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Details about Franc Klaassen

E-mail:
Homepage:http://www.uva.nl/profile/f.j.g.m.klaassen
Phone:+31-20-5254191
Postal address:Amsterdam School of Economics, University of Amsterdam, PO Box 15867, 1001 NJ Amsterdam, The Netherlands
Workplace:Tinbergen Instituut (Tinbergen Institute), (more information at EDIRC)
Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business), Universiteit van Amsterdam (University of Amsterdam), (more information at EDIRC)

Access statistics for papers by Franc Klaassen.

Last updated 2015-11-01. Update your information in the RePEc Author Service.

Short-id: pkl16


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Working Papers

2011

  1. Identifying the Weights in Exchange Market Pressure
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)

2009

  1. Defending Against Speculative Attacks
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (8)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2009) Downloads

    See also Journal Article in Journal of International Economics (2011)

2008

  1. De kans om een tenniswedstrijd te winnen: Federer-Nadal in de finale van Wimbeldon 2007
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2007

  1. Model-free Measurement of Exchange Market Pressure
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2006

  1. Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2005

  1. Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis
    DNB Working Papers, Netherlands Central Bank, Research Department Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (10)
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) (2005) Downloads View citations (2)

    See also Journal Article in Economic Policy (2006)
  2. Why Frequency Matters for Unit Root Testing
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)

2004

  1. The Importance of Accounting for Time Trends when Estimating the Euro Effect on Trade
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2002

  1. Has the Euro increased Trade?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (18)

2001

  1. Forecasting the Winner of a Tennis Match
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in European Journal of Operational Research (2003)
  2. Is Fiscal Policy Coordination in EMU Desirable?
    IMF Working Papers, International Monetary Fund Downloads View citations (60)
    Also in CESifo Working Paper Series, CESifo Group Munich (2001) Downloads View citations (56)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2001) Downloads View citations (60)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (57)
  3. Some properties of a generalized two-error components matrix (problem 01.5.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2000

  1. Exchange rates and their effect on international trade
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
  3. Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (5)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) Downloads View citations (4)

    See also Journal Article in Journal of International Money and Finance (2004)

1999

  1. Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
  2. Long Swings in Exchange Rates: Are They Really in the Data?
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2005)
  3. Purchasing Power Parity: Evidence from a New Test
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

1998

  1. Improving Garch Volatility Forecasts
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)
  2. On the Independence and Identical Distribution of Points in Tennis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)

1997

  1. Testing some common hypotheses: Four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
  2. Wat tenniscommentatoren niet weten: Een analyse van vier jaar Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

1996

  1. Testing some common tennis hypotheses: Four years at Wimbledon
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

Journal Articles

2011

  1. Currency crises with the threat of an interest rate defence
    Journal of International Economics, 2011, 85, (1), 14-24 Downloads View citations (8)
    See also Working Paper (2009)
  2. Definition-consistent measurement of exchange market pressure
    Journal of International Money and Finance, 2011, 30, (1), 74-95 Downloads View citations (11)
  3. Why Frequency Matters for Unit Root Testing in Financial Time Series
    Journal of Business & Economic Statistics, 2011, 30, (3), 351-357 Downloads

2009

  1. Temporal aggregation and SVAR identification, with an application to fiscal policy
    Economics Letters, 2009, 105, (3), 253-255 Downloads View citations (16)
  2. The efficiency of top agents: An analysis through service strategy in tennis
    Journal of Econometrics, 2009, 148, (1), 72-85 Downloads View citations (5)

2008

  1. The Effects of Public Spending Shocks on Trade Balances and Budget Deficits in the European Union
    Journal of the European Economic Association, 2008, 6, (2-3), 414-423 Downloads View citations (95)

2007

  1. The Euro Effect on Trade is not as Large as Commonly Thought
    Oxford Bulletin of Economics and Statistics, 2007, 69, (4), 473-496 Downloads View citations (66)

2006

  1. Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (2), 374-401 Downloads View citations (6)
  2. Trade spill-overs of fiscal policy in the European Union: a panel analysis
    Economic Policy, 2006, 21, (48), 639-687 Downloads View citations (85)
    See also Working Paper (2005)

2005

  1. Long Swings in Exchange Rates: Are They Really in the Data?
    Journal of Business & Economic Statistics, 2005, 23, 87-95 Downloads View citations (10)
    See also Working Paper (1999)

2004

  1. Why is it so difficult to find an effect of exchange rate risk on trade?
    Journal of International Money and Finance, 2004, 23, (5), 817-839 Downloads View citations (23)
    See also Working Paper (2000)

2003

  1. Forecasting the winner of a tennis match
    European Journal of Operational Research, 2003, 148, (2), 257-267 Downloads View citations (11)
    See also Working Paper (2001)

2002

  1. Improving GARCH volatility forecasts with regime-switching GARCH
    Empirical Economics, 2002, 27, (2), 363-394 Downloads View citations (125)

2001

  1. Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model
    Journal of the American Statistical Association, 2001, 96, 500-509 Downloads View citations (40)

1999

  1. The final set in a tennis match: Four years at Wimbledon
    Journal of Applied Statistics, 1999, 26, (4), 461-468 Downloads View citations (1)

Books

2014

  1. Analyzing Wimbledon: The Power of Statistics
    OUP Catalogue, Oxford University Press View citations (2)

Chapters

2010

  1. exchange market pressure
    Palgrave Macmillan Downloads
 
Page updated 2017-06-24