Access Statistics for Philip Hans Franses

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Utility Maximization Model for Product Category Consumption 2 4 15 162 8 21 68 607
A Joint Framework for Category Purchase and Consumption Behavior 0 0 6 114 4 10 39 418
A Model Selection Strategy for Time Series with Increasing Seasonal Variation 0 0 0 0 3 6 16 256
A Multivariate STAR Analysis of the Raltionship Between Money and Output 0 0 0 1 5 13 58 779
A Multivariate STAR Analysis of the Relationship Between Money and Output 2 9 36 199 8 23 68 501
A Multivariate STAR Analysis of the Relationship Between Money and Output 2 9 44 259 6 15 70 577
A Stylized Fact Re-Analzed 0 0 0 0 1 3 7 245
A generalized dynamic conditional correlation model for many asset returns 3 11 53 634 9 26 112 1,274
A multivariate STAR analysis of the relationship between money and output 10 25 85 460 14 37 155 1,144
A nonlinear long memory model for US unemployment 0 3 26 352 3 9 67 1,162
A sequential approach to testing seasonal unit roots in high frequency data 3 8 26 229 7 17 57 461
A simple test for PPP among traded goods 5 10 51 499 26 45 152 1,407
AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME 0 0 0 0 0 0 17 351
An Empirical Study of Cash Payments 0 1 8 115 2 7 22 272
An empirical analysis of euro cash payments 1 3 18 135 8 17 50 373
Are Living Standards Converging? 4 7 24 375 7 22 59 1,280
Are Many Current Seasonally Adjusted Data Downward Biased? 0 0 0 1 3 9 29 701
Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models 2 4 7 82 2 7 12 230
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models 0 0 0 24 0 2 6 166
Asymmetric and common absorption of shocks in nonlinear autoregressive models 1 4 12 137 3 9 35 462
Asymptotically Perfect and Relative Convergence of productivity 0 0 0 0 5 13 41 652
Baysian Analysis of Seasonal, Unit Roots and Seasonal Mean Shifts 0 0 0 0 1 3 10 245
Baysian analysis of seasonal unit roots and seasonal mean shifts 1 1 12 130 1 6 25 875
Censored regression analysis in large samples with many zero observations 1 5 22 149 9 25 95 660
Cointegration in Multivariate Periodic Time Series Models 0 0 0 0 2 7 35 1,059
Cointegration in a Periodic Vector Autoregression 0 0 0 0 6 11 29 377
Cointegration in a periodic vector autoregression 1 2 12 91 3 5 20 195
Commom Features in Periodic Seasonal Time Series 0 0 0 0 0 0 2 129
Common Persistence in Nonlinear Autoregressive Models 0 0 0 0 1 7 24 445
Common Persistence in Nonlinear Autoregressive Models 0 0 4 90 0 2 8 226
Common Persistence in Nonlinear Autoregressive Models 0 0 0 0 0 1 4 126
Common large innovations across nonlinear time series 0 1 2 85 0 5 12 294
Constructing seasonally adjusted data with time-varying confidence intervals 1 3 23 147 4 17 70 591
Convergence and persistance of left-right political orientations in the Netherlands 1978-1995 0 0 3 58 1 2 16 943
Dating Turning Points when Seasons and Stochastic Trend Are Interdependent 0 0 0 0 1 2 11 150
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 2 11 189
Determining the order of Differencing in Seasonal Time Series Processes 0 0 0 1 4 13 55 873
Did the incidence of high precipitation levels increase? 0 2 4 43 14 36 96 436
Differencing a Periodically Integrated Time Series 0 0 0 0 0 4 11 227
Direct Cointegration Testing in Periodic Vector Autoregressive Models 0 0 0 0 2 2 7 183
Do We Often Find ARCH Because of Neglected Outliers? 0 0 0 0 14 28 39 678
Do the US and Canada Have a Common Nonlinear Cycle in Unemployment? 0 0 0 0 3 5 40 257
Do we make better forecasts these days? A survey amongst academics 0 0 8 102 2 3 17 223
Do we often find ARCH because of neglected outliers ? 1 2 4 156 1 4 11 537
Does Africa grow slower than Asia and Latin America 4 5 13 208 10 16 66 656
Does the US and Canada have a common nonlinear cycle in unemployment? 0 0 5 58 3 10 55 495
Ecological panel inference in repeated cross sections 0 1 4 67 3 6 12 138
Evaluating Direct Marketing Campaigns: recent findings and future research topics 5 12 39 499 19 43 138 1,292
Forecasting Changing Seasonal Components Using Periodic Correlations 0 0 0 0 1 2 7 360
Forecasting Volatility with Switching Persistence GARCH Models 0 0 0 1 0 3 30 848
Forecasting economic and financial time-series with non-linear models 16 29 96 658 23 55 212 1,070
Forecasting the levels of vector autoregressive log-transformed time series 0 2 7 168 1 5 19 584
Forecasting with Period Autoregressive Time Series Models 0 0 0 2 12 25 86 717
Forecasting with periodic autoregressive time series models 4 8 31 374 6 13 59 898
Forecatsing Stock Market Volatility Using (Nonlinear) GARCH Models 0 0 0 1 0 2 17 690
Franses 1 2 10 92 5 10 46 867
From first submission to citation 0 1 3 49 1 6 12 156
Garch Effects on a Test of Cointegration 0 0 0 0 1 7 35 500
How Large is Average Economic Growth? Evidence from a Robust Method 0 0 5 57 1 3 15 268
How to Deal with Intercept adn Trend in Practical Cointegration Analysis? 0 0 0 2 9 17 80 545
How to deal with intercept and trend in practical cointegration analysis? 6 10 44 380 9 15 71 685
Igarch and Variance Change in the U.S. Long-Run Interest Rate 0 0 0 0 1 4 15 610
Impulse Response Functions for Periodic Integration 0 0 0 0 7 22 111 310
Impulse-response analysis of the market share attraction model 4 9 31 340 11 23 104 999
Inferring transition probabilities from repeated cross sections 2 3 9 75 3 6 16 214
Inflation rates 0 0 1 144 1 3 16 2,294
Inflation, Forecast Intervals and Long Memory Regression Models 3 9 55 516 8 30 167 1,729
Interlocking Boards and Firm Performance: Evidence from a New Panel Database 7 9 31 77 20 47 180 362
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 0 0 0 2 9 33 394
Long Memory and Level Shifts: Re-Analyzing Inflation Rates 0 1 9 165 0 2 18 698
Modeling Asymmetric Persistence Over Business Cycle 0 0 0 0 1 3 9 284
Modeling Asymmetric Volatility in Weekly Dutch Temperature Data 0 0 0 0 3 4 26 327
Modeling and forecasting outliers and level shifts in absolute returns 0 1 7 139 1 7 25 362
Modeling charity donations target selection, response time and gift size 3 6 33 242 26 83 283 1,198
Modeling dynamic effects of promotion on interpurchase times 0 0 14 156 2 6 43 541
Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam 1 2 3 24 2 5 15 242
Modelling Multiple Regimes in the Business Cycle 0 0 0 1 2 7 45 1,006
Monitoring Structural Change in Variance, with an Application to European Nominal Exchange Rate Volatility 0 0 0 1 3 10 33 274
Monitoring structural change in variance, with an application to European nominal exchange rate volatility 0 1 8 121 0 2 26 352
Monitoring time-varying parameters in an autoregression 0 2 2 80 0 4 14 338
Multi-Step Forecast Error Variances for Periodically Integrated Time Series 0 0 0 0 2 4 16 135
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 2 5 28 1,451
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 2 4 9 248
Nonlinear Error-Correction Models for Interest rates in the Netherlands 0 0 0 1 9 22 74 1,129
Nonlinear error-correction models for interest rates in the Netherlands 3 7 36 501 4 13 54 1,130
Omitting Superfluous Nonrespondent Observations in Binary Response Analysis 0 0 0 0 0 0 6 99
On Data Transformations and Evidence of Nonlinearity 0 0 0 0 0 1 10 208
On Forecasting Cointegrated Seasonal Time Series 1 3 23 394 3 14 60 1,063
On Forecasting Exchange Rates Using Neutral Networks 0 0 0 0 4 8 25 1,560
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 188 1 11 84 1,093
On SETAR non-linearity and forecasting 0 5 27 301 0 7 52 784
On combining revealed and stated preferences to forecast customer behaviour 1 2 12 354 2 5 30 797
On forecasting cointegrated seasonal time series 1 3 19 414 3 8 46 1,061
On modeling panels of time series 0 1 11 344 0 3 21 349
On the Interpretation of Seasonally Adjusted Data 0 0 0 0 3 10 43 526
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 2 3 154
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 0 0 0 0 1 19 224
On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations 0 0 0 0 1 5 7 590
On the diffusion of scientific publications; the case of Econometrica 1987 1 1 8 46 1 2 15 189
On the number of categories in an ordered regression model 2 5 22 174 11 23 71 579
Ordered Logit Analysis for Selectively Sampled Data 0 0 0 1 9 18 78 1,308
Ordered logit analysis for selectively sampled data 0 1 24 374 4 10 58 1,214
Outlier Detection in the GARCH(1,1) Model 0 0 0 0 8 21 62 681
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 1 3 8 33 1,043
Outlier detection in the GARCH (1,1) model 3 7 21 384 5 10 37 993
Outlier robust cointegration analysis 2 3 17 190 4 8 33 433
Recognizing Changing Seasonal Patterns Using Artificial Neural Networks 0 0 0 0 2 2 7 218
Robust inference on average economic growth 0 0 1 51 0 1 7 308
SETS, Arbitrage Activity, and Stock Price Dynamics 1 2 9 292 2 5 40 1,241
Seasonal Adjustment and Business Cycle in Unemployment 0 0 0 2 5 13 31 390
Seasonal adjustment and the business cycle in unemployment 1 4 10 112 5 12 42 549
Seasonal smooth transition autoregression 5 7 25 236 7 11 48 697
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 0 9 210
Selecting a nonlinear time series model using weighted tests of equal forecast accuracy 2 8 24 553 6 21 73 1,551
Short Patches of Outliers, ARCH and Volatility Modeling 1 1 13 256 4 8 36 912
Smooth Transition Autoregressive Models - A Survey of Recent Developments 18 53 266 1,215 23 70 407 2,132
Smooth transition autoregressive models - A survey of recent developments 16 52 316 1,908 25 72 465 2,797
Structural breaks and long memory in US inflation rates 0 0 8 223 1 4 29 1,425
Testing Common Deterministic Seasonality, with an Application to Industrial Production 0 0 0 1 2 9 26 299
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 1 2 7 109
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 1 4 10 214
Testing Rational Expextations in Agricultural Markets Using Periodic Models 0 0 0 0 1 2 8 100
Testing common deterministic seasonality, with an application to industrial production 1 1 6 122 1 1 6 349
Testing for ARCH in the Presence of Additive Outliners 0 0 0 0 0 3 39 1,061
Testing for ARCH in the presence of additive outliers 1 3 17 240 2 8 41 824
Testing for Common Trends Across Periodically Integrated Seasonal Time Series 0 0 0 0 0 0 5 145
Testing for Converging Deterministic Seasonal Variation in European Industrial Production 0 0 0 0 1 2 12 236
Testing for Periodique Integration 0 0 0 0 0 0 1 263
Testing for Unit Roots and Non-Linear Transformations 0 0 0 0 1 6 20 292
Testing for common deterministic trend slopes 1 1 21 195 2 8 68 719
Testing for converging deterministic seasonal variation in European industrial production 0 0 2 66 0 1 5 411
Testing for smooth transition nonlinearity in the presence of outliers 3 4 22 197 4 5 39 653
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 7 10 35 401
The Effects of Seasonally Adjusting a Periodic Autoregressive Process 0 0 0 0 0 1 7 179
The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production 10 18 70 445 34 78 292 1,416
Volatility Patterns and Spillovers in Bund Futures 0 0 0 0 0 1 14 453
Total Working Papers 170 419 1,995 19,308 608 1,599 6,730 86,134

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables 6 16 63 712 13 39 170 2,096
Asymptotically perfect and relative convergence of productivity 3 10 34 173 6 16 78 530
Determining the order of differencing in seasonal time series processes 0 0 0 19 1 1 3 382
Dynamic Specification and Cointegration 0 0 0 1 0 8 33 236
Financial volatility: an introduction 11 17 72 581 23 52 208 1,341
How to Deal with Intercept and Trend in Practical Cointegration Analysis? 2 2 17 152 2 4 35 343
IGARCH and Variance Change in the US Long-Run Interest Rate 2 3 14 113 2 4 17 259
Introduction 0 0 0 0 0 0 3 6
Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004 0 0 4 18 0 0 12 65
Long memory and level shifts: Re-analyzing inflation rates 1 1 8 148 2 4 19 821
Mean shifts, unit roots and forecasting seasonal time series 1 1 2 19 1 1 6 62
Model Selection in Periodic Autoregressions 0 0 0 0 1 4 16 123
Model adequacy and influential observations 0 0 1 11 0 0 4 58
Modeling Purchases as Repeated Events 0 0 1 21 0 0 7 81
Modeling the diffusion of scientific publications 1 2 8 16 1 2 13 49
Modelling Day-of-the-Week Seasonality in the S&P 500 Index 1 2 22 134 5 11 69 428
Modelling and forecasting level shifts in absolute returns 0 0 1 81 2 4 17 383
Moving average filters and unit roots 0 2 4 24 0 2 13 108
Multiple unit roots in periodic autoregression 1 2 5 48 1 2 12 107
On Forecasting Exchange Rates Using Neural Networks 0 1 6 101 2 4 19 239
On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment 0 0 0 0 1 1 6 188
On SETAR non-linearity and forecasting 4 9 23 150 6 11 46 475
On Seasonal Cycles, Unit Roots, And Mean Shifts 2 2 8 75 3 4 22 201
On the Role of Seasonal Intercepts in Seasonal Cointegration 0 1 1 27 1 2 6 104
On the dynamics of business cycle analysis: editors' introduction 2 3 5 45 3 5 15 150
Outlier Detection in Cointegration Analysis 0 0 0 0 1 1 13 677
Periodic Cointegration: Representation and Inference 2 2 8 128 3 3 16 326
Quarterly US Unemployment: Cycles, Seasons and Asymmetries 0 0 0 0 5 20 124 777
Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4 0 0 0 0 0 1 3 108
Testing for ARCH in the Presence of Additive Outliers 1 3 28 168 1 5 44 620
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 4 5 25 344
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 8 16 54 426
The M3 competition: Statistical tests of the results 1 5 11 73 3 10 34 196
The Norwegian Consumption Function: A Comment 0 0 0 0 0 0 2 62
Total Journal Articles 41 84 346 3,038 101 242 1,164 12,371

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Statistics updated 2009-11-04