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Details about Jan Jacobs

Homepage:http://www.rug.nl/staff/j.p.a.m.jacobs
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)

Access statistics for papers by Jan Jacobs.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pja27


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Working Papers

2024

  1. Fiscal Impacts of Climate Anomalies
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in CESifo Working Paper Series, CESifo (2024) Downloads

2022

  1. Alternative Measures for the Global Financial Cycle: Do They Make a Difference?
    CESifo Working Paper Series, CESifo Downloads View citations (1)
  2. Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    See also Journal Article Coherence of output gaps in the euro area: The impact of the COVID-19 shock, European Journal of Political Economy, Elsevier (2024) Downloads (2024)
  3. Seasonal adjustment of daily data with CAMPLET
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    See also Chapter Seasonal Adjustment of Daily Data with CAMPLET, SpringerBriefs in Economics, Springer (2023) (2023)

2021

  1. COVID-19 and seasonal adjustment
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2021) Downloads View citations (1)

    See also Chapter COVID-19 and Seasonal Adjustment, SpringerBriefs in Economics, Springer (2023) (2023)
    Journal Article COVID-19 and Seasonal Adjustment, Journal of Business Cycle Research, Springer (2022) Downloads View citations (2) (2022)
  2. Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries
    CESifo Working Paper Series, CESifo Downloads
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2021) Downloads

    See also Journal Article Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries, Open Economies Review, Springer (2023) Downloads (2023)
  3. Employment Reconciliation and Nowcasting
    Working Papers, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting Downloads
    See also Journal Article Employment reconciliation and nowcasting, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) Downloads (2023)
  4. Multivariate decompositions and seasonal gender employment
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2018

  1. Can GDP measurement be further improved? Data revision and reconciliation
    Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) Downloads View citations (4)
    Also in Papers, arXiv.org (2018) Downloads View citations (4)

    See also Journal Article Can GDP Measurement Be Further Improved? Data Revision and Reconciliation, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) Downloads View citations (5) (2022)

2017

  1. Early Warning Systems for Currency Crises with Real-Time Data
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    See also Journal Article Early Warning Systems for Currency Crises with Real-Time Data, Open Economies Review, Springer (2019) Downloads View citations (4) (2019)
  2. Early Warning Systems with Real-Time Data
    Working Papers, Banco de México Downloads View citations (1)
  3. Trend-cycle-seasonal interactions: identification and estimation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION, Macroeconomic Dynamics, Cambridge University Press (2019) Downloads View citations (3) (2019)

2016

  1. Euro Area Imbalances
    CESifo Working Paper Series, CESifo Downloads View citations (3)
  2. 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 Downloads
    See also Journal Article Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks, Applied Economics, Taylor & Francis Journals (2017) Downloads View citations (2) (2017)
  3. Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) Downloads View citations (1)

    See also Journal Article Testing for news and noise in non-stationary time series subject to multiple historical revisions, Journal of Macroeconomics, Elsevier (2019) Downloads (2019)
  4. Towards a financial cycle for the US, 1973-2014
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (2)
    See also Journal Article Towards a financial cycle for the U.S., 1973–2014, The North American Journal of Economics and Finance, Elsevier (2019) Downloads View citations (5) (2019)

2015

  1. 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 Downloads
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2015) Downloads
  2. Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET
    CIRANO Working Papers, CIRANO Downloads View citations (6)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2015) Downloads View citations (5)

2014

  1. A criterion for the number of factors in a data-rich environment
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (3)

2013

  1. Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries
    CIRANO Working Papers, CIRANO Downloads View citations (5)
    See also Journal Article Identifying banking crises using money market pressure: New evidence for a large set of countries, Journal of Macroeconomics, Elsevier (2015) Downloads View citations (11) (2015)
  2. Macro-Econometric System Modelling @75
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (4)
  3. Modeling Multivariate Data Revisions
    CIRANO Working Papers, CIRANO Downloads View citations (6)
  4. On the Impact of the Global Financial Crisis on the Euro Area
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2013) Downloads
  5. Sovereign debt crises in Latin America
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (1)
  6. State transfers at different moments in time
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (6)
  7. The relation between stature and long bone length in the Roman Empire
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (1)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2013) Downloads View citations (1)
  8. Trend-Cycle Decomposition: Implications from an Exact Structural Identification
    CIRANO Working Papers, CIRANO Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads

2012

  1. 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 Downloads View citations (2)
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (3)

    See also Journal Article On the correspondence between data revision and trend-cycle decomposition, Applied Economics Letters, Taylor & Francis Journals (2013) Downloads View citations (2) (2013)
  2. On trend-cycle decomposition and data revision
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (6)
  3. The Global Financial Crisis and currency crises in Latin America
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (5)

2011

  1. GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (5)
  2. Information, data dimension and factor structure
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article Information, data dimension and factor structure, Journal of Multivariate Analysis, Elsevier (2012) Downloads View citations (2) (2012)
  3. Why didn't the Global Financial Crisis hit Latin America?
    CIRANO Working Papers, CIRANO Downloads View citations (1)

2010

  1. Financial crises in Asia: concordance by asset market or country?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads View citations (1)
  2. 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 Downloads
    Also in CIRANO Working Papers, CIRANO (2010) Downloads
    Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads
  3. The internationalisation of financial crises
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads

2009

  1. Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (33)
    Also in 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 (2009) Downloads View citations (34)
    Discussion Paper, Tilburg University, Center for Economic Research (2009) Downloads View citations (34)
  2. Religious pluralism and organizational diversity: An empirical test for the city of Zwolle, the Netherlands, 1851-1914
    Working Papers, University of Antwerp, Faculty of Business and Economics Downloads
    Also in ACED Working Papers, University of Antwerp, Faculty of Business and Economics (2009) Downloads View citations (2)

2008

  1. The Information Content of KOF Indicators on Swiss Current Account Data Revisions
    CESifo Working Paper Series, CESifo Downloads View citations (4)
    Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2008) Downloads View citations (4)

    See also Journal Article The information content of KOF indicators on Swiss current account data revisions, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2009) Downloads View citations (3) (2009)

2007

  1. A real-time analysis of the Swiss trade account
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (3)
  2. 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 Downloads View citations (5)
    See also Journal Article Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy, Journal of Econometrics, Elsevier (2010) Downloads View citations (13) (2010)
  3. Consumption Tax Competition Among Governments: Evidence from the United States
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (3)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2007) Downloads View citations (4)

    See also Journal Article Consumption tax competition among governments: Evidence from the United States, International Tax and Public Finance, Springer (2010) Downloads View citations (34) (2010)
  4. 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 Downloads View citations (46)
    Also in CESifo Working Paper Series, CESifo (2007) Downloads View citations (47)

    See also Journal Article Measuring coherence of output gaps with an application to the euro area, Oxford Economic Papers, Oxford University Press (2012) Downloads View citations (68) (2012)

2006

  1. On information in static and dynamic factor models
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (1)

2005

  1. Chicken or egg: financial development and economic growth in China, 1992-2004
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads
  2. Consumer demand in the Industrial Revolution: The Netherlands, 1815-1913
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads
  3. Currency crises in Asia: a multivariate logit approach
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (12)
    Also in International Finance, University Library of Munich, Germany (2004) Downloads View citations (12)
  4. Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (2)
    See also Journal Article Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions, Journal of Macroeconomics, Elsevier (2011) Downloads View citations (9) (2011)

2004

  1. A comparison of currency crisis dating methods: East Asia 1970-2002
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (10)
  2. Do Ifo Indicators Help Explain Revisions in German Industrial Production?
    CESifo Working Paper Series, CESifo Downloads View citations (26)
    See also Chapter Do Ifo Indicators Help Explain Revisions in German Industrial Production?, Contributions to Economics, Springer (2005) View citations (8) (2005)
  3. Indicators of financial crises do work! An early-warning system for six Asian countries
    International Finance, University Library of Munich, Germany Downloads View citations (13)
    Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2003) Downloads View citations (44)
    International Finance, University Library of Munich, Germany (2004) Downloads View citations (9)
  4. 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 Downloads View citations (1)
  5. On Synchronisation of Financial Crises
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
  6. On the efficiency of estimators in truncated height samples
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (1)

2003

  1. Business cycle indexes: does a heap of data help?
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (5)
    See also Journal Article Business Cycle Indexes: Does a Heap of Data Help?, Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2005) Downloads View citations (10) (2005)
  2. 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) Downloads View citations (2)
    See also Journal Article Height, income, and nutrition in the Netherlands: the second half of the 19th century, Economics & Human Biology, Elsevier (2004) Downloads View citations (22) (2004)

2002

  1. Comparing SVARs and SEMs: more shocking stories
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (1)
  2. 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 Downloads View citations (1)

2001

  1. Business cycles in the Netherlands, 1815-1913
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (5)
    Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2001) Downloads View citations (6)
  2. 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) Downloads View citations (2)
  3. 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 Downloads View citations (6)
    See also Journal Article Why do prices rise faster than they fall? With an application to mortgage rates, Managerial and Decision Economics, John Wiley & Sons, Ltd. (2007) Downloads View citations (18) (2007)

2000

  1. Threshold Effects of Energy Price Changes
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
    Also in CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2000) Downloads View citations (1)
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2000) Downloads View citations (1)

1996

  1. DIADUX: Een model voor inactiviteit en overheidsschuld
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente Downloads
  2. Is there a NAIRU for the Netherlands?
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente Downloads
  3. Macroeconomics in Datastream
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente Downloads
  4. VAR-ing the economy of the Netherlands
    Working Papers, Centre for Economic Research, University of Groningen and University of Twente Downloads

1995

  1. Adding-up constraints and gross substitution in portfolio models
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads
    See also Journal Article Adding up constraints and gross substitution in portfolio models, Applied Economics Letters, Taylor & Francis Journals (1998) Downloads (1998)
  2. Output responses to infrastructure investment in the Netherlands, 1850-1913
    GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen Downloads View citations (6)
  3. Productivity impacts of infrastructure investment in the Netherlands 1853-1913
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (4)

1994

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

Journal Articles

2024

  1. An heuristic scree plot criterion for the number of factors
    Statistical Papers, 2024, 65, (6), 3991-4000 Downloads
  2. Coherence of output gaps in the euro area: The impact of the COVID-19 shock
    European Journal of Political Economy, 2024, 84, (C) Downloads
    See also Working Paper Coherence of Output Gaps in the Euro Area: The Impact of the Covid-19 Shock, CESifo Working Paper Series (2022) Downloads View citations (1) (2022)
  3. Coherence of the business cycles of prospective members of the euro area and the euro area business cycle
    Economic Systems, 2024, 48, (4) Downloads
  4. Multivariate Trend‐Cycle‐Seasonal Decompositions with Correlated Innovations
    Oxford Bulletin of Economics and Statistics, 2024, 86, (5), 1260-1289 Downloads
  5. What Drives Women Entrepreneurs in Tourism in Tanzania?
    Journal of African Business, 2024, 25, (2), 205-223 Downloads

2023

  1. Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries
    Open Economies Review, 2023, 34, (4), 759-787 Downloads
    See also Working Paper Does Household Borrowing Reduce the Trade Balance? Evidence from Developing and Developed Countries, CESifo Working Paper Series (2021) Downloads (2021)
  2. Employment reconciliation and nowcasting
    Journal of Applied Econometrics, 2023, 38, (7), 1007-1017 Downloads
    See also Working Paper Employment Reconciliation and Nowcasting, Working Papers (2021) Downloads (2021)

2022

  1. COVID-19 and Seasonal Adjustment
    Journal of Business Cycle Research, 2022, 18, (2), 159-169 Downloads View citations (2)
    See also Working Paper COVID-19 and seasonal adjustment, CAMA Working Papers (2021) Downloads View citations (2) (2021)
    Chapter COVID-19 and Seasonal Adjustment, SpringerBriefs in Economics, 2023, 53-61 (2023) (2023)
  2. Can GDP Measurement Be Further Improved? Data Revision and Reconciliation
    Journal of Business & Economic Statistics, 2022, 40, (1), 423-431 Downloads View citations (5)
    See also Working Paper Can GDP measurement be further improved? Data revision and reconciliation, Economic Statistics Centre of Excellence (ESCoE) Discussion Papers (2018) Downloads View citations (4) (2018)

2021

  1. A criterion for the number of factors
    Communications in Statistics - Theory and Methods, 2021, 50, (18), 4293-4299 Downloads View citations (1)

2020

  1. Is fiscal policy in the euro area Ricardian?
    Empirica, 2020, 47, (2), 411-429 Downloads View citations (5)
  2. 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 Downloads View citations (9)

2019

  1. CAMPLET: Seasonal Adjustment Without Revisions
    Journal of Business Cycle Research, 2019, 15, (1), 73-95 Downloads View citations (4)
    See also Chapter CAMPLET: Seasonal Adjustment Without Revisions, SpringerBriefs in Economics, 2023, 7-29 (2023) View citations (3) (2023)
  2. Early Warning Systems for Currency Crises with Real-Time Data
    Open Economies Review, 2019, 30, (4), 813-835 Downloads View citations (4)
    See also Working Paper Early Warning Systems for Currency Crises with Real-Time Data, CIRANO Working Papers (2017) Downloads View citations (1) (2017)
  3. Health and wealth in the Roman Empire
    Economics & Human Biology, 2019, 34, (C), 138-150 Downloads View citations (4)
  4. TREND–CYCLE–SEASONAL INTERACTIONS: IDENTIFICATION AND ESTIMATION
    Macroeconomic Dynamics, 2019, 23, (8), 3163-3188 Downloads View citations (3)
    See also Working Paper Trend-cycle-seasonal interactions: identification and estimation, CAMA Working Papers (2017) Downloads View citations (1) (2017)
  5. Testing for news and noise in non-stationary time series subject to multiple historical revisions
    Journal of Macroeconomics, 2019, 60, (C), 396-407 Downloads
    See also Working Paper Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions, CIRANO Working Papers (2016) Downloads View citations (1) (2016)
  6. Towards a financial cycle for the U.S., 1973–2014
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads View citations (5)
    See also Working Paper Towards a financial cycle for the US, 1973-2014, Research Report (2016) Downloads View citations (2) (2016)

2018

  1. Financial development, financial liberalization and social capital
    Applied Economics, 2018, 50, (11), 1268-1288 Downloads View citations (6)
  2. The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects
    Empirical Economics, 2018, 55, (1), 169-192 Downloads View citations (9)

2017

  1. An Early Warning System for currency crises in Argentina and Brazil 1990-2009
    EconoQuantum, Revista de Economia y Finanzas, 2017, 14, (2), 47-68 Downloads View citations (1)
  2. Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks
    Applied Economics, 2017, 49, (45), 4554-4566 Downloads View citations (2)
    See also Working Paper Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks, Working Papers (2016) Downloads (2016)
  3. Transitions at Different Moments in Time: A Spatial Probit Approach
    Journal of Applied Econometrics, 2017, 32, (2), 422-439 Downloads View citations (6)

2016

  1. Why are initial estimates of productivity growth so unreliable?
    Journal of Macroeconomics, 2016, 47, (PB), 200-213 Downloads View citations (7)

2015

  1. Identifying banking crises using money market pressure: New evidence for a large set of countries
    Journal of Macroeconomics, 2015, 43, (C), 1-20 Downloads View citations (11)
    See also Working Paper Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries, CIRANO Working Papers (2013) Downloads View citations (5) (2013)
  2. Loan loss provisioning, bank credit and the real economy
    Journal of Macroeconomics, 2015, 45, (C), 124-136 Downloads View citations (34)
  3. Sovereign Debt Crises in Latin America: A Market Pressure Approach
    Emerging Markets Finance and Trade, 2015, 51, (S6), S80-S93 Downloads View citations (2)
  4. 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 Downloads View citations (11)
  5. The internationalisation of financial crises: Banking and currency crises 1883–2008
    The North American Journal of Economics and Finance, 2015, 32, (C), 29-47 Downloads View citations (5)

2014

  1. EUROPEAN CENTRAL BANK POLICY‐MAKING AND THE FINANCIAL CRISIS
    International Journal of Finance & Economics, 2014, 19, (2), 132-139 Downloads

2013

  1. On the correspondence between data revision and trend-cycle decomposition
    Applied Economics Letters, 2013, 20, (4), 316-319 Downloads View citations (2)
    See also Working Paper On the correspondence between data revision and trend-cycle decomposition, CAMA Working Papers (2012) Downloads View citations (2) (2012)

2012

  1. Information, data dimension and factor structure
    Journal of Multivariate Analysis, 2012, 106, (C), 80-91 Downloads View citations (2)
    See also Working Paper Information, data dimension and factor structure, CAMA Working Papers (2011) Downloads (2011)
  2. Measuring coherence of output gaps with an application to the euro area
    Oxford Economic Papers, 2012, 64, (2), 217-236 Downloads View citations (68)
    See also Working Paper MEASURING SYNCHRONICITY AND CO-MOVEMENT OF BUSINESS CYCLES WITH AN APPLICATION TO THE EURO AREA, CAMA Working Papers (2007) Downloads View citations (46) (2007)

2011

  1. Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions
    Journal of Macroeconomics, 2011, 33, (4), 784-792 Downloads View citations (9)
    See also Working Paper Forecasting with real-time macroeconomic data: the ragged-edge problem and revisions, CCSO Working Papers (2005) Downloads View citations (2) (2005)
  2. Modeling data revisions: Measurement error and dynamics of "true" values
    Journal of Econometrics, 2011, 161, (2), 101-109 Downloads View citations (100)

2010

  1. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    Journal of Econometrics, 2010, 158, (1), 108-116 Downloads View citations (13)
    See also Working Paper COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY, CAMA Working Papers (2007) Downloads View citations (5) (2007)
  2. Consumption tax competition among governments: Evidence from the United States
    International Tax and Public Finance, 2010, 17, (3), 271-294 Downloads View citations (34)
    See also Working Paper Consumption Tax Competition Among Governments: Evidence from the United States, Other publications TiSEM (2007) Downloads View citations (3) (2007)

2009

  1. On the effect of high energy prices on investment
    Applied Economics, 2009, 41, (27), 3483-3490 Downloads View citations (6)
  2. 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 Downloads View citations (3)
    See also Working Paper The Information Content of KOF Indicators on Swiss Current Account Data Revisions, CESifo Working Paper Series (2008) Downloads View citations (4) (2008)

2008

  1. Book Review
    De Economist, 2008, 156, (2), 215-217 Downloads View citations (5)
  2. Determining the Number of Factors and Lag Order in Dynamic Factor Models: A Minimum Entropy Approach
    Econometric Reviews, 2008, 27, (4-6), 385-397 Downloads View citations (15)
  3. On estimators for truncated height samples
    Economics & Human Biology, 2008, 6, (1), 43-56 Downloads View citations (6)
  4. Taylor Rules for the ECB using Expectations Data*
    Scandinavian Journal of Economics, 2008, 110, (3), 473-488 Downloads View citations (100)

2007

  1. 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 Downloads View citations (19)
  2. Why do prices rise faster than they fall? With an application to mortgage rates
    Managerial and Decision Economics, 2007, 28, (7), 701-712 Downloads View citations (18)
    See also Working Paper Why do prices rise faster than they fall?: with an application to mortgage rates, CCSO Working Papers (2001) Downloads View citations (6) (2001)

2006

  1. A threshold uncertainty investment model for the Netherlands
    Applied Financial Economics, 2006, 16, (9), 665-673 Downloads View citations (3)
  2. Historical Time Series Analysis: An Introduction and Some Applications
    Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, 2006, 47, (2), 163-174 Downloads

2005

  1. Business Cycle Indexes: Does a Heap of Data Help?
    Journal of Business Cycle Measurement and Analysis, 2005, 2004, (3), 309-336 Downloads View citations (10)
    See also Working Paper Business cycle indexes: does a heap of data help?, CCSO Working Papers (2003) Downloads View citations (5) (2003)
  2. Comparing SVARs and SEMs: two models of the UK economy
    Journal of Applied Econometrics, 2005, 20, (2), 209-228 Downloads
    Also in Journal of Applied Econometrics, 2005, 20, (2), 209-228 (2005) Downloads View citations (14)

2004

  1. Height, income, and nutrition in the Netherlands: the second half of the 19th century
    Economics & Human Biology, 2004, 2, (2), 181-195 Downloads View citations (22)
    See also Working Paper Height, income, and nutrition in the Netherlands: the second half of the 19th century, Research Report (2003) Downloads View citations (2) (2003)

1999

  1. Infrastructure and economic development in the Netherlands, 1853–1913
    European Review of Economic History, 1999, 3, (2), 233-251 Downloads View citations (7)
  2. Output Effects of Infrastructure Investment in the Netherlands, 1853-1913
    Journal of Macroeconomics, 1999, 21, (2), 355-380 Downloads View citations (43)
  3. Output Effects of Transport Infrastructure: The Netherlands, 1853–1913
    Tijdschrift voor Economische en Sociale Geografie, 1999, 90, (1), 97-109 Downloads

1998

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

1995

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

Books

2023

  1. Seasonal Adjustment Without Revisions
    SpringerBriefs in Economics, Springer View citations (3)

Chapters

2023

  1. CAMPLET: Seasonal Adjustment Without Revisions
    Springer View citations (3)
    See also Journal Article CAMPLET: Seasonal Adjustment Without Revisions, Springer (2019) Downloads View citations (4) (2019)
  2. COVID-19 and Seasonal Adjustment
    Springer
    See also Journal Article COVID-19 and Seasonal Adjustment, Springer (2022) Downloads View citations (2) (2022)
    Working Paper COVID-19 and seasonal adjustment, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) Downloads View citations (2) (2021)
  3. Conclusion
    Springer
  4. Introduction
    Springer
  5. Residual Seasonality: A Comparison of X13 and CAMPLET
    Springer
  6. Seasonal Adjustment of Daily Data with CAMPLET
    Springer
    See also Working Paper Seasonal adjustment of daily data with CAMPLET, CIRANO (2022) Downloads View citations (1) (2022)
  7. Seasonal Adjustment of Economic Tendency Survey Data
    Springer

2005

  1. Do Ifo Indicators Help Explain Revisions in German Industrial Production?
    Springer View citations (8)
    See also Working Paper Do Ifo Indicators Help Explain Revisions in German Industrial Production?, CESifo (2004) Downloads View citations (26) (2004)
 
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