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Details about Richard Paap

Homepage:http://people.few.eur.nl/paap/
Workplace:Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Richard Paap.

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Working Papers

2014

  1. A Multivariate Model for Multinomial Choices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Parameter Estimation in Multivariate Logit models with Many Binary Choices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)

2013

  1. Modeling the impact of forecast-based regime switches on macroeconomic time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2012

  1. Measuring and Predicting Heterogeneous Recessions
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  2. One size Does Not Fit All: Selling Firms to Private Equity Versus Strategic Acquirers
    Working Papers, Warwick Business School, Finance Group Downloads View citations (7)
    See also Journal Article in Journal of Corporate Finance (2012)

2011

  1. An Alternative Bayesian Approach to Structural Breaks in Time Series Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. Bayesian Forecasting of Federal Funds Target Rate Decisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Journal of Macroeconomics (2013)
  3. Do Experts incorporate Statistical Model Forecasts and should they?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (1)
  4. Estimating Loss Functions of Experts
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (2)
  5. Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (9)

2010

  1. Financial Development and Convergence Clubs
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2009

  1. A Bayesian approach to two-mode clustering
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Real-Time Inflation Forecasting in a Changing World
    Working Paper, Norges Bank Downloads View citations (10)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (10)
    Staff Reports, Federal Reserve Bank of New York (2009) Downloads View citations (21)

    See also Journal Article in Journal of Business & Economic Statistics (2013)
  3. Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Statistica Neerlandica (2009)

2008

  1. Incorporating responsiveness to marketing efforts in brand choice modelling
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Econometrics (2014)
  2. Structural Differences in Economic Growth
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

2007

  1. A rank-ordered logit model with unobserved heterogeneity in ranking capabilities
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2012)
  2. Do leading indicators lead peaks more than troughs?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Journal of Business & Economic Statistics (2009)
  3. Modeling regional house prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Applied Economics (2011)
  4. Modelling latent and actual entrepreneurship
    Scales Research Reports, EIM Business and Policy Research Downloads
  5. The Trade and FDI Effects of EMU Enlargement
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2008)

2006

  1. Bayesian Model Averaging in the Presence of Structural Breaks
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (14)
  2. Explaining individual response using aggregated data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Journal of Econometrics (2008)

2005

  1. A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (3)
  2. A simple test for GARCH against a stochastic volatility
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
  4. Random-Coefficient periodic autoregression
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    See also Journal Article in Statistica Neerlandica (2011)
  5. Retrieving unobserved consideration sets from household panel data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)

2004

  1. A hierarchical Bayes error correction model to explain dynamic effects
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  2. Analyzing the effects of past prices on reference price formation
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  3. Generalized Reduced Rank Tests using the Singular Value Decomposition
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (6)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) Downloads View citations (3)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2003) Downloads

    See also Journal Article in Journal of Econometrics (2006)

2003

  1. Does Africa grow slower than Asia and Latin America?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  2. Modeling Dynamic Effects of the Marketing Mix on Market Shares
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  3. Modeling category-level purchase timing with brand-level marketing variables
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Journal of Applied Econometrics (2009)
  4. Modeling purchases as repeated events
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2006)

2002

  1. A Dynamic Utility Maximization Model for Product Category Consumption
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  2. A Joint Framework for Category Purchase and Consumption Behavior
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  3. An Empirical Study of Cash Payments
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Statistica Neerlandica (2003)
  4. Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (1999) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2003)
  5. Common large innovations across nonlinear time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
  6. Modeling dynamic effects of promotion on interpurchase times
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2012)

2001

  1. Deriving Target Selection Rules from Endogenously Selected Samples
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2006)
  2. Econometric Analysis of the Market Share Attraction Model
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  3. Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  4. Modeling Potentially Time-Varying Effects of Promotions on Sales
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads
  5. Modeling and forecasting outliers and level shifts in absolute returns
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2000

  1. A nonlinear long memory model for US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    See also Journal Article in International Journal of Forecasting (2005)
  3. Modeling Unobserved Consideration Sets for Household Panel Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (1)
  4. Modeling charity donations: target selection, response time and gift size
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  5. The Bayesian Score Statistic
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2000) Downloads

1999

  1. Do the US and Canada have a common nonlinear cycle in unemployment?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Forecasting with periodic autoregressive time series models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)

1998

  1. Censored latent effects autoregression, with an application to US unemployment
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  2. Modelling asymmetric persistence over the business cycle
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
  3. Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (2002)

1996

  1. Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegration
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

1995

  1. Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article in Journal of Econometrics (1997)

Journal Articles

2014

  1. Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    Econometrics, 2014, 2, (1), 1-25 Downloads
    See also Working Paper (2008)

2013

  1. Bayesian forecasting of federal funds target rate decisions
    Journal of Macroeconomics, 2013, 37, (C), 19-40 Downloads
    See also Working Paper (2011)
  2. Common large innovations across nonlinear time series
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 251-263 Downloads
    See also Working Paper (2002)
  3. Measuring and predicting heterogeneous recessions
    Journal of Economic Dynamics and Control, 2013, 37, (11), 2195-2216 Downloads View citations (4)
    See also Working Paper (2012)
  4. Real-Time Inflation Forecasting in a Changing World
    Journal of Business & Economic Statistics, 2013, 31, (1), 29-44 Downloads View citations (51)
    See also Working Paper (2009)

2012

  1. A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES
    Journal of Applied Econometrics, 2012, 27, (5), 831-846 View citations (10)
    See also Working Paper (2007)
  2. Modeling dynamic effects of promotion on interpurchase times
    Computational Statistics & Data Analysis, 2012, 56, (11), 3055-3069 Downloads
    See also Working Paper (2002)
  3. One size does not fit all: Selling firms to private equity versus strategic acquirers
    Journal of Corporate Finance, 2012, 18, (4), 828-848 Downloads View citations (8)
    See also Working Paper (2012)
  4. Structural differences in economic growth: an endogenous clustering approach
    Applied Economics, 2012, 44, (1), 119-134 Downloads View citations (3)

2011

  1. Modelling regional house prices
    Applied Economics, 2011, 43, (17), 2097-2110 Downloads View citations (4)
    See also Working Paper (2007)
  2. Random‐coefficient periodic autoregressions
    Statistica Neerlandica, 2011, 65, (1), 101-115 Downloads View citations (1)
    See also Working Paper (2005)

2010

  1. Seasonal patterns in slot-machine gambling in Germany
    International Gambling Studies, 2010, 10, (3), 255-268 Downloads

2009

  1. Do Leading Indicators Lead Peaks More Than Troughs?
    Journal of Business & Economic Statistics, 2009, 27, (4), 528-543 Downloads View citations (16)
    See also Working Paper (2007)
  2. Introduction to the special issue on new econometric models in marketing
    Journal of Applied Econometrics, 2009, 24, (3), 375-376 Downloads
  3. Modeling category‐level purchase timing with brand‐level marketing variables
    Journal of Applied Econometrics, 2009, 24, (3), 469-489 Downloads View citations (1)
    See also Working Paper (2003)
  4. Testing non-nested demand relations: linear expenditure system versus indirect addilog
    Statistica Neerlandica, 2009, 63, (3), 368-384 Downloads View citations (4)
    See also Working Paper (2009)

2008

  1. A Simple Test for GARCH Against a Stochastic Volatility Model
    Journal of Financial Econometrics, 2008, 6, (3), 291-306 Downloads View citations (6)
  2. Explaining individual response using aggregated data
    Journal of Econometrics, 2008, 146, (1), 1-9 Downloads
    See also Working Paper (2006)
  3. The trade and FDI effects of EMU enlargement
    Journal of International Money and Finance, 2008, 27, (2), 188-208 Downloads View citations (29)
    See also Working Paper (2007)

2007

  1. Computational techniques for applied econometric analysis of macroeconomic and financial processes
    Computational Statistics & Data Analysis, 2007, 51, (7), 3506-3508 Downloads View citations (1)
  2. John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1
    International Journal of Forecasting, 2007, 23, (3), 529-531 Downloads
  3. Seasonality and non-linear price effects in scanner-data-based market-response models
    Journal of Econometrics, 2007, 138, (1), 231-251 Downloads View citations (3)

2006

  1. Deriving target selection rules from endogenously selected samples
    Journal of Applied Econometrics, 2006, 21, (5), 549-562 Downloads View citations (3)
    See also Working Paper (2001)
  2. Generalized reduced rank tests using the singular value decomposition
    Journal of Econometrics, 2006, 133, (1), 97-126 Downloads View citations (524)
    See also Working Paper (2004)
  3. Modeling Purchases as Repeated Events
    Journal of Business & Economic Statistics, 2006, 24, 487-502 Downloads View citations (4)
    See also Working Paper (2003)

2005

  1. Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
    International Journal of Forecasting, 2005, 21, (1), 53-71 Downloads
    See also Working Paper (2000)
  2. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method
    Journal of Development Economics, 2005, 77, (2), 553-570 Downloads View citations (42)

2004

  1. Forecasting unemployment using an autoregression with censored latent effects parameters
    International Journal of Forecasting, 2004, 20, (2), 255-271 Downloads View citations (9)

2003

  1. An Empirical Study of Cash Payments
    Statistica Neerlandica, 2003, 57, (4), 484-508 Downloads View citations (5)
    See also Working Paper (2002)
  2. Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income
    Journal of Business & Economic Statistics, 2003, 21, (4), 547-63 View citations (33)
    See also Working Paper (2002)

2002

  1. A nonlinear long memory model, with an application to US unemployment
    Journal of Econometrics, 2002, 110, (2), 135-165 Downloads View citations (44)
  2. Modelling and forecasting level shifts in absolute returns
    Journal of Applied Econometrics, 2002, 17, (5), 601-616 Downloads View citations (9)
  3. Priors, posteriors and bayes factors for a Bayesian analysis of cointegration
    Journal of Econometrics, 2002, 111, (2), 223-249 Downloads View citations (48)
    See also Working Paper (1998)
  4. What are the advantages of MCMC based inference in latent variable models?
    Statistica Neerlandica, 2002, 56, (1), 2-22 Downloads View citations (3)

2000

  1. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables
    Journal of Applied Econometrics, 2000, 15, (6), 717-744 Downloads View citations (10)
  2. Modelling day-of-the-week seasonality in the S&P 500 index
    Applied Financial Economics, 2000, 10, (5), 483-488 Downloads View citations (14)

1999

  1. Does Seasonality Influence the Dating of Business Cycle Turning Points?
    Journal of Macroeconomics, 1999, 21, (1), 79-92 Downloads View citations (12)
  2. On trends and constants in periodic autoregressions
    Econometric Reviews, 1999, 18, (3), 271-286 Downloads View citations (9)

1997

  1. Bayesian analysis of seasonal unit roots and seasonal mean shifts
    Journal of Econometrics, 1997, 78, (2), 359-380 Downloads View citations (15)
    See also Working Paper (1995)
  2. Mean shifts, unit roots and forecasting seasonal time series
    International Journal of Forecasting, 1997, 13, (3), 357-368 Downloads View citations (15)

1995

  1. Moving average filters and periodic integration
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 245-249 Downloads View citations (1)
  2. Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4
    Empirical Economics, 1995, 20, (1), 109-32 View citations (4)

1994

  1. MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
    Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-439 Downloads View citations (19)
    Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-39 (1994) View citations (22)

Books

2010

  1. Quantitative Models in Marketing Research
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2001) View citations (38)

2004

  1. Periodic Time Series Models
    OUP Catalogue, Oxford University Press View citations (51)
 
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