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 3 7 381
A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model 0 0 1 117 2 2 3 297
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 1 2 5 5 2 3 15 15
A short run econometric analysis of the international coffee market 0 0 1 58 0 0 6 137
ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS 0 0 0 0 0 1 4 35
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 158 0 2 5 938
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 25 0 2 3 225
An econometric analysis of the short-run demand for coffee 0 0 3 56 1 2 8 101
An emprically-based taxonomy of Dutch manufacturing: innovation policy implications 0 0 0 34 1 2 8 212
Analyse chronologique. Spécification de modèles dynamiques à équations simultanées 0 0 0 0 0 0 1 4
Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors 0 0 0 1 0 4 6 10
Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors 0 0 0 8 1 3 6 191
Bootstrap unit root tests: comparison and extensions 0 0 1 234 1 3 10 700
Central Bank Forex Interventions Assessed Using Realized Moments 0 0 0 155 1 3 6 783
Central Bank forex interventions assessed using realized moments 0 0 0 17 2 3 10 106
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 1 6 10 82
Central bank FOREX interventions assessed using realized moments 0 0 1 3 0 1 4 22
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 1 153 3 6 13 454
Central bank intervention in the foreign exchange markets assessed using realized moments 0 0 0 4 2 4 5 43
Common intraday periodicity 1 1 1 50 2 3 14 171
Computing wald criteria for nested hypotheses 0 0 0 13 0 1 2 57
Computing wald criteria for nested hypotheses with Econometric Applications 0 0 0 15 1 1 1 116
Consistent estimation of rational expectation models 0 0 0 0 0 0 2 16
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 1 1 2 7
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 0 0 14
Consistent estimation using proxy-variables in models with missing observations 0 0 0 9 1 1 1 54
Consistent estimation using proxy-variables in models with unobserved variables 0 0 0 71 0 0 4 228
Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests 0 1 2 108 1 4 11 362
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 0 134 3 4 10 226
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 0 104 3 4 9 161
Dynamic models of R&D, innovation and productivity: panel data evidence for Dutch and French manufacturing 0 0 1 104 0 0 3 165
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 0 0 8
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 1 1 2 11
Efficient estimation of the geometric distributed lag model: some Monte Carlo results on small sample properties 0 0 0 6 0 0 2 31
Financial Constraint and R&D Investment: Evidence from CIS 1 4 16 237 5 12 57 646
Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity? 0 0 2 213 2 4 10 618
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 1 1 1 1,363
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 0 1 1 1 5
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 0 2 17
Have sequential interventions of Central Banks in foreign exchange been effective ? 0 0 0 0 0 0 2 17
Inflation Differentials and Excess Returns in the European Monetary System 0 0 0 0 0 1 4 575
Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing 0 0 0 76 0 0 2 195
Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing 0 0 0 101 1 2 4 291
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics 0 0 0 62 0 0 2 181
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics 0 0 0 32 0 0 1 122
Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics 0 0 0 72 1 2 5 272
Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands 0 0 0 2 0 0 1 31
La demande d'engrais chimiques en Belgique: une approche bayésienne 0 0 0 0 0 0 1 6
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 66 2 4 9 361
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 18 2 5 11 201
Large sample estimation and testing procedures for dynamic equation systems 0 0 1 17 1 1 5 46
Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997 0 0 0 57 0 0 1 680
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 3 1 1 3 24
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 3 1 1 2 14
Macro-panels and Reality 0 0 0 65 2 2 7 225
Microeconometric Evidence of Financing Frictions and Innovative Activity 0 0 0 29 1 2 8 74
Microeconometric evidence of financing frictions and innovative activity 0 0 0 38 1 3 8 78
Microeconometric evidence of financing frictions and innovative activity - a revision 0 0 1 64 4 5 11 106
Missing observations in a quarterly model for the aggregate labor market in the Netherlands 0 0 0 2 0 0 1 9
Missing observations in the dynamic regression model 0 0 0 13 2 8 10 60
Missing observations in the dynamic regression model 0 0 0 4 1 3 5 24
Modelling Financial Crises Mutation 1 1 4 10 2 5 21 56
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 2 14 370 3 7 36 717
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 2 7 13
On econometric modelling of incomplete data 0 0 0 1 1 1 2 8
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 76 0 4 18 171
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 1 6 13 28
On the Univariate Representation of Multivariate Volatility Models with Common Factors 0 0 0 33 3 3 6 98
On the information value of (un)embedded network ties 0 0 0 66 1 2 3 174
On univariate time series methods and simultaneous equation econometric models 0 0 0 0 2 3 4 6
Panel Cointegration Testing in the Presence of Common Factors 0 0 0 480 0 2 5 1,388
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 0 5 599 4 6 13 1,456
Parameter identification in ARMA-processes in the presence of regular but incomplete sampling 0 0 0 2 0 0 1 7
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 0 74 4 4 9 287
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 3 140 0 3 8 412
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 3 69 2 6 16 287
Predictive accuracy gain from disaggregate sampling in ARIMA models 0 0 0 1 1 2 8 17
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 0 3 12 22
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 2 4 308
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 1 10
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 1 11
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 1 2 259
Recent developments in modeling volatility in financial data 0 0 0 0 0 1 1 5
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes 0 0 2 126 3 9 16 346
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes 0 0 0 45 1 1 6 68
Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates 0 0 0 6 0 0 2 14
Stochastic implications of the life cycle consumption model under rational habit formation 0 0 1 7 0 1 6 48
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis 0 0 0 138 1 1 5 280
Structural econometric modelling and time series analysis towards an integrated approach 0 0 0 8 0 0 0 57
Structural econometric modelling and time series analysis: an integrated approach 0 0 0 14 0 0 0 40
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling 0 0 0 86 0 2 5 203
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 0 0 50 1 2 5 175
Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands 0 0 0 145 0 1 4 629
Séries temporelles incomplètes en modélisation macroéconomique 0 1 1 1 0 2 4 12
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 2 3 6 15
Testing the dynamic specification of an econometric model with an application to Belgian data 0 0 0 0 0 1 4 13
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 1 2 149 1 3 16 438
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 0 1 97 0 1 7 328
The aggregate demand for money in the Netherlands: a new look at a study of the Bank of the Netherlands 0 0 0 21 0 2 6 150
The construction and use of approximations for missing quarterly observations: A model-based approach 0 0 0 1 0 2 2 6
The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry 0 0 0 8 0 1 1 41
The effectiveness of the international coffee agreement: a simulation study using a quarterly model of the world coffee market 0 0 0 19 0 0 3 75
The life cycle consumption model under structural changes in income and moving planning horizons 0 0 0 1 0 1 6 16
The stochastic life cycle consumption model: theoretical results and empirical evidence 0 0 1 16 0 0 3 44
Time series analysis and simultaneous equation econometric models 1 2 6 18 1 5 15 49
Time series and structural analysis of monetary models of the U.S. economy 0 0 0 0 1 3 6 18
To Combine or not to Combine? Issues of Combining Forecasts 0 0 3 8 1 1 9 27
To combine or not to combine? issues of combining forecasts 0 0 0 0 3 6 7 473
Total Working Papers 5 15 84 5,706 99 239 702 21,909
12 registered items for which data could not be found


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 29 0 1 6 152
A Parametric Test of the Negativity of the Substitution Matrix 0 1 2 14 0 1 6 133
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL 0 0 0 30 1 3 3 107
A Short-run Econometric Analysis of the International Coffee Market 0 0 0 0 1 1 1 544
A dynamic contracting model for wages and employment in three European economies 0 0 1 26 0 2 3 99
Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry 0 0 0 0 0 0 1 110
Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors 0 0 1 83 0 2 7 239
Asymptotic Least-Squares Estimation Efficiency Considerations and Applications 0 0 2 202 1 1 4 543
Banking and Debt Crises in Europe: The Dangerous Liaisons? 1 2 4 98 1 3 11 294
Bayesian model selection and prediction with empirical applications comments 0 0 1 4 0 0 1 43
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 42 0 1 7 132
Central bank FOREX interventions assessed using realized moments 0 0 2 47 0 1 7 215
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 73 1 5 9 286
Cointegration Testing in Panels with Common Factors* 0 0 1 132 0 1 3 339
Common Intraday Periodicity 0 0 0 9 3 3 5 45
Common cyclical features analysis in VAR models with cointegration 0 1 1 46 1 7 8 155
Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables 0 0 0 0 0 2 2 6
Correction 0 0 0 0 0 2 3 119
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 5 121 1 3 13 443
Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing 0 0 3 63 0 3 13 159
Economic Theory and Structural Time Series Models for Aggregate Consumption 0 0 0 0 0 0 1 3
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot 0 0 0 16 0 0 3 56
Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties 0 0 0 52 0 0 1 183
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 1 2 4 45
Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands 0 0 0 19 0 1 3 55
Factor structures for panel and multivariate time series data 0 0 1 55 0 0 2 137
Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? 0 0 1 61 1 1 13 231
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 0 0 0 179
Inflation differentials and excess returns in the European Monetary System 0 0 0 28 0 2 4 102
Information gathering through alliances 0 0 0 44 0 2 4 118
Interrelated Demand Rational Expectations Models for Two Types of Labour 0 0 0 0 1 1 7 444
Introduction to the special issue on International Finance 0 0 0 32 0 0 0 158
Introduction to the special issue on behavioral finance 0 0 3 137 0 1 4 331
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 52 2 4 6 296
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 7 0 0 1 61
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 7 1 2 2 52
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 9 1 1 2 70
Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation 0 0 0 2 1 2 5 14
Macro-panels and reality 0 0 0 16 0 0 0 65
Martin M.G. Fase Retires from the Board of the Editors 0 0 0 6 0 0 0 44
Missing Observations in the Dynamic Regression Model 0 0 0 71 1 3 4 213
Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey 0 0 0 0 0 0 4 9
Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns 0 0 0 1 0 0 0 9
Obituary 0 0 1 18 0 0 1 38
On the Univariate Representation of BEKK Models with Common Factors 0 0 1 10 1 5 12 45
On univariate time series methods and simultaneous equation econometric models 0 0 0 17 0 1 1 56
PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING 0 0 0 0 0 1 1 1
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 1 2 137 1 2 4 327
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles 0 1 2 146 2 6 7 405
Persistence of Innovation in Dutch Manufacturing: Is It Spurious? 0 0 0 78 0 0 6 209
Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates 0 0 0 0 1 3 5 551
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 1 4 196
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 1 1 179
Regret aversion and annuity risk in defined contribution pension plans 0 0 0 20 0 0 1 84
Report of the chairman of the standing committee for Students' Affairs 0 0 0 1 0 1 1 23
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 48 1 2 3 220
Sources of asymmetry in production factor dynamics 0 0 0 21 1 2 2 80
Statement by the editors 0 0 0 7 0 0 0 59
Statistical Demand Functions for Food in the USA and the Netherlands 0 0 0 54 0 0 0 419
Statistical Demand Functions for Food in the USA and the Netherlands: Reply 0 0 0 37 1 1 3 361
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis 1 2 2 19 2 4 8 78
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 31 1 3 3 148
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 3 10 2 3 10 37
Testing the dynamic specification of an econometric model with an application to Belgian data 0 0 0 7 1 1 1 38
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 0 1 67
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps 0 0 0 0 0 5 27 851
Time series analysis and simultaneous equation econometric models 2 5 17 421 3 11 51 1,111
Unraveling Trend and Stationary Components of Total Factor Productivity 0 0 0 2 0 0 1 8
Wald Criteria for Jointly Testing Equality and Inequality Restriction s 7 26 92 642 17 56 199 1,731
Total Journal Articles 11 39 149 3,393 53 173 536 14,360


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 0 0 2 6
Total Chapters 0 0 0 0 0 0 2 6


Statistics updated 2019-11-03