Except that both songs use a variant of "You're not alone" several times, I don't see any connection between "Jef" and Bowie's "Rock and Roll Suicide". I don't know what the AllMusic Guide (http://allmusic.com/cg/amg.dll?p=amg&sql=33:el8m967ojet1) is talking about. Well, there's some similarity of theme, but it's pretty weak.
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