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

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

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

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

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

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

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

Boulaksil, Y., & Franses, P. H. (2009). Experts' stated behavior. Interfaces, 39(2), 168-171. https://doi.org/10.1287/inte.1080.0421

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

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

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

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

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

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

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

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

de Groot, B., & Franses, P. H. (2007). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.

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

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

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

Franses, P. H. (2007). Estimating the stock of postwar Dutch postal stamps. Applied Economics, 39(8), 943-946. https://doi.org/10.1080/00036840701243641

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

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

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

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

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

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

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

Franses, P. H., & Dijkshoorn, S. (2006). Betaalgemak door afronding niet toegenomen. Economisch-Statistische Berichten, 91(4460), 237-238.

de Groot, B., & Franses, P. H. (2006). EICIE voorspelt 1.5% krimp. Economisch-Statistische Berichten, 91, 320-321.

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

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

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.

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

van Diepen, M., & Franses, P. H. (2006). Evaluating CHAID. Information Systems, 31, 814-831.

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

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

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

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

Franses, P. H. (2006). Empirical causality between bigger banknotes and inflation. Applied Economics Letters, 13, 751-752. https://doi.org/10.1080/13504850500424926

Franses, P. H., & van Dijk, D. (2006). A simple test for PPP among traded goods. Applied Financial Economics, 16(1/2), 19-27.

Franses, P. H., & de Groot, B. (2006). In 2005 groeide de economie met 1.0 procent. Unknown.

Franses, P. H., & de Groot, B. (2006). Gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91, 32-33.

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

Franses, P. H., & Kloek, T. (2006). Vijftig jaar econometrie: de waarde van het model. Economisch-Statistische Berichten, 91, 302-303.

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4500).

de Groot, B., & Franses, P. H. (2006). EICIE, in 2005 groeide de economie met 1%. Economisch-Statistische Berichten, 91.

de Groot, B., & Franses, P. H. (2006). EICIE, gematigde groei in 2006-2015 en een dip in 2012. Economisch-Statistische Berichten, 91.

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4483).

de Groot, B., & Franses, P. H. (2006). Het gaat goed met de economie! Economisch-Statistische Berichten, 91, 157-157.

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4491).

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4493).

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4495).

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4497).

de Groot, B., & Franses, P. H. (2006). EICIE, kwartaalbericht. Economisch-Statistische Berichten, 91(4498).

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

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

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.

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

de Groot, B., & Franses, P. H. (2005). Een real time indicator van het bruto binnenlands product. Economisch-Statistische Berichten, 90, 8-11.

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

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

de Groot, B., & Franses, P. H. (2005). EICIE voorspelt 1% groei. Economisch-Statistische Berichten, 90(1), 179-179.

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

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

Berrety, T., Dijkshoorn, S., Franses, P. H., & Kruithof, C. (2005). Waarom geven we zoveel uit? Economisch-Statistische Berichten, 90, 277.

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

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

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

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

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

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

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

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

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

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

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

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

de Groot, B., & Franses, P. H. (2005). EICIE, Eerste kwartaalbericht. Economisch-Statistische Berichten, 90(4458).

de Groot, B., & Franses, P. H. (2005). EICIE, Tweede kwartaalbericht. Economisch-Statistische Berichten, 90(4467).

de Groot, B., & Franses, P. H. (2005). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten, 90(4473).

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

Kawasaki, Y., & Franses, P. H. (2004). Do seasonal unit roots matter for forecasting monthly industrial production? Journal of Forecasting, 23(2), 77-88.

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

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

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

Kippers, J., Franses, P. H., van Diepen, M., Laheij, C., & Tromp, N. (2004). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 89, 484-486.

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

Franses, P. H., & Maas, B. (2004). Gepercipieerde kwaliteit van universitair marktonderzoek onderwijs. Ontwikkelingen in het Marktonderzoek / Jaarboek MOA, 2004, 221-237.

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

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

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

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

van Diepen, M., Laheij, C., Tromp, N., Franses, P. H., & Kippers, J. (2003). Efficiënter betalen met de euro. Economisch-Statistische Berichten, 88, 248-249.

van Diepen, M., Tromp, N., Franses, P. H., & Kippers, J. (2003). Meer betaalgemak door de euro. Economisch-Statistische Berichten, 88, 484-486.

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

Kawasaki, Y., & Franses, P. H. (2003). Detecting seasonal unit roots in a structural time series model. Journal of Applied Statistics, 30(4), 373-387.

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

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

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

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

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

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

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.

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.

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

Bod, P., Blitz, D., Franses, P. H., & Kluitman, R. (2002). An unbiased variance estimator for overlapping returns. Applied Financial Economics, 12, 155-158.

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

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

van Dijk, D., Teräsvirta, T., & Franses, P. H. (2002). Smooth transition autoregressive models - a survey of recent developments. Econometric Reviews, 21(1), 1-47.

Pelzer, B., Eisinga, R., & Franses, P. H. (2002). Inferring transition probabilities from repeated cross sections. Political Analysis, 10(2), 113-133.

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

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

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

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

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

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

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

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

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.

Kluitman, R., & Franses, P. H. (2002). Estimating volatility on overlapping returns when returns are autocorrelated. Applied Mathematical Finance, 9, 179-188.

Vriens, M., Grigsby, M., & Franses, P. H. (2002). Time series models for advertising tracking data. Canadian Journal of Marketing Research, 20, 62-71.

Franses, P. H. (2002). De langste weg is de beste. Economisch-Statistische Berichten, 87, 350-351.

Kippers, J., Franses, P. H., van Nierop, E., & Paap, R. (2002). Hoe betalen we eigenlijk? Economisch-Statistische Berichten, 87, 847-850.

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

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

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

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

Rothman, P., van Dijk, D., & Franses, P. H. (2001). Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506-532.

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

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

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

Arino, MA., & Franses, P. H. (2000). Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111-116.

Hobijn, B., & Franses, P. H. (2000). Asymptotically perfect and relative convergence of productivity. Journal of Applied Econometrics, 15, 59-81.

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

Franses, P. H., & Paap, R. (2000). Modelling day-of-the- week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.

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

Franses, P. H., & Taylor, AMR. (2000). Determining the order of differencing in seasonal time series processes. Econometrics Journal, 3(2), 250-264.

Franses, P. H. (2000). A test for the hit rate in binary response models. International Journal of Market Research, 42(1 (Winter)), 239-245.

Franses, P. H., & Paap, R. (2000). Modeling day-of-the=week seasonality in the S&P 500 index. Applied Financial Economics, 10, 483-488.

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.

Franses, P. H., & Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15, 1-9.

Eisinga, R., Franses, P. H., & Ooms, M. (1999). Forecasting long memory left-right political orientations. International Journal of Forecasting, 15, 185-199.

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.

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.

de Bruin, PT., & Franses, P. H. (1999). Forecasting power-transformed time series data. Journal of Applied Statistics, 26(7), 807-815.

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

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.

van Dijk, D., & Franses, P. H. (1999). Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311-340.

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.

Franses, P. H., Geluk, I., & van Homelen, P. (1999). Modeling item nonresponse in questionnaires. Quality and Quantity, 33, 203-213.

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.

Franses, P. H., & Paap, R. (1999). Does seasonality influence the dating of business cycle turning points? Journal of Macroeconomics, 21, 79-92.

Franses, P. H., & Paap, R. (1999). On trends and constants in periodic autoregressions. Econometric Reviews, 18, 271-286.

Franses, P. H., & Paap, R. (1999). Does seasonal adjustment influence the dating if business cycle turning points? Journal of Macroeconomics, 21, 79-92.

Franses, P. H., & Koehler, AB. (1998). A model selection strategy for time series with increasing seasonal variation. International Journal of Forecasting, 14, 405-414.

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.

Franses, P. H., & Lucas, A. (1998). Outlier detection in cointegration analysis. Journal of Business and Economic Statistics, 16(4), 459-468.

Kunst, RM., & Franses, P. H. (1998). The impact of seasonal constants on forecasting seasonally cointegrated time series. Journal of Forecasting, 17, 109-124.

Franses, P. H., & Koop, G. (1998). On the sensivity of unit root inference to nonlinear data transformations. Economics Letters, 59, 7-15.

Breitung, J., & Franses, P. H. (1998). On Phillips-Perron-type tests for seasonal unit roots. Econometric Theory, 14, 200-221.

Franses, P. H., & McAleer, M. (1998). Testing for unit roots and non-linear transformations. Journal of Time Series Analysis, 19(2), 147-164.

Franses, P. H., & Vogelsang, TJ. (1998). On seasonal cycles, unit roots, and mean shifts. The Review of Economics and Statistics, 231-240.

Franses, P. H., & van Homelen, P. (1998). On forecasting exchange rates using neural networks. Applied Financial Economics, 8, 589-596.

Franses, P. H., & McAleer, M. (1998). Cointegration analysis of seasonal time series. Journal of Economic Surveys, 12(5), 651-678.

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.

Franses, P. H. (1998). Large data sets in finance and marketing: introduction by the special issue editor. Statistica Neerlandica, 52, 255-257.

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.

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.

Franses, P. H., & Ooms, M. (1997). A periodic long memory model for quarterly UK inflation. International Journal of Forecasting, 13, 117-126.

Franses, P. H., Hoek, H., & Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359-380.

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.

Franses, P. H., Boswijk, HP., & Haldrup, N. (1997). Multiple unit roots in periodic autoregression. Journal of Econometrics, 80, 167-193.

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.

Franses, P. H., & Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81, 273-280.

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.

Franses, P. H., & Breitung, J. (1997). Impulse response functions for periodic integration. Economics Letters, 55, 35-40.

Franses, P. H., & de Gooijer, J. (1997). Forecasting and seasonality; editors' introduction to special issue. International Journal of Forecasting, 13, 303-305.

Franses, P. H., Hoek, H., & Paap, R. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-366.

Franses, P. H., & Koop, G. (1997). A Bayesian analysis of periodic integration. Journal of Forecasting, 16, 509-532.

Franses, P. H., & McAleer, M. (1997). Testing periodically integrated autoregressive models. Mathematics and Computers in Simulation, (43), 457-466.

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.

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.

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.

Paap, R., Franses, P. H., & Hoek, H. (1997). Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355-378.

Vorst, ACF., & Franses, P. H. (1996). Vijf jaar voor econometrie. Economisch-Statistische Berichten, 4059, 474-474.

Franses, P. H. (1996). Multi-step forecast error variances for periodically integrated time series. Journal of Forecasting, 15, 83-95.

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

van Dijk, D., & Franses, P. H. (1996). Forecasting stock market volatility using (nonlinear) GARCH models. Journal of Forecasting, 15, 229-235.

Boswijk, HP., & Franses, P. H. (1996). Unit roots in periodic autoregressions. Journal of Time Series Analysis, 17, 221-245.

Franses, P. H. (1996). Recent advances in modelling seasonality. Journal of Economic Surveys, 10, 298-345.

Franses, P. H., & Hobijn, B. (1996). Convergentie levensstandaard treedt niet op. Economisch-Statistische Berichten, 81, 10-12.

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

Eisinga, R., & Franses, P. H. (1996). Testing for convergence in left-right ideological positions. Quality and Quantity, 30, 345-359.

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

Franses, P. H., Hylleberg, S., & Lee, HS. (1995). Spurious deterministic seasonality. Economics Letters, 48, 249-256.

Franses, P. H. (1995). On periodic autoregressions and structural breaks in seasonal time series. Environmetrics, 6, 451-455.

Franses, P. H., & Boswijk, HP. (1995). Periodic cointegration: representation and inference. The Review of Economics and Statistics, LXXVII(3), 436-454.

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

Franses, P. H. (1995). A differencing test. Econometric Reviews, 14(2), 183-193.

Franses, P. H., & Kloek, T. (1995). A periodic cointegration model of quarterly consumption. Applied Stochastic Models & Data Analysis, 11, 159-166.

Franses, P. H., & Boswijk, HP. (1995). Testing for periodic integration. Economics Letters, 48, 241-248.

Franses, P. H., & Paap, R. (1995). Moving average filters and periodic integration. Mathematics and Computers in Simulation, 39, 245-249.

Franses, P. H. (1995). IGARCH and variance change in the US long-run interest rate. Applied Economics Letters, 2, 113-114.

Franses, P. H. (1995). A vector of quarters representation for bivariate time series. Econometric Reviews, 14(1), 55-63.

Franses, P. H. (1995). The effects of seasonally adjusting a periodic autoregressive process. Computational Statistics & Data Analysis, 19, 683-704.

Franses, P. H. (1995). Quarterly US unemployment: cycles, seasons and asymmetries. Empirical Economics (Heidelberg), 20, 717-725. https://doi.org/10.1007/BF01206066

Franses, P. H. (1994). A method to select between Gompertz and logistic trend curves. Technological Forecasting and Social Change, 46, 45-49.

Franses, P. H., & Paap, R. (1994). Model selection in periodic autoregressions. Oxford Bulletin of Economics and Statistics, 56, 421-439.

Franses, P. H. (1994). Modeling new product sales: an application of cointegration analysis. International Journal of Research in Marketing.

Franses, P. H. (1994). Fitting a Gompertz curve. The Journal of the Operational Research Society, 45, 109-113.

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

Franses, P. H. (1994). A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63, 133-151.

Franses, P. H. (1994). Gompertz curves with seasonality. Technological Forecasting and Social Change, 45, 287-297.

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.

van Ditshuizen, A., Franses, P. H., Kippers, J., & Jupijn, C. (1996). Gedrukte media hebben onder RTL4 nauwelijks geleden. Adformatie, 24, 44-44.

de Groot, B., & Franses, P. H. (2009). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.

de Groot, B., & Franses, P. H. (2008). EICIE, eerste kwartaalbericht. Economisch-Statistische Berichten.

de Groot, B., & Franses, P. H. (2008). EICIE, derde kwartaalbericht. Economisch-Statistische Berichten.

de Groot, B., & Franses, P. H. (2008). EICIE, tweede kwartaalbericht. Economisch-Statistische Berichten.

de Groot, B., & Franses, P. H. (2008). EICIE, vierde kwartaalbericht. Economisch-Statistische Berichten.

Franses, P. H. (2003). Recessie gaat over in expansie. Marketing Tribune, (1-7-2003), 44-45.

Franses, P. H. (2001). How to deal with intercept and trend in practical cointegration analysis? Applied Economics, 33(5), 577-580.

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.

Franses, P. H. (1994). Long-range forecasts in marketing. Tijdschrift voor Marketing.