Access Statistics for Franz C. Palm

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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 Contracting Model for Wages and Employment in three European Economies 0 0 0 0 0 0 0 393
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 1 10 2 3 6 40
A short run econometric analysis of the international coffee market 0 0 3 67 2 2 8 169
A sieve bootstrap test for cointegration in a conditional error correction model 0 0 0 118 0 0 3 311
ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS 0 0 0 0 0 0 0 52
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 89 0 1 3 449
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 25 1 2 4 241
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 158 0 1 1 958
An econometric analysis of the short-run demand for coffee 0 0 0 58 2 2 3 112
An emprically-based taxonomy of Dutch manufacturing: innovation policy implications 0 0 0 34 0 0 1 255
Analyse chronologique. Spécification de modèles dynamiques à équations simultanées 0 0 0 0 0 0 1 10
Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors 0 0 0 8 0 0 2 51
Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors 0 0 0 11 0 1 5 224
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 0 0 419 0 1 3 1,196
Bootstrap unit root tests: comparison and extensions 0 0 0 237 1 2 4 721
Central Bank forex interventions assessed using realized moments 0 0 0 17 5 6 8 129
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 1 2 2 95
Central bank FOREX interventions assessed using realized moments 0 0 0 3 4 4 7 48
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 157 0 5 7 482
Central bank intervention in the foreign exchange markets assessed using realized moments 0 0 0 4 0 0 1 54
Common intraday periodicity 1 2 2 53 3 4 5 221
Computing wald criteria for nested hypotheses 0 0 0 14 1 1 4 75
Computing wald criteria for nested hypotheses with Econometric Applications 0 0 0 16 1 2 2 125
Consistent estimation of rational expectation models 0 0 0 0 1 1 5 25
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 1 2 20
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 0 3 15
Consistent estimation using proxy-variables in models with missing observations 0 0 0 10 0 0 0 68
Consistent estimation using proxy-variables in models with unobserved variables 0 0 0 81 0 1 2 259
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 0 113 1 1 3 407
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 1 137 1 2 7 254
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 0 105 5 5 6 181
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 0 51 2 2 4 194
Dynamic models of R&D, innovation and productivity: panel data evidence for Dutch and French manufacturing 0 0 4 118 0 2 10 210
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 2 3 15
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 1 2 3 19
Efficient estimation of the geometric distributed lag model: some Monte Carlo results on small sample properties 0 0 0 6 0 0 1 37
Financial Constraint and R&D Investment: Evidence from CIS 0 1 1 275 3 6 10 819
Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity? 0 0 0 214 1 1 4 665
Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity? 0 0 0 111 2 4 9 468
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 1 1 1 1,369
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 0 3 24
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 0 1 2 4 14
Have sequential interventions of Central Banks in foreign exchange been effective ? 0 0 0 0 0 0 0 20
Inflation Differentials and Excess Returns in the European Monetary System 0 0 0 0 2 2 2 594
Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing 0 0 0 76 1 2 3 208
Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing 0 0 0 102 3 4 5 299
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics 0 0 0 71 2 3 5 239
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics 0 0 0 62 0 2 2 201
Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics 0 0 0 74 0 0 2 290
Innovative sales, R&D and total innovation expenditures: panel evidence on their dynamics 0 0 0 32 4 6 9 148
Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands 0 0 0 2 1 2 2 47
La demande d'engrais chimiques en Belgique: une approche bayésienne 0 0 0 0 2 2 3 13
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 66 2 2 3 374
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 18 0 1 2 56
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 3 1 2 3 35
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 3 1 1 3 19
Machine scheduling with resource dependent processing times 0 0 0 482 0 1 1 1,412
Macro-panels and reality 0 0 0 66 3 5 7 237
Microeconometric Evidence of Financing Frictions and Innovative Activity 0 0 0 30 0 1 2 88
Microeconometric Evidence of Financing Frictions and Innovative Activity 0 0 0 18 1 1 4 75
Microeconometric evidence of financing frictions and innovative activity 0 0 0 38 0 1 2 95
Microeconometric evidence of financing frictions and innovative activity - a revision 0 0 0 66 1 3 6 137
Missing observations in a quarterly model for the aggregate labor market in the Netherlands 0 0 0 2 0 1 4 21
Missing observations in the dynamic regression model 0 0 0 13 1 2 2 69
Missing observations in the dynamic regression model 0 0 0 5 0 0 1 30
Modelling Financial Crises Mutation 0 0 0 11 2 3 5 71
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 400 2 2 9 806
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 1 42
On econometric modelling of incomplete data 0 0 0 1 0 0 0 12
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 1 2 3 47
On the information value of (un)embedded network ties 0 0 0 66 0 0 0 181
On the univariate representation of BEKK models with common factors 0 0 1 79 3 3 6 190
On the univariate representation of multivariate volatility models with common factors 0 0 0 33 3 3 3 108
On univariate time series methods and simultaneous equation econometric models 0 0 0 0 2 3 3 17
Parameter identification in ARMA-processes in the presence of regular but incomplete sampling 0 0 0 3 2 2 2 18
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 0 146 3 4 10 455
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 1 109 4 4 7 357
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 0 75 1 1 2 309
Persistence of innovation in Dutch manufacturing: is it spurious? 0 0 0 69 0 0 2 309
Predictive accuracy gain from disaggregate sampling in ARIMA models 0 0 0 1 0 0 1 26
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 0 0 1 35
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 0 317
Premia in forward foreign exchange as unobserved components 0 0 0 0 2 2 4 18
Premia in forward foreign exchange as unobserved components 0 0 0 0 1 1 2 26
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 0 2 267
Recent developments in modeling volatility in financial data 0 0 0 0 2 2 3 13
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes 0 0 0 129 4 4 4 374
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes 0 0 0 46 1 1 4 97
Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features 0 0 0 99 0 1 1 361
Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates 0 0 0 8 1 1 2 27
Stochastic Online Scheduling on Parallel Machines 0 0 0 599 1 3 3 1,480
Stochastic implications of the life cycle consumption model under rational habit formation 0 0 0 9 0 0 0 51
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis 0 0 0 139 4 4 6 319
Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis 0 0 2 33 0 0 2 111
Structural econometric modelling and time series analysis towards an integrated approach 0 0 0 11 3 6 7 125
Structural econometric modelling and time series analysis: an integrated approach 0 0 1 15 0 0 2 45
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 88 0 2 3 216
Studying co-movements in large multivariate models without multivariate modelling 0 0 1 51 0 3 6 194
Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands 0 0 0 147 1 2 2 638
Séries temporelles incomplètes en modélisation macroéconomique 0 0 1 2 0 0 1 19
Testing for Common Cyclical Features in Nonstationary Panel Data Models 0 0 0 91 1 1 4 400
Testing for Common Cyclical Features in Var Models with Cointegration 0 0 0 137 0 1 3 483
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 0 1 5 39
Testing the dynamic specification of an econometric model with an application to Belgian data 0 0 0 0 0 0 1 16
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 0 1 153 0 0 3 469
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 0 0 100 2 2 3 351
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 0 0 81 3 3 4 257
The aggregate demand for money in the Netherlands: a new look at a study of the Bank of the Netherlands 0 0 0 22 0 1 1 174
The construction and use of approximations for missing quarterly observations: A model-based approach 0 0 0 1 0 1 1 11
The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry 0 0 0 9 1 3 3 51
The effectiveness of the international coffee agreement: a simulation study using a quarterly model of the world coffee market 0 0 0 20 0 2 2 82
The life cycle consumption model under structural changes in income and moving planning horizons 0 0 0 1 0 0 12 32
The stochastic life cycle consumption model: theoretical results and empirical evidence 0 0 0 16 0 1 1 52
Time series analysis and simultaneous equation econometric models 0 0 0 33 3 3 10 100
Time series and structural analysis of monetary models of the U.S. economy 0 0 0 0 2 2 3 38
To Combine or not to Combine? Issues of Combining Forecasts 0 0 0 35 2 2 6 92
To combine or not to combine? issues of combining forecasts 0 0 0 0 1 1 6 534
Total Working Papers 1 3 23 7,021 126 200 410 27,043


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Classification of Dutch Manufacturing based on a Model of Innovation 0 0 0 30 0 0 0 164
A Parametric Test of the Negativity of the Substitution Matrix 0 0 0 15 1 2 3 149
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL 0 0 0 31 0 2 5 120
A Short-run Econometric Analysis of the International Coffee Market 0 0 0 0 0 3 5 556
A dynamic contracting model for wages and employment in three European economies 0 0 0 26 1 3 6 119
Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry 0 0 0 0 0 1 2 121
Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors 0 0 0 95 2 3 8 295
Asymptotic Least-Squares Estimation Efficiency Considerations and Applications 0 0 0 208 0 0 4 563
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 109 3 4 6 332
Bayesian model selection and prediction with empirical applications comments 0 0 0 4 0 3 4 50
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 0 45 0 3 5 151
Central bank FOREX interventions assessed using realized moments 0 0 0 48 5 5 15 250
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 74 0 0 1 299
Cointegration Testing in Panels with Common Factors* 0 0 1 139 2 2 6 365
Common Intraday Periodicity 0 0 0 11 3 4 7 128
Common cyclical features analysis in VAR models with cointegration 0 0 0 54 2 2 2 174
Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables 0 0 0 0 0 1 3 19
Correction 0 0 0 0 0 1 3 139
Cross-sectional dependence robust block bootstrap panel unit root tests 0 1 4 139 0 3 10 505
Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing 0 1 8 95 2 4 20 252
Economic Theory and Structural Time Series Models for Aggregate Consumption 0 0 0 0 0 1 1 10
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 0 20 0 0 0 69
Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties 0 0 0 52 0 0 5 192
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 0 0 1 52
Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands 0 0 0 23 0 1 1 74
Factor structures for panel and multivariate time series data 0 0 0 58 0 1 2 149
Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? 0 0 0 72 3 3 4 298
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 2 3 5 192
Inflation differentials and excess returns in the European Monetary System 0 0 0 30 1 1 3 114
Information gathering through alliances 0 0 0 46 0 0 5 134
Interrelated Demand Rational Expectations Models for Two Types of Labour 0 0 0 0 1 1 3 490
Introduction to the special issue on International Finance 0 0 0 33 1 1 1 166
Introduction to the special issue on behavioral finance 0 0 0 156 1 2 3 393
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 53 1 1 4 309
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 8 0 1 3 72
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 7 4 6 8 63
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 9 0 0 1 77
Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation 1 1 1 13 1 1 2 43
Macro-panels and reality 0 0 0 19 1 1 2 83
Martin M.G. Fase Retires from the Board of the Editors 0 0 0 6 0 0 1 47
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 0 2 225
Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey 0 0 0 2 2 2 5 25
Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns 0 0 0 2 0 1 1 17
Obituary 0 0 0 18 0 0 0 50
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 1 1 2 62
On univariate time series methods and simultaneous equation econometric models 0 0 0 18 2 2 3 62
PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING 0 0 0 0 0 2 3 6
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 1 3 148 3 6 16 371
Persistence of Innovation in Dutch Manufacturing: Is It Spurious? 0 0 1 93 3 5 7 282
Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates 0 0 0 0 1 5 6 588
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 1 1 3 213
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 2 3 188
Regret aversion and annuity risk in defined contribution pension plans 0 0 0 22 0 0 1 93
Report of the chairman of the standing committee for Students' Affairs 0 0 0 2 0 0 0 29
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 49 0 1 2 234
Sources of asymmetry in production factor dynamics 0 0 0 23 1 2 3 106
Statement by the editors 0 0 0 7 0 2 2 66
Statistical Demand Functions for Food in the USA and the Netherlands 1 1 1 57 3 3 6 428
Statistical Demand Functions for Food in the USA and the Netherlands: Reply 0 0 0 40 1 1 3 373
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis 0 0 0 21 1 2 6 110
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 32 3 6 8 164
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 3 25 2 3 13 93
Testing the dynamic specification of an econometric model with an application to Belgian data 0 0 0 7 0 0 1 41
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 1 2 4 74
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps 0 0 0 0 1 1 4 916
Time series analysis and simultaneous equation econometric models 0 0 1 467 3 7 15 1,256
Unraveling Trend and Stationary Components of Total Factor Productivity 0 0 0 2 3 3 3 12
Wald Criteria for Jointly Testing Equality and Inequality Restriction s 0 2 17 918 2 7 32 2,265
Total Journal Articles 2 7 40 3,795 71 137 324 16,127


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing 0 0 0 0 2 2 13 26
Total Chapters 0 0 0 0 2 2 13 26


Statistics updated 2025-12-06