Ph.H.B.F. (Philip Hans) Franses

Philip Hans Franses is a professor of applied econometrics and a professor of marketing research at the Erasmus School of Economics (ESE).

Professor Franses has been consistently ranked among the top economists in the Netherlands since 1998 by the high-profile ranking Dutch Economists Top 40.

His articles and books have contributed to the internationalisation of econometrics in the Netherlands and to the establishment of the Erasmus School of Economics' Econometric Institute.

Professor Franses' research interests span a number of different areas, in particular the development of new models that enable more accurate forecasts with a specific focus on seasonal time series and marketing metrics. His interests also include economic growth and business cycles as well as the Euro. Professor Franses' research aims to address practical questions with answers substantiated by modern econometric models – models often newly developed by him and his team.

His articles have appeared in all the leading scientific journals and books as well as in national and international mainstream media. He regularly takes part in the Dutch BNR news radio panel. Companies and institutions throughout the Netherlands and abroad have regularly recruited him as an advisor on a range of issues.

Professor Franses was elected in 2011 as member of the Royal Netherlands Academy of Arts and Sciences. In 2012 he received an honorary doctorate from Chiang Mai University in Thailand.

• Groot, B. de, Renes, S., Segers, R. & Franses, P.H.B.F. (2012). Risk perception and decision-making by the corporate elite: Empirical evidence for Netherlands-based companies. Rotterdam: ERIM Technical report, September 2012, http://hdl.handle.net/1765/37301.

• Articles (289)
  • Groot, B. de & Franses, P.H.B.F. (2013). Do commercial real estate prices have predictive content for GDP? Applied Economics - forthcoming.
  • Paap, R. & Franses, P.H.B.F. (2013). Common Large Innovations Across Nonlinear Time Series. Studies in Nonlinear Dynamics and Econometrics, to appear.
  • Calli, M.K., Weverbergh, M. & Franses, P.H.B.F. (2012). The effectiveness of high-frequency direct-response commercials. International Journal of Research in Marketing, 29(1), 98-109.
  • Chang, C.L., Franses, P.H.B.F. & McAleer, M.J. (2012). Evaluating individual and mean non-replicable forecasts. Romanian Journal of Economic Forecasting, 15(3), 22-43.
  • Fok, D., Paap, R. & Franses, P.H.B.F. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times. Computational Statistics & Data Analysis, 56, 3055-3069.
  • Groot, B. de & Franses, P.H.B.F. (2012). Common Socio-Economic Cycle Periods. Technological Forecasting and Social Change, 79(1), 59-68.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE. eerste kwartaalbericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE, tweede kwartaalbericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE, derde kwartaal bericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Groot, E.A. de & Franses, P.H.B.F. (2012). EICIE, vierde kwartaalbericht. In Economisch-Statistische Berichten. Den Haag: SDU.
  • Peers, Y., Fok, D. & Franses, P.H.B.F. (2012). Modeling Seasonality in New Product Diffusion. Marketing Science, 31(2), 351-364.
  • Vergeer, M, Eisinga, R. & Franses, P.H.B.F. (2012). Supply and demand effects in television viewing. A time series analysis. Communications: the European journal of communication research (print), 37(1), 79-98.
  • Chang, C.-L., Franses, P.H.B.F. & McAleer, M.J. (2011). How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan. International Journal of Forecasting, 27(4), 1066-1075.
  • Dijk, A. van, Franses, P.H.B.F., Paap, R. & Dijk, D.J.C. van (2011). Modeling Regional House Prices. Applied Economics, 43(17), 2097-2110.
  • Eisinga, R., Franses, P.H.B.F. & Vergeer, M (2011). Weather Conditions and Daily Television Use in the Netherlands, 1996-2005. International Journal of Biometeorology, 55(4), 555-564.
  • Franses, P.H.B.F. (2011). Averaging Model Forecast and Expert Forecasts: Why Does It Work? Interfaces, 41(2), 177-181.
  • Franses, P.H.B.F. (2011). Model Selection for Forecast Combination. Applied Economics, 43(14), 1721-1727.
  • Franses, P.H.B.F. & Mees, H. (2011). Does News on Real Chinese GDP Growth Impact Stock Markets? Applied Financial Economics, 21(1), 61-66.
  • Franses, P.H.B.F. & Paap, R. (2011). Random-coefficient Periodic Autoregressions. Statistica Neerlandica, 65(1), 101-115.
  • Franses, P.H.B.F. & Legerstee, R. (2011). Combining SKU-Level Sales Forecast from Models and Experts. Expert Systems with Applications, 38(3), 2365-2370.
  • Franses, P.H.B.F. & Legerstee, R. (2011). Experts' Adjustment to Model-Based SKU-Level Forecast: Does the Forecast Horizon Matter? The Journal of the Operational Research Society, 62, 537-543.
  • Franses, P.H.B.F., Kranendonk, H.C. & Lanser, D. (2011). One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast. International Journal of Forecasting, 27(2), 482-495.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2011). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Heij, C. & Franses, P.H.B.F. (2011). Correcting for Survey Effects in Pre-Election Polls. Statistica Neerlandica, 65(3), 352-370.
  • Kunst, R.M. & Franses, P.H.B.F. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Time Series. Oxford Bulletin of Economics and Statistics, 73(4), 469-488.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2011). Estimating Independent Locally Shifted Random Utility Models for Ranking Data. Multivariate Behavioral Research, 46(5), 756-778.
  • Boswijk, H.P., Franses, P.H.B.F. & Dijk, D.J.C. van (2010). Twenty years of cointegration. Journal of Econometrics, 158(1), 1-2.
  • Boswijk, H.P., Franses, P.H.B.F. & Dijk, D.J.C. van (2010). Cointegration in a historical perspective. Journal of Econometrics, 158(1), 156-159.
  • Franses, P.H.B.F. & Legerstee, R. (2010). A unifying view on multi-step forecasting using an autoregression. Journal of Economic Surveys, 24(3), 389-401.
  • Franses, P.H.B.F. & Legerstee, R. (2010). Do experts adjustments on model-based SKU-level forecasts improve forecast quality? Journal of Forecasting, 29(3), 331-340.
  • Franses, P.H.B.F. & Cramer, J.S. (2010). On the Number of Categories in an Ordered Regression Model. Statistica Neerlandica, 64(1), 125-128.
  • Franses, P.H.B.F. & Segers, R. (2010). Seasonality in Revisions of Macroeconomic Data. Journal of Official Statistics, 26(2), 361-369.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2010). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Knapp, S. & Franses, P.H.B.F. (2010). Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements. Transport Reviews, 30(2), 241-270.
  • Nalbantov, G.I., Franses, P.H.B.F., Groenen, P.J.F. & Bioch, J.C. (2010). Estimating the Market Share Attraction Model using Support Vector Regressions. Econometric Reviews, 29(5/6), 688-716.
  • Nierop, J.E.M. van, Bronnenberg, B., Paap, R., Franses, P.H.B.F. & Wedel, M. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. Journal of Marketing Research, 47(1), 63-74.
  • Bijwaard, G.E. & Franses, P.H.B.F. (2009). The effect of rounding on payment efficiency. Computational Statistics and Data Analysis, 53, 1449-1461.
  • Boulaksil, Y. & Franses, P.H.B.F. (2009). Experts' stated behavior. Interfaces, 39(2), 168-171.
  • Bruyneel, S.D., Dewitte, S., Franses, P.H.B.F. & Dekimpe, M.G. (2009). I Felt Low and My Purse Feels Light: Depleting Mood Regulation Attempts Affect Risk Decision Making. Journal of Behavioral Decision Making, 22(2), 153-170.
  • Chintagunta, P., Franses, P.H.B.F. & Paap, R. (2009). Introduction to the Special Issue on New Econometric Models in Marketing. Journal of Applied Econometrics, 24(3), 375-376.
  • Donkers, B., Diepen, M. van & Franses, P.H.B.F. (2009). Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application. Journal of Marketing Research, 46(1), 120-133.
  • Franses, P.H.B.F., Groot, B. de & Legerstee, R. (2009). Testing for harmonic regressors. Journal of Applied Statistics, 36(3), 339-346.
  • Franses, P.H.B.F. (2009). Why is GDP typically revised upwards? Statistica Neerlandica, 63(2), 125-130.
  • Franses, P.H.B.F. & Legerstee, R. (2009). Properties of expert adjustments on model-based SKU-level forecasts. International Journal of Forecasting, 25(1), 35-47.
  • Franses, P.H.B.F. & Knapp, S. (2009). Econometric analysis to differentiate effects of various ship safety inspections. Marine Policy, 32, 653-662.
  • Franses, P.H.B.F., Mcaleer, M.J. & Legerstee, R. (2009). Expert opinion versus expertise in forecasting. Statistica Neerlandica, 63(3), 334-346.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2009). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, B. de & Franses, P.H.B.F. (2009). Cycles in basic innovations. Technological Forecasting and Social Change, 76(8), 1021-1025.
  • Hafner, C.M. & Franses, P.H.B.F. (2009). A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. Econometric Reviews, 28(6), 612-631.
  • Knapp, S. & Franses, P.H.B.F. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? Marine Policy, 33(5), 826-846.
  • Lam, K.Y., Koning, A.J. & Franses, P.H.B.F. (2009). Confidence intervals for maximal reliability in tau-equivalent models. Statistica Neerlandica, 63(4), 490-507.
  • Prins, R., Verhoef, P.C. & Franses, P.H.B.F. (2009). The impact of adoption timing on new service usage and early disadoption. International Journal of Research in Marketing, 26(4), 304-313.
  • Sandor, Z. & Franses, P.H.B.F. (2009). Consumer Price Evaluations Through Choice Experiments. Journal of Applied Econometrics, 24(3), 517-535.
  • Van Diepen, Merel, Donkers, B. & Franses, P.H.B.F. (2009). Does Irritation Induced by Charitable Direct Mailings Reduce Donations? International Journal of Research in Marketing, 26(3), 180-188.
  • Cate, A. ten & Franses, P.H.B.F. (2008). Error-correction modelling in descrete and continuous time. Economics Letters, 101(2), 140-141.
  • Franses, P.H.B.F. (2008). Merging models and experts. International Journal of Forecasting, 24(1), 31-33.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2008). A Simple Test for GARCH Against a Stochastic Volatility Model. Journal of Financial Econometrics, 6(3), 291-306.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2008). Stability through cycles. Technological Forecasting and Social Change, 75(3), 301-311.
  • Heij, C., Franses, P.H.B.F. & Eelens, L.H.J. (2008). Stijgende verwachtingen, dalende cijfers: Over trends in zelfvertrouwen en prestaties van universitaire studenten. Tijdschrift voor Hoger Onderwijs, 26(4), 216-228.
  • Nierop, E. van, Fok, D. & Franses, P.H.B.F. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. Marketing Science, 27(6), 1065-1082.
  • Oest, R.D. van & Franses, P.H.B.F. (2008). Measuring changes in consumer confidence. Journal of Economic Psychology, 29(3), 255-275.
  • Verbeke, W.J.M.I., Franses, P.H.B.F., Le Blanc, A. & Van Ruiten, N. (2008). Finding the keys to creativity in ad agencies. Using climate, dispersion, and size to examine award performance. Journal of Advertising, 37(4), 121-130.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Boswijk, H.P. (2007). Absorption of shocks in nonlinear autoregressive models. Computational Statistics and Data Analysis, 51(9), 4206-4226.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models. Journal of Econometrics, 138(1), 231-251.
  • Fok, D. & Franses, P.H.B.F. (2007). Modeling the diffusion of scientific publications. Journal of Econometrics, 139(2), 376-390.
  • Franses, P.H.B.F. & Kunst, R.M. (2007). Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? Economic Modelling, 24(6), 954-968.
  • Franses, P.H.B.F. & Kippers, J. (2007). An empirical analysis of euro cash payments. European Economic Review, 51(8), 1985-1997.
  • Franses, P.H.B.F. (2007). Estimating the stock of postwar Dutch postal stamps. Applied Economics, 39(8), 943-946.
  • Franses, P.H.B.F. & Oest, R.D. van (2007). On the econometrics of the geometric lag model. Economics Letters, 95(2), 291-296.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2007). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
  • Knapp, S. & Franses, P.H.B.F. (2007). A global view on port state control: econometric analysis of the differences across port state control regimes. Maritime Policy and Management, 34(5), 453-482.
  • Knapp, S. & Franses, P.H.B.F. (2007). Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved? Marine Policy, 31(4), 550-563.
  • Pauwels, K., Srinivasan, S. & Franses, P.H.B.F. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1), 83-100.
  • Stremersch, S., Tellis, G.J., Franses, P.H.B.F. & Binken, J.L.G. (2007). Indirect Network Effects in New Product Growth. Journal of Marketing, 71(3), 52-74.
  • Bijwaard, G.E., Franses, P.H.B.F. & Paap, R. (2006). Modeling purchases as repeated events. Journal of Business and Economic Statistics, 24(4), 487-502.
  • Boswijk, H.P. & Franses, P.H.B.F. (2006). Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68, 345-370.
  • Bruyneel, Sabrina, Dewitte, Siegfried, Franses, P.H.B.F. & Dekimpe, Marnik (2006). Why consumers buy lottery tickets when the sun goes down on them. The depleting nature of weather-induced bad moods. Advances in Consumer Research, 33(1), 46-47.
  • Diepen, M. van & Franses, P.H.B.F. (2006). Evaluating CHAID. Information Systems, 31, 814-831.
  • Donkers, B., Paap, R., Jonker, J.J. & Franses, P.H.B.F. (2006). Deriving Target Selection Rules from Endogenously Selected Samples. Journal of Applied Econometrics, 21(5), 549-562.
  • Fok, D., Horvath, Cs., Paap, R. & Franses, P.H.B.F. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. Journal of Marketing Research, 43(3), 443-461.
  • Franses, P.H.B.F., Groenen, P.J.F. & Wagelmans, A.P.M. (2006). Editorial introduction, special issue: 50 years of Econometric Institute and 60 years of Statistica Neerlandica. Statistica Neerlandica, 60(2), 79-79.
  • Franses, P.H.B.F. & Vroomen, B.L.K. (2006). Estimating confidence bounds for advertising effect duration intervals. Journal of Advertising, 35(2), 33-37.
  • Franses, P.H.B.F. (2006). On modeling panels of time series. Statistica Neerlandica, 60(4), 438-456.
  • Franses, P.H.B.F. (2006). Empirical causality between bigger banknotes and inflation. Applied Economics Letters, 13, 751-752.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2006). A simple test for PPP among traded goods. Applied Financial Economics, 16(1/2), 19-27.
  • Franses, P.H.B.F. & Groot, E.A. de (2006). In 2005 groeide de economie met 1.0 procent. Economisch-Statistische Berichten, 91.
  • Franses, P.H.B.F. & Groot, E.A. de (2006). Gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91, 32-33.
  • Franses, P.H.B.F. & Kloek, T. (2006). Vijftig jaar econometrie: de waarde van het model. Economisch-Statistische Berichten, 91, 302-303.
  • Franses, P.H.B.F. & Dijkshoorn, S (2006). Betaalgemak door afronding niet toegenomen. Economisch-Statistische Berichten, 91(4460), 237-238.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, in 2005 groeide de economie met 1%. Economisch-Statistische Berichten, 91.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4483).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). Het gaat goed met de economie! Economisch-Statistische Berichten, 91, 157-157.
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4491).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4493).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4495).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4497).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4498).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4500).
  • Groot, E.A. de & Franses, P.H.B.F. (2006). EICIE voorspelt 1.5% krimp. Economisch-Statistische Berichten, 91, 320-321.
  • Hyung, N., Franses, P.H.B.F. & Penm, J. (2006). Structural breaks and long memory in US inflation rates: do they matter for forecasting. Research in International Business and Finance, 20(1), 95-110.
  • Tellis, G.J. & Franses, P.H.B.F. (2006). Optimal data interval for estimating advertising response. Marketing Science, 25(3), 217-229.
  • Bemmaor, A.C. & Franses, P.H.B.F. (2005). The diffusion of marketing science in the practitioners' community: Opening the black box. Applied Stochastic Models in Business and Industry, 21(4/5), 289-301.
  • Berrety, T., Dijkshoorn, S, Franses, P.H.B.F. & Kruithof, C. (2005). Waarom geven we zoveel uit? Economisch-Statistische Berichten, 90, 277.
  • Boswijk, H.P. & Franses, P.H.B.F. (2005). On the econometrics of the Bass diffusion model. Journal of Business and Economic Statistics, 23(3), 255-268.
  • Dijk, D.J.C. van, Dijk, H.K. van & Franses, P.H.B.F. (2005). On the dynamics of business cycle analysis; Editors' introduction. Journal of Applied Econometrics, 20(2), 147-150.
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). A multi-level panel STAR model for US manufacturing sectors. Journal of Applied Econometrics, 20(6), 811-827.
  • Fok, D., Dijk, D.J.C. van & Franses, P.H.B.F. (2005). Forecasting aggregate using panels, of nonlinear time series. International Journal of Forecasting, 21(4), 785-794.
  • Franses, P.H.B.F. & Vogelsang, T.J. (2005). Are winters getting warmer? Environmental Modelling & Software, 20(11), 1449-1455.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2005). The forecasting performance of various models for seasonality and non-linearity for quarterly industrial production. International Journal of Forecasting, 21(2), 87-102.
  • Franses, P.H.B.F. & Hyung, N. (2005). Forecasting time series with long memory and level shifts. Journal of Forecasting, 24(1), 1-16.
  • Franses, P.H.B.F. & Koning, A.J. (2005). Are precipitation levels getting higher? Statistical evidence for the Netherlands. Journal of Climate, 18(22), 4701-4714.
  • Franses, P.H.B.F. & Oest, R.D. van (2005). Which brands gain share from which brands? Inference from store-level scanner data. Quantitative Marketing and Economics, 3(3), 281-304.
  • Franses, P.H.B.F. (2005). On the use of econometric models for policy simulation in marketing. Journal of Marketing Research, 42(1), 4-14.
  • Franses, P.H.B.F. (2005). Diagnostics, expectations and endogeneity. Journal of Marketing Research, 42(1), 27-29.
  • Franses, P.H.B.F. & Groot, E.A. de (2005). Voorspellen in ongewisse tijden. Economisch-Statistische Berichten, 468-469.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Een Real Time Indicator van het Bruto Binnenlands Product. Economisch-Statistische Berichten.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE, Eerste kwartaalbericht. Economisch-Statistische Berichten, 90(4458).
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE, Tweede kwartaalbericht. Economisch-Statistische Berichten, 90(4467).
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten, 90(4473).
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Een real time indicator van het bruto binnenlands product. Economisch-Statistische Berichten, 90, 8-11.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). EICIE voorspelt 1% groei. Economisch-Statistische Berichten, 90(1), 179-179.
  • Groot, E.A. de & Franses, P.H.B.F. (2005). Voorspellen in ongewisse tijden. Economisch-Statistische Berichten, 90, 468-469.
  • Koning, A.J., Franses, P.H.B.F., Hibon, M. & Stekler, H. (2005). The M3 competition: statistical test of results. International Journal of Forecasting, 21(3), 397-409.
  • Paap, R., Franses, P.H.B.F. & Dijk, D.J.C. van (2005). Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method. Journal of Development Economics, 77(2), 553-570.
  • Paap, R., Nierop, E. van, Heerde, H.J. van, Wedel, M., Franses, P.H.B.F. & Alsem, K.J. (2005). Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice. International Journal of Forecasting, 21(1), 53-71.
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2005). Panelizing repeated cross sections, Female labor force participation in the Netherlands and West Germany. Quality and Quantity, 39(2), 155-174.
  • Rodrigues, P.M.M. & Franses, P.H.B.F. (2005). A sequential approach to testing seasonal unit roots in high frequency data. Journal of Applied Statistics, 32(6), 555-569.
  • Sloot, L., Verhoef, P.C. & Franses, P.H.B.F. (2005). The impact of brand equity and the hedonic level of products on consumer stock-out reactions. Journal of Retailing, 81(1), 15-34.
  • Vogelsang, T.J. & Franses, P.H.B.F. (2005). Testing for common deterministic trend slopes. Journal of Econometrics, 126(1), 1-24.
  • Vroomen, B.L.K., Donkers, B., Verhoef, P.C. & Franses, P.H.B.F. (2005). Selecting Profitable Customers for Complex Services on the Internet. Journal of Service Research, 8(1), 37-47.
  • Clements, M.P., Franses, P.H.B.F. & Swanson, N.R. (2004). Forecasting economic and financial time-series with non-linear models. International Journal of Forecasting, 20(2), 169-183.
  • Fok, D. & Franses, P.H.B.F. (2004). Analyzing the effects of a brand introduction on competitive structure using a market share attraction model. International Journal of Research in Marketing, 21(2), 159-177.
  • Franses, P.H.B.F., Paap, R. & Vroomen, B.L.K. (2004). Forecasting unemployment using an autoregression with censored latent effects parameters. International Journal of Forecasting, 20(2), 255-271.
  • Franses, P.H.B.F. (2004). Fifty years since Koyck (1954). Statistica Neerlandica, 58(4), 381-387.
  • Franses, P.H.B.F. (2004). Do we think we make better forecasts than in the past? A survey of academics. Interfaces, 34(6), 466-468.
  • Franses, P.H.B.F. & Maas, B. (2004). Gepercipieerde kwaliteit van universitair marktonderzoek onderwijs. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2004, 221-237.
  • Franses, P.H.B.F., Dijk, D.J.C. van & Lucas, A. (2004). Short patches of outliers, ARCH and volatility modelling. Applied Financial Economics, 14(4), 221-231.
  • Franses, P.H.B.F. (2004). Quality and quantity: what to do with large data sets? In S.H. Heisterkamp & R.H. Koning (Eds.), Large Data Sets: Proceedings of a Symposium on How to Manage and Analyse Very Large Data Sets (pp. 19-30). Amsterdam: VVS-OR.
  • Hobijn, B., Franses, P.H.B.F. & Ooms, M. (2004). Generalizations of the KPSS-test for stationarity. Statistica Neerlandica, 58, 483-502.
  • Kawasaki, Y. & Franses, P.H.B.F. (2004). Do seasonal unit roots matter for forecasting monthly industrial production? Journal of Forecasting, 23(2), 77-88.
  • Kippers, J., Franses, P.H.B.F., Diepen, M. van, Laheij, C. & Tromp, N. (2004). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 89, 484-486.
  • Vroomen, B.L.K., Franses, P.H.B.F. & Nierop, E. (2004). Modeling consideration sets and brand choice using artificial neural networks. European Journal of Operational Research, 154(1), 206-217.
  • Wuyts, S.H.K., Stremersch, S., Bulte, C. van den & Franses, P.H.B.F. (2004). Vertical marketing systems for complex products: A triadic perspective. Journal of Marketing Research, 41(4), 479-487.
  • Carsoule, F.P. & Franses, P.H.B.F. (2003). A note on monitoring time-varying parameters in an autoregression. Metrika, 57(1), 51-62.
  • Clements, M.P., Franses, P.H.B.F., Smith, J. & Dijk, D.J.C. van (2003). On SETAR non-linearity and forecasting. Journal of Forecasting, 22(5), 359-376.
  • Dekker, D.J., Franses, P.H.B.F. & Krackhardt, D. (2003). An equilibrium-correction model for dynamic network data. Journal of Mathematical Sociology, 27(2-3), 193-215.
  • Diepen, M. van, Laheij, C., Tromp, N., Franses, P.H.B.F. & Kippers, J. (2003). Efficiënter betalen met de euro. Economisch-Statistische Berichten, 88, 248-249.
  • Diepen, M. van, Tromp, N., Franses, P.H.B.F. & Kippers, J. (2003). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 88, 484-486.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. Oxford Bulletin of Economics and Statistics, 65(Supplement), 727-744.
  • Donkers, B., Franses, P.H.B.F. & Verhoef, P.C. (2003). Selective Sampling for Binary Choice Models. Journal of Marketing Research, 40(4), 492-497.
  • Franses, P.H.B.F. & Heij, C. (2003). Estimated parameters do not get an unanticipated sign due to collinearity across included variables. Canadian Journal of Marketing Research, 21(1), 79-81.
  • Franses, P.H.B.F. (2003). The diffusion of scientific publications: the case of econometrica, 1987. Scientometrics, 56(1), 29-42.
  • Kawasaki, Y. & Franses, P.H.B.F. (2003). Detecting seasonal unit roots in a structural time series model. Journal of Applied Statistics, 30(4), 373-387.
  • Kippers, J., Nierop, E., Paap, R. & Franses, P.H.B.F. (2003). An empirical study of cash payments. Statistica Neerlandica, 57(4), 484-508.
  • Non, M.C., Franses, P.H.B.F., Laheij, C. & Rokers, T. (2003). Yet another look at temporal aggregation in diffusion models of first-time purchase. Technological Forecasting and Social Change, 70(5), 467-471.
  • Verhoef, P.C. & Franses, P.H.B.F. (2003). Combining revealed and stated preferences to forecast customer behavior: three case studies. International Journal of Market Research, 45(4), 467-474.
  • Bod, P., Blitz, D., Franses, P.H.B.F. & Kluitman, R. (2002). An unbiased variance estimator for overlapping returns. Applied Financial Economics, 12, 155-158.
  • Bos, C.S., Franses, P.H.B.F. & Ooms, M. (2002). Inflation, forecast intervals and long memory regression models. International Journal of Forecasting, 18, 243-264.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment. Journal of Econometrics, 110(2), 135-165.
  • Dijk, D.J.C. van, Teräsvirta, T. & Franses, P.H.B.F. (2002). Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews, 21(1), 1-47.
  • Fok, D. & Franses, P.H.B.F. (2002). Ordered logit analysis for selectively sampled data. Computer Statistics & Data Analysis, 40(3), 477-497.
  • Franses, P.H.B.F. & Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment. Journal of Applied Econometrics, 17, 347-366.
  • Franses, P.H.B.F. & Bruin, P. de (2002). On data transformations and evidence of nonlinearity. Computer Statistics & Data Analysis, 40, 621-632.
  • Franses, P.H.B.F. & McAleer, M.J. (2002). Financial volatility: an introduction. Journal of Applied Econometrics, 17(5), 419-424.
  • Franses, P.H.B.F., Leij, M.J. van der & Paap, R. (2002). Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17(5), 606-616.
  • Franses, P.H.B.F. (2002). From first submission to citation: an empirical analysis. Statistica Neerlandica, 56(4), 497-510.
  • Franses, P.H.B.F. (2002). De langste weg is de beste. Economisch-Statistische Berichten, 87, 350-351.
  • Franses, P.H.B.F. (2002). Testing for residual autocorrelation in growth curve models. Technological Forecasting and Social Change, 69(2), 195-204.
  • Kippers, J., Franses, P.H.B.F., Nierop, J.E.M. van & Paap, R. (2002). Hoe betalen we eigenlijk? Economisch-Statistische Berichten, 87, 847-850.
  • Kluitman, R. & Franses, P.H.B.F. (2002). Estimating volatility on overlapping returns when returns are autocorrelated. Applied Mathematical Finance, 9, 179-188.
  • Koopman, S.J. & Franses, P.H.B.F. (2002). Constructing seasonally adjusted data with time-varying confidence intervals. Oxford Bulletin of Economics and Statistics, 64(5), 509-526.
  • Pelzer, B., Eisinga, R. & Franses, P.H.B.F. (2002). Inferring transition probabilities from repeated cross sections. Political Analysis, 10(2), 113-133.
  • Verhoef, P.C., Franses, P.H.B.F. & Hoekstra, J.C. (2002). The effect of rational constructs on customer referrals and number of services purchased from a multiservice provider: does age of relationship matter? Journal of the Academy of Marketing Science, 30(3), 202-216.
  • Verhoef, P.C., Franses, P.H.B.F. & Donkers, B. (2002). Changing perceptions and changing behavior in customer relationships. Marketing Letters, 13(2), 121-134.
  • Vriens, M., Grigsby, M. & Franses, P.H.B.F. (2002). Time series models for advertising tracking data. Canadian Journal of Marketing Research, 20, 62-71.
  • Fok, D. & Franses, P.H.B.F. (2001). Forecasting market shares from models for sales. International Journal of Forecasting, 17(1), 121-128.
  • Franses, P.H.B.F., Srinivasan, S. & Boswijk, H.P. (2001). Testing for unit roots in market shares. Marketing Letters, 12, 351-364.
  • Franses, P.H.B.F., Neele, J. & Dijk, D.J.C. van (2001). Modeling asymmetric volatility in weekly Dutch temperature data. Environmental Modelling & Software, 16(2), 131-137.
  • Hobijn, B. & Franses, P.H.B.F. (2001). Are living standards converging? Structural Change and Economic Dynamics, 12, 171-200.
  • Ooms, M. & Franses, P.H.B.F. (2001). A seasonal periodic long memory model for monthly river flows. Environmental Modelling & Software, 16(6), 559-569.
  • Rothman, P., Dijk, D.J.C. van & Franses, P.H.B.F. (2001). Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506-532.
  • Verhoef, P.C., Franses, P.H.B.F. & Hoekstra, J.C. (2001). The effect of satisfaction and payment equity on cross-buying; a dynamic model for a multi-service provider. Journal of Retailing, 77(3), 359-378.
  • Arino, M.A. & Franses, P.H.B.F. (2000). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (2000). Nonlinear error-correction models for interest rates in the Netherlands. In W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Teräsvirta, D. Tjostheim & A.H. Würtz (Eds.), Nonlinear econometric modeling in time series analysis. Proceedings of the Eleventh International Symposium in Economic Theory and Econometrics (pp. 203-227). Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. & Paap, R. (2000). Modeling day-of-the=week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.
  • Franses, P.H.B.F. (2000). A test for the hit rate in binary response models. International Journal of Market Research, 42(1 (Winter)), 239-245.
  • Franses, P.H.B.F. & Taylor, A.M.R. (2000). Determining the order of differencing in seasonal time series processes. Econometrics Journal, 3(2), 250-264.
  • Franses, P.H.B.F. & Paap, R. (2000). Modelling day-of-the- week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.
  • Groenen, P.J.F. & Franses, P.H.B.F. (2000). Visualizing time-varying correlations across stock market. Journal of Empirical Finance, 7, 155-172.
  • Hobijn, B. & Franses, P.H.B.F. (2000). Asymptotically perfect and relative convergence of productivity. Journal of Applied Econometrics, 15, 59-81.
  • Paap, R. & Franses, P.H.B.F. (2000). A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables. Journal of Applied Econometrics, 15(6), 717-744.
  • Taylor, N., Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (2000). SETS, arbitrage activity, and stock price dynamics. Journal of Banking and Finance, 24, 1289-1306.
  • Arino, M.A. & Franses, P.H.B.F. (1999). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.
  • Bemmaor, A.C., Franses, P.H.B.F. & Kippers, J. (1999). Estimating the impact of displays and other merchandising support on retail brand sales: partial pooling with examples. Marketing Letters, 10, 87-100.
  • Bos, C.S., Franses, P.H.B.F. & Ooms, M. (1999). Long memory and level shifts: Re-analyzing inflation rates. Empirical Economics (Heidelberg), 24, 427-449.
  • Bruin, P.T. de & Franses, P.H.B.F. (1999). Forecasting power-transformed time series data. Journal of Applied Statistics, 26(7), 807-815.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1999). Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311-340.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers. Journal of Business and Economic Statistics, 17(2), 217-235.
  • Dijk, D.J.C. van, Franses, P.H.B.F. & Lucas, A. (1999). Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics, 14, 539-562.
  • Eisinga, R., Franses, P.H.B.F. & Ooms, M. (1999). Forecasting long memory left-right political orientations. International Journal of Forecasting, 15, 185-199.
  • Franses, P.H.B.F., Geluk, I. & Homelen, P. van (1999). Modeling item nonresponse in questionnaires. Quality & Quantity. European Journal of Methodology, 33, 203-213.
  • Franses, P.H.B.F., Kloek, T. & Lucas, A. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data. Journal of Econometrics, 89, 293-315.
  • Franses, P.H.B.F. & Paap, R. (1999). Does seasonality influence the dating of business cycle turning points? Journal of Macroeconomics, 21, 79-92.
  • Franses, P.H.B.F. & Paap, R. (1999). On trends and constants in periodic autoregressions. Econometric Reviews, 18, 271-286.
  • Franses, P.H.B.F. & Paap, R. (1999). Does seasonal adjustment influence the dating if business cycle turning points? Journal of Macroeconomics, 21, 79-92.
  • Franses, P.H.B.F. & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15, 1-9.
  • Franses, P.H.B.F. & Kunst, R.M. (1999). On the role of seasonal intercepts in seasonal cointegration. Oxford Bulletin of Economics and Statistics, 61(3), 409-433.
  • Breitung, J. & Franses, P.H.B.F. (1998). On Phillips-Perron-type tests for seasonal unit roots. Econometric Theory, 14, 200-221.
  • Franses, P.H.B.F. & Lucas, A. (1998). Outlier detection in cointegration analysis. Journal of Business and Economic Statistics, 16(4), 459-468.
  • Franses, P.H.B.F. & Koehler, A.B. (1998). A model selection strategy for time series with increasing seasonal variation. International Journal of Forecasting, 14, 405-414.
  • Franses, P.H.B.F. & Griensven, K. van (1998). Forecasting exchange rates using neural networks for technical trading rules. Nonlinear Dynamics and Econometrics, 2(4), 109-114.
  • Franses, P.H.B.F. & Koop, G. (1998). On the sensivity of unit root inference to nonlinear data transformations. Economics Letters, 59, 7-15.
  • Franses, P.H.B.F. & McAleer, M.J. (1998). Testing for unit roots and non-linear transformations. Journal of Time Series Analysis, 19(2), 147-164.
  • Franses, P.H.B.F. & Vogelsang, T.J. (1998). On seasonal cycles, unit roots, and mean shifts. The Review of Economics and Statistics, 231-240.
  • Franses, P.H.B.F. & Homelen, P. van (1998). On forecasting exchange rates using neural networks. Applied Financial Economics, 8, 589-596.
  • Franses, P.H.B.F. & McAleer, M.J. (1998). Cointegration analysis of seasonal time series. Journal of Economic Surveys, 12(5), 651-678.
  • Franses, P.H.B.F. & Gras, H. (1998). Theatre-going in Rotterdam 1802-1853. A statistical analysis of ticket sales. Theatre Survey (American Society for Theatre Research), 39, 73-97.
  • Franses, P.H.B.F. (1998). Large data sets in finance and marketing: introduction by the special issue editor. Statistica Neerlandica, 52, 255-257.
  • Franses, P.H.B.F. & Hobijn, B. (1998). Increasing seasonal variation; unit roots versus shifts in mean and trent. Applied Stochastic Models & Data Analysis, 14, 255-261.
  • Kunst, R.M. & Franses, P.H.B.F. (1998). The impact of seasonal constants on forecasting seasonally cointegrated time series. Journal of Forecasting, 17, 109-124.
  • Franses, P.H.B.F. & Gooijer, J. de (1997). Forecasting and seasonality; editors' introduction to special issue. International Journal of Forecasting, 13, 303-305.
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-366.
  • Franses, P.H.B.F. & Koop, G. (1997). A Bayesian analysis of periodic integration. Journal of Forecasting, 16, 509-532.
  • Franses, P.H.B.F. & McAleer, M.J. (1997). Testing periodically integrated autoregressive models. Mathematics and Computers in Simulation, 457-466.
  • Franses, P.H.B.F., Eisinga, R. & Felling, B. (1997). De afbrokkeling van het electoraat van (de voorlopers van) het CDA, 1965-1994: micro-analyse van een macro trend. Sociologische Gids, 44, 77-99.
  • Franses, P.H.B.F., Ieperen, R.A. van, Menkveld, B., Martens, M. & Kofman, P. (1997). Volatility transmission and patterns in Bund futures. The Journal of Financial Research, 20, 459-482.
  • Franses, P.H.B.F. & Hobijn, B. (1997). Critical values for unit root tests in seasonal time series. Applied Statistics. A Journal of the Royal Statistical Society, 24(1), 25-47.
  • Franses, P.H.B.F. & Ooms, M. (1997). A periodic long memory model for quarterly UK inflation. International Journal of Forecasting, 13, 117-126.
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.
  • Franses, P.H.B.F. & McAleer, M.J. (1997). Testing nested and non-nested periodically integrated autoregressive models. Communications in Statistics. Part A. Theory and Methods, 26(6), 1461-1475.
  • Franses, P.H.B.F., Boswijk, H.P. & Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80, 167-193.
  • Franses, P.H.B.F. & Veenstra, A.W. (1997). A co-integration approach to forecasting freight rates in the dry bulk shipping sector. Transportation Research. Part A, Policy and Practice, 31(6), 447-458.
  • Franses, P.H.B.F. & Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81, 273-280.
  • Franses, P.H.B.F. & Breitung, J. (1997). Impulse response functions for periodic integration. Economics Letters, 55, 35-40.
  • Franses, P.H.B.F., Hoek, H. & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.
  • Kofman, P., Franses, P.H.B.F. & Ieperen, R. van (1997). Volatility transmission and patterns in bund futures markets. The Journal of Financial Research, 20, 459-482.
  • Ooms, M. & Franses, P.H.B.F. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment. Journal of Business and Economic Statistics, 15(4), 470-481.
  • Paap, R., Franses, P.H.B.F. & Hoek, H. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-378.
  • Boswijk, H.P. & Franses, P.H.B.F. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17, 221-245.
  • Dijk, D.J.C. van & Franses, P.H.B.F. (1996). Forecasting stock market volatility using (nonlinear) GARCH models. Journal of Forecasting, 15, 229-235.
  • Eisinga, R. & Franses, P.H.B.F. (1996). Testing for convergence in left-right ideological positions. Quality & Quantity. European Journal of Methodology, 30, 345-359.
  • Franses, P.H.B.F. & Boswijk, H.P. (1996). Temporal aggregation in a periodically integrated autoregressive process. Statistics & Probability Letters, 30, 235-240.
  • Franses, P.H.B.F. (1996). Multi-step forecast error variances for periodically integrated time series. Journal of Forecasting, 15, 83-95.
  • Franses, P.H.B.F. & Kleibergen, F.R. (1996). Unit roots in the Nelson-Plosser data: do they matter for forecasting? International Journal of Forecasting, 12, 283-288.
  • Franses, P.H.B.F. (1996). Recent advances in modelling seasonality. Journal of Economic Surveys, 10, 298-345.
  • Franses, P.H.B.F. & Hobijn, B. (1996). Convergentie levensstandaard treedt niet op. Economisch-Statistische Berichten, 81, 10-12.
  • Franses, P.H.B.F. & Paap, R. (1996). Periodic integration: further results on model selection and forecasting. Statistische Hefte, 37, 33-52.
  • Franses, P.H.B.F. & Lucas, A. (1996). Outlier robust cointegration analysis of Dutch interest rates. In ASA American Statistical Ass. (Ed.), Proceedings of the Business and Economic Statistics Section Journal of the American Statistical Association (pp. 106-109). USA: ASA.
  • Vorst, A.C.F. & Franses, P.H.B.F. (1996). Vijf jaar voor econometrie. Economisch-Statistische Berichten, 4059, 474-474.
  • Franses, P.H.B.F. (1995). IGARCH and variance change in the US long-run interest rate. Applied Economics Letters, 2, 113-114.
  • Franses, P.H.B.F. & Boswijk, H.P. (1995). Testing for periodic integration. Economics Letters, 48, 241-248.
  • Franses, P.H.B.F. & Kloek, T. (1995). A periodic cointegration model of quarterly consumption. Applied Stochastic Models & Data Analysis, 11, 159-166.
  • Franses, P.H.B.F. (1995). Quarterly US unemployment: cycles, seasons and asymmetries. Empirical Economics (Heidelberg), 20, 717-725.
  • Franses, P.H.B.F. & Paap, R. (1995). Moving average filters and periodic integration. Mathematics and Computers in Simulation, 39, 245-249.
  • Franses, P.H.B.F. (1995). The effects of seasonally adjusting a periodic autoregressive process. Computer Statistics & Data Analysis, 19, 683-704.
  • Franses, P.H.B.F. (1995). A vector of quarters representation for bivariate time series. Econometric Reviews, 14(1), 55-63.
  • Franses, P.H.B.F., Hylleberg, S. & Lee, H.S. (1995). Spurious deterministic seasonality. Economics Letters, 48, 249-256.
  • Franses, P.H.B.F. (1995). On periodic autoregressions and structural breaks in seasonal time series. EnvironMetrics, 6, 451-455.
  • Franses, P.H.B.F. & Boswijk, H.P. (1995). Periodic cointegration: representation and inference. The Review of Economics and Statistics, LXXVII(3), 436-454.
  • Franses, P.H.B.F. & Paap, R. (1995). Seasonality and stochastic trends in German consumption and income. Empirical Economics (Heidelberg), 20, 109-132.
  • Franses, P.H.B.F. (1995). A differencing test. Econometric Reviews, 14(2), 183-193.
  • Franses, P.H.B.F. (1994). Long-range forecasts in marketing. Tijdschrift voor Marketing.
  • Franses, P.H.B.F. & Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics, 12, 471-478.
  • Franses, P.H.B.F. (1994). On periodic autoregressions and structural breaks in seasonal time series. EnvironMetrics.
  • Franses, P.H.B.F. & Paap, R. (1994). Moving average filters and periodic integration. Mathematics and Computers in Simulation.
  • Franses, P.H.B.F. (1994). Modeling new product sales: an application of cointegration analysis. International Journal of Research in Marketing.
  • Franses, P.H.B.F. (1994). Fitting a Gompertz curve. The Journal of the Operational Research Society, 45, 109-113.
  • Franses, P.H.B.F. & Paap, R. (1994). Model selection in periodic autoregressions. Oxford Bulletin of Economics and Statistics, 56, 421-439.
  • Franses, P.H.B.F. (1994). A method to select between Gompertz and logistic trend curves. Technological Forecasting and Social Change, 46, 45-49.
  • Franses, P.H.B.F. (1994). Gompertz curves with seasonality. Technological Forecasting and Social Change, 45, 287-297.
  • Franses, P.H.B.F. (1994). A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63, 133-151.
  • Franses, P.H.B.F., Kofman, P. & Moser, J. (1994). GARCH effects on a test of cointegration. Review of Quantitative Finance and Accounting, 4, 19-26.

• Books (11)
  • Boswijk, H.P., Franses, P.H.B.F. & Heij, C. (2008). Voorspellen met modellen (Zebra, 28). Utrecht: Epsilon.
  • Franses, P.H.B.F. & Paap, R. (2004). Periodic time series models (Advanced texts in econometrics). Oxford: Oxford University Press.
  • Heij, C., Boer, P.M.C. de, Franses, P.H.B.F., Kloek, T. & Dijk, H.K. van (2004). Econometric Methods with Applications in Business and Economics. Oxford: Oxford University Press.
  • Heij, C., Boer, P.M.C. de, Franses, P.H.B.F., Kloek, T. & Dijk, H.K. van (2004). Solutions Manual for Econometric Methods with Applications in Business and Economics. Oxford: Oxford University Press.
  • Franses, P.H.B.F. & Montgomery, A.L. (2002). Advances in econometrics: Econometric models in marketing. New York: Marcel Dekker.
  • Franses, P.H.B.F. (2002). A concise introduction to econometrics; an intuitive guide. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. & Montgomery, A.L. (Eds.). (2002). Econometric models in marketing (Advances in Econometrics, 16). Amsterdam: JAI Press.
  • Franses, P.H.B.F. & Paap, R. (2001). Quantitative models in marketing research. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2000). Non-linear time series models in empirical finance. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. (1998). Time series models for business and economic forecasting. Cambridge: Cambridge University Press.
  • Franses, P.H.B.F. (1996). Periodicity and stochastic trends in economic time series. Oxford: Oxford University Press.

• Book contributions (19)
  • Franses, P.H.B.F. & Dijk, D.J.C. van (2011). GARCH, outliers and forecasting volatility. In G.N. Gregoriou & R. Pascalau (Eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models (pp. 136-159). Palgrave-MacMillan.
  • Ravazzolo, F., Paap, R., Dijk, D.J.C. van & Franses, P.H.B.F. (2008). Bayesian model averaging in the presence of structural breaks. In M. Wohar & D.E. Rapach (Eds.), Forecasting in the Presence of Structural Breaks and Model Uncertainty (Frontiers of Economics and Globalization, 3) (pp. 561-594). Bingley: Emerald Group Publishing.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. In T.C. Mills & K. Patterson (Eds.), Palgrave Handbook of Econometrics, Volume 1, Econometric Theory (pp. 1035-1055). Basingstoke: Palgrave MacMillan.
  • Franses, P.H.B.F. (2006). Forecasting in marketing. In Graham Elliott, Clive.W.J. Granger & Allan Timmermann (Eds.), Handbook of Economic Forecasting (Handbooks in economics,ISSN 1574-0706, vol.1) (pp. 983-1012). Amsterdam: North Holland.
  • Hafner, C.M., Dijk, D.J.C. van & Franses, P.H.B.F. (2006). Semiparametric modelling of correlation dynamics. In D. Terrell & T. Fomby (Eds.), Advances in Econometrics Volume 20 (pp. 59-103). Amsterdam: Elsevier JAI.
  • Eisinga, R., Franses, P.H.B.F. & Pelzer, B. (2004). Ecological panel inference from repeated cross sections. In G. King, O. Rosen & M. Tanner (Eds.), Ecological Inference: New Methodological Strategies (pp. 188-205). Cambridge: Cambridge University Press.
  • Fok, D., Franses, P.H.B.F. & Paap, R. (2002). Econometric analysis of the market share attraction model. In P.H.B.F. Franses & A.L. Montgomery (Eds.), Advances in econometrics: Econometric models in marketing, chapter 10 (Advances in Econometrics, 16) (pp. 223-256). Amsterdam: JAI Press.
  • Franses, P.H.B.F. & Montgomery, A.L. (2002). Econometric models in marketing: editors' introduction. In P.H.B.F. Franses & A.L. Montgomery (Eds.), Econometric models in marketing (Advances in Econometrics, 16) (pp. 1-9). Amsterdam: JAI Press.
  • Franses, P.H.B.F. & Paap, R. (2002). Forecasting with periodic autoregressive time-series models. In M.P. Clements & D.F. Hendry (Eds.), A companion to economic forecasting (pp. 432-452). Oxford: Blackwell Publishers Ltd.
  • Franses, P.H.B.F., Hoekstra, J.C. & Verhoef, P.C. (2001). De invloed van tevredenheid op cross-buying - Koppeling vragenlijst data met de ontwikkelingen in het marktonderzoek. In A.E. Bronner, P. Dekker, J.C. Hoekstra, E. de Leeuw, W.F. van Raaij, K. de Ruyter & A. Smidts (Eds.), Ontwikkelingen in het Marktonderzoek, Jaarboek 2001 MarktonderzoekAssociatie (MarktOnderzoek Associatie) (pp. 58-73).
  • Franses, P.H.B.F. (1999). Periodicity and structural breaks in environment time seies. In S. Mahendrarajah, A.J. Jakeman & M. McAleer (Eds.), Modelling change in integrated economic and environmental systems (pp. 45-62). Chichester: John Wiley & Sons.
  • Swanson, N. & Franses, P.H.B.F. (1999). Nonlinear econometric modelling: a select review. In P. Rothman (Ed.), Nonlinear Time Series Analysis of Economic and Financial Data (pp. 87-109). Boston: Kluwer Academic Publishers.
  • Eisinga, R., Franses, P.H.B.F. & Dijk, D.J.C. van (1998). Timing of vote decision in first and second order Dutch elections, 1978-1995: evidence from artificial neural networks. In W.R. Mebane (Ed.), Political analysis (pp. 117-142). Ann Arbor: University of Michigan Press.
  • Franses, P.H.B.F. (1998). Modelling seasonality in economic time series. In Aman Ullah & David.E.A. Giles (Eds.), Handbook of applied economic statistics (pp. 553-557). New York: Marcel Dekker Inc..
  • Franses, P.H.B.F. & Dijk, D.J.C. van (1997). Comment on smooth transition models by T. Terasvirta. In Chr. Heij, H. Schumacher, B. Hanzon & K. Praagman (Eds.), System dynamics in economic and financial models (Financial Economics and Quantitative Analysis) (pp. 125-127). Chichester: John Wiley & Sons.
  • Franses, P.H.B.F. (1997). Comment on the relationship between money and prices: an econometric appraisal based on cointegration and causality, by M. Funke , S.G. Hall and M. Beeby. In Chr. Heij, H. Schumacher, B. Hanzon & K. Praagman (Eds.), System Dynamics in Economic and Financial Models (Financial Economics and Quantitative Analysis) (pp. 263-265). Chichester: John Wiley & Sons.
  • Franses, P.H.B.F. (1997). Econometrische analyse van grote bedrijfs-economische gegevensbestanden. In G. Stemerdink (Ed.), Verborgen Rijkdom (pp. 116-139). Voorburg: Centraal Bureau voor de Statistiek.
  • Franses, P.H.B.F. (1997). Veelzijdigheid, auto's en precisie. In H.K. Dijk, R. Harkema, P. Kooiman & P.C. Schotman (Eds.), Kritisch & Constructief, 40 jaar grensverkenningen in de econometrie (NUGI, 681) (pp. 145-153). Rotterdam: EUR.
  • Franses, P.H.B.F. (1994). Nonlinearity and forecasting aspects of periodically integrated autoregressions. In J. Grasman & G. van Straten (Eds.), Predictability and nonlinear modelling in natural sciences and economics (pp. 312-321). Dordrecht: Kluwer.

• Professional publications (7)
  • Van Diepen, Merel, Donkers, B. & Franses, P.H.B.F. (2011). Stijgen de inkomsten van goede doelen als ze vaker om een gift vragen? Inzichten van een veldexperiment. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2011(5), 81-96.
  • Karsemeijer, B., Franses, P.H.B.F. & Velden, M. van de (2007). Saaie Winkelstraten. Economisch-Statistische Berichten, 746.
  • Diepen, M. van, Donkers, B. & Franses, P.H.B.F. (2006). Dynamic and Competitive Effects of Direct Mailings. (ERIM Report Series050-MKT ). 3000 DR Rotterdam: ERIM.
  • Donkers, B., Franses, P.H.B.F. & Verhoef, P.C. (2003). Steekproeftrekking bij Onderzoek naar Zeldzame Uitkomsten. In A A (Ed.), Jaarboek Marktonderzoek Associatie (pp. 221-231). A: A.
  • Franses, P.H.B.F. (2003). Recessie gaat over in expansie. Marketing Tribune, 44-45.
  • Franses, P.H.B.F. (2001). How to deal with intercept and trend in practical cointegration analysis? Applied Economics, 33(5), 577-580.
  • Franses, P.H.B.F. (2001). Do the Nobel Prize laureates in Economics (2000) have anything to do with database marketing? Yes, they have! Marketing News (of the American Marketing Association), March 12(Issue), 14-14.

• ERIM Awards (2)

  Name	ERIM Praeceptor Doctorum Celeberrimus Award
  Year	2011
  Website
  Name	ERIM Book Award
  Year	2003
  Website	http://www.erim.eur.nl/index.php?id=10022