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Details about Jan Jacobs

E-mail:
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:Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Rijksuniversiteit Groningen (Royal University of Groningen), (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (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)
SOM Research Institute, 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)

Access statistics for papers by Jan Jacobs.

Last updated 2018-11-09. Update your information in the RePEc Author Service.

Short-id: pja27


Jump to Journal Articles

Working Papers

2018

  1. Can GDP measurement be further improved? Data revision and reconciliation
    Papers, arXiv.org Downloads

2017

  1. Early Warning Systems for Currency Crises with Real-Time Data
    CIRANO Working Papers, CIRANO Downloads
  2. Early Warning Systems with Real-Time Data
    Working Papers, Banco de México Downloads
  3. Is fiscal policy in the euro area Ricardian?
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads
  4. 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

2016

  1. Euro Area Imbalances
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2016) Downloads View citations (1)
  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 in Applied Economics (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)
  4. Towards a financial cycle for the US, 1973-2014
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads

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
  2. Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (3)
    Also in CIRANO Working Papers, CIRANO (2015) Downloads View citations (3)

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
  2. Loan loss provisioning, bank credit and the real economy
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)
    See also Journal Article in Journal of Macroeconomics (2015)
  3. On trend-cycle-seasonal interactions
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads

2013

  1. Identifying Banking Crises Using Money Market Pressure: New Evidence For A Large Set of Countries
    CIRANO Working Papers, CIRANO Downloads View citations (1)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2013) Downloads View citations (1)

    See also Journal Article in Journal of Macroeconomics (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 (2)
    Also in NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (3)
  3. Modeling Multivariate Data Revisions
    CIRANO Working Papers, CIRANO Downloads View citations (4)
  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
  6. State transfers at different moments in time
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (4)
  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
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2013) Downloads
  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
    Also in Working Papers, University of Tasmania, Tasmanian School of Business and Economics (2012) Downloads View citations (2)

    See also Journal Article in Applied Economics Letters (2013)
  2. On trend-cycle decomposition and data revision
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads
  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 (2)

2011

  1. 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 Downloads View citations (3)
  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
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2007) Downloads

    See also Journal Article in Journal of Multivariate Analysis (2012)
  3. Why didn't the Global Financial Crisis hit Latin America?
    CIRANO Working Papers, CIRANO Downloads View citations (1)

2010

  1. ECB Policy Making and the Financial Crisis
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
  2. Financial crises in Asia: concordance by asset market or country?
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics Downloads
  3. Lessons From the Latest Data on U.S. Productivity
    CIRANO Working Papers, CIRANO Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) Downloads
    Working Papers, Federal Reserve Bank of Philadelphia (2010) Downloads
  4. 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
    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 Downloads View citations (17)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2009) Downloads View citations (22)
  2. 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 Applied Economics Downloads
    Also in Working Papers, University of Antwerp, Faculty of Applied Economics (2009) Downloads

2008

  1. The Information Content of KOF Indicators on Swiss Current Account Data Revisions
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
    Also in KOF Working papers, KOF Swiss Economic Institute, ETH Zurich (2008) Downloads View citations (3)

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 (2)
  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 (1)
    See also Journal Article in Journal of Econometrics (2010)
  3. Consumption tax competition among governments: Evidence from the United States
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads View citations (3)
    See also Journal Article in International Tax and Public Finance (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 (13)
    Also in CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (30)

    See also Journal Article in Oxford Economic Papers (2012)
  5. Taylor Rules for the ECB using Consensus Data
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (7)

2006

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

2005

  1. CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (2)
  2. Chicken or egg: financial development and economic growth in China, 1992-2004
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads
  3. Consumer demand in the Industrial Revolution: The Netherlands, 1815-1913
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads
  4. Currency crises in Asia: a multivariate logit approach
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (10)
    Also in International Finance, University Library of Munich, Germany (2004) Downloads View citations (12)
  5. 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 in Journal of Macroeconomics (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 (7)
  2. Do Ifo Indicators Help Explain Revisions in German Industrial Production?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (17)
  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 (8)
    Also in International Finance, University Library of Munich, Germany (2004) Downloads View citations (4)
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (2003) Downloads View citations (23)
  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 (4)
  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
    See also Journal Article in Economics & Human Biology (2004)

2002

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

2001

  1. Business cycles in the Netherlands, 1815-1913
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research Downloads View citations (2)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2001) Downloads View citations (2)
  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 (2)
    See also Journal Article in Managerial and Decision Economics (2007)

2000

  1. Credit demand asymmetry in the Netherlands 1983-1997
    MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department Downloads View citations (2)
  2. Threshold Effects of Energy Price Changes
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
    Also in Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) (2000) Downloads View citations (1)
    CCSO Working Papers, University of Groningen, CCSO Centre for Economic Research (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 in Applied Economics Letters (1998)
  2. Output responses to infrastructure investment in the Netherlands, 1850-1913
    GGDC Research Memorandum, Groningen Growth and Development Centre, University of Groningen Downloads
  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 (3)

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

2018

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

2017

  1. Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks
    Applied Economics, 2017, 49, (45), 4554-4566 Downloads
    See also Working Paper (2016)
  2. Transitions at Different Moments in Time: A Spatial Probit Approach
    Journal of Applied Econometrics, 2017, 32, (2), 422-439 Downloads View citations (1)

2016

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

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 (6)
    See also Working Paper (2013)
  2. Loan loss provisioning, bank credit and the real economy
    Journal of Macroeconomics, 2015, 45, (C), 124-136 Downloads View citations (15)
    See also Working Paper (2014)
  3. Sovereign Debt Crises in Latin America: A Market Pressure Approach
    Emerging Markets Finance and Trade, 2015, 51, (S6), S80-S93 Downloads
  4. TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP
    Macroeconomic Dynamics, 2015, 19, (04), 776-790 Downloads View citations (2)
  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 (4)

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 (1)
    See also Working Paper (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 (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 (30)
    See also Working Paper (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 (6)
    See also Working Paper (2005)
  2. Modeling data revisions: Measurement error and dynamics of "true" values
    Journal of Econometrics, 2011, 161, (2), 101-109 Downloads View citations (55)

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 (9)
    See also Working Paper (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 (25)
    See also Working Paper (2007)

2009

  1. On the effect of high energy prices on investment
    Applied Economics, 2009, 41, (27), 3483-3490 Downloads View citations (5)

2008

  1. Book Review
    De Economist, 2008, 156, (2), 215-217 Downloads View citations (4)
  2. On estimators for truncated height samples
    Economics & Human Biology, 2008, 6, (1), 43-56 Downloads View citations (4)
  3. Taylor Rules for the ECB using Expectations Data
    Scandinavian Journal of Economics, 2008, 110, (3), 473-488 Downloads View citations (66)

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 (16)
  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 (13)
    See also Working Paper (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. Comparing SVARs and SEMs: two models of the UK economy
    Journal of Applied Econometrics, 2005, 20, (2), 209-228 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 (13)
    See also Working Paper (2003)

1999

  1. Infrastructure and economic development in the Netherlands, 1853 1913
    European Review of Economic History, 1999, 3, (02), 233-251 Downloads View citations (2)
  2. Output Effects of Infrastructure Investment in the Netherlands, 1853-1913
    Journal of Macroeconomics, 1999, 21, (2), 355-380 Downloads View citations (25)

1998

  1. Adding up constraints and gross substitution in portfolio models
    Applied Economics Letters, 1998, 5, (8), 531-533 Downloads
    See also Working Paper (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 (3)

1979

  1. Attitudes of women and men physicians
    American Journal of Public Health, 1979, 69, (11), 1132-1139 Downloads
 
Page updated 2018-11-18