Prof. dr. Ph.H.B.F. (Philip Hans) Franses
Publications
Article (374)
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Academic (343)
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Mattera, R., & Franses, P. H. (2024). Forecasting house price growth rates with factor models and spatio-temporal clustering. International Journal of Forecasting, 41(1), 398-417. Advance online publication. https://doi.org/10.1016/j.ijforecast.2024.09.003
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Franses, P. H., Zou, J., & Wang, W. (2024). Shapley-value-based forecast combination. Journal of Forecasting, 43(8), 3194-3202. Advance online publication. https://doi.org/10.1002/for.3178
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Franses, P. H. (2024). Incorporating judgment in forecasting models in times of crisis. Futures and Foresight Science, 6(4), Article e193. Advance online publication. https://doi.org/10.1002/ffo2.193
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Ooft, G., Bhaghoe, S., & Franses, P. H. (2024). Forecasting Annual Inflation Using Weekly Money Supply. Journal of Quantitative Economics, 22(1), 25-43. https://doi.org/10.1007/s40953-023-00376-5
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Franses, P. H., & Smeets, C. (2024). Modeling flight delays by an intensity-based Hawkes process. Applied Stochastic Models in Business and Industry, 40(4), 863-874. Advance online publication. https://doi.org/10.1002/asmb.2846
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Franses, P. H. (2024). Adstock revisited. Applied Economics. Advance online publication. https://doi.org/10.1080/00036846.2024.2309463
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Ooft, G., Franses, P. H., & Bhaghoe, S. (2023). Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate. Review of Development Economics, 27(4), 2618-2637. https://doi.org/10.1111/rode.13018
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Mattera, R., & Franses, P. H. (2023). Are African business cycles synchronized? Evidence from spatio-temporal modeling. Economic Modelling, 128, Article 106485. https://doi.org/10.1016/j.econmod.2023.106485
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Franses, P. H. (2023). On the life cycles of successful rock bands. Quality and Quantity, 57(5), 4693-4707. https://doi.org/10.1007/s11135-022-01577-5
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Chung, B., Franses, P. H., & Pennings, E. (2023). Conditions that make ventures thrive: from individual entrepreneur to innovation impact. Small Business Economics, 62(3), 1177-1200. https://doi.org/10.1007/s11187-023-00800-3
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Franses, P. H., & Knapp, S. (2022). Empirical analysis of the effectiveness of the legislative framework in the maritime industry. Marine Policy, 147, Article 105401. https://doi.org/10.1016/j.marpol.2022.105401
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Franses, P. H., & Welz, M. (2022). Evaluating Heterogeneous Forecasts for Vintages of Macroeconomic Variables. Journal of Forecasting, 41(4), 829-839. https://doi.org/10.1002/for.2835
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Franses, P. H., & Welz, M. (2022). Forecasting Real GDP Growth for Africa. Econometrics, 10(1), Article 3. https://doi.org/10.3390/econometrics10010003
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Franses, P. H. (2021). Modeling Judgment in Macroeconomic Forecasts. Journal of Quantitative Economics, 19, 401-417. https://doi.org/10.1007/s40953-021-00277-5
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Franses, P. H. (2021). Interpolation and correlation. Applied Economics, 54(14), 1562-1567. https://doi.org/10.1080/00036846.2021.1980199
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Franses, P. H. (2021). Testing bias in professional forecasts. Journal of Forecasting, 40(6), 1086-1094. https://doi.org/10.1002/for.2765
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Franses, P. H. (2021). Modeling box office revenues of motion pictures✰. Technological Forecasting and Social Change, 169, Article 120812. https://doi.org/10.1016/j.techfore.2021.120812
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Kiygi-Calli, M., Weverbergh, M., & Franses, P. H. (2021). Forecasting time-varying arrivals: Impact of direct response advertising on call center performance. Journal of Business Research, 131, 227-240. https://doi.org/10.1016/j.jbusres.2021.03.014
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Franses, P. H. (2021). Time-varying lag cointegration. Journal of Computational and Applied Mathematics, 390, Article 113272. https://doi.org/10.1016/j.cam.2020.113272
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Ooft, G., Bhaghoe, S., & Hans Franses, P. (2021). Forecasting annual inflation in Suriname. Journal of International Financial Markets, Institutions and Money, 73, Article 101357. https://doi.org/10.1016/j.intfin.2021.101357
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Franses, P. H. (2021). Estimating persistence for irregularly spaced historical data. Quality and Quantity, 55(6), 2177-2187. https://doi.org/10.1007/s11135-021-01099-6
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Franses, P. H. (2021). Marketing response and temporal aggregation. Journal of Marketing Analytics, 9(2), 111-117. https://doi.org/10.1057/s41270-020-00102-7
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Franses, P. H. (2021). Simple bayesian forecast combination. Annals of Financial Economics, 15(4), Article 2050016. https://doi.org/10.1142/S2010495220500165
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Franses, P. H. (Accepted/In press). Inclusion of older annual data into time series models for recent quarterly data. Applied Economics Letters. https://doi.org/10.1080/13504851.2020.1866152
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Franses, P. H. (Accepted/In press). Testing for bias in forecasts for independent binary outcomes. Applied Economics Letters, 28(15), 1336. https://doi.org/10.1080/13504851.2020.1838429
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van den Hengel, G., & Franses, P. H. (2020). Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model. Forecasting, 2(3), 284-308. https://doi.org/10.3390/forecast2030016
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van Deijen, M., Borah, A., Tellis, GJ., & Franses, P. H. (2020). Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets. Industrial Marketing Management, 88, 465-484. https://doi.org/10.1016/j.indmarman.2018.12.006
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Franses, P. H. (2020). Measurement error in a first-order autoregression. Advances in Decision Sciences, 24(2), 1-15.
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Franses, P. H. (2020). Correcting the January Optimism Effect. Journal of Forecasting, 39(6), 927-933. https://doi.org/10.1002/for.2670
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Franses, P. H., & Welz, M. (2020). Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? Journal of Risk and Financial Management, 13(3), 1-7. Article 44. https://doi.org/10.3390/jrfm13030044
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Franses, P. H., & Wiemann, T. (2020). Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. Computational Economics, 56, 59-75. https://doi.org/10.1007/s10614-020-09986-0
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Franses, P. H., & Welz, M. (2020). The Cash Use of the Malaysian Ringgit: Can it Be More Efficient? Annals of Financial Economics, 15(1), 1-5. https://doi.org/10.1142/S2010495220500049
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Franses, P. H. (2020). IMA (1,1) as a New Benchmark for forecast. Applied Economics Letters, 27(17), 1419-1423. https://doi.org/10.1080/13504851.2019.1686115
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Franses, P. H. (2020). Do African economies grow similarly? Cybernetics & Systems, 51(8), 746-756. https://doi.org/10.1080/01969722.2020.1823676
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Franses, P. H., & Wiemann, T. (2020). Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Wrapping. Computational Economics, 2020(56), 59-75. http://hdl.handle.net/1765/129416
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Franses, P. H. (2019). Inflation in China, 1953-1978. China Economic Journal, 13(3), 290-298. https://doi.org/10.1080/17538963.2019.1679329
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Franses, P. H., & van Dijk, D. (2019). Combining expert-adjusted forecasts. Journal of Forecasting, 38(5), 415-421. https://doi.org/10.1002/for.2570
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Franses, P. H., & van den Heuvel, W. (2019). Aggregate statistics on trafficker-destination relations in the Atlantic slave trade. International Journal of Maritime History, 31(3), 624-633. https://doi.org/10.1177/0843871419864226
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Franses, P. H. (2019). Model-based forecast adjustment: With and illustration to inflation. Journal of Forecasting, 38(2), 73-80. https://doi.org/10.1002/for.2557
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Franses, P. H., & Welz, M. (2019). Cash use of the Taiwan dollar. Is it efficient. Journal of Risk and Financial Management, 12(1), 1-6. Article 13. https://doi.org/10.3390/jrfm12010013
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Franses, P. H. (2019). On inflation expectations in the NKPC model. Empirical Economics (Heidelberg), 57, 1853-1864. https://doi.org/10.1007/s00181-018-1417-8
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Franses, P. H., & Janssens, E. (2019). Spurious principal components. Applied Economics Letters, 26(1), 37-39. https://doi.org/10.1080/13504851.2018.1433292
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Franses, P. H., & Janssen, E. (2018). Inflation in Africa, 1960-2015. Journal of International Financial Markets, Institutions and Money, 57, 261-292. https://doi.org/10.1016/j.intfin.2018.09.005
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Franses, P. H., Legerstee, R., & Paap, R. (2017). Estimating loss functions of experts. Applied Economics, 49(4), 386-396. https://doi.org/10.1080/00036846.2016.1197373
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Donkers, B., van Diepen, M., & Franses, P. H. (2017). Do charities get more when they ask more often? Evidence from a unique field experiment. Journal of Behavioral and Experimental Economics, 66, 58-65. https://doi.org/10.1016/j.socec.2016.05.006
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Franses, P. H., & Lede, MM. (2017). Adoption of Falsified medical products in a low-income country: empirical evidence for Suriname. Sustainability, 9(10), 1-18. https://doi.org/10.3390/su9101732
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Franses, P. H., & Bruijn, B. (2017). Benchmarking judgementally adjusted forecast. International Journal of Finance and Economics, 22, 3-11. https://doi.org/10.1002/ijfe.1569
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Franses, P. H., & Janssens, E. (2017). Recovering historical inflation data from postage stamps prices. Journal of Risk and Financial Management, 10(21), 1--11. https://doi.org/10.3390/jrfm100421
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Segers, R., Franses, P. H., & de Bruijn, B. (2017). A novel approach to measuring consumer confidence. Econometrics and Statistics, 4, 121-129. https://doi.org/10.1016/j.ecosta.2016.11.009
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Gresnigt, F., Kole, E., & Franses, P. H. (2016). Exploiting Spillovers to Forecast Crashes. Journal of Forecasting, 36(8), 936-955. https://doi.org/10.1002/for.2434
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Franses, P. H. (2016). A note on the Mean Absolute Scaled Error. International Journal of Forecasting, 32(1), 20-22. https://doi.org/10.1016/j.ijforecast.2015.03.008
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Blauw, SL., & Franses, P. H. (2016). Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Household in Uganda using Copulas. Journal of Development Studies, 52(3), 315-330. https://doi.org/10.1080/00220388.2015.1056783
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Franses, P. H., & de Groot, B. (2016). Corruption and inequality of wealth amongst the very rich. Quality and Quantity, 50(3), 1245-1252. https://doi.org/10.1007/s11135-015-0202-4
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Franses, P. H. (2016). A simple test for a bubble based on growth and acceleration. Computational Statistics & Data Analysis, 100, 160-169. https://doi.org/10.1016/j.csda.2014.06.006
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Franses, P. H., & Knecht, W. (2016). The late 1970s bubble in Dutch collectible postage stamps. Empirical Economics (Heidelberg), 50(4), 1215-1228. https://doi.org/10.1007/s00181-015-0974-3
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Gresnigt, F., Kole, E., & Franses, P. H. (2016). Specification Testing in Hawkes Models. Journal of Financial Econometrics, 15(1), 139-171. https://doi.org/10.1093/jjfinec/nbw011
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Franses, P. H. (2016). When Did Classic Composers Make Their Best Work? Creativity Research Journal, 28(2), 219-221. https://doi.org/10.1080/10400419.2016.1162489
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Vergeer, MM., & Franses, P. H. (2016). Live audience responses to live televised election debates: time series analysis of issue salience and party salience on audience behaviour. Information, Communication and Society (print), 19(10), 1390-1410. https://doi.org/10.1080/1369118X.2015.1093526
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Dulam, T. W., & Franses, P. H. (2015). Emigration, wage differentials and brain drain: the case of suriname. Applied Economics, 47(23), 2339-2347. https://doi.org/10.1080/00036846.2015.1005826
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Bodeutsch, D., & Franses, P. H. (2015). The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency. Emerging Markets Finance and Trade, 51(1), 130-139. https://doi.org/10.1080/1540496X.2015.1011523
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Franses, P. H. (2015). The Life Cycle of Social Media. Applied Economics Letters, 22(10), 796-800. https://doi.org/10.1080/13504851.2014.978069
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Gresnigt, F., Kole, E., & Franses, P. H. (2015). Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes. Journal of Banking and Finance, 56, 123-139. https://doi.org/10.2469/dig.v45.n12.10
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Legerstee, R., & Franses, P. H. (2015). Does Disagreement Amongst Forecasters Have Predictive Value? Journal of Forecasting, 34(4), 290-302. https://doi.org/10.1002/for.2330
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Franses, P. H., & Lede, M. (2015). Cultural norms and values and purchases of counterfeits. Applied Economics, 47(54), 5902-5916. https://doi.org/10.1080/00036846.2015.1058915
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Kunst, RM., & Franses, P. H. (2015). Asymmetric time aggregation and its potential benefits for forecasting annual data. Empirical Economics (Heidelberg), 49(1), 363-387. https://doi.org/10.1007/s00181-014-0864-0
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Legerstee, R., & Franses, P. H. (2014). Do Experts' SKU Forecasts Improve after Feedback. Journal of Forecasting, 33(1), 69-79. https://doi.org/10.1002/for.2274
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Franses, P. H. (2014). Trends in Three Decades of Rankings of Dutch Economists. Scientometrics, 98(2), 1257-1268. https://doi.org/10.1007/s11192-013-1041-5
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Franses, P. H., & Legerstee, R. (2014). Statistical Institutes and Economic Prosperity. Quality and Quantity, 48, 507-520. https://doi.org/10.1007/s11135-012-9784-2
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Fok, D., Paap, R., & Franses, P. H. (2014). Incorporating Responsiveness to Marketing Effort in Brand Choice Modeling. Econometrics, 2(1), 20-44. https://doi.org/10.3390/econometrics2010020
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Franses, P. H., McAleer, M., & Legerstee, R. (2014). Evaluating Macroeconomc Forecasts: A concise Review of Some Recent Developments. Journal of Economic Surveys, 28(2), 195-208. https://doi.org/10.1111/joes.12000
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Franses, P. H. (2014). Evaluating CPB's Forecasts. De Economist, 162, 215-221. https://doi.org/10.1007/s10645-014-9230-z
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Bodeutsch, D., & Franses, P. H. (2014). Size and Value Effects in Suriname. Applied Financial Economics, 24(10), 671-677. https://doi.org/10.1080/09603107.2014.896981
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Segers, R., & Franses, P. H. (2014). Panel design effects on response rates and response quality. Statistica Neerlandica, 68(1), 1-24. https://doi.org/10.1111/stan.12019
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Mees, H., & Franses, P. H. (2014). Are Individuals in China Prone to Money Illusion? Journal of Socio-economics, 51, 38-46. https://doi.org/10.1016/j.socec.2014.03.003
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Franses, P. H. (2014). When Did Nobel Prize Laureates in Literature Make Their Best Work? Creativity Research Journal, 26(3), 372-374. https://doi.org/10.1080/10400419.2014.929435
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Fok, D., & Franses, P. H. (2013). Testing earnings management. Statistica Neerlandica, 67(3), 281-292. https://doi.org/10.1111/stan.12007
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Paap, R., & Franses, P. H. (2013). Common Large Innovations Across Nonlinear Time Series. Studies in Nonlinear Dynamics and Econometrics, 17(3), 251-263. https://doi.org/10.1515/snde-2012-0047
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Franses, P. H. (2013). Improving judgmental adjustment of model-based forecast. Mathematics and Computers in Simulation, 93, 1-8. https://doi.org/10.1016/j.matcom.2012.11.007
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Chang, C.-L., Bruijn, B., Franses, P. H., & McAleer, M. (2013). Analyzing Fixed-Event Forecast Revisions. International Journal of Forecasting, 29(4), 622-627. https://doi.org/10.1016/j.ijforecast.2013.04.002
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Franses, P. H., & de Groot, B. (2013). Do commercial real estate prices have predictive content for GDP. Applied Economics, 45(31), 4379-4384. https://doi.org/10.1080/00036846.2013.783681
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Chang, C.-L., Franses, P. H., & McAleer, M. (2013). Are Forecast Updates Progressive? Mathematics and Computers in Simulation, 93, 9-18. https://doi.org/10.1016/j.matcom.2013.03.007
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Franses, P. H., & Legerstee, R. (2013). Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? International Journal of Forecasting, 29(1), 80-87. https://doi.org/10.1016/j.ijforecast.2012.05.008
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Franses, P. H. (2013). Data Revisions and Periodic Properties of Macroeconomic Data. Economics Letters, 120, 139-141. https://doi.org/10.1016/j.econlet.2013.04.014
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Franses, P. H., & Mees, H. (2013). Approximating the DGP of China's Quarterly GDP. Applied Economics, 45(24), 3469-3472. https://doi.org/10.1080/00036846.2012.709604
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Fok, D., Paap, R., & Franses, P. H. (2012). Modeling Dynamic Effects of Promotion on Interpurchase Times. Computational Statistics & Data Analysis, 56(11), 3055-3069. https://doi.org/10.1016/j.csda.2012.03.022
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Peers, Y., Fok, D., & Franses, P. H. (2012). Modeling Seasonality in New Product Diffusion. Marketing Science, 31(2), 351-364. https://doi.org/10.1287/mksc.1110.0696
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Calli, MK., Weverbergh, M., & Franses, P. H. (2012). The effectiveness of high-frequency direct-response commercials. International Journal of Research in Marketing, 29(1), 98-109. https://doi.org/10.1016/j.ijresmar.2011.09.001
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Chang, CL., Franses, P. H., & McAleer, M. (2012). Evaluating individual and mean non-replicable forecasts. Romanian Journal of Economic Forecasting, 15(3), 22-43.
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Vergeer, M., Eisinga, R., & Franses, P. H. (2012). Supply and demand effects in television viewing. A time series analysis. Communications: the European journal of communication research (print), 37(1), 79-98. https://doi.org/10.1515/commun-2012-0004
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Franses, P. H., & Vermeer, SJC. (2012). Inequality amongst the wealthiest and its link with economic growth. Applied Economics, 44(22), 2851-2858. https://doi.org/10.1080/00036846.2011.566211
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de Groot, B., & Franses, P. H. (2011). Common Socio-Economic Cycle Periods. Technological Forecasting and Social Change, 79(1), 59-68. https://doi.org/10.1016/j.techfore.2011.06.006
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van Dijk, A., Franses, P. H., Paap, R., & van Dijk, D. (2011). Modeling Regional House Prices. Applied Economics, 43(17), 2097-2110. https://doi.org/10.1080/00036840903085089
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Franses, P. H., & Paap, R. (2011). Random-coefficient Periodic Autoregressions. Statistica Neerlandica, 65(1), 101-115. https://doi.org/10.1111/j.1467-9574.2010.00477.x
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Franses, P. H. (2011). Averaging Model Forecast and Expert Forecasts: Why Does It Work? Interfaces, 41(2), 177-181. https://doi.org/10.1287/inte.1100.0554
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Franses, P. H. (2011). Model Selection for Forecast Combination. Applied Economics, 43(14), 1721-1727. https://doi.org/10.1080/00036840902762753
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Kunst, RM., & Franses, P. H. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Time Series. Oxford Bulletin of Economics and Statistics, 73(4), 469-488. https://doi.org/10.1111/j.1468-0084.2010.00627.x
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Eisinga, R., Franses, P. H., & Vergeer, M. (2011). Weather Conditions and Daily Television Use in the Netherlands, 1996-2005. International Journal of Biometeorology, 55(4), 555-564. https://doi.org/10.1007/s00484-010-0366-5
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Franses, P. H., & Mees, H. (2011). Does News on Real Chinese GDP Growth Impact Stock Markets? Applied Financial Economics, 21(1), 61-66. https://doi.org/10.1080/09603107.2011.523190
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Heij, C., & Franses, P. H. (2011). Correcting for Survey Effects in Pre-Election Polls. Statistica Neerlandica, 65(3), 352-370. https://doi.org/10.1111/j.1467-9574.2011.00489.x
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Chang, C.-L., Franses, P. H., & McAleer, M. (2011). How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan. International Journal of Forecasting, 27(4), 1066-1075. https://doi.org/10.1016/j.ijforecast.2010.12.001
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Lam, KY., Koning, A., & Franses, P. H. (2011). Estimating Independent Locally Shifted Random Utility Models for Ranking Data. Multivariate Behavioral Research, 46(5), 756-778. https://doi.org/10.1080/00273171.2011.606754
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Franses, P. H., Kranendonk, HC., & Lanser, D. (2011). One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast. International Journal of Forecasting, 27(2), 482-495. https://doi.org/10.1016/j.ijforecast.2010.05.015
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Franses, P. H., & 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. https://doi.org/10.1057/jors.2010.87
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Franses, P. H., & Legerstee, R. (2011). Combining SKU-Level Sales Forecast from Models and Experts. Expert Systems with Applications, 38(3), 2365-2370. https://doi.org/10.1016/j.eswa.2010.08.024
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van Nierop, E., Bronnenberg, B., Paap, R., Franses, P. H., & Wedel, M. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. Journal of Marketing Research, 47(1), 63-74. https://doi.org/10.1509/jmkr.47.1.63
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Franses, P. H., & Legerstee, R. (2010). A unifying view on multi-step forecasting using an autoregression. Journal of Economic Surveys, 24(3), 389-401. https://doi.org/10.1111/j.1467-6419.2009.00581.x
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Franses, P. H., & Legerstee, R. (2010). Do experts adjustments on model-based SKU-level forecasts improve forecast quality? Journal of Forecasting, 29(3), 331-340. https://doi.org/10.1002/for.1129
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Knapp, S., & Franses, P. H. (2010). Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements. Transport Reviews, 30(2), 241-270. https://doi.org/10.1080/01441640902985934
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Franses, P. H., & Cramer, JS. (2010). On the Number of Categories in an Ordered Regression Model. Statistica Neerlandica, 64(1), 125-128. https://doi.org/10.1111/j.1467-9574.2009.00432.x
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Boswijk, HP., Franses, P. H., & van Dijk, D. (2010). Twenty years of cointegration. Journal of Econometrics, 158(1), 1-2. https://doi.org/10.1016/j.jeconom.2010.03.001
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Boswijk, HP., Franses, P. H., & van Dijk, D. (2010). Cointegration in a historical perspective. Journal of Econometrics, 158(1), 156-159. https://doi.org/10.1016/j.jeconom.2010.03.025
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Nalbantov, GI., Franses, P. H., Groenen, P., & Bioch, JC. (2010). Estimating the Market Share Attraction Model using Support Vector Regressions. Econometric Reviews, 29(5/6), 688-716. https://doi.org/10.1080/07474938.2010.481989
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Franses, P. H., & Segers, R. (2010). Seasonality in Revisions of Macroeconomic Data. Journal of Official Statistics, 26(2), 361-369.
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van Elk, R., Mot, E., & Franses, P. H. (2010). Modeling healthcare expenditures: Overview of the literature and evidence from a panel time-series model. Expert review of pharmacoeconomics & outcomes research, 10(1), 25-35. https://doi.org/10.1586/erp.09.72
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Franses, P. H., & Knapp, S. (2009). Econometric analysis to differentiate effects of various ship safety inspections. Marine Policy, 32, 653-662. https://doi.org/10.1016/j.marpol.2007.11.006
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Bijwaard, G., & Franses, P. H. (2009). The effect of rounding on payment efficiency. Computational Statistics & Data Analysis, 53(4), 1449-1461. https://doi.org/10.1016/j.csda.2008.09.034
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Donkers, B., van Diepen, M., & Franses, P. H. (2009). Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application. Journal of Marketing Research, 46(1), 120-133. https://doi.org/10.1509/jmkr.46.1.120
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Bruyneel, SD., Dewitte, S., Franses, P. H., & Dekimpe, MG. (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. https://doi.org/10.1002/bdm.619
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Sandor, Z., & Franses, P. H. (2009). Consumer Price Evaluations Through Choice Experiments. Journal of Applied Econometrics, 24(3), 517-535. https://doi.org/10.1002/jae.1061
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Boulaksil, Y., & Franses, P. H. (2009). Experts' stated behavior. Interfaces, 39(2), 168-171. https://doi.org/10.1287/inte.1080.0421
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Chintagunta, P., Franses, P. H., & Paap, R. (2009). Introduction to the Special Issue on New Econometric Models in Marketing. Journal of Applied Econometrics, 24(3), 375-376. https://doi.org/10.1002/jae.1055
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Knapp, S., & Franses, P. H. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? Marine Policy, 33(5), 826-846. https://doi.org/10.1016/j.marpol.2009.03.005
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Franses, P. H., McAleer, M., & Legerstee, R. (2009). Expert opinion versus expertise in forecasting. Statistica Neerlandica, 63(3), 334-346. https://doi.org/10.1111/j.1467-9574.2009.00426.x
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de Groot, B., & Franses, P. H. (2009). Cycles in basic innovations. Technological Forecasting and Social Change, 76(8), 1021-1025. https://doi.org/10.1016/j.techfore.2009.03.007
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van Diepen, M., Donkers, B., & Franses, P. H. (2009). Does Irritation Induced by Charitable Direct Mailings Reduce Donations? International Journal of Research in Marketing, 26(3), 180-188. https://doi.org/10.1016/j.ijresmar.2009.03.007
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Franses, P. H., de Groot, B., & Legerstee, R. (2009). Testing for harmonic regressors. Journal of Applied Statistics, 36(3), 339-346. https://doi.org/10.1080/02664760802454837
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Franses, P. H. (2009). Why is GDP typically revised upwards? Statistica Neerlandica, 63(2), 125-130. https://doi.org/10.1111/j.1467-9574.2008.00410.x
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Franses, P. H., & Legerstee, R. (2009). Properties of expert adjustments on model-based SKU-level forecasts. International Journal of Forecasting, 25(1), 35-47. https://doi.org/10.1016/j.ijforecast.2008.11.009
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Hafner, CM., & Franses, P. H. (2009). A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. Econometric Reviews, 28(6), 612-631. https://doi.org/10.1080/07474930903038834
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Lam, KY., Koning, A., & Franses, P. H. (2009). Confidence intervals for maximal reliability in tau-equivalent models. Statistica Neerlandica, 63(4), 490-507. https://doi.org/10.1111/j.1467-9574.2009.00439.x
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Prins, R., Verhoef, PC., & Franses, P. H. (2009). The impact of adoption timing on new service usage and early disadoption. International Journal of Research in Marketing, 26(4), 304-313. https://doi.org/10.1016/j.ijresmar.2009.07.002
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van Damme, EEC., Fase, MMG., Franses, P. H., Theeuwes, JJM., & Swank, J. (2009). Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008. De Economist, 157, 267-269. https://doi.org/10.1007/s10645-009-9116-7
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de Groot, B., & Franses, P. H. (2008). Stability through cycles. Technological Forecasting and Social Change, 75(3), 301-311. https://doi.org/10.1016/j.techfore.2007.07.004
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van Oest, RD., & Franses, P. H. (2008). Measuring changes in consumer confidence. Journal of Economic Psychology, 29(3), 255-275. https://doi.org/10.1016/j.joep.2007.10.001
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Franses, P. H. (2008). Merging models and experts. International Journal of Forecasting, 24(1), 31-33. https://doi.org/10.1016/j.ijforecast.2007.12.002
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Franses, P. H., van der Leij, MJ., & Paap, R. (2008). A Simple Test for GARCH Against a Stochastic Volatility Model. Journal of Financial Econometrics, 6(3), 291-306. https://doi.org/10.1093/jjfinec/nbn008
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ten Cate, A., & Franses, P. H. (2008). Error-correction modelling in descrete and continuous time. Economics Letters, 101(2), 140-141. https://doi.org/10.1016/j.econlet.2008.07.006
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van Nierop, E., Fok, D., & Franses, P. H. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. Marketing Science, 27(6), 1065-1082. https://doi.org/10.1287/mksc.1080.0365
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Verbeke, W., Franses, P. H., 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. https://doi.org/10.2753/JOA0091-3367370410
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de Groot, B., & Franses, P. H. (2007). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
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Fok, D., Franses, P. H., & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models. Journal of Econometrics, 138(1), 231-251. https://doi.org/10.1016/j.jeconom.2006.05.021
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van Dijk, D., Franses, P. H., & Boswijk, HP. (2007). Absorption of shocks in nonlinear autoregressive models. Computational Statistics & Data Analysis, 51(9), 4206-4226. https://doi.org/10.1016/j.csda.2006.04.033
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Knapp, S., & Franses, P. H. (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. https://doi.org/10.1016/j.marpol.2006.11.004
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Franses, P. H. (2007). Estimating the stock of postwar Dutch postal stamps. Applied Economics, 39(8), 943-946. https://doi.org/10.1080/00036840701243641
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Fok, D., & Franses, P. H. (2007). Modeling the diffusion of scientific publications. Journal of Econometrics, 139(2), 376-390. https://doi.org/10.1016/j.jeconom.2006.10.021
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Franses, P. H., & van Oest, RD. (2007). On the econometrics of the geometric lag model. Economics Letters, 95(2), 291-296. https://doi.org/10.1016/j.econlet.2006.10.023
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Pauwels, K., Srinivasan, S., & Franses, P. H. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1), 83-100. https://doi.org/10.1287/mksc.1060.0207
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Stremersch, S., Tellis, GJ., Franses, P. H., & Binken, JLG. (2007). Indirect Network Effects in New Product Growth. Journal of Marketing, 71(3), 52-74. https://doi.org/10.1509/jmkg.71.3.52
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Franses, P. H., & Kunst, RM. (2007). Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? Economic Modelling, 24(6), 954-968. https://doi.org/10.1016/j.econmod.2007.03.006
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Franses, P. H., & Kippers, J. (2007). An empirical analysis of euro cash payments. European Economic Review, 51(8), 1985-1997. https://doi.org/10.1016/j.euroecorev.2007.01.001
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Knapp, S., & Franses, P. H. (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. https://doi.org/10.1080/03088830701585217
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de Groot, B., & Franses, P. H. (2007). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2007). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2007). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
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Franses, P. H., & Dijkshoorn, S. (2006). Betaalgemak door afronding niet toegenomen. Economisch-Statistische Berichten, 91(4460), 237-238.
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de Groot, B., & Franses, P. H. (2006). EICIE voorspelt 1.5% krimp. Economisch-Statistische Berichten, 91, 320-321.
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Hyung, N., Franses, P. H., & 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. https://doi.org/10.1016/j.ribaf.2005.05.002
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Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. Journal of Marketing Research, 43(3), 443-461. https://doi.org/10.1509/jmkr.43.3.443
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Franses, P. H., Groenen, P., & Wagelmans, A. (2006). Editorial introduction, special issue: 50 years of Econometric Institute and 60 years of Statistica Neerlandica. Statistica Neerlandica, 60(2), 79-79.
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Donkers, B., Paap, R., Jonker, JJ., & Franses, P. H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples. Journal of Applied Econometrics, 21(5), 549-562. https://doi.org/10.1002/jae.858
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van Diepen, M., & Franses, P. H. (2006). Evaluating CHAID. Information Systems, 31, 814-831.
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Franses, P. H., & Vroomen, BLK. (2006). Estimating confidence bounds for advertising effect duration intervals. Journal of Advertising, 35(2), 33-37. https://doi.org/10.1007/BF02726508
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Franses, P. H. (2006). On modeling panels of time series. Statistica Neerlandica, 60(4), 438-456. https://doi.org/10.1111/j.1467-9574.2006.00339.x
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Bijwaard, G., Franses, P. H., & Paap, R. (2006). Modeling purchases as repeated events. Journal of Business and Economic Statistics, 24(4), 487-502. https://doi.org/10.1198/073500106000000242
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Tellis, GJ., & Franses, P. H. (2006). Optimal data interval for estimating advertising response. Marketing Science, 25(3), 217-229. https://doi.org/10.1287/mksc.1050.0178
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Franses, P. H. (2006). Empirical causality between bigger banknotes and inflation. Applied Economics Letters, 13, 751-752. https://doi.org/10.1080/13504850500424926
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Franses, P. H., & van Dijk, D. (2006). A simple test for PPP among traded goods. Applied Financial Economics, 16(1/2), 19-27.
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Franses, P. H., & de Groot, B. (2006). In 2005 groeide de economie met 1.0 procent. Unknown.
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Franses, P. H., & de Groot, B. (2006). Gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91, 32-33.
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Boswijk, HP., & Franses, P. H. (2006). Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68, 345-370. https://doi.org/10.1111/j.1468-0084.2006.00165.x
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Franses, P. H., & Kloek, T. (2006). Vijftig jaar econometrie: de waarde van het model. Economisch-Statistische Berichten, 91, 302-303.
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4500).
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de Groot, B., & Franses, P. H. (2006). EICIE, in 2005 groeide de economie met 1%. Economisch-Statistische Berichten, 91.
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de Groot, B., & Franses, P. H. (2006). EICIE, gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91.
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4483).
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de Groot, B., & Franses, P. H. (2006). Het gaat goed met de economie! Economisch-Statistische Berichten, 91, 157-157.
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4491).
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4493).
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4495).
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4497).
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de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4498).
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Bruyneel, SD., Dewitte, S., Franses, P. H., & Dekimpe, MG. (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.
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Boswijk, HP., & Franses, P. H. (2005). On the econometrics of the Bass diffusion model. Journal of Business and Economic Statistics, 23(3), 255-268. https://doi.org/10.1198/073500104000000604
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Franses, P. H., & Vogelsang, TJ. (2005). Are winters getting warmer? Environmental Modelling & Software, 20(11), 1449-1455. https://doi.org/10.1016/j.envsoft.2004.09.016
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Franses, P. H., & van Dijk, D. (2005). The forecasting performance of various models for seasonality and non-linearity for quarterly industrial production. International Journal of Forecasting, 21(2), 87-102.
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van Dijk, D., van Dijk, H., & Franses, P. H. (2005). On the dynamics of business cycle analysis; Editors' introduction. Journal of Applied Econometrics, 20(2), 147-150. https://doi.org/10.1002/jae.844
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de Groot, B., & Franses, P. H. (2005). Een real time indicator van het bruto binnenlands product. Economisch-Statistische Berichten, 90, 8-11.
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Fok, D., van Dijk, D., & Franses, P. H. (2005). A multi-level panel STAR model for US manufacturing sectors. Journal of Applied Econometrics, 20(6), 811-827. https://doi.org/10.1002/jae.822
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Franses, P. H., & Hyung, N. (2005). Forecasting time series with long memory and level shifts. Journal of Forecasting, 24(1), 1-16. https://doi.org/10.1002/for.937
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de Groot, B., & Franses, P. H. (2005). EICIE voorspelt 1% groei. Economisch-Statistische Berichten, 90(1), 179-179.
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Pelzer, B., Eisinga, R., & Franses, P. H. (2005). Panelizing repeated cross sections, Female labor force participation in the Netherlands and West Germany. Quality and Quantity, 39(2), 155-174. https://doi.org/10.1007/s11135-004-1673-x
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Koning, A., Franses, P. H., Hibon, M., & Stekler, H. (2005). The M3 competition: statistical test of results. International Journal of Forecasting, 21(3), 397-409. https://doi.org/10.1016/j.ijforecast.2004.10.003
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Berrety, T., Dijkshoorn, S., Franses, P. H., & Kruithof, C. (2005). Waarom geven we zoveel uit? Economisch-Statistische Berichten, 90, 277.
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Rodrigues, PMM., & Franses, P. H. (2005). A sequential approach to testing seasonal unit roots in high frequency data. Journal of Applied Statistics, 32(6), 555-569. https://doi.org/10.1080/02664760500078912
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Franses, P. H., & Koning, A. (2005). Are precipitation levels getting higher? Statistical evidence for the Netherlands. Journal of Climate, 18(22), 4701-4714. https://doi.org/10.1175/JCLI3576.1
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Fok, D., van Dijk, D., & Franses, P. H. (2005). Forecasting aggregate using panels of nonlinear time series. International Journal of Forecasting, 21(4), 785-794. https://doi.org/10.1016/j.ijforecast.2005.04.015
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Paap, R., Franses, P. H., & van Dijk, D. (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. https://doi.org/10.1016/j.jdeveco.2004.05.001
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Paap, R., van Nierop, E., van Heerde, HJ., Wedel, M., Franses, P. H., & Alsem, KJ. (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. https://doi.org/10.1016/j.ijforecast.2004.02.004
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Sloot, L., Verhoef, PC., & Franses, P. H. (2005). The impact of brand equity and the hedonic level of products on consumer stock-out reactions. Journal of Retailing, 81(1), 15-34. https://doi.org/10.1016/j.jretai.2005.01.001
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Franses, P. H., & van Oest, RD. (2005). Which brands gain share from which brands? Inference from store-level scanner data. Quantitative Marketing and Economics, 3(3), 281-304. https://doi.org/10.1007/s11129-005-0302-x
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Bemmaor, AC., & Franses, P. H. (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. https://doi.org/10.1002/asmb.553
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Franses, P. H. (2005). On the use of econometric models for policy simulation in marketing. Journal of Marketing Research, 42(1), 4-14. https://doi.org/10.1509/jmkr.42.1.4.56891
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Franses, P. H. (2005). Diagnostics, expectations and endogeneity. Journal of Marketing Research, 42(1), 27-29. https://doi.org/10.1509/jmkr.42.1.27.56885
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Vogelsang, TJ., & Franses, P. H. (2005). Testing for common deterministic trend slopes. Journal of Econometrics, 126(1), 1-24. https://doi.org/10.1016/j.jeconom.2004.02.004
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Vroomen, BLK., Donkers, B., Verhoef, PC., & Franses, P. H. (2005). Selecting Profitable Customers for Complex Services on the Internet. Journal of Service Research, 8(1), 37-47. https://doi.org/10.1177/1094670505276681
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de Groot, B., & Franses, P. H. (2005). EICIE, Eerste kwartaalbericht. Economisch-Statistische Berichten, 90(4458).
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de Groot, B., & Franses, P. H. (2005). EICIE, Tweede kwartaalbericht. Economisch-Statistische Berichten, 90(4467).
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de Groot, B., & Franses, P. H. (2005). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten, 90(4473).
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Franses, P. H., & de Groot, B. (2005). Voorspellen in ongewisse tijden. Economisch-Statistische Berichten, 90(10-21), 468-469.
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Franses, P. H., Paap, R., & Vroomen, BLK. (2004). Forecasting unemployment using an autoregression with censored latent effects parameters. International Journal of Forecasting, 20(2), 255-271. https://doi.org/10.1016/j.ijforecast.2003.09.004
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Kawasaki, Y., & Franses, P. H. (2004). Do seasonal unit roots matter for forecasting monthly industrial production? Journal of Forecasting, 23(2), 77-88.
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Fok, D., & Franses, P. H. (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. https://doi.org/10.1016/j.ijresmar.2003.09.001
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Franses, P. H. (2004). Fifty years since Koyck (1954). Statistica Neerlandica, 58(4), 381-387. https://doi.org/10.1111/j.1467-9574.2004.00266.x
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Franses, P. H. (2004). Do we think we make better forecasts than in the past? A survey of academics. Interfaces, 34(6), 466-468. https://doi.org/10.1287/inte.1040.0102
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Kippers, J., Franses, P. H., van Diepen, M., Laheij, C., & Tromp, N. (2004). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 89, 484-486.
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Wuyts, SHK., Stremersch, S., van den Bulte, C., & Franses, P. H. (2004). Vertical marketing systems for complex products: A triadic perspective. Journal of Marketing Research, 41(4), 479-487. https://doi.org/10.1509/jmkr.41.4.479.47015
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Franses, P. H., & Maas, B. (2004). Gepercipieerde kwaliteit van universitair marktonderzoek onderwijs. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2004, 221-237.
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Vroomen, BLK., Franses, P. H., & Nierop, E. (2004). Modeling consideration sets and brand choice using artificial neural networks. European Journal of Operational Research, 154(1), 206-217. https://doi.org/10.1016/S0377-2217(02)00673-2
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Franses, P. H., van Dijk, D., & Lucas, A. (2004). Short patches of outliers, ARCH and volatility modelling. Applied Financial Economics, 14(4), 221-231. https://doi.org/10.1080/0960310042000201174
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Clements, MP., Franses, P. H., & Swanson, NR. (2004). Forecasting economic and financial time-series with non-linear models. International Journal of Forecasting, 20(2), 169-183. https://doi.org/10.1016/j.ijforecast.2003.10.004
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Hobijn, B., Franses, P. H., & Ooms, M. (2004). Generalizations of the KPSS-test for stationarity. Statistica Neerlandica, 58, 483-502. https://doi.org/10.1111/j.1467-9574.2004.00272.x
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van Diepen, M., Laheij, C., Tromp, N., Franses, P. H., & Kippers, J. (2003). Efficiënter betalen met de euro. Economisch-Statistische Berichten, 88, 248-249.
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van Diepen, M., Tromp, N., Franses, P. H., & Kippers, J. (2003). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 88, 484-486.
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Franses, P. H. (2003). The diffusion of scientific publications: the case of econometrica, 1987. Scientometrics, 56(1), 29-42. https://doi.org/10.1023/A:1021994422916
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Kawasaki, Y., & Franses, P. H. (2003). Detecting seasonal unit roots in a structural time series model. Journal of Applied Statistics, 30(4), 373-387.
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Carsoule, FP., & Franses, P. H. (2003). A note on monitoring time-varying parameters in an autoregression. Metrika, 57(1), 51-62. https://doi.org/10.1007/s001840200198
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Non, MC., Franses, P. H., 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. https://doi.org/10.1016/S0040-1625(02)00320-7
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Dekker, DJ., Franses, P. H., & Krackhardt, D. (2003). An equilibrium-correction model for dynamic network data. Journal of Mathematical Sociology, 27(2-3), 193-215. https://doi.org/10.1080/00222500305893
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Clements, MP., Franses, P. H., Smith, J., & van Dijk, D. (2003). On SETAR non-linearity and forecasting. Journal of Forecasting, 22(5), 359-376. https://doi.org/10.1002/for.863
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Kippers, J., Nierop, E., Paap, R., & Franses, P. H. (2003). An empirical study of cash payments. Statistica Neerlandica, 57(4), 484-508. https://doi.org/10.1111/1467-9574.00241
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van Dijk, D., & Franses, P. H. (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. Oxford Bulletin of Economics and Statistics, 65(Supplement), 727-744. https://doi.org/10.1046/j.0305-9049.2003.00091.x
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Franses, P. H., & 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.
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Verhoef, PC., & Franses, P. H. (2003). Combining revealed and stated preferences to forecast customer behavior: three case studies. International Journal of Market Research, 45(4), 467-474.
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Donkers, B., Franses, P. H., & Verhoef, PC. (2003). Selective Sampling for Binary Choice Models. Journal of Marketing Research, 40(4), 492-497. https://doi.org/10.1509/jmkr.40.4.492.19395
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Bod, P., Blitz, D., Franses, P. H., & Kluitman, R. (2002). An unbiased variance estimator for overlapping returns. Applied Financial Economics, 12, 155-158.
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Franses, P. H. (2002). Testing for residual autocorrelation in growth curve models. Technological Forecasting and Social Change, 69(2), 195-204. https://doi.org/10.1016/S0040-1625(01)00148-2
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Bos, CS., Franses, P. H., & Ooms, M. (2002). Inflation, forecast intervals and long memory regression models. International Journal of Forecasting, 18, 243-264. https://doi.org/10.1016/S0169-2070(01)00156-X
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van Dijk, D., Teräsvirta, T., & Franses, P. H. (2002). Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews, 21(1), 1-47.
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Pelzer, B., Eisinga, R., & Franses, P. H. (2002). Inferring transition probabilities from repeated cross sections. Political Analysis, 10(2), 113-133.
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Franses, P. H., & Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment. Journal of Applied Econometrics, 17, 347-366. https://doi.org/10.1002/jae.627
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van Dijk, D., Franses, P. H., & Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment. Journal of Econometrics, 110(2), 135-165. https://doi.org/10.1016/S0304-4076(02)00090-8
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Verhoef, PC., Franses, P. H., & Donkers, B. (2002). Changing perceptions and changing behavior in customer relationships. Marketing Letters, 13(2), 121-134. https://doi.org/10.1023/A:1016093819299
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Verhoef, PC., Franses, P. H., & Hoekstra, JC. (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. https://doi.org/10.1177/00970302030003002
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Franses, P. H., & de Bruin, P. (2002). On data transformations and evidence of nonlinearity. Computational Statistics & Data Analysis, 40, 621-632. https://doi.org/10.1016/S0167-9473(02)00054-3
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Franses, P. H., & McAleer, M. (2002). Financial volatility: an introduction. Journal of Applied Econometrics, 17(5), 419-424. https://doi.org/10.1002/jae.693
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Franses, P. H., van der Leij, MJ., & Paap, R. (2002). Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17(5), 606-616. https://doi.org/10.1002/jae.690
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Franses, P. H. (2002). From first submission to citation: an empirical analysis. Statistica Neerlandica, 56(4), 497-510. https://doi.org/10.1111/1467-9574.00214
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Koopman, SJ., & Franses, P. H. (2002). Constructing seasonally adjusted data with time-varying confidence intervals. Oxford Bulletin of Economics and Statistics, 64(5), 509-526.
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Kluitman, R., & Franses, P. H. (2002). Estimating volatility on overlapping returns when returns are autocorrelated. Applied Mathematical Finance, 9, 179-188.
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Vriens, M., Grigsby, M., & Franses, P. H. (2002). Time series models for advertising tracking data. Canadian Journal of Marketing Research, 20, 62-71.
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Franses, P. H. (2002). De langste weg is de beste. Economisch-Statistische Berichten, 87, 350-351.
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Kippers, J., Franses, P. H., van Nierop, E., & Paap, R. (2002). Hoe betalen we eigenlijk? Economisch-Statistische Berichten, 87, 847-850.
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Fok, D., & Franses, P. H. (2002). Ordered logit analysis for selectively sampled data. Computational Statistics & Data Analysis, 40(3), 477-497. https://doi.org/10.1016/S0167-9473(02)00063-4
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Franses, P. H., Neele, J., & van Dijk, D. (2001). Modeling asymmetric volatility in weekly Dutch temperature data. Environmental Modelling & Software, 16(2), 131-137. https://doi.org/10.1016/S1364-8152(00)00076-1
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Hobijn, B., & Franses, P. H. (2001). Are living standards converging? Structural Change and Economic Dynamics, 12, 171-200. https://doi.org/10.1016/S0954-349X(00)00034-5
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Ooms, M., & Franses, P. H. (2001). A seasonal periodic long memory model for monthly river flows. Environmental Modelling & Software, 16(6), 559-569. https://doi.org/10.1016/S1364-8152(01)00025-1
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Rothman, P., van Dijk, D., & Franses, P. H. (2001). Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506-532.
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Fok, D., & Franses, P. H. (2001). Forecasting market shares from models for sales. International Journal of Forecasting, 17(1), 121-128. https://doi.org/10.1016/S0169-2070(00)00075-3
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Franses, P. H., Srinivasan, S., & Boswijk, HP. (2001). Testing for unit roots in market shares. Marketing Letters, 12(4), 351-364. https://doi.org/10.1023/A:1012276406686
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Verhoef, PC., Franses, P. H., & Hoekstra, JC. (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. https://doi.org/10.1016/S0022-4359(01)00052-5
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Arino, MA., & Franses, P. H. (2000). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.
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Hobijn, B., & Franses, P. H. (2000). Asymptotically perfect and relative convergence of productivity. Journal of Applied Econometrics, 15, 59-81.
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Taylor, N., van Dijk, D., Franses, P. H., & Lucas, A. (2000). SETS, arbitrage activity, and stock price dynamics. Journal of Banking and Finance, 24(8), 1289-1306. https://doi.org/10.1016/S0378-4266(99)00073-4
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Franses, P. H., & Paap, R. (2000). Modelling day-of-the- week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.
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Groenen, P., & Franses, P. H. (2000). Visualizing time-varying correlations across stock market. Journal of Empirical Finance, 7(2), 155-172. https://doi.org/10.1016/S0927-5398(00)00009-8
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Franses, P. H., & Taylor, AMR. (2000). Determining the order of differencing in seasonal time series processes. Econometrics Journal, 3(2), 250-264.
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Franses, P. H. (2000). A test for the hit rate in binary response models. International Journal of Market Research, 42(1 (Winter)), 239-245.
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Franses, P. H., & Paap, R. (2000). Modeling day-of-the=week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.
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Paap, R., & Franses, P. H. (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.
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Franses, P. H., & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15, 1-9.
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Eisinga, R., Franses, P. H., & Ooms, M. (1999). Forecasting long memory left-right political orientations. International Journal of Forecasting, 15, 185-199.
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van Dijk, D., Franses, P. H., & Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers. Journal of Business and Economic Statistics, 17(2), 217-235.
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Franses, P. H., & Kunst, RM. (1999). On the role of seasonal intercepts in seasonal cointegration. Oxford Bulletin of Economics and Statistics, 61(3), 409-433.
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de Bruin, PT., & Franses, P. H. (1999). Forecasting power-transformed time series data. Journal of Applied Statistics, 26(7), 807-815.
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Bos, CS., Franses, P. H., & Ooms, M. (1999). Long memory and level shifts: Re-analyzing inflation rates. Empirical Economics (Heidelberg), 24, 427-449. https://doi.org/10.1007/s001810050065
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van Dijk, D., Franses, P. H., & Lucas, A. (1999). Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics, 14, 539-562.
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van Dijk, D., & Franses, P. H. (1999). Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311-340.
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Bemmaor, AC., Franses, P. H., & 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.
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Franses, P. H., Geluk, I., & van Homelen, P. (1999). Modeling item nonresponse in questionnaires. Quality and Quantity, 33, 203-213.
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Franses, P. H., Kloek, T., & Lucas, A. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data. Journal of Econometrics, 89, 293-315.
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Franses, P. H., & Paap, R. (1999). Does seasonality influence the dating of business cycle turning points? Journal of Macroeconomics, 21, 79-92.
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Franses, P. H., & Paap, R. (1999). On trends and constants in periodic autoregressions. Econometric Reviews, 18, 271-286.
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Franses, P. H., & Paap, R. (1999). Does seasonal adjustment influence the dating if business cycle turning points? Journal of Macroeconomics, 21, 79-92.
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Franses, P. H., & Koehler, AB. (1998). A model selection strategy for time series with increasing seasonal variation. International Journal of Forecasting, 14, 405-414.
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Franses, P. H., & van Griensven, K. (1998). Forecasting exchange rates using neural networks for technical trading rules. Nonlinear Dynamics and Econometrics, 2(4), 109-114.
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Franses, P. H., & Lucas, A. (1998). Outlier detection in cointegration analysis. Journal of Business and Economic Statistics, 16(4), 459-468.
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Kunst, RM., & Franses, P. H. (1998). The impact of seasonal constants on forecasting seasonally cointegrated time series. Journal of Forecasting, 17, 109-124.
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Franses, P. H., & Koop, G. (1998). On the sensivity of unit root inference to nonlinear data transformations. Economics Letters, 59, 7-15.
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Breitung, J., & Franses, P. H. (1998). On Phillips-Perron-type tests for seasonal unit roots. Econometric Theory, 14, 200-221.
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Franses, P. H., & McAleer, M. (1998). Testing for unit roots and non-linear transformations. Journal of Time Series Analysis, 19(2), 147-164.
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Franses, P. H., & Vogelsang, TJ. (1998). On seasonal cycles, unit roots, and mean shifts. The Review of Economics and Statistics, 231-240.
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Franses, P. H., & van Homelen, P. (1998). On forecasting exchange rates using neural networks. Applied Financial Economics, 8, 589-596.
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Franses, P. H., & McAleer, M. (1998). Cointegration analysis of seasonal time series. Journal of Economic Surveys, 12(5), 651-678.
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Franses, P. H., & 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.
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Franses, P. H. (1998). Large data sets in finance and marketing: introduction by the special issue editor. Statistica Neerlandica, 52, 255-257.
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Franses, P. H., & Hobijn, B. (1998). Increasing seasonal variation; unit roots versus shifts in mean and trent. Applied Stochastic Models & Data Analysis, 14, 255-261.
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Franses, P. H., & 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.
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Franses, P. H., & Ooms, M. (1997). A periodic long memory model for quarterly UK inflation. International Journal of Forecasting, 13, 117-126.
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Franses, P. H., Hoek, H., & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.
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Franses, P. H., & McAleer, M. (1997). Testing nested and non-nested periodically integrated autoregressive models. Communications in Statistics. Part A. Theory and Methods, 26(6), 1461-1475.
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Franses, P. H., Boswijk, HP., & Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80, 167-193.
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Franses, P. H., & Veenstra, A. (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.
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Franses, P. H., & Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81, 273-280.
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Ooms, M., & Franses, P. H. (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.
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Franses, P. H., & Breitung, J. (1997). Impulse response functions for periodic integration. Economics Letters, 55, 35-40.
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Franses, P. H., & de Gooijer, J. (1997). Forecasting and seasonality; editors' introduction to special issue. International Journal of Forecasting, 13, 303-305.
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Franses, P. H., Hoek, H., & Paap, R. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-366.
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Franses, P. H., & Koop, G. (1997). A Bayesian analysis of periodic integration. Journal of Forecasting, 16, 509-532.
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Franses, P. H., & McAleer, M. (1997). Testing periodically integrated autoregressive models. Mathematics and Computers in Simulation, (43), 457-466.
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Franses, P. H., 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.
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Franses, P. H., van Ieperen, RA., Menkveld, B., Martens, M., & Kofman, P. (1997). Volatility transmission and patterns in Bund futures. The Journal of Financial Research, 20, 459-482.
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Kofman, P., Franses, P. H., & van Ieperen, R. (1997). Volatility transmission and patterns in bund futures markets. The Journal of Financial Research, 20, 459-482.
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Paap, R., Franses, P. H., & Hoek, H. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-378.
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Vorst, ACF., & Franses, P. H. (1996). Vijf jaar voor econometrie. Economisch-Statistische Berichten, 4059, 474-474.
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Franses, P. H. (1996). Multi-step forecast error variances for periodically integrated time series. Journal of Forecasting, 15, 83-95.
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Franses, P. H., & Kleibergen, FR. (1996). Unit roots in the Nelson-Plosser data: do they matter for forecasting? International Journal of Forecasting, 12, 283-288. https://doi.org/10.1016/0169-2070(95)00629-X
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van Dijk, D., & Franses, P. H. (1996). Forecasting stock market volatility using (nonlinear) GARCH models. Journal of Forecasting, 15, 229-235.
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Boswijk, HP., & Franses, P. H. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17, 221-245.
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Franses, P. H. (1996). Recent advances in modelling seasonality. Journal of Economic Surveys, 10, 298-345.
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Franses, P. H., & Hobijn, B. (1996). Convergentie levensstandaard treedt niet op. Economisch-Statistische Berichten, 81, 10-12.
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Franses, P. H., & Paap, R. (1996). Periodic integration: further results on model selection and forecasting. Statistische Hefte, 37, 33-52. https://doi.org/10.1007/BF02926158
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Eisinga, R., & Franses, P. H. (1996). Testing for convergence in left-right ideological positions. Quality and Quantity, 30, 345-359.
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Franses, P. H., & Boswijk, HP. (1996). Temporal aggregation in a periodically integrated autoregressive process. Statistics and Probability Letters, 30, 235-240. https://doi.org/10.1016/0167-7152(95)00225-1
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Franses, P. H., Hylleberg, S., & Lee, HS. (1995). Spurious deterministic seasonality. Economics Letters, 48, 249-256.
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Franses, P. H. (1995). On periodic autoregressions and structural breaks in seasonal time series. Environmetrics, 6, 451-455.
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Franses, P. H., & Boswijk, HP. (1995). Periodic cointegration: representation and inference. The Review of Economics and Statistics, LXXVII(3), 436-454.
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Franses, P. H., & Paap, R. (1995). Seasonality and stochastic trends in German consumption and income. Empirical Economics (Heidelberg), 20, 109-132. https://doi.org/10.1007/BF01235160
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Franses, P. H. (1995). A differencing test. Econometric Reviews, 14(2), 183-193.
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Franses, P. H., & Kloek, T. (1995). A periodic cointegration model of quarterly consumption. Applied Stochastic Models & Data Analysis, 11, 159-166.
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Franses, P. H., & Boswijk, HP. (1995). Testing for periodic integration. Economics Letters, 48, 241-248.
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Franses, P. H., & Paap, R. (1995). Moving average filters and periodic integration. Mathematics and Computers in Simulation, 39, 245-249.
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Franses, P. H. (1995). IGARCH and variance change in the US long-run interest rate. Applied Economics Letters, 2, 113-114.
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Franses, P. H. (1995). A vector of quarters representation for bivariate time series. Econometric Reviews, 14(1), 55-63.
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Franses, P. H. (1995). The effects of seasonally adjusting a periodic autoregressive process. Computational Statistics & Data Analysis, 19, 683-704.
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Franses, P. H. (1995). Quarterly US unemployment: cycles, seasons and asymmetries. Empirical Economics (Heidelberg), 20, 717-725. https://doi.org/10.1007/BF01206066
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Franses, P. H. (1994). A method to select between Gompertz and logistic trend curves. Technological Forecasting and Social Change, 46, 45-49.
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Franses, P. H., & Paap, R. (1994). Model selection in periodic autoregressions. Oxford Bulletin of Economics and Statistics, 56, 421-439.
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Franses, P. H. (1994). Modeling new product sales: an application of cointegration analysis. International Journal of Research in Marketing.
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Franses, P. H. (1994). Fitting a Gompertz curve. The Journal of the Operational Research Society, 45, 109-113.
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Franses, P. H., Kofman, P., & Moser, J. (1994). GARCH effects on a test of cointegration. Review of Quantitative Finance and Accounting, 4, 19-26. https://doi.org/10.1007/BF01082662
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Franses, P. H. (1994). A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63, 133-151.
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Franses, P. H. (1994). Gompertz curves with seasonality. Technological Forecasting and Social Change, 45, 287-297.
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Franses, P. H., & Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics, 12, 471-478.
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Popular (2)
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Franses, P. H. (2008). Professor Gopal Kanji's retirement as editor of Journal of Applied Statistics (editorial). Journal of Applied Statistics, 35(1), 5-5. https://doi.org/10.1080/02664760701814495
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van Ditshuizen, A., Franses, P. H., Kippers, J., & Jupijn, C. (1996). Gedrukte media hebben onder RTL4 nauwelijks geleden. Adformatie, 24, 44-44.
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Professional (29)
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de Bruijn, B., & Franses, P. H. (2018). How Informative are Earnings Forecast. Journal of Risk and Financial Management, 11(36), 1-20. https://doi.org/10.3390/jrfm11030036
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Kiygi-Calli, M., Weverbergh, M., & Franses, P. H. (2017). Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve. International Journal of Forecasting, 33, 90-101.
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Bodeutsch, D., & Franses, P. H. (2016). Risk Attitudes in the Board Room and Company Performance: Evidence for an Emerging Economy. Annals of Financial Economics, 11(4), 1-14. https://doi.org/10.1142/S2010495216500196
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de Bruijn, B., & Franses, P. H. (2016). Heterogeneous Forecast Adjustment. Journal of Forecasting, 36, 344. Article 377. https://doi.org/10.1002/for.2433
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Segers, R., Franses, P. H., & Bruijn, B. (2014). Een vertrouwensindicator voor en door economen. Economisch-Statistische Berichten, 99, 374-377.
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Van Diepen, M., Donkers, B., & Franses, P. H. (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.
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de Groot, B., & Franses, P. H. (2011). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2011). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2011). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2011). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2010). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2010). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2010). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2010). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
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Franses, P. H. (2010). Niks aan het handje in 2011. Economisch-Statistische Berichten, 95(4600), 781-782. http://hdl.handle.net/1765/21920
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de Groot, B., & Franses, P. H. (2009). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2009). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2009). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2009). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
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Heij, C., Franses, P. H., & Noordegraaf - Eelens, L. (2008). Stijgende verwachtingen, dalende cijfers: Over trends in zelfvertrouwen en prestaties van universitaire studenten. Tijdschrift voor Hoger Onderwijs, 26(4), 216-228.
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de Groot, B., & Franses, P. H. (2008). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2008). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2008). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.
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de Groot, B., & Franses, P. H. (2008). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.
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Karsemeijer, B., Franses, P. H., & van de Velden, M. (2007). Saaie Winkelstraten. Economisch-Statistische Berichten, (14 december 2007), 746.
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Franses, P. H. (2003). Recessie gaat over in expansie. Marketing Tribune, (1-7-2003), 44-45.
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Franses, P. H. (2001). How to deal with intercept and trend in practical cointegration analysis? Applied Economics, 33(5), 577-580.
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Franses, P. H. (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.
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Franses, P. H. (1994). Long-range forecasts in marketing. Tijdschrift voor Marketing.
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Book (14)
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Academic (14)
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Franses, P. H. (2018). Enjoyable Econometrics. Cambridge University Press. https://doi.org/10.1017/9781316691137
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Franses, P. H., van Dijk, D., & Opschoor, A. (2014). Time Series Models for Business and Economics Forecasting. Cambridge University Press.
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Franses, P. H., van Dijk, D., & Opschoor, A. (2014). Time series models for business and economic forecasting, Second revised edition. Cambridge University Press.
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Franses, P. H. (2014). Expert Adjustments of Model Forecasts: Theory, Practice and Strategies for Improvement. Cambridge University Press.
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Boswijk, HP., Franses, P. H., & Heij, C. (2008). Voorspellen met modellen. (Zebra 28 ed.) Epsilon Uitgaven. Zebra Vol. 28
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Franses, P. H., & Paap, R. (2004). Periodic time series models. Oxford University Press. Advanced texts in econometrics
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Heij, C., de Boer, P., Franses, P. H., Kloek, T., & van Dijk, H. (2004). Econometric Methods with Applications in Business and Economics. Oxford University Press.
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Heij, C., de Boer, P., Franses, P. H., Kloek, T., & van Dijk, H. (2004). Solutions Manual for Econometric Methods with Applications in Business and Economics. Oxford University Press.
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Franses, P. H., & Montgomery, AL. (2002). Advances in econometrics: Econometric models in marketing. Marcel Dekker Inc.
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Franses, P. H. (2002). A concise introduction to econometrics; an intuitive guide. Cambridge University Press.
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Franses, P. H., & Paap, R. (2001). Quantitative models in marketing research. Cambridge University Press.
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Franses, P. H., & van Dijk, D. (2000). Non-linear time series models in empirical finance. Cambridge University Press.
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Franses, P. H. (1998). Time series models for business and economic forecasting. Cambridge University Press.
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Franses, P. H. (1996). Periodicity and stochastic trends in economic time series. Oxford University Press.
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Book editing (1)
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Academic (1)
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Franses, P. H., & Montgomery, AL. (2002). Econometric models in marketing. (Advances in Econometrics 16 ed.) JAI Press. Advances in Econometrics Vol. 16
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Chapter (21)
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Academic (20)
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Franses, P. H., & van Dijk, D. (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.
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Ravazzolo, F., Paap, R., van Dijk, D., & Franses, P. H. (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 (pp. 561-594). Emerald Group Publishing.
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Franses, P. H., & Paap, R. (2007). Forecasting with periodic autoregressive time-series models. In A Companion to Economic Forecasting (pp. 432-452). Wiley-Interscience. https://doi.org/10.1002/9780470996430.ch19
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Hafner, CM., van Dijk, D., & Franses, P. H. (2006). Semiparametric modelling of correlation dynamics. In D. Terrell, & T. Fomby (Eds.), Advances in Econometrics Volume 20 (pp. 59-103). JAI Press/Elsevier.
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Franses, P. H. (2006). Forecasting in marketing. In G. Elliott, C. W. J. Granger, & A. Timmermann (Eds.), Handbook of Economic Forecasting (pp. 983-1012). North-Holland Publishing Company.
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Fok, D., Franses, P. H., & 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). Palgrave Macmillan.
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Eisinga, R., Franses, P. H., & 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 University Press.
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Franses, P. H., & Montgomery, AL. (2002). Econometric models in marketing: editors' introduction. In P. H. B. F. Franses, & A. L. Montgomery (Eds.), Econometric models in marketing (pp. 1-9). JAI Press.
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Fok, D., Franses, P. H., & 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 (pp. 223-256). JAI Press.
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Franses, P. H., & 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). Blackwell Publishing.
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Franses, P. H., Hoekstra, JC., & Verhoef, PC. (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 (pp. 58-73)
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Swanson, N., & Franses, P. H. (1999). Nonlinear econometric modelling: a select review. In P. Rothman (Ed.), Nonlinear Time Series Analysis of Economic and Financial Data (pp. 87-109). Kluwer Academic.
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Franses, P. H. (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). John Wiley & Sons Inc..
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Franses, P. H. (1998). Modelling seasonality in economic time series. In A. Ullah, & D. E. A. Giles (Eds.), Handbook of applied economic statistics (pp. 553-557). Marcel Dekker Inc..
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Eisinga, R., Franses, P. H., & van Dijk, D. (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). University of Michigan Press.
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Franses, P. H. (1997). Econometrische analyse van grote bedrijfs-economische gegevensbestanden. In G. Stemerdink (Ed.), Verborgen Rijkdom (pp. 116-139). Centraal Bureau voor de Statistiek.
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Franses, P. H. (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 (pp. 145-153). Erasmus Universiteit Rotterdam (EUR).
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Franses, P. H., & van Dijk, D. (1997). Comment on smooth transition models by T. Terasvirta. In C. Heij, H. Schumacher, B. Hanzon, & K. Praagman (Eds.), System dynamics in economic and financial models (pp. 125-127). John Wiley & Sons Inc..
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Franses, P. H. (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 C. Heij, H. Schumacher, B. Hanzon, & K. Praagman (Eds.), System Dynamics in Economic and Financial Models (pp. 263-265). John Wiley & Sons Inc..
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Franses, P. H. (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). Uitgeverij Kluwer.
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Professional (1)
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Donkers, B., Franses, P. H., & Verhoef, PC. (2003). Steekproeftrekking bij Onderzoek naar Zeldzame Uitkomsten. In A. A (Ed.), Jaarboek Marktonderzoek Associatie (pp. 221-231). aaaa.
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Conference proceeding (8)
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Academic (8)
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de Groot, B., & Franses, P. H. (2012). EICIE. eerste kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.
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de Groot, B., & Franses, P. H. (2012). EICIE, tweede kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.
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de Groot, B., & Franses, P. H. (2012). EICIE, derde kwartaal bericht. In Economisch-Statistische Berichten Sdu Uitgevers.
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de Groot, B., & Franses, P. H. (2012). EICIE, vierde kwartaalbericht. In Economisch-Statistische Berichten Sdu Uitgevers.
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Lam, KY., Koning, A., & Franses, P. H. (2008). Analyzing Preference Rankings when There Are Too Many Alternatives. In A. Fink, B. Lausen, W. Seidel, & A. Ultsch (Eds.), Advances in Data Analysis, Data Handling and Business Intelligence (pp. 553-562). Springer-Verlag. https://doi.org/10.1007/978-3-642-01044-6_51
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Franses, P. H. (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). VVS-OR.
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van Dijk, D., & Franses, P. H. (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 University Press.
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Franses, P. H., & 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 (pp. 106-109). Association Suisse de l'Arbitrage (ASA).
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Design (1)
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Popular (1)
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van Bergeijk, P., & Franses, P. H. (2009). Antidotes from the dismal science. Design, International Institute of Social Studies (ISS).
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Editorial (1)
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Professional (1)
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Franses, P. H., Groenen, P. J. F., & Wagelmans, A. P. M. (2006). Editorial introduction: Statistica Neerlandica. Statistica Neerlandica, 60(2), 79. https://doi.org/10.1111/j.1467-9574.2006.00316.x
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Paper (4)
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Academic (4)
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Bruijn, B., & Franses, P. H. (2015). How informative are the unpredictable components of earnings forecasts?.
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Bruijn, B., & Franses, P. H. (2014). Stochastic levels and duration dependence in US unemployment.
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Noordegraaf - Eelens, L., & Franses, P. H. (2014). Do loss profiles on the mortgage market resonate with changes in macro-economic perspectives, business cycle movements or policy measures. Econometric Institute Research Papers. No. EI2014-08..
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Hoornweg, V., & Franses, P. H. (2013). Some Tools for Robustifying Econometric Analyses.
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Report (379)
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Academic (374)
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Kiygi-Calli, M., Weverbergh, M., & Franses, P. H. (2021). Forecasting time-varying arrivals: Impact of direct response advertising on call center performance. (EI reprint reeks EI-1705 ed.) Econometric Institute. EI reprint reeks Vol. EI-1705 https://doi.org/10.1016/j.jbusres.2021.03.014
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Franses, P. H. (2020). Estimating persistence for irregularly spaced data. (EI report serie EI2020-03 ed.) Econometric Institute. EI report serie Vol. EI2020-03 http://hdl.handle.net/1765/124396
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Franses, P. H. (2020). An Introduction to time-varying lag autoregression. (Econometric Institute report serie EI2020-05 ed.) Econometric Institute. Econometric Institute report serie Vol. EI2020-05 http://hdl.handle.net/1765/126723
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Franses, P. H., & Wiemann, T. (2020). Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (EI reprint reeks EI-1688 ed.) Econometric Institute. EI reprint reeks Vol. EI-1688
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Franses, P. H., & Welz, M. (2020). The Cash Use of the Malaysian Ringgit: Can it Be More Efficient? (EI reprint reeks Ei-1688 ed.) Econometric Institute. EI reprint reeks Vol. Ei-1688
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Franses, P. H. (2020). Correcting the January Optimism Effect. (EI reprint reeks EI-1690 ed.) Econometric Institute. EI reprint reeks Vol. EI-1690
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van Deijen, M., Borah, A., Tellis, GJ., & Franses, P. H. (2020). Big Data of Volatility Spillovers of Brands across Social Media and Stock Markets. (EI reprint reeks EI-1691 ed.) Econometric Institute. EI reprint reeks Vol. EI-1691
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van Hengel, G., & Franses, P. H. (2020). Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model. (EI repint reeks EI-1692 ed.) Econometric Institute. EI repint reeks Vol. EI-1692
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Franses, P. H. (2020). IMA (1,1) as a New Benchmark for forecast. (EI reprint reeks EI-1693 ed.) Econometric Institute. EI reprint reeks Vol. EI-1693
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Franses, P. H. (2020). Do African Economies Grow Similarly? (EI reprint reeks EI-1694 ed.) Econometric Institute. EI reprint reeks Vol. EI-1694
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Bodeutsch, D., & Franses, P. H. (2020). Risk attitudes in the board room and company performance: Evidence for an emerging economy. (EI reprint serie EI-1695 ed.) Econometric Institute. EI reprint serie Vol. EI-1695
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de Bruijn, B., & Franses, P. H. (2020). Heterogeneous Forecast Adjustment. (EI reprint serie EI-1696 ed.) Econometric Institute. EI reprint serie Vol. EI-1696
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Segers, R., Franses, P. H., & de Bruijn, B. (2020). A novel approach to measuring consumer conficence. (Econometric Institute EI-1697 ed.) Econometric Institute. Econometric Institute Vol. EI-1697
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Franses, P. H., & Maassen, NR. (2020). Consensus forecasters: How good are they individually and why? (EI reprint serie EI-1698 ed.) Econometric Institute. EI reprint serie Vol. EI-1698
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de Bruijn, B., & Franses, P. H. (2020). How informative are earnings forecast. (EI reprint serie EI-1699 ed.) Econometric Institute. EI reprint serie Vol. EI-1699
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Kigy-Calli, M., Weverbergh, M., & Franses, P. H. (2020). Modeling intra-seasonal heterogeneity in hourly advertising response models. (EI reprint serie EI-1700 ed.) Econometric Institute. EI reprint serie Vol. EI-1700
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Franses, P. H., & de Bruijn, B. (2020). Benchmarking judgmentally adjusted forecasts. (EI reprint serie EI-1701 ed.) Econometric Institute, EUR. EI reprint serie Vol. EI-1701 http://hdl.handle.net/1765/132385
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Franses, P. H., & Janssens, E. (2020). Recovering historical inflation data from postage stamps prices. (EI reprint serie EI-1702 ed.) Econometric Institute. EI reprint serie Vol. EI-1702
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Franses, P. H., & Janssens, E. (2020). Inflation in Africa, 1960-2015. (EI reprint serie EI-1703 ed.) Econometric Institute. EI reprint serie Vol. EI-1703
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Franses, P. H. (2020). Inflation in China, 1953-1978. (EI reprint serie EI-1704 ed.) Econometric Institute. EI reprint serie Vol. EI-1704
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Knapp, S., Franses, P. H., & Whitby, B. (2020). Measuring the effect of perceived corruption on detention and incident risk - an empirical analyses. (EI report reeks EI2020-07 ed.) Econometric Institute. EI report reeks Vol. EI2020-07
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Franses, P. H. (2019). Do African economies grow similarly? (Econometric Instite Research Papers EI2019-26 ed.) Econometric Institute. http://hdl.handle.net/1765/118707
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Franses, P. H. (2019). IMA(1,1) as a new benchmark for forecast evaluation. (Econometric Institute Research Papers EI2019-28 ed.) Econometric Institute. http://hdl.handle.net/1765/118712
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Franses, P. H. (2019). Professional Forecasters and January. (Econometric Institute Research Papers EI2019-25 ed.) Econometric Institute. http://hdl.handle.net/1765/118711
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Bhaghoe, S., Ooft, G., & Franses, P. H. (2019). Estimates of Quarterly GDP Growth using MIDAS regressions. (Econometric Institute Research Papers EI2019-29 ed.) Econometric Institute. http://hdl.handle.net/1765/118709
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Franses, P. H., & Vasilev, S. (2019). Real GDP growth in Africa, 1963-2016. (Econometric Institute Research Papers EI2019-23 ed.) Econometric Institute. http://hdl.handle.net/1765/118704
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Ooft, G., Bhaghoe, S., & Franses, P. H. (2019). Forecasting Annual Inflation in Suriname. (EI report serie EI2019-32 ed.) Econometric Institute. EI report serie Vol. EI2019-32 http://hdl.handle.net/1765/120337
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Franses, P. H. (2019). Model-based forecast adjustment: With an illustration to inflation. (Econometric Institute reprint EI-1679 ed.) Econometric Institute. Econometric Institute reprint Vol. EI-1679 http://hdl.handle.net/1765/123259
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van Dijk, D., & Franses, P. H. (2019). Combining expert-adjusted forecasts. (Econometric Institute Reprint EI-1680 ed.) Econometric Institute. Econometric Institute Reprint Vol. EI-1680 http://hdl.handle.net/1765/123252
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Franses, P. H., & Welz, M. (2019). Cash use of the Taiwan dollar: Is it efficient? (Econometric Institute Reprint EI-1683 ed.) Econometric Institute. Econometric Institute Reprint Vol. EI-1683 http://hdl.handle.net/1765/123240
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Franses, P. H. (2019). On inflation expectations in the NKPC model. (Econometric Institute reprint EI-1684 ed.) Econometric Institute. Econometric Institute reprint Vol. EI-1684 http://hdl.handle.net/1765/123288
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Franses, P. H., & van den Heuvel, W. (2019). Aggregate statistics on trafficker-destination relations in the Atlantic slave trade. (Econometric Institute Reprint EI-1685 ed.) Econometric Institute. Econometric Institute Reprint Vol. EI-1685 http://hdl.handle.net/1765/123363
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Franses, P. H., & Janssens, E. (2019). Spurious principal components. (Econometric Institute Reprint EI-1686 ed.) Econometric Institute. Econometric Institute Reprint Vol. EI-1686 http://hdl.handle.net/1765/102704
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Li, W., Fok, D., & Franses, P. H. (2019). Forecasting own brand sales: Does incorporating competition help? (Econometric Institute report EI2019-35 ed.) Econometric Institute. Econometric Institute report Vol. EI2019-35 http://hdl.handle.net/1765/123417
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Franses, P. H., & Wiemann, T. (2018). Intertemporal Similarity of Economic Time Series. (Econometric Institute Research Papers EI2018-30 ed.) Econometric Institute. http://hdl.handle.net/1765/109916
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Hengel, van den, G., & Franses, P. H. (2018). Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model. (Econometric Institute Research Papers EI2018-31 ed.) Econometric Institute. http://hdl.handle.net/1765/112981
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Franses, P. H., & van den Heuvel, W. (2018). Aggregate statistics on trafficker-destination relations in the Atlantic slave trade. Econometric Institute. http://hdl.handle.net/1765/112486
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Calli, MK., Weverbergh, M., & Franses, P. H. (2017). Call Center Performance with Direct Response Advertising. (Econometric Institute Report Series EI2017-04 ed.) Econometric Institute. Econometric Institute Report Series Vol. EI2017-04
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Franses, P. H., & Janssens, E. (2017). Spurious Principal Components. (Econometric Institute Report Series EI2017-31 ed.) Econometric Institute. http://hdl.handle.net/1765/104559
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Franses, P. H., & Janssens, E. (2017). This time it is different! Or not? Discounting past data when predicting the future. (Econometric Institute Report Series EI2017-25 ed.) Econometric Institute.
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Franses, P. H., & Janssens, E. (2017). Inflation in Africa, 1960-2015. (Econometric Institute Report Series EI2017-26 ed.) Econometric Institute. http://hdl.handle.net/1765/102219
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Franses, P. H., & Lede, MM. (2017). Adoption of Falsified Medical Products in a low-income country: empirical evidence for Suriname. (EI reprint reeks EI-1675 ed.) Econometric Institute. EI reprint reeks Vol. EI-1675 https://doi.org/10.3390/su9101732
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van Oest, RD., & Franses, P. H. (2015). The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model. (EI report serie EI 2015-01 ed.) Econometric Institute. EI report serie Vol. EI 2015-01
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Dulam, T. W., & Franses, P. H. (2015). Return migration of high skilled workers: The case of Suriname. (EI report serie EI 2015-03 ed.) Econometric Institute. EI report serie Vol. EI 2015-03
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Bodeutsch, D., & Franses, P. H. (2015). Risk attitudes in company boardrooms in a developing country: An empirical study for Suriname. (EI report serie EI 2015-04 ed.) Econometric Institute. EI report serie Vol. EI 2015-04
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Bodeutsch, D., & Franses, P. H. (2015). The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency. (EI reprint reeks EI-1633 ed.) Econometric Institute. EI reprint reeks Vol. EI-1633
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Franses, P. H. (2015). The Life Cycle of Social Media. (EI reprint reeks EI-1365 ed.) Econometric Institute. EI reprint reeks Vol. EI-1365
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Dulam, T. W., & Franses, P. H. (2015). How to Gain for Suriname. (EI report serie EI 2015-10 ed.) Econometric Institute. EI report serie Vol. EI 2015-10
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Bodeutsch, D., & Franses, P. H. (2015). Risk attitudes in the board room and company performance: Evidence for an emerging economy. (EI report serie EI 2015-09 ed.) Econometric Institute. EI report serie Vol. EI 2015-09
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Gresnigt, F., Kole, E., & Franses, P. H. (2015). Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes. (EI reprint reeks EI-1636 ed.) Econometric Institute. EI reprint reeks Vol. EI-1636
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Legerstee, R., & Franses, P. H. (2015). Does Disagreement Amongst Forecasters Have Predictive Value? (EI reprint reeks EI-1638 ed.) Econometric Institute. EI reprint reeks Vol. EI-1638
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Bruijn, B., & Franses, P. H. (2015). Stochastic levels and duration dependence in US unemployment. (EI report reeks EI2015-20 ed.) Econometric Institute. EI report reeks Vol. EI2015-20
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Franses, P. H., & Maassen, NR. (2015). Consensus forecasters: How good are they individually and why. (EI report serie EI2015-21 ed.) Econometric Institute. EI report serie Vol. EI2015-21 http://hdl.handle.net/1765/78774
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Franses, P. H., & Bruin, B. (2015). Benchmarking judgmentally adjusted forecasts. (EI report serie EI2015-36 ed.) Econometric Institute. EI report serie Vol. EI2015-36
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Bruijn, B., Segers, R., & Franses, P. H. (2014). A novel approach to measuring consumer confidence. (EI report series EI 2014-30 ed.) Econometric Institute. EI report series Vol. EI 2014-30
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Franses, P. H. (2014). Trends in Three Decades of Rankings of Dutch Economists. (EI reprint serie EI-1614 ed.) Econometric Institute. EI reprint serie Vol. EI-1614
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Franses, P. H., & Legerstee, R. (2014). Statistical Institutes and Economic Prosperity. (EI reprint serie EI-1693 ed.) Econometric Institute. EI reprint serie Vol. EI-1693
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Fok, D., Paap, R., & Franses, P. H. (2014). Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling. (EI reprint serie EI=1615 ed.) Econometric Institute. EI reprint serie Vol. EI=1615
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Bodeutsch, D., & Franses, P. H. (2014). The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency. (EI report reeks EI 2014-02 ed.) Econometric Institute. EI report reeks Vol. EI 2014-02
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Franses, P. H., McAleer, M., & Legerstee, R. (2014). Evaluating Macroeconomic Forecasts: A concise Review of Some Recent Developments. (EI reprint serie EI-1618 ed.) Econometric Institute. EI reprint serie Vol. EI-1618
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Noordegraaf, L., & Franses, P. H. (2014). Do Loss Profiles on the Mortgage Market Resonate with Changes in Macro Economic Prospects, Business Cycle Movements or Policy Measures? (EI report serie EI 2014-08 ed.) Econometric Institute. EI report serie Vol. EI 2014-08 http://hdl.handle.net/1765/51317
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Mees, H., & Franses, P. H. (2014). Are Individuals in China Prone to Money Illusion? (EI reprint reeks EI-1624 ed.) Econometric Institute. EI reprint reeks Vol. EI-1624
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Dulam, T. W., & Franses, P. H. (2014). Microeconomic Determinants of Skilled Migration: The Case of Suriname. (EI report serie EI 2014-37 ed.) Econometric Institute. EI report serie Vol. EI 2014-37
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Noordegraaf, L., & Franses, P. H. (2014). Does a Financial Crisis Make Consumers Increasingly Prudent. (EI report serie EI 2014-16 ed.) Econometric Institute. EI report serie Vol. EI 2014-16
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Franses, P. H. (2014). When Did Nobel Prize Laureates in Literature Make Their Best Work. (EI reprint reeks EI-1630 ed.) Econometric Institute. EI reprint reeks Vol. EI-1630
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Dulam, T. W., & Franses, P. H. (2014). Emigration, Wage Differentials and Brain Drain: the Case of Suriname. (EI reprint serie EI-1632 ed.) Econometric Institute. EI reprint serie Vol. EI-1632
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Franses, P. H. (2014). The Life Cycle of Social Media. (EI report serie EI 2014-27 ed.) Econometric Institute. EI report serie Vol. EI 2014-27
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Franses, P. H., & Knecht, W. (2013). The late 1970's bubble in Dutch collectible postage stamps. (EI-report serie EI 2013-02 ed.) Econometric Institute. EI-report serie Vol. EI 2013-02
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Franses, P. H. (2013). Are we in a bubble? A simple time-series-based diagnostic. (EI report reeks EI 2013-12 ed.) Econometric Institute. EI report reeks Vol. EI 2013-12
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Franses, P. H., & de Groot, B. (2013). Do Commercial Real Estate Prices have Predictive Content for GDP. (EI reprint serie EI 1601 ed.) Econometric Institute. EI reprint serie Vol. EI 1601
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Franses, P. H. (2013). Data Revisions and Periodic Properties of Macroeconomic Data. (EI reprint serie EI1599 ed.) Econometric Institute. EI reprint serie Vol. EI1599
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Franses, P. H., & Paap, R. (2013). Common Large Innovations Across nonlinear Time Series. (EI reprint serie EI1597 ed.) Econometric Institute. EI reprint serie Vol. EI1597
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Versluis, I., & Franses, P. H. (2013). Low-fat, light, and reduced in calories: Do these claims really lead to an increase in consumption? ERIM Report Series Research in Management. ERS-2013-014-MKT
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Franses, P. H. (2013). Improving judgmental adjustment of model-based forecast. (EI reprint serie EI-1604 ed.) Econometric Institute. EI reprint serie Vol. EI-1604
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Chang, C.-L., Bruijn, B., Franses, P. H., & McAleer, M. (2013). Analyzing Fixed-Event Forecast Revisions. (EI reprint serie EI-1606 ed.) Econometric Institute. EI reprint serie Vol. EI-1606
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Bodeutsch, D., & Franses, P. H. (2013). Size and Value Effects in Suriname. (EI report serie EI 2013-31 ed.) Econometric Institute. EI report serie Vol. EI 2013-31
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Chang, C.-L., Franses, P. H., & McAleer, M. (2013). Are Forecast Updates Progressive? (EI reprint reeks EI-1607 ed.) Econometric Institute. EI reprint reeks Vol. EI-1607
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Bruijn, B., & Franses, P. H. (2013). Forecasting Earnings Forecasts. (Tinbergen Institute Discussion Paper TI 2013-121/III ed.) Tinbergen Institute. Tinbergen Institute Discussion Paper Vol. TI 2013-121/III
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Hoornweg, V., & Franses, P. H. (2013). Some Tools for Robustifying Econometric Analyses. (EI report serie EI 2013-35 ed.) Econometric Institute. EI report serie Vol. EI 2013-35
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Hoornweg, V., & Franses, P. H. (2013). Some Tools for Robustifying Econometric Analyes. (EI report serie EI 2013-35 ed.) Econometric Institute, EUR.
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Franses, P. H., & Legerstee, R. (2012). Statistical Institutes and Economic Prosperity. (EI report serie EI 2012-09 ed.) Econometric Institute. EI report serie Vol. EI 2012-09
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Franses, P. H., & Lede, MM. (2012). Income, Cultural Norms and Purchases of Counterfeits. (EI report serie EI 2012-26 ed.) Econometric Institute. EI report serie Vol. EI 2012-26
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de Groot, B., & Franses, P. H. (2012). Do Commercial Real Estate Prices Have Predictive Content for GDP. (EI report serie EI 2012-12 ed.) Econometric Institute. EI report serie Vol. EI 2012-12
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Bodeutsch, D., & Franses, P. H. (2012). The Stock Exchange of Suriname: Returns, Volatility, Correlations and Efficiency. (EI report serie EI 2012-17 ed.) Econometric Institute. EI report serie Vol. EI 2012-17
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de Groot, B., Renes, S., Segers, R., & Franses, P. H. (2012). Risk perception and decision-making by the corporate elite: Empirical evidence for Netherlands-based companies. ERIM Technical report. http://hdl.handle.net/1765/37301
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Fok, D., Paap, R., & Franses, P. H. (2012). Modeling dynamic effects of promotion on interpurchase times. (EI reprint serie EI-1587 ed.) Econometric Institute. EI reprint serie Vol. EI-1587
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Bruijn, B., & Franses, P. H. (2012). What drives the Quotes of Earnings Forecasters? (Tinbergen Institute Discussion Paper TI 2012-067/4 ed.) Tinbergen Institute. Tinbergen Institute Discussion Paper Vol. TI 2012-067/4
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Bruijn, B., & Franses, P. H. (2012). Managing Sales Forecasters. (Tinbergen Institute Discussion Papers TI 2012-131/III ed.) Tinbergen Institute. Tinbergen Institute Discussion Papers Vol. TI 2012-131/III
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Franses, P. H., Chang, C.-L., & McAleer, M. (2011). Analyzing Fixed-event Forecast Revisions. (EI report serie EI 2011-22 ed.) Econometric Institute. EI report serie Vol. EI 2011-22
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Franses, P. H. (2011). Averaging Model Forecasts and Expert Forecasts: Why Does it Work? (EI Reprint serie EI-1560 ed.) Econometric Institute. EI Reprint serie Vol. EI-1560
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Franses, P. H. (2011). Model Selection for Forecast Combination. (EI reprint reeks EI-1562 ed.) Econometric Institute. EI reprint reeks Vol. EI-1562
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Kunst, RM., & Franses, P. H. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Time Series. (EI repint reeks EI-1570 ed.) Econometric Institute. EI repint reeks Vol. EI-1570
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van Dijk, A., Franses, P. H., Paap, R., & van Dijk, D. (2011). Modelling Regional House Prices. (EI reprint reeks EI-1568 ed.) Econometric Institute. EI reprint reeks Vol. EI-1568
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Franses, P. H., & Mees, H. (2011). Does news on real Chinese GDP Growth Impact Stock Markets? (EI reprint reeks EI-1566 ed.) Econometric Institute. EI reprint reeks Vol. EI-1566
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Heij, C., & Franses, P. H. (2011). Correcting for Survey Effects in Pre-Election Polls. (EI reprint reeks EI-1564 ed.) Econometric Institute. EI reprint reeks Vol. EI-1564
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Chang, C.-L., Franses, P. H., & McAleer, M. (2011). How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan. (EI reprint serie EI-1571 ed.) Econometric Institute. EI reprint serie Vol. EI-1571
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Dulam, T. W., & Franses, P. H. (2011). Emigration, Wage Differentials and Brain Drain: The Case of Suriname. (EI report serie EI 2011-33 ed.) Econometric Institute. EI report serie Vol. EI 2011-33
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Legerstee, R., Franses, P. H., & Paap, R. (2011). Do Experts Incorporate Statistical Model Forecast and Should They? (EI report serie EI 2011-32 ed.) Econometric Institute. EI report serie Vol. EI 2011-32
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Legerstee, R., & Franses, P. H. (2011). Do Experts' SKU Forecast Improve After Feedback? (EI report serie EI 2011-31 ed.) Econometric Institute. EI report serie Vol. EI 2011-31
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Bruin, B., & Franses, P. H. (2011). Evaluating the Rationality of Managers' Sales Forecast. (EI raport serie EI 2011-36 ed.) Econometric Institute. EI rapport serie Vol. EI 2011-36
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de Groot, B., & Franses, P. H. (2011). Common Socio-Economic Cycle Periods. (EI reprint serie EI-1574 ed.) Econometric Institute. EI reprint serie Vol. EI-1574
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Franses, P. H., Legerstee, R., & Paap, R. (2011). Estimating Loss Functions of Experts. (EI report serie EI2011-42 ed.) Econometric Institute. EI report serie Vol. EI2011-42
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Bruijn, B., & Franses, P. H. (2011). Evaluating the Rationality of Managers' Sales Forecasts. (EI report series 2011-26 ed.) Econometric Institute. EI report series Vol. 2011-26 http://hdl.handle.net/1765/26867
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Kunst, RM., & Franses, P. H. (2009). Testing for seasonal unit roots in monthly panels of time series. (EI report serie EI 2009-05 ed.) Econometrics. EI report serie Vol. EI 2009-05
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Bijwaard, G., & Franses, P. H. (2009). The effect of rounding on payment efficiency. (EI reprint serie EI-1495 ed.) Econometrics. EI reprint serie Vol. EI-1495
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van Diepen, M., Donkers, B., & Franses, P. H. (2009). Dynamic and competitive effects of direct mailings: a charitable giving application. (EI reprint reeks EI-1494 ed.) Econometrics. EI reprint reeks Vol. EI-1494
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Knapp, S., & Franses, P. H. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? (EI report serie EI 2009-03 ed.) Econometrics. EI report serie Vol. EI 2009-03
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Bruyneel, SD., Dewitte, S., Franses, P. H., & Dekimpe, MG. (2009). I Felt Low and My Purse Feels Light: Depleting Mood Regulation Attempts Affect Risk Decision Making. (EI reprint serie EI-1505 ed.) Econometrics. EI reprint serie Vol. EI-1505
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Sandor, Z., & Franses, P. H. (2009). Consumer Price Evaluations Through Choice Experiments. (EI reprint serie EI-1506 ed.) Econometrics. EI reprint serie Vol. EI-1506
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Boswijk, HP., Franses, P. H., & van Dijk, D. (2009). Cointegration in a historical perspective. (EI report serie EI 2009-08 ed.) DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2009-08
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Boulaksil, Y., & Franses, P. H. (2009). Experts' stated behaviour. (EI reprint reeks EI-1509 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1509
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Franses, P. H. (2009). Testing changing harmonic regressors. (EI report serie EI 2009-13 ed.) DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2009-13
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Franses, P. H., McAleer, M., & Legerstee, R. (2009). Expert opinion versus expertise in forecasting. (EI reprint reeks EI-1513 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1513
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Chang, C.-L., Franses, P. H., & McAleer, M. (2009). How accurate are government forecast of economic fundamentals? The case of Taiwan. (EI report reeks EI2009-09 ed.) DEPARTMENT OF ECONOMETRICS. EI report reeks Vol. EI2009-09
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Knapp, S., & Franses, P. H. (2009). Does ratification matter and do major conventions improve safety and decrease pollution in shipping? (EI reprint reeks EI-1510 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1510
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de Groot, B., & Franses, P. H. (2009). Cycles in basic innovations. (EI reprint reeks EI-1522 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1522
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Franses, P. H. (2009). Forecasting Sales. (EI report series EI 2009-29 ed.) DEPARTMENT OF ECONOMETRICS. EI report series Vol. EI 2009-29
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van Diepen, M., Donkers, B., & Franses, P. H. (2009). Does irritation induced by charitable direct mailings reduce donation? (EI reprint reeks EI-1525 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1525
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Fok, D., & Franses, P. H. (2009). Testing Earnings Management. (EI report serie EI 2009-31 ed.) DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2009-31
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van Nierop, E., Fok, D., & Franses, P. H. (2009). Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangement. (EI reprint reeks EI-1527 ed.) DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1527
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Franses, P. H., van der Leij, MJ., & Paap, R. (2008). A simple test for GARCH against a stochastic volatility model. (EI-reprint reeks EI-1483 ed.) Econometrics. EI-reprint reeks Vol. EI-1483
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Franses, P. H. (2008). Forecasting seasonal time series. (EI Reprint reeks EI-1479 ed.) Econometrics. EI Reprint reeks Vol. EI-1479
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Fok, D., Paap, R., & Franses, P. H. (2008). Incorporating responsiveness to marketing efforts in brand choice modeling. (EI Report serie EI 2008-15 ed.) Econometrics. EI Report serie Vol. EI 2008-15
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Franses, P. H. (2008). Model selection for forecast combination. (EI report serie EI 2008-11 ed.) Econometrics. EI report serie Vol. EI 2008-11
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Franses, P. H. (2008). Outliers and judgemental adjustment. (EI report serie` EI 2008-04 ed.) Econometrics. EI report serie` Vol. EI 2008-04
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Lam, KY., Koning, A., & Franses, P. H. (2008). Analyzing preference rankings when there are too many alternatives. (EI report serie EI 2008-06 ed.) Econometrics. EI report serie Vol. EI 2008-06
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de Groot, B., & Franses, P. H. (2008). Stability through cycles. (EI reprint reeks EI-1472 ed.) Econometrics. EI reprint reeks Vol. EI-1472
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Segers, R., & Franses, P. H. (2008). Measuring weekly consumer confidence. (EI report serie EI 2008-01 ed.) Econometrics. EI report serie Vol. EI 2008-01
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Franses, P. H. (2008). Merging models and experts. (EI-1473 EI-1473 ed.) Econometrics. EI-1473 Vol. EI-1473
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ten Cate, A., & Franses, P. H. (2008). Error-correction modelling in discrete and continuous time. (EI reprint reeks EI-1486 ed.) Econometrics. EI reprint reeks Vol. EI-1486
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Franses, P. H., & Segers, R. (2008). Seasonality in revisions of macroeconomic data. (EI report serie EI 2008-09 ed.) Econometrics. EI report serie Vol. EI 2008-09
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Franses, P. H., McAleer, M., & Legerstee, R. (2008). Expert opinion versus expertise in forecasting. (EI report serie EI 2008-30 ed.) Econometrics. EI report serie Vol. EI 2008-30
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Franses, P. H., McAleer, M., & Legerstee, R. (2008). Does the FOMC have expertise, and can it forecast? (EI report serie EI 2008-33 ed.) Econometrics. EI report serie Vol. EI 2008-33
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Hernandez Mireles, C., Fok, D., & Franses, P. H. (2008). Why, How and When Do Prices Land? Evidence from the Videogame Industry. (ERIM REPORT SERIES RESEARCH IN MANAGEMENT ERS-2008-044-MKT ed.) Econometrics. ERIM REPORT SERIES RESEARCH IN MANAGEMENT Vol. ERS-2008-044-MKT
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Nalbantov, GI., Franses, P. H., Groenen, P., & Bioch, JC. (2007). Estimating the market share attraction model using support vector regressions. (Econometric Institute Report EI 2007-06 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-06
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Franses, P. H., de Groot, B., & Legerstee, R. (2007). Testing for harmonic regressors. (Econometric Institute Report EI 2007-04 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-04
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Lam, KY., Koning, A., & Franses, P. H. (2007). Confidence intervals for maximal reliability of probability judgment. (Econometric Institute Report 2007-09 ed.) Econometrics. Econometric Institute Report Vol. 2007-09
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Fok, D., Franses, P. H., & Paap, R. (2007). Seasonality and non-linear price effects in scanner-data-based market response models. (Econometric Institute Reprint EI-1439 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1439
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Knapp, S., & Franses, P. H. (2007). Comprehensive review of the maritime safety regimes. (Econometric Institute Report EI 2007-19 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-19
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Knapp, S., & Franses, P. H. (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? (Econometric Institute Reprint EI-1445 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1445
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van Dijk, D., Franses, P. H., & Boswijk, HP. (2007). Absorption of shocks in nonlinear autoregressive models. (Econometric Institute Reprint EI-1444 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1444
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Non, MC., & Franses, P. H. (2007). Interlocking boards and firm performance. (TI-discussion reeks TI 2007-034/2 ed.) Econometrics. TI-discussion reeks Vol. TI 2007-034/2
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Fok, D., & Franses, P. H. (2007). Modeling the diffusion of scientific publications. (EI reprint reeks EI-1447 ed.) Econometrics. EI reprint reeks Vol. EI-1447
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Legerstee, R., & Franses, P. H. (2007). Competence and confidence effects in experts' forecast adjustments. (Econometric Institute Report EI 2007-36 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-36
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Segers, R., & Franses, P. H. (2007). Panel design effects on response rates and response quality. (Econometric Institute Report EI 2007-29 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-29
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Franses, P. H., & Kunst, RM. (2007). Analyzing a panel of seasonal time series: does seasonality in industrial production converge across Europe? (Econometric Reprint EI-1464 ed.) Econometrics. Econometric Reprint Vol. EI-1464
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Franses, P. H., & van Oest, RD. (2007). On the econometrics of the geometric lag model. Econometrics. Econometric Instituut Reprint
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van Dijk, D., Franses, P. H., & Ravazolo, F. (2007). Evaluating real-time forecasts in real-time. (Econometric Institute Report EI 2007-33 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-33
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Franses, P. H., & Legerstee, R. (2007). What drives the relevance and quality of experts' adjustment to model-based forecasts? (Econometric Institute Report EI 2007-43 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-43
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Franses, P. H., & Legerstee, R. (2007). Dynamics of expert adjustment to model-based forecasts. (Econometric Institute Report EI 2007-35 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-35
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Franses, P. H. (2007). Experts adjusting model-based forecasts and the law of small numbers. (Econometric Institute Report EI 2007-42 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-42
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Franses, P. H., & Legerstee, R. (2007). Does experts' adjustment to model-based forecast contribute to forecast quality? (Econometric Institute Report EI 2007-37 ed.) Econometrics. Econometric Institute Report Vol. EI 2007-37
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Clarijs, P., Hogeling, BA., Franses, P. H., & Heij, C. (2007). Evaluation of survey effects in pre-election polls. (EI report serie EI 2007-50 ed.) Econometrics. EI report serie Vol. EI 2007-50
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Franses, P. H., & Kranendonk, HC. (2007). On the optimality of expert-adjustment forecast. (EI report serie EI 2007-38 ed.) Econometrics. EI report serie Vol. EI 2007-38
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Franses, P. H., & Kippers, J. (2007). An empirical analysis of euro cash payments. (EI reprint reeks EI-1469 ed.) Econometrics. EI reprint reeks Vol. EI-1469
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Knapp, S., & Franses, P. H. (2007). A global view on port state control: economic analysis of the differences across port state control regimes. (EI reprint reeks EI-1468 ed.) Econometrics. EI reprint reeks Vol. EI-1468
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van Dijk, A., Franses, P. H., Paap, R., & van Dijk, D. (2007). Modeling regional house prices. (EI report serie EI 2007-55 ed.) Econometrics. EI report serie Vol. EI 2007-55
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Franses, P. H., & Legerstee, R. (2007). Experts' adjustment to model-based forecasts: does the forecast horizon matter? (EI report serie EI 2007-51 ed.) Econometrics. EI report serie Vol. EI 2007-51
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Franses, P. H., & Legerstee, R. (2007). A manager’s perspective on combining expert and model-based forecasts. (ERIM Report Series ERS-2007-083-MKT ed.) Econometrics. ERIM Report Series Vol. ERS-2007-083-MKT
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Knapp, S., & Franses, P. H. (2006). The econometrics of maritime safety: recommendations to enhance safety at sea. (Econometric Instituut Report Serie 2006-14 ed.) Econometrics. Econometric Instituut Report Serie Vol. 2006-14
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Franses, P. H., & van Oest, RD. (2006). Testing changes in consumer confidence indicator. (Econometric Institute Report EI 2006-18 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-18
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Franses, P. H., & van Oest, RD. (2006). Testing changes in consumer confidence indicators. (Econometric Institute Report EI 2006-18 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-18
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Franses, P. H. (2006). Formalizing judgement adjustment of model-based. (Econometric Institute Report EI 2006-19 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-19
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Franses, P. H., & de Groot, B. (2006). Long-term forecast for the Dutch economy. (Econometric Institute Report EI 2006-06 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-06
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de Groot, B., & Franses, P. H. (2006). Stability through cycles. (Econometric Institute Report EI 2006-07 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-07
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Boswijk, HP., Fok, D., & Franses, P. H. (2006). A new multivariate product growth model. (Tinbergen Institute Discussion Paper 06-027/4 ed.) Econometrics. Tinbergen Institute Discussion Paper Vol. 06-027/4
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van Nierop, E., Fok, D., & Franses, P. H. (2006). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. (ERIM Report 2006-13-MK ed.) Econometrics. ERIM Report Vol. 2006-13-MK
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Hyung, N., Franses, P. H., & Penm, J. (2006). Structural breaks and long memory in US inflation rates: do they matter for forecasting. (Econometric Institute Reprint EI-1400 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1400
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Knapp, S., & Franses, P. H. (2006). The global view on port state control. (Econometric Institute Report EI 2006-14 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-14
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Knapp, S., & Franses, P. H. (2006). Analysis of the maritime inspection regimes - are ships over-inspected. (Econometric Institute Report EI 2006-30 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-30
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Knapp, S., & Franses, P. H. (2006). The overall view of the effect of inspections and evaluation of the target factor to target substandard vessels. (Econometric Institute Report EI 2006-31 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-31
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Knapp, S., & Franses, P. H. (2006). Effect and improvement areas for port state control inspections to decrease the robability of casualty. (Econometric Institute Report EI 2006-32 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-32
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Ravazzolo, F., Paap, R., van Dijk, D., & Franses, P. H. (2006). Bayesian model averaging in the presence of structural breaks. (Econometric Institute Report EI 2006-33 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-33
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Rotger, GP., & Franses, P. H. (2006). Forecasting high-frequency electricity demand with a diffusion index model. (Econometric Institute Report EI 2006-38 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-38
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Bijwaard, G., & Franses, P. H. (2006). Does rounding matter for payment efficiency? (Econometric Institute Report EI 2006-43 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-43
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Bijwaard, G., Franses, P. H., & Paap, R. (2006). Modeling purchases as repeated events. (Econometric Reprint Serie EI-1418 ed.) Econometrics. Econometric Reprint Serie Vol. EI-1418
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Franses, P. H. (2006). On modeling panels of time series. (Econometric Reprint serie EI -1415 ed.) Econometrics. Econometric Reprint serie Vol. EI -1415
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van Diepen, M., & Franses, P. H. (2006). Evaluating chi-squared automatic interaction detection. (Econometric Institute Reprint serie EI-1420 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1420
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Donkers, B., Paap, R., Jonker, JJ., & Franses, P. H. (2006). Deriving target selection rules from endogenously selected samples. (Econometric Institute Reprint serie EI-1421 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1421
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Tellis, GJ., & Franses, P. H. (2006). Optimal data interval for estimating advertising response. (Econometric Institute Reprint serie EI-1419 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1419
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Franses, P. H. (2006). Empirical causality between bigger banknotes and inflation. (Econometric Institute Reprint serie EI-1422 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1422
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Franses, P. H. (2006). Forecasting 1 to h steps ahead using partial least squares. (Econometric Report Serie EI 2006-47 ed.) Econometrics. Econometric Report Serie Vol. EI 2006-47
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Franses, P. H., & Vroomen, BLK. (2006). Estimating confidence bounds for advertising effect duration intervals. (Econometric Institute Reprint EI-1407 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1407
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Heij, C., & Franses, P. H. (2006). Prediction beyond the survey sample: correcting for survey effects on consumer decisions. (Econometric Institute Report EI 2006-48 ed.) Econometrics. Econometric Institute Report Vol. EI 2006-48
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Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Econometric Institute Reprint EI-1414 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1414
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Hafner, CM., van Dijk, D., & Franses, P. H. (2006). Semi-parametric modeling of correlation dynamics. (Econometric Institute Reprint EI-1429 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1429
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Franses, P. H., & van Dijk, D. (2006). A simple test for PPP among traded goods. (Econometric Institute Reprint EI-1430 ed.) Econometrics. Econometric Institute Reprint Vol. EI-1430
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van Diepen, M., Donkers, B., & Franses, P. H. (2006). Irritation Due to Direct Mailings from Charities. (ERIM Report Series 029-MKT ed.) ERIM. ERIM Report Series Vol. 029-MKT
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Fok, D., Franses, P. H., & Paap, R. (2006). Performance of seasonal adjustment procedures: simulation and empirical results. (Econometric Institute Reprint EI 1408 ed.) Econometrics. Econometric Institute Reprint Vol. EI 1408
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Fok, D., Franses, P. H., & Paap, R. (2005). Performance of seasonal adjustment procedures: simulation and empirical results. (Econometric Institute Report Serie EI 2005-30 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-30
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Fok, D., Franses, P. H., & Paap, R. (2005). Seasonality and non-linear price effects in scanner-data based market-response modelss. (Econometric Institute Report Serie EI 2005-45 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-45
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Fok, D., & Franses, P. H. (2005). Modelling the diffusion of scientific publications. (Econometric Institute Report Serie EI 2005-48 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-48
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van Nierop, E., Paap, R., Bronnenberg, B., Franses, P. H., & Wedel, M. (2005). Retrieving unobserved consideration sets from household panel data. (Econometric Institute Report Serie EI 2005-49 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-49
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Franses, P. H., van der Leij, MJ., & Paap, R. (2005). A simple test for GARCH against a stochastic volatility model. (Econometric Institute Report Serie EI 2005-41 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-41
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Franses, P. H., & Paap, R. (2005). Random-coefficient periodic autoregression. (Econometric Institute Report Serie EI 2005-34 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-34
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Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2005). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (ERIM report series Research in Management 2005-047 ed.) Econometrics. ERIM report series Research in Management Vol. 2005-047
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Paap, R., Franses, P. H., & van Dijk, D. (2005). Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method. (Econometric Institute Reprint Serie 2005-1356 ed.) Econometrics. Econometric Institute Reprint Serie Vol. 2005-1356
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Franses, P. H., & van Dijk, D. (2005). The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production. Econometrics. Econometric Institute Reprint Serie
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Hafner, CM., van Dijk, D., & Franses, P. H. (2005). Semi-parametric modelling of correlation dynamics. (Econometric Institute Report Serie EI 2005-26 ed.) Econometrics. Econometric Institute Report Serie Vol. EI 2005-26
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de Groot, B., & Franses, P. H. (2005). Real time estimates of GDP growth, based on two-regime models. (Econometric Institute Report Serie EI2005-32 ed.) Econometrics. Econometric Institute Report Serie Vol. EI2005-32
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de Groot, B., & Franses, P. H. (2005). Cycles in basic innovations. (Econometric Institute Report Serie EI2005-35 ed.) Econometrics. Econometric Institute Report Serie Vol. EI2005-35
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Vogelsang, TJ., & Franses, P. H. (2005). Testing for common deterministic trend slopes. (Econometric Institute Reprint serie EI-1339 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1339
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Pelzer, B., Eisinga, R., & Franses, P. H. (2005). "Panelizing" repeatd cross section. Female labor force participation in the Netherlands and West Germany. (Econometric Institute Reprint serie EI-1357 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1357
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Hyung, N., & Franses, P. H. (2005). Forecasting time series with long memory and level shifts. (Econometric Institute Reprint serie EI-1345 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1345
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Koning, A., Franses, P. H., Hibon, M., & Stekler, HO. (2005). The M3 competition: Statistical tests of the results. (Econometric Institute Reprint serie EI-1364 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1364
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Boswijk, HP., & Franses, P. H. (2005). On the econometrics of the bass diffusion model. (Econometric Institute Reprint serie EI-1367 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1367
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van Oest, RD., & Franses, P. H. (2005). Which brands gain share from which brands? (Econometric Institute Reprint serie EI-1369 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1369
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Rodrigues, PMM., & Franses, P. H. (2005). A sequential approach to testing seasonal unit roots in high frequency data. (Econometric Institute Reprint serie EI-1372 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1372
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Fok, D., van Dijk, D., & Franses, P. H. (2005). Forecasting aggregates using panels, of nonlinear time series. (Econometric Institute Reprint serie EI-1378 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1378
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Fok, D., van Dijk, D., & Franses, P. H. (2005). A multi-level panel star model for us manufacturing sectors. (Econometrisch Institute Reprint serie EI-1379 ed.) Econometrics. Econometrisch Institute Reprint serie Vol. EI-1379
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van Oest, RD., & Franses, P. H. (2005). Which brands gain share from which brands? Inference from store-level scanner data. (Econometric Institute Reprint serie EI-1393 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1393
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Koning, A., & Franses, P. H. (2005). Are precipitation levels getting higher? Statistical evidence for the Netherlands. (Econometric Institute Reprint serie EI-1394 ed.) Econometrics. Econometric Institute Reprint serie Vol. EI-1394
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Sándor, Z., & Franses, P. H. (2004). Experimental investigation of consumer price evaluations. (Econometric Institute EI 2004-12 ed.) Econometric Institute Vol. EI 2004-12
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Fok, D., Horvath, C., Paap, R., & Franses, P. H. (2004). A hierarchical bayes error correction model to explain dynamic effects of promotions on sales. (Econometric Institute EI 2004-27 ed.) Econometric Institute Vol. EI 2004-27
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Franses, P. H. (2004). Forecasting in marketing. (Econometric Institute EI 2004-40 ed.) Econometric Institute Vol. EI 2004-40
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Fok, D., van Dijk, D., & Franses, P. H. (2004). Forecasting aggregates using panels of nonlinear time series. (Econometric Institute EI 2004-44 ed.) Econometric Institute Vol. EI 2004-44
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Franses, P. H., & Vriens, M. (2004). Advertising effects on awareness, consideration and brand choice using tracking data. (ERIM Report Series Research in Management 2004 028-MKT ed.) ERIM Report Series Research in Management 2004 Vol. 028-MKT
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Sándor, Z., & Franses, P. H. (2004). Experimental investigation of consumer price, equilibrium with multi-product firms. (Econometric Institute 2004-12 ed.) Econometric Institute Vol. 2004-12
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Franses, P. H., & van Oest, RD. (2004). On the econometrics of the Koyck model. (Econometric Institute EI 2004-07 ed.) Econometric Institute Vol. EI 2004-07
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van Dijk, D., Fok, D., & Franses, P. H. (2003). A multi-level panel smooth transition autoregression for US sectoral production.
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Franses, P. H. (2003). Do we make better forecasts these days? A survey amongst academics. (Econometric Institute 2003-06 ed.) Econometric Institute Vol. 2003-06
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Paap, R., Franses, P. H., & van Dijk, D. (2003). Does Africa grow slower than Asia and Latin America? (Econometric Institute EI 2003-07 ed.) Econometric Institute Vol. EI 2003-07
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van Dijk, D., & Franses, P. H. (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. (Econometric Institute EI 2003-10 ed.) Econometric Institute Vol. EI 2003-10
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Koning, A., & Franses, P. H. (2003). Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands. (Econometric Institute 2003-13 ed.) Econometric Institute Vol. 2003-13
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Franses, P. H. (2003). On the Bass diffusion theory, empirical models and out-of-sample forecasting. (ERIM Report Series Research in Management 2003 034-MKT ed.) ERIM Report Series Research in Management 2003 Vol. 034-MKT
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Franses, P. H., & Vroomen, BLK. (2003). Estimating duration intervals. (ERIM Report Series Research in Management 2003 031-MKT ed.) ERIM Report Series Research in Management 2003 Vol. 031-MKT
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Rodrigues, PMM., & Franses, P. H. (2003). A sequential approach to testing seasonal unit roots in high frequence data. (Econometric Institute EI 2003-14 ed.) Econometric Institute Vol. EI 2003-14
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Koning, A., & Franses, P. H. (2003). Confidence intervals for Cronbach's coefficient alpha values. (ERIM Report Series Research in Management 2003 041-MKT ed.) ERIM Report Series Research in Management 2003 Vol. 041-MKT
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Hafner, CM., & Franses, P. H. (2003). A generalized dynamic conditional correlation model for many asset returns. (Econometric Institute EI 2003-18 ed.) Econometric Institute Vol. EI 2003-18
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Kippers, J., & Franses, P. H. (2003). An empirical analysis of euro cash payments. (Econometric Institute EI-2003-25 ed.) Erasmus School of Economics (ESE). Econometric Institute Vol. EI-2003-25
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Franses, P. H., & Kippers, J. (2003). How do we pay with euro notes? Empirical evidence from monopoly experiments. (Econometric Institute EI 2003-32 ed.) Econometric Institute Vol. EI 2003-32
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Kippers, J., & Franses, P. H. (2003). Do we need all euro denominations? (Econometric Institute EI 2003-39 ed.) Econometric Institute Vol. EI 2003-39
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Bijwaard, G., Franses, P. H., & Paap, R. (2003). Modeling purchases as repeated events. (Econometric Institute EI 2003-45 ed.) Econometric Institute Vol. EI 2003-45
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Vroomen, BLK., Donkers, B., Verhoef, PC., & Franses, P. H. (2003). Purchasing complex services on the internet; an analysis of mortgage loan acquisitions. (ERIM Report Series Research in Management 2003 075-MKT ed.) ERIM Report Series Research in Management 2003 Vol. 075-MKT
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Pauwels, K., Franses, P. H., & Srinivasan, S. (2003). Reference-based transitions in short-run price elasticity. (ERIM Report Series Research in Management 2003 095-MKT ed.) ERIM Report Series Research in Management 2003 Vol. 095-MKT
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Horvath, C., & Franses, P. H. (2003). Deriving dynamic marketing effectiveness from econometric time series models. (ERIM Report Series Research in Management 2003 079-MKT ed.) ERIM Report Series Research in Management 2003 Vol. 079-MKT
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van Oest, RD., & Franses, P. H. (2003). Which brands gain share from which brands? Inference from store-level scanner data. (ERIM Report Series 2003 / Discussion Paper TI 2003-079/4 076-MKT ed.) ERIM Report Series 2003 / Discussion Paper TI 2003-079/4 Vol. 076-MKT
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Dekker, DJ., Stokman, F., & Franses, P. H. (2003). Effectiveness of brokering within account management organizations. (ERIM Report Series Research in Management 2003 078-MKT ed.) DEPARTMENT OF ECONOMETRICS. ERIM Report Series Research in Management 2003 Vol. 078-MKT
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Fok, D., Paap, R., & Franses, P. H. (2003). Modeling dynamic effects of the marketing mix on market shares. (ERIM Report Series Research in Management 044-MKT ed.) ERIM Report Series Research in Management Vol. 044-MKT
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Franses, P. H., & van Dijk, D. (2002). A simple test for PPP among traded goods. (Econometric Institute 2002-2/A ed.) Econometric Institute Vol. 2002-2/A
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Verhoef, PC., & Franses, P. H. (2002). On combining revealed and stated preferences to forecast customer behavior: three case studies. (Econometric Institute EI 2002-04 ed.) Econometric Institute Vol. EI 2002-04
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Franses, P. H. (2002). From first submission to citation: an empirical analysis. (Econometric Institute EI 2002-07 ed.) Econometric Institute Vol. EI 2002-07
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Hyung, N., & Franses, P. H. (2002). Inflation rates: long-memory, level shifts, or both? (Econometric Institute EI 2002-08 ed.) Econometric Institute Vol. EI 2002-08
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Paap, R., & Franses, P. H. (2002). Common large innovations across nonlinear time series. (Econometric Institute EI 2002-09 ed.) Econometric Institute Vol. EI 2002-09
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Franses, P. H., & Patoir, DA. (2002). Modeling students' evaluation scores; comparing economics schools in Maastricht and Rotterdam. (Econometric Institute EI 2002-12 ed.) Econometric Institute Vol. EI 2002-12
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Franses, P. H., & Cramer, M. (2002). On the number of categories in an ordered regression model. (Econometric Institute EI 2002-15 ed.) Econometric Institute Vol. EI 2002-15
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Franses, P. H. (2002). On the diffusion of scientific publications; the case of econometrica 1987. (Econometric Institute EI 2002-16 ed.) Econometric Institute Vol. EI 2002-16
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Franses, P. H. (2002). On modeling panels of time series. (Econometric Institute EI 2002-23 ed.) Econometric Institute Vol. EI 2002-23
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Pelzer, B., Eisinga, R., & Franses, P. H. (2002). Ecological panel inference in repeated cross sections. (Econometric Institute EI 2002-22 ed.) Econometric Institute Vol. EI 2002-22
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Sloot, LM., Verhoef, PC., & Franses, P. H. (2002). The impact of brand and category characteristics on consumer stock-out reactions. (ERIM Report Series Research in Management 2002 106-MKT ed.) ERIM Report Series Research in Management 2002 Vol. 106-MKT
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Boswijk, HK., & Franses, P. H. (2002). How large is average economic growth? Evidence from a robust method. (Tinbergen Institute Discusssion Paper 2002-002/4 ed.) Tinbergen Institute Discusssion Paper Vol. 2002-002/4
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Kippers, J., van Nierop, E., Paap, R., & Franses, P. H. (2002). An empirical study of cash payments. (Tinbergen Institute Discussion Paper 2002-075/4 ed.) Tinbergen Institute Discussion Paper Vol. 2002-075/4
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van Oest, RD., Franses, P. H., & Paap, R. (2002). A dynamic utility maximization model for product category consumption. (Tinbergen Institute Discussion Paper 2002-097/4 ed.) Tinbergen Institute Discussion Paper Vol. 2002-097/4
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van Oest, RD., Paap, R., & Franses, P. H. (2002). A joint framework for category purchase and consumption behavior. (Tinbergen Institute Discussion Paper 2002-124/4 ed.) Tinbergen Institute Discussion Paper Vol. 2002-124/4
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van Nierop, E., Fok, D., & Franses, P. H. (2002). Sales models for many items using attribute data. (ERIM Report Series 2002 65-MKT ed.) ERIM Report Series 2002 Vol. 65-MKT
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Jonker, JJ., Franses, P. H., & Piersma, N. (2002). Evaluating direct marketing campaigns; recent findings and future research topics. (ERIM Report Series 2002 26-MKT ed.) ERIM Report Series 2002 Vol. 26-MKT
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Franses, P. H., & Stremersch, S. (2002). Modeling generational transitions from aggregate data. (ERIM Report Series 2002 49-MKT ed.) ERIM Report Series 2002 Vol. 49-MKT
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Franses, P. H., & Heij, C. (2002). Estimated, parameters do not get the 'wrong sign' due to collinearity across included variables. (ERIM Report Series 2002 31-MKT ed.) ERIM Report Series 2002 Vol. 31-MKT
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Fok, D., Paap, R., & Franses, P. H. (2002). Estimating dynamic effects of promotion on interpurchase times. (Econometric Institute EI-2002-37 ed.) Econometric Institute Vol. EI-2002-37
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Boswijk, HP., & Franses, P. H. (2002). The econometrics of the Bass diffusion model. (ERIM Report Series 2002 66-MKT ed.) ERIM Report Series 2002 Vol. 66-MKT
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Wuyts, SHK., Stremersch, S., van den Bulte, C., & Franses, P. H. (2002). Buyer preferences for vendor in business: A triadic perspective. (The Wharton School, University of Pennsylvania 10-2002 ed.) The Wharton School, University of Pennsylvania Vol. 10-2002
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Fok, D., Paap, R., & Franses, P. H. (2002). Modeling dynamic effects of promotion on interpurchase times. (Econometric Institute EI 2002-37 ed.) Econometric Institute Vol. EI 2002-37
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Koopman, SJ., & Franses, P. H. (2001). Constructing seasonally adjusted data with time-varying confidence intervals. (Econometric Institute EI 2001-02 ed.) Econometric Institute Vol. EI 2001-02 http://hdl.handle.net/1765/1667
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Hyung, N., & Franses, P. H. (2001). Structural breaks and long memory in US inflation rates: Do they matter for forecasting? (Econometric Institute EI 2001-13 ed.) Econometric Institute Vol. EI 2001-13
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Franses, P. H., & van Dijk, D. (2001). The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production. (Econometric Institute EI 2001-14 ed.) Econometric Institute Vol. EI 2001-14
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Vogelsang, TJ., & Franses, P. H. (2001). Testing for common deterministic trend slopes. (Econometric Institute EI 2001-16 ed.) Econometric Institute Vol. EI 2001-16
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Pelzer, B., Eisinga, R., & Franses, P. H. (2001). Inferring transition probabilities from repeated cross sections: A cross-level inference approach to US presidential voting. (Econometric Institute EI 2001-21 ed.) Econometric Institute Vol. EI 2001-21
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Fok, D., Franses, P. H., & Paap, R. (2001). Incorporating responsiveness to marketing efforts when modeling brand choice. (ERIM Report Series 2001 47-MKT ed.) ERIM Report Series 2001 Vol. 47-MKT
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Franses, P. H., van der Leij, MJ., & Paap, R. (2001). Modeling and forecasting outliers and level shifts in absolute returns. (Econometric Institute EI 2001-34 ed.) Econometric Institute Vol. EI 2001-34
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Boswijk, HP., & Franses, P. H. (2001). Robust inference on average economic growth. (Econometric Institute EI 2001-47 ed.) Econometric Institute Vol. EI 2001-47
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Donkers, B., Jonker, JJ., Franses, P. H., & Paap, R. (2001). Deriving target selection rules from endogenously selected samples. (ERIM Report Series (ERS-2001) 68-MKT ed.) ERIM Report Series (ERS-2001) Vol. 68-MKT
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Donkers, B., Franses, P. H., & Verhoef, PC. (2001). Using selective sampling for binary choice models to reduce survey costs. (ERIM Report Series (ERS-2001) 67-MKT ed.) ERIM Report Series (ERS-2001) Vol. 67-MKT
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Verhoef, PC., Franses, P. H., & Donkers, B. (2001). Changing perceptions and changing behavior in customer relationships. (ERIM Report Sersies 2001 31-MKT ed.) ERIM Report Sersies 2001 Vol. 31-MKT
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Dekker, DJ., Franses, P. H., & Krackhardt, D. (2001). An equilibrium-correction models for dynamic network data. (ERIM Report Series 2001 39-MKT ed.) ERIM Report Series 2001 Vol. 39-MKT
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Fok, D., Franses, P. H., & Paap, R. (2001). Econometric analysis of the market share attraction model. (ERIM Report Series 2001 25-MKT ed.) ERIM Report Series 2001 Vol. 25-MKT
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Franses, P. H., Paap, R., & Sijthoff, P. (2001). Modeling potentially time-varying effects of promotions on sales. (ERIM Report Series 2001 05-MKT ed.) ERIM Report Series 2001 Vol. 05-MKT
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Vroomen, BLK., Franses, P. H., & van Nierop, E. (2001). Modeling consideration sets and brand choice using artificial neural networks. (ERIM Report Series 2001 10-MKT ed.) ERIM Report Series 2001 Vol. 10-MKT
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van Dijk, D., Franses, P. H., & Boswijk, HP. (2000). Asymmetric and common absorption of shocks in nonlinear autoregressive models. (Econometric Institute 2000-01/A ed.) Econometric Institute Vol. 2000-01/A
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Loef, M., & Franses, P. H. (2000). On forecasting cointegral seasonal time series. (Econometric Institute 2000-05/A ed.) Econometric Institute Vol. 2000-05/A
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Franses, P. H., de Bruin, PT., & van Dijk, D. (2000). Seasonal smooth transition autoregression. (Econometric Institute 2000-06/A ed.) Econometric Institute Vol. 2000-06/A
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van Dijk, D., Teräsvirta, T., & Franses, P. H. (2000). Smooth transition autoregressive models - A survey of recent developments. (Econometric Institute 2000-23/A ed.) Econometric Institute Vol. 2000-23/A
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van Dijk, D., Franses, P. H., & Paap, R. (2000). A nonlinear long memory model for US unemployment. (Econometric Institute 2000-30/A ed.) Econometric Institute Vol. 2000-30/A
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Dekker, DJ., Stokman, F., & Franses, P. H. (2000). Broker positions in task-specific knowledge networks: Effects on perceived performance and role stressors in an account management system. (ERIM Report Series 37-MKT ed.) ERIM Report Series Vol. 37-MKT
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Fok, D., & Franses, P. H. (2000). Forecasting market shares from models for sales. (ERIM Report Series 03-MKT ed.) ERIM Report Series Vol. 03-MKT
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Jonker, JJ., Paap, R., & Franses, P. H. (2000). Modeling charity donations: target selection, response time and gift size. (Econometric Institute 2000-07/A ed.) Econometric Institute Vol. 2000-07/A
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Nierop, E., Paap, R., Bronnenberg, B., Franses, P. H., & Wedel, M. (2000). Modeling unobserved consideration sets for household panel data. (ERIM Report Series 42-MKT ed.) ERIM Report Series Vol. 42-MKT
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Verhoef, PC., Franses, P. H., & Hoekstra, JC. (2000). The effect of relational constructs on relationship performance: Does duration matter? (ERIM Report Series 08-MKT ed.) ERIM Report Series Vol. 08-MKT
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Paap, R., van Nierop, E., van Heerde, HJ., Wedel, M., & Franses, P. H. (2000). Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice. (Econometric Institute EI 2000-33 ed.) Econometric Institute Vol. EI 2000-33
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Jonker, JJ., Paap, R., & Franses, P. H. (2000). Modeling charity donations. Target selection, response time and gift size. (Econometric Institute 2000-07/A ed.) Econometric Institute Vol. 2000-07/A
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Franses, P. H. (1999). On the interpretation of seasonally adjusted data. (Econometric Institue 9901/A ed.) Econometric Institue Vol. 9901/A
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Hobijn, B., & Franses, P. H. (1999). Are living standards converging? (Econometric Institute 9903/A ed.) Econometric Institute Vol. 9903/A
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Franses, P. H. (1999). How to deal with intercept and trend in practical cointegration analysis? (Econometric Institute 9904/A ed.) Econometric Institute Vol. 9904/A
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Franses, P. H., & Kunst, RM. (1999). Testing common deterministic seasonally, with an application to industrial production. (Econometric Institute 9905/A ed.) Econometric Institute Vol. 9905/A
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Kleibergen, FR., & Franses, P. H. (1999). Cointegration in a periodic vector autoregression. (Econometric Institute 9906/A ed.) Econometric Institute Vol. 9906/A
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Paap, R., & Franses, P. H. (1999). Do the US and Canada have a common nonlinear cycle in unemployment? (Econometric Institute 9907/A ed.) Econometric Institute Vol. 9907/A
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Franses, P. H., & de Bruin, PT. (1999). Seasonal adjustment and the business cycle in unemployment. (Econometric Institute 9923/A ed.) Econometric Institute Vol. 9923/A
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Carsoule, FP., & Franses, P. H. (1999). Monitoring structural change in variance, with an application to European nominal exchange rate volatility. (Econometric Institute 9925/A ed.) Econometric Institute Vol. 9925/A
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Franses, P. H., & van Dijk, D. (1999). Outlier detection in the GARCH (1,1) model. (Econometric Institute 9926/A ed.) Econometric Institute Vol. 9926/A
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Franses, P. H., & Paap, R. (1999). Forecasting with periodic autoregressive time series models. (Econometric Institute 9927/A ed.) Econometric Institute Vol. 9927/A
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Fok, D., Franses, P. H., & Cramer, JS. (1999). Ordered logit analysis for selectively sampled data. (Econometric Institute 9933/A ed.) Econometric Institute Vol. 9933/A
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Clements, MP., Franses, P. H., & Smith, J. (1999). On SETAR non-linearity and forecasting. (Econometric Institute 9914/A ed.) Econometric Institute Vol. 9914/A
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Franses, P. H., & Kunst, RM. (1999). Testing for converging deterministic seasonal variation in European industrial production. (Econometric Institute 9917/A ed.) Econometric Institute Vol. 9917/A
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Rothman, P., van Dijk, D., & Franses, P. H. (1999). A multivariate STAR analysis of the relationship between money and output. (Econometric Institute 9945/A ed.) Econometric Institute Vol. 9945/A
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Carsoule, FP., & Franses, P. H. (1999). Monitoring time-varying parameters in an autoregression. (Econometric Institute 9937/A ed.) Econometric Institute Vol. 9937/A
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Franses, P. H., Slagter, E., & Cramer, M. (1999). Censored regression analysis in large samples with many zero observations. (Econometric Institute 9939/A ed.) Econometric Institute Vol. 9939/A
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Fok, D., & Franses, P. H. (1999). Impulse-response analysis of the market share attraction model. (Econometric Institute 9955/A ed.) Econometric Institute Vol. 9955/A
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Bolger, FMI., Franses, P. H., & Antonides, G. (1999). Does the index of consumer sentiment only measure expectations? (Ribes 99-27 ed.) Ribes Vol. 99-27
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Franses, P. H. (1999). Testing for residual autocorrelation in trend curve models. (RIBES 99-58 ed.) RIBES Vol. 99-58
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Franses, P. H., Verhoef, PC., & Hoekstra, JC. (1999). The impact of satisfaction on the breadth of the relationship with a multi-service provider. (RIBES 99-55 ed.) RIBES Vol. 99-55
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Franses, P. H., & Paap, R. (1999). Estimating dynamic effects of promotion on interpurchase times. (RIBES 99-52 ed.) RIBES Vol. 99-52
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Franses, P. H., & Lucas, A. (1999). Estimating baselines. (Ribes 99-44 ed.) Ribes Vol. 99-44
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Franses, P. H., & Srinivasan, S. (1999). On testing for unit roots in market shares. (Ribes 99-32 ed.) Ribes Vol. 99-32
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Paap, R., & Franses, P. H. (1999). Estimating dynamic effects of promotions on brand choice. (Ribes 99-30 ed.) Ribes Vol. 99-30
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Franses, P. H., & Paap, R. (1999). Testing market share attraction models. (Ribes 99-18 ed.) Ribes Vol. 99-18
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Fok, D., & Franses, P. H. (1999). Impulse-response analysis of the market share attraction model. (Econometric Institute Report EI-9955/A ed.) Econometric Institute Report Vol. EI-9955/A
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Escribano, A., Franses, P. H., & van Dijk, D. (1998). Nonlinearities and outliers: robust specification of STAR models. (Econometric Institute 9832 ed.) Econometric Institute Vol. 9832
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Franses, P. H., Neele, J., & van Dijk, D. (1998). Forecasting volatility with switching persistence GARCH models. (Econometric Institute 9819 ed.) Econometric Institute Vol. 9819
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Franses, P. H., & Kunst, RM. (1998). On the role of seasonal intercepts in seasonal analysis of cointegration. (Econometric Institute 9820 ed.) Econometric Institute Vol. 9820
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Franses, P. H., & McAleer, M. (1998). Cointegration analysis of seasonal time series. (Econometric Institute 9836 ed.) Econometric Institute Vol. 9836
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Ooms, M., & Franses, P. H. (1998). A seasonal periodic long memory model for monthly river flows. (Econometric Institute 9842/A ed.) Econometric Institute Vol. 9842/A
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de Bruin, P., & Franses, P. H. (1998). On data transformations and evidence of nonlinearity. (Econometric Institute 9823 ed.) Econometric Institute Vol. 9823
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Franses, P. H., Neele, J., & van Dijk, D. (1998). Modelling asymmetric volatility in weekly Dutch temperature data. (Econometric Institute 9840/A ed.) Econometric Institute Vol. 9840/A
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Hobijn, B., Franses, P. H., & Ooms, M. (1998). Generalizations of the KPSS-test for stationarity. (Econometric Institute 9802 ed.) Econometric Institute Vol. 9802
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Franses, P. H., & Paap, R. (1998). Censored latent effects autoregression, with an application to US unemployment. (Econometric Institute 9841/A ed.) Econometric Institute Vol. 9841/A
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Franses, P. H. (1998). Is there agreement on the postwar US business cycle? (Econometric Institute 9804 ed.) Econometric Institute Vol. 9804
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Franses, P. H. (1998). Does seasonality in unemployment change with its (nonlinear) business cycle? (Econometric Institute 9809 ed.) Econometric Institute Vol. 9809
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Bos, CS., Franses, P. H., & Ooms, M. (1998). Long memory and level shifts: re-analysing inflation rates. (Econometric Institute 9811 ed.) Econometric Institute Vol. 9811
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Eisinga, R., Franses, P. H., & Ooms, M. (1998). Forecasting long memory left-right political orientations. (Econometric Institute 9812 ed.) Econometric Institute Vol. 9812
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Franses, P. H., Siersma, V., & Gill, RD. (1998). Cointegration analysis in the presence of flexible trends. (Econometric Institute 9816 ed.) Econometric Institute Vol. 9816
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Franses, P. H., & Paap, R. (1998). Modelling asymmetric persistence over the business cycle. (Econometric Institute 9852 ed.) Econometric Institute Vol. 9852
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Jonker, JJ., Franses, P. H., & Piersma, N. (1998). Evaluating direct marketing campaigns; recent findings and future research topics. (Econometric Institute 9851 ed.) Econometric Institute Vol. 9851
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Franses, P. H., & Paap, R. (1998). Mondeling asymmetric persistence over the business cycle. (Econometric Institute Report 9852/A ed.) Econometric Institute Report Vol. 9852/A
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Franses, P. H., & Paap, R. (1998). Censored latent effects autoregression with an application to US unemployment. (Econometric Institute Report 9841/A ed.) Econometric Institute Report Vol. 9841/A
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Jonker, JJ., Franses, P. H., & Piersma, N. (1998). Evaluating direct marketing campaigns. (Econometric Institute 9821/A ed.) Econometric Institute Vol. 9821/A
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Verbeke, W., Franses, P. H., van Rhee, C., & Verbeek, J. (1998). The effect of self-colleaque-, and average-referenced goal difficulty on sales performance. (RIBES Report 9820 ed.) RIBES Report Vol. 9820
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Boswijk, HP., & Franses, P. H. (1997). Common persistence in nonlinear autoregressive models. (Econometric Institute 9702/A ed.) Econometric Institute Vol. 9702/A
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van Dijk, D., & Franses, P. H. (1997). Nonlinear error-correction models for interest rates in the Netherlands. (Econometric Institute 9704/A ed.) Econometric Institute Vol. 9704/A
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Franses, P. H., & van Dijk, D. (1997). Do we often find ARCH because of neglected outliers? (Econometric Institute 9706/A ed.) Econometric Institute Vol. 9706/A
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Eisinga, R., Franses, P. H., & Ooms, M. (1997). Convergence and persistence of left-right political orientations in the Netherlands 1978-1995. (Econometric Institute 9709/A ed.) Econometric Institute Vol. 9709/A
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Franses, P. H., & Taylor, AMR. (1997). Determining the order of differencing in seasonal time series processes. (Econometric Institute 9712/A ed.) Econometric Institute Vol. 9712/A
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Franses, P. H., Arino, MA., & Hobijn, B. (1997). Are many current seasonally adjusted data downard biased. (Econometric Institute 9717/A ed.) Econometric Institute Vol. 9717/A
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Hobijn, B., & Franses, P. H. (1997). Asymptotically prefect and relative convergence of productivity. (Econometric Institute 9725/A ed.) Econometric Institute Vol. 9725/A
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Franses, P. H., & Kleibergen, FR. (1997). Cointegration in multivariate periodic time series models. (Econometric Institute 9745/A ed.) Econometric Institute Vol. 9745/A
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Paap, R., & Franses, P. H. (1997). On trends and constants in periodic autoregressions. (Econometric Institute 9749/A ed.) Econometric Institute Vol. 9749/A
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Eisinga, R., Franses, P. H., & van Dijk, D. (1997). Timing of vote decision in first and second order Dutch elections 1978-1995: evidence from artificical neural networks. (Econometric Institute 9733/A ed.) Econometric Institute Vol. 9733/A
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van Dijk, D., & Franses, P. H. (1997). Modelling multiple regimes in the business cycle. (Econometric Institute 9734/A ed.) Econometric Institute Vol. 9734/A
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Veenstra, A., van Dijk, D., & Franses, P. H. (1997). Partially linear additive modelling of ocean charter rates. (Chair of Maritime Economics 97-10 ed.) Chair of Maritime Economics Vol. 97-10
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Farris, P., Franses, P. H., Thurik, R., & Verbeke, W. (1997). Consumers' response to seqential out-of-stock contacts of a brand assortment. (Discussion Paper R9718/M ed.) Tinbergen Institute. Discussion Paper Vol. R9718/M
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Verbeke, W., Thurik, R., & Franses, P. H. (1997). Consumers' responses to sequential out-of-stock contacts of a brand assortment. (RIBES Report 9718 ed.) ECONOMICS. RIBES Report Vol. 9718
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Paap, R., Franses, P. H., & Hoek, H. (1996). Mean shifts, unit roots and forecasting seasonal time series. (Econometric Institute 9609/A ed.) Econometric Institute Vol. 9609/A
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Franses, P. H., & Paap, R. (1996). Does seasonal adjustment change inference from Markov switching models? (Econometric Institute 9615/A ed.) Econometric Institute Vol. 9615/A
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van Dijk, D., Franses, P. H., & Lucas, A. (1996). Testing for smooth transition nonlinearity in the presence of outliers. (Econometric Institute 9622/A ed.) Econometric Institute Vol. 9622/A
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Franses, P. H., & Arino, MA. (1996). The log transformation and models for seasonality: a case study of their impact on forecasting. (Econometric Institute 9631/A ed.) Econometric Institute Vol. 9631/A
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Franses, P. H., Kloek, T., & Lucas, A. (1996). Outlier robust analysis of market share and distribution relations for weekly scanning data. (Econometric Institute 9646/A ed.) Econometric Institute Vol. 9646/A
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Franses, P. H., & Koop, G. (1996). On the sensitivity of unit root inference to nonlinear data transformations. (Econometric Institute 9648/A ed.) Econometric Institute Vol. 9648/A
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Franses, P. H., & Swanson, N. (1996). Testing the adequacy of log versus level data transformations using macroeconomic time series. (Econometric Institute 9649/A ed.) Econometric Institute Vol. 9649/A
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Franses, P. H., & van Homelen, P. (1996). On forecasting exchange rates using neural networks. (Econometric Institute 9650/A ed.) Econometric Institute Vol. 9650/A
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van Dijk, D., & Franses, P. H. (1996). Testing for ARCH in the presence of additive outliers. (Econometric Institute 9659/A ed.) Econometric Institute Vol. 9659/A
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Kunst, RM., & Franses, P. H. (1996). The impact of seasonal constants on forecasting seasonally cointegrated time series. (Econometric Institute 9666/A ed.) Econometric Institute Vol. 9666/A
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Franses, P. H., & Arino, MA. (1996). Forecasting the levels of vector autoregressive log-transformed time series. (Econometric Institute 9669/A ed.) Econometric Institute Vol. 9669/A
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Franses, P. H., & Kawasaki, Y. (1996). A model selection approach to detect seasonal unit roots. (Econometric Institute 9670/A ed.) Econometric Institute Vol. 9670/A
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Franses, P. H., & Paap, R. (1995). Modeling changing day-of-the-week seasonality in stock returns and volatility. (Discussion Paper TI 9556/A ed.) Discussion Paper Vol. TI 9556/A
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van Dijk, D., & Franses, P. H. (1995). Empirical specification of nonlinear error-correction models. (Discussion Paper TI 9544/A ed.) Discussion Paper Vol. TI 9544/A
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Franses, P. H., & Hobijn, B. (1995). Convergence of living standards: an international analysis. (Discussion Paper TI 9534/A ed.) Discussion Paper Vol. TI 9534/A
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Franses, P. H., & Vogelsang, TJ. (1995). Testing for seasonal unit roots in the presence of changing seasonal means. (Econometric Institute 9532/A ed.) Econometric Institute Vol. 9532/A
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Franses, P. H., Hoek, H., & Paap, R. (1995). Bayesian analysis of seasonal unit roots and seasonal mean shifts. (Discussion Paper TI 9527/A ed.) Discussion Paper Vol. TI 9527/A
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Franses, P. H., & Draisma, G. (1995). Recognizing changing seasonal patterns using artificial neural networks. (Discussion Paper TI 9514/A ed.) Discussion Paper Vol. TI 9514/A
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Kleibergen, FR., & Franses, P. H. (1995). Direct cointegration testing in periodic vector autoregressive models. (Discussion Paper TI 9518 ed.) Discussion Paper Vol. TI 9518
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Franses, P. H., & McAleer, M. (1995). Testing for unit roots and non-linear transformations. (Econometric Institute 9507/A ed.) Econometric Institute Vol. 9507/A
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Franses, P. H., & Ooms, M. (1995). A periodic long memory arfima (0,D_s,0) model for quarterly UK inflation. (Discussion Paper TI 9511/A ed.) Discussion Paper Vol. TI 9511/A
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Franses, P. H., & Kunst, RM. (1995). On the role of seasonal intercepts in seasonal cointegration. (Reihe Ökonomie 15 ed.) Institut für Höhere Studien (IHS). Reihe Ökonomie Vol. 15
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Breitung, J., & Franses, P. H. (1995). Impulse response functions for periodic integration. (Sonderforschungsbereich 373 Wirtschaftswissensch. Fak. 43 ed.) Humboldt-Universität zu Berlin. Sonderforschungsbereich 373 Wirtschaftswissensch. Fak. Vol. 43
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Veenstra, A., & Franses, P. H. (1995). Modelling and forecasting ocean freight rates. Erasmus Centre for Transport and Logistics (ECTAL)
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Franses, P. H., & Lucas, A. (1995). Outlier robust cointegration analysis. (Discussion Paper TI 9529/A ed.) Discussion Paper Vol. TI 9529/A
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Professional (5)
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Franses, P. H., & Welz, M. (2020). Does More Expert Adjustment Associate with Less Accurate Professional Forecasts? (EI reprint serie EI-168
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