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 5 382
A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model 0 0 1 117 0 0 8 302
A dynamic factor model approach to incorporate Big Data in state space models for official statistics 0 0 4 6 1 1 13 22
A short run econometric analysis of the international coffee market 0 0 1 59 0 1 8 143
ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS 0 0 0 0 1 1 11 44
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 25 1 1 4 227
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications 0 0 0 158 2 2 6 941
An econometric analysis of the short-run demand for coffee 0 1 2 57 0 1 5 103
An emprically-based taxonomy of Dutch manufacturing: innovation policy implications 0 0 0 34 0 1 10 217
Analyse chronologique. Spécification de modèles dynamiques à équations simultanées 0 0 0 0 0 1 4 7
Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors 0 0 2 3 1 3 19 24
Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors 0 0 2 10 2 2 12 199
Bootstrap unit root tests: comparison and extensions 0 0 1 234 1 2 12 706
Central Bank Forex Interventions Assessed Using Realized Moments 0 0 0 155 0 3 12 791
Central Bank forex interventions assessed using realized moments 0 0 0 17 0 3 10 111
Central Bank intervention and exchange rate volatility: its continuous and jump components 0 0 0 0 0 1 10 85
Central bank FOREX interventions assessed using realized moments 0 0 0 3 1 4 10 30
Central bank intervention and exchange rate volatility, its continuous and jump components 1 1 1 154 2 3 12 459
Central bank intervention in the foreign exchange markets assessed using realized moments 0 0 0 4 0 1 9 47
Common intraday periodicity 0 0 1 50 0 3 9 177
Computing wald criteria for nested hypotheses 0 0 0 13 0 0 4 59
Computing wald criteria for nested hypotheses with Econometric Applications 0 0 0 15 0 0 5 120
Consistent estimation of rational expectation models 0 0 0 0 0 0 2 18
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 0 1 15
Consistent estimation of regression models with incompletely observed exogenous variables 0 0 0 1 0 0 2 7
Consistent estimation using proxy-variables in models with missing observations 0 0 0 9 0 1 10 63
Consistent estimation using proxy-variables in models with unobserved variables 0 0 0 71 0 1 8 234
Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests 0 1 4 110 0 2 10 366
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 0 134 1 2 12 230
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing 0 0 0 104 1 1 8 164
Dynamic models of R&D, innovation and productivity: panel data evidence for Dutch and French manufacturing 0 1 1 105 1 2 5 169
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 0 5 14
Efficiency gains due to using missing data procedures in regression models 0 0 0 0 0 0 0 8
Efficient estimation of the geometric distributed lag model: some Monte Carlo results on small sample properties 0 0 0 6 0 0 0 31
Financial Constraint and R&D Investment: Evidence from CIS 3 3 11 243 6 13 56 678
Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity? 0 0 1 213 3 6 17 628
GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS 0 0 0 1 1 1 4 1,366
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 1 0 0 4 19
Generalized least squares estimation of linear models containing rational future expectations 0 0 0 0 0 0 2 6
Have sequential interventions of Central Banks in foreign exchange been effective ? 0 0 0 0 0 0 1 18
Inflation Differentials and Excess Returns in the European Monetary System 0 0 0 0 0 1 8 580
Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing 0 0 0 76 0 1 2 196
Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing 0 1 1 102 0 1 4 292
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics 0 0 0 32 1 1 2 124
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics 0 0 0 62 1 1 5 185
Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics 0 0 0 72 2 2 5 274
Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands 0 0 0 2 0 0 5 35
La demande d'engrais chimiques en Belgique: une approche bayésienne 0 0 0 0 0 0 1 7
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 18 1 2 9 205
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 66 0 0 9 363
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 17 0 1 6 50
Life Expectancy of Daily Newspapers in the Netherlands: The Period 1848 - 1997 0 0 0 57 1 1 5 685
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 3 1 1 6 29
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 3 0 0 3 15
Macro-panels and Reality 0 0 0 65 0 0 5 227
Microeconometric Evidence of Financing Frictions and Innovative Activity 0 0 0 29 2 2 9 77
Microeconometric evidence of financing frictions and innovative activity 0 0 0 38 3 4 14 85
Microeconometric evidence of financing frictions and innovative activity - a revision 0 0 1 64 1 1 11 111
Missing observations in a quarterly model for the aggregate labor market in the Netherlands 0 0 0 2 0 0 6 14
Missing observations in the dynamic regression model 0 0 0 13 0 0 10 60
Missing observations in the dynamic regression model 0 0 0 4 0 0 6 25
Modelling Financial Crises Mutation 0 0 3 10 0 1 21 61
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 19 27
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 1 10 375 2 7 33 733
On econometric modelling of incomplete data 0 0 0 1 0 0 3 10
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 76 0 0 10 172
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 0 0 0 15 35
On the Univariate Representation of Multivariate Volatility Models with Common Factors 0 0 0 33 0 1 6 101
On the information value of (un)embedded network ties 0 0 0 66 0 0 6 178
On univariate time series methods and simultaneous equation econometric models 0 0 0 0 2 2 7 10
Panel Cointegration Testing in the Presence of Common Factors 0 0 0 480 0 1 8 1,392
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 0 2 599 0 1 14 1,461
Parameter identification in ARMA-processes in the presence of regular but incomplete sampling 0 0 0 2 0 0 4 10
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 1 4 142 2 5 18 424
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 1 1 1 75 2 6 16 298
Persistence of Innovation in Dutch Manufacturing: Is it Spurious? 0 0 1 69 2 3 14 293
Predictive accuracy gain from disaggregate sampling in ARIMA models 0 0 0 1 0 1 9 21
Predictive accuracy gain from disaggregate sampling in ARIMA-models 0 0 0 1 0 1 13 29
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 6 310
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 2 11
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 2 8 18
Recent Developments in Modeling Volatility in Financial Data 0 0 0 0 0 0 5 262
Recent developments in modeling volatility in financial data 0 0 0 0 0 0 4 8
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes 0 0 2 126 0 1 17 350
Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes 1 1 1 46 1 2 14 79
Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates 0 0 0 6 0 0 0 14
Stochastic implications of the life cycle consumption model under rational habit formation 0 0 1 8 0 0 6 50
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis 0 0 0 138 0 1 4 282
Structural econometric modelling and time series analysis towards an integrated approach 0 0 0 8 0 0 1 58
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 1 2 7 207
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling 0 0 0 50 0 0 6 178
Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands 0 0 0 145 0 2 4 632
Séries temporelles incomplètes en modélisation macroéconomique 0 0 1 1 0 1 7 16
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 1 1 10 22
Testing the dynamic specification of an econometric model with an application to Belgian data 0 0 0 0 0 0 5 14
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 0 3 151 1 5 18 448
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models 0 1 2 98 0 2 14 337
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 0 6 153
The construction and use of approximations for missing quarterly observations: A model-based approach 0 0 0 1 0 0 2 6
The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry 0 0 0 8 1 3 4 44
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 2 76
The life cycle consumption model under structural changes in income and moving planning horizons 0 0 0 1 1 1 4 17
The stochastic life cycle consumption model: theoretical results and empirical evidence 0 0 0 16 0 1 4 48
Time series analysis and simultaneous equation econometric models 0 1 5 20 0 3 13 55
Time series and structural analysis of monetary models of the U.S. economy 0 0 0 0 0 1 8 21
To Combine or not to Combine? Issues of Combining Forecasts 1 2 3 11 1 2 12 34
To combine or not to combine? issues of combining forecasts 0 0 0 0 1 1 13 479
Total Working Papers 7 16 73 5,742 56 143 898 22,393
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 1 1 6 154
A Parametric Test of the Negativity of the Substitution Matrix 0 0 2 14 1 1 6 136
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL 0 0 0 30 0 0 4 108
A Short-run Econometric Analysis of the International Coffee Market 0 0 0 0 0 1 6 549
A dynamic contracting model for wages and employment in three European economies 0 0 0 26 0 0 5 102
Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry 0 0 0 0 1 2 4 113
Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors 2 2 5 87 3 5 14 249
Asymptotic Least-Squares Estimation Efficiency Considerations and Applications 0 0 0 202 0 0 3 544
Banking and Debt Crises in Europe: The Dangerous Liaisons? 1 1 4 99 2 3 12 301
Bayesian model selection and prediction with empirical applications comments 0 0 0 4 0 0 2 45
Bootstrap Unit‐Root Tests: Comparison and Extensions 0 0 1 42 1 1 6 134
Central bank FOREX interventions assessed using realized moments 0 0 0 47 0 3 8 221
Central bank intervention and exchange rate volatility, its continuous and jump components 0 0 0 73 0 0 7 287
Cointegration Testing in Panels with Common Factors* 0 0 0 132 0 1 2 340
Common Intraday Periodicity 0 0 1 10 1 4 10 51
Common cyclical features analysis in VAR models with cointegration 0 0 2 47 0 0 11 158
Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables 0 0 0 0 0 0 2 6
Correction 0 0 0 0 1 1 4 121
Cross-sectional dependence robust block bootstrap panel unit root tests 0 0 2 123 1 1 11 449
Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing 1 2 3 66 4 6 17 170
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 0 56
Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties 0 0 0 52 0 0 2 184
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 1 1 7 50
Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands 0 1 2 21 1 3 10 64
Factor structures for panel and multivariate time series data 0 0 1 55 0 1 6 141
Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? 3 3 3 64 4 5 15 240
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations 0 0 0 26 1 2 4 183
Inflation differentials and excess returns in the European Monetary System 0 0 0 28 0 1 4 104
Information gathering through alliances 0 0 0 44 0 0 4 118
Interrelated Demand Rational Expectations Models for Two Types of Labour 0 0 0 0 2 7 30 469
Introduction to the special issue on International Finance 0 0 0 32 0 0 2 160
Introduction to the special issue on behavioral finance 0 0 2 138 1 4 16 345
Labor market dynamics when effort depends on wage growth comparisons 0 0 0 52 0 0 7 298
Large sample estimation and testing procedures for dynamic equation systems 0 0 1 8 0 1 7 67
Large sample estimation and testing procedures for dynamic equation systems 0 0 0 7 0 1 3 53
Linear regression using both temporally aggregated and temporally disaggregated data 0 0 0 9 0 0 3 71
Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation 0 1 1 3 0 2 8 18
Macro-panels and reality 0 0 0 16 0 0 1 66
Martin M.G. Fase Retires from the Board of the Editors 0 0 0 6 1 1 2 46
Missing Observations in the Dynamic Regression Model 0 0 0 71 0 1 5 215
Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey 0 0 0 0 0 0 1 10
Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns 0 0 0 1 0 0 1 10
Obituary 0 0 1 18 0 0 4 41
On the Univariate Representation of BEKK Models with Common Factors 0 0 0 10 0 1 12 49
On univariate time series methods and simultaneous equation econometric models 0 0 0 17 0 0 2 57
PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING 0 0 0 0 0 0 1 1
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling 0 1 3 138 0 2 6 330
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles 0 0 1 146 0 0 8 407
Persistence of Innovation in Dutch Manufacturing: Is It Spurious? 1 1 2 80 4 6 14 223
Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates 0 0 0 0 1 1 9 555
Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models 0 0 0 0 0 1 7 201
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 1 179
Regret aversion and annuity risk in defined contribution pension plans 0 0 0 20 1 1 4 87
Report of the chairman of the standing committee for Students' Affairs 0 0 1 2 0 0 5 27
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES 0 0 0 48 0 0 6 224
Sources of asymmetry in production factor dynamics 0 0 0 21 0 1 7 85
Statement by the editors 0 0 0 7 0 0 3 62
Statistical Demand Functions for Food in the USA and the Netherlands 0 0 0 54 0 0 1 420
Statistical Demand Functions for Food in the USA and the Netherlands: Reply 0 0 0 37 0 1 4 364
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis 0 0 3 20 0 0 10 82
Studying co-movements in large multivariate data prior to multivariate modelling 0 0 0 31 0 1 4 149
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 1 2 6 14 4 8 20 50
Testing the dynamic specification of an econometric model with an application to Belgian data 0 0 0 7 0 0 2 39
The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach 0 0 0 0 0 0 3 69
The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps 0 0 0 0 1 5 21 861
Time series analysis and simultaneous equation econometric models 1 3 11 425 4 13 44 1,133
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 8 32 95 692 14 54 202 1,823
Total Journal Articles 18 49 153 3,476 56 155 680 14,735


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 1 7
Total Chapters 0 0 0 0 0 0 1 7


Statistics updated 2020-05-04