 View citations (3)
See also Working Paper (2017)
- Health and wealth in the Roman Empire
Economics & Human Biology, 2019, 34, (C), 138-150 View citations (4)
- TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION
Macroeconomic Dynamics, 2019, 23, (8), 3163-3188 View citations (3)
See also Working Paper (2017)
- Testing for news and noise in non-stationary time series subject to multiple historical revisions
Journal of Macroeconomics, 2019, 60, (C), 396-407 
See also Working Paper (2016)
- Towards a financial cycle for the U.S., 1973–2014
The North American Journal of Economics and Finance, 2019, 50, (C) View citations (3)
See also Working Paper (2016)
2018
- Financial development, financial liberalization and social capital
Applied Economics, 2018, 50, (11), 1268-1288 View citations (3)
- The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects
Empirical Economics, 2018, 55, (1), 169-192 View citations (8)
2017
- An Early Warning System for currency crises in Argentina and Brazil 1990-2009
EconoQuantum, Revista de Economia y Finanzas, 2017, 14, (2), 47-68 View citations (1)
- Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks
Applied Economics, 2017, 49, (45), 4554-4566 View citations (2)
See also Working Paper (2016)
- Transitions at Different Moments in Time: A Spatial Probit Approach
Journal of Applied Econometrics, 2017, 32, (2), 422-439 View citations (6)
2016
- Why are initial estimates of productivity growth so unreliable?
Journal of Macroeconomics, 2016, 47, (PB), 200-213 View citations (7)
2015
- Identifying banking crises using money market pressure: New evidence for a large set of countries
Journal of Macroeconomics, 2015, 43, (C), 1-20 View citations (11)
See also Working Paper (2013)
- Loan loss provisioning, bank credit and the real economy
Journal of Macroeconomics, 2015, 45, (C), 124-136 View citations (33)
- Sovereign Debt Crises in Latin America: A Market Pressure Approach
Emerging Markets Finance and Trade, 2015, 51, (S6), S80-S93 View citations (2)
- TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP
Macroeconomic Dynamics, 2015, 19, (4), 776-790 View citations (8)
- The internationalisation of financial crises: Banking and currency crises 1883–2008
The North American Journal of Economics and Finance, 2015, 32, (C), 29-47 View citations (5)
2014
- EUROPEAN CENTRAL BANK POLICY‐MAKING AND THE FINANCIAL CRISIS
International Journal of Finance & Economics, 2014, 19, (2), 132-139
2013
- On the correspondence between data revision and trend-cycle decomposition
Applied Economics Letters, 2013, 20, (4), 316-319 View citations (1)
See also Working Paper (2012)
2012
- Information, data dimension and factor structure
Journal of Multivariate Analysis, 2012, 106, (C), 80-91 View citations (2)
See also Working Paper (2011)
- Measuring coherence of output gaps with an application to the euro area
Oxford Economic Papers, 2012, 64, (2), 217-236 View citations (64)
See also Working Paper (2007)
2011
- Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
Journal of Macroeconomics, 2011, 33, (4), 784-792 View citations (9)
See also Working Paper (2005)
- Modeling data revisions: Measurement error and dynamics of "true" values
Journal of Econometrics, 2011, 161, (2), 101-109 View citations (100)
2010
- Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
Journal of Econometrics, 2010, 158, (1), 108-116 View citations (13)
See also Working Paper (2007)
- Consumption tax competition among governments: Evidence from the United States
International Tax and Public Finance, 2010, 17, (3), 271-294 View citations (33)
See also Working Paper (2007)
2009
- On the effect of high energy prices on investment
Applied Economics, 2009, 41, (27), 3483-3490 View citations (6)
- The information content of KOF indicators on Swiss current account data revisions
OECD Journal: Journal of Business Cycle Measurement and Analysis, 2009, 2008, (2), 161-181 View citations (3)
See also Working Paper (2008)
2008
- Book Review
De Economist, 2008, 156, (2), 215-217 View citations (5)
- 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 (12)
- On estimators for truncated height samples
Economics & Human Biology, 2008, 6, (1), 43-56 View citations (6)
- Taylor Rules for the ECB using Expectations Data*
Scandinavian Journal of Economics, 2008, 110, (3), 473-488 View citations (99)
2007
- Dating currency crises with ad hoc and extreme value-based thresholds: East Asia 1970-2002 [Dating currency crises&rsqb
International Journal of Finance & Economics, 2007, 12, (4), 371-388 View citations (19)
- 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 (18)
See also Working Paper (2001)
2006
- Historical Time Series Analysis: An Introduction and Some Applications
Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, 2006, 47, (2), 163-174
2005
- Business Cycle Indexes: Does a Heap of Data Help?
Journal of Business Cycle Measurement and Analysis, 2005, 2004, (3), 309-336 View citations (10)
See also Working Paper (2003)
- Comparing SVARs and SEMs: two models of the UK economy
Journal of Applied Econometrics, 2005, 20, (2), 209-228 
Also in Journal of Applied Econometrics, 2005, 20, (2), 209-228 (2005) View citations (14)
2004
- Height, income, and nutrition in the Netherlands: the second half of the 19th century
Economics & Human Biology, 2004, 2, (2), 181-195 View citations (22)
See also Working Paper (2003)
1999
- Infrastructure and economic development in the Netherlands, 1853–1913
European Review of Economic History, 1999, 3, (2), 233-251 View citations (6)
- Output Effects of Infrastructure Investment in the Netherlands, 1853-1913
Journal of Macroeconomics, 1999, 21, (2), 355-380 View citations (41)
- Output Effects of Transport Infrastructure: The Netherlands, 1853–1913
Tijdschrift voor Economische en Sociale Geografie, 1999, 90, (1), 97-109
1998
- Adding up constraints and gross substitution in portfolio models
Applied Economics Letters, 1998, 5, (8), 531-533 
See also Working Paper (1995)
1995
- The IBS-CCSO quarterly model of the Netherlands Specification, simulation and analysis
Economic Modelling, 1995, 12, (2), 111-163 View citations (4)
Books
2023
- Seasonal Adjustment Without Revisions
SpringerBriefs in Economics, Springer
Chapters
2023
- CAMPLET: Seasonal Adjustment Without Revisions
Springer
See also Journal Article in Journal of Business Cycle Research (2019)
- COVID-19 and Seasonal Adjustment
Springer
See also Working Paper (2021) Journal Article in Journal of Business Cycle Research (2022)
- Conclusion
Springer
- Introduction
Springer
- Residual Seasonality: A Comparison of X13 and CAMPLET
Springer
- Seasonal Adjustment of Daily Data with CAMPLET
Springer
See also Working Paper (2022)
- Seasonal Adjustment of Economic Tendency Survey Data
Springer
2005
- Do Ifo Indicators Help Explain Revisions in German Industrial Production?
Springer View citations (8)
See also Working Paper (2004)
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