Details about Franc Klaassen

Access statistics for papers by Franc Klaassen.

Last updated 2023-01-11. Update your information in the RePEc Author Service.

Short-id: pkl16

Working Papers

2017

1. Untangling Real Gravity
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2016

2. Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management
   Tinbergen Institute Discussion Papers, Tinbergen Institute
3. Untangling Fixed Effects and Constant Regressors
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences View citations (2)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (5)

2011

4. Identifying the Weights in Exchange Market Pressure
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)

2009

5. Defending against Speculative Attacks
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2009)

2008

6. 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

2007

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

2006

8. Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2006)
9. Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2005

10. Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis
    EUI-RSCAS Working Papers, European University Institute (EUI), Robert Schuman Centre of Advanced Studies (RSCAS) View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (15)
    See also Journal Article Trade spill-overs of fiscal policy in the European Union: a panel analysis, Economic Policy, CEPR, CESifo, Sciences Po (2006) View citations (149) (2006)
11. Why Frequency Matters for Unit Root Testing
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)

2004

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

2002

13. Has the Euro increased Trade?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (40)

2001

14. Forecasting the Winner of a Tennis Match
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2001) View citations (1)
    See also Journal Article Forecasting the winner of a tennis match, European Journal of Operational Research, Elsevier (2003) View citations (31) (2003)
15. Is Fiscal Policy Coordination in EMU Desirable?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (100)
    Also in CESifo Working Paper Series, CESifo (2001) View citations (100)
    IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2001) View citations (101)
16. Some properties of a generalized two-error components matrix (problem 01.5.1)
    Other publications TiSEM, Tilburg University, School of Economics and Management

2000

17. Exchange rates and their effect on international trade
    Other publications TiSEM, Tilburg University, School of Economics and Management
18. 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 View citations (2)
19. Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (5)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1999) View citations (9)
    Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations (9)
    See also Journal Article Why is it so difficult to find an effect of exchange rate risk on trade?, Journal of International Money and Finance, Elsevier (2004) View citations (41) (2004)

1999

20. Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model
    Discussion Paper, Tilburg University, Center for Economic Research View citations (12)
    Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1999) View citations (12)
21. Long Swings in Exchange Rates: Are They Really in the Data?
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations (5)
    See also Journal Article Long Swings in Exchange Rates: Are They Really in the Data?, Journal of Business & Economic Statistics, American Statistical Association (2005) View citations (19) (2005)
22. Purchasing Power Parity: Evidence from a New Test
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (13)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations (13)

1998

23. Improving Garch Volatility Forecasts
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (9)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) View citations (9)
24. On the Independence and Identical Distribution of Points in Tennis
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) View citations (4)

1997

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

1996

27. Testing some common tennis hypotheses: Four years at Wimbledon
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996)

Journal Articles

2020

1. What drives pension reforms in the OECD?
   Economic Policy, 2020, 35, (102), 357-402 View citations (4)

2011

2. Currency crises with the threat of an interest rate defence
   Journal of International Economics, 2011, 85, (1), 14-24 View citations (11)
3. Definition-consistent measurement of exchange market pressure
   Journal of International Money and Finance, 2011, 30, (1), 74-95 View citations (34)
4. Why Frequency Matters for Unit Root Testing in Financial Time Series
   Journal of Business & Economic Statistics, 2011, 30, (3), 351-357

2009

5. FREE TRADE AREAS AND INTRA-REGIONAL TRADE: THE CASE OF ASEAN
   The Singapore Economic Review (SER), 2009, 54, (03), 319-334 View citations (5)
6. Temporal aggregation and SVAR identification, with an application to fiscal policy
   Economics Letters, 2009, 105, (3), 253-255 View citations (36)
7. The efficiency of top agents: An analysis through service strategy in tennis
   Journal of Econometrics, 2009, 148, (1), 72-85 View citations (18)

2008

8. 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 View citations (196)

2007

9. The Euro Effect on Trade is not as Large as Commonly Thought*
   Oxford Bulletin of Economics and Statistics, 2007, 69, (4), 473-496 View citations (130)

2006

10. Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (2), 374-401 View citations (16)
11. Trade spill-overs of fiscal policy in the European Union: a panel analysis
    (Fiscal policy, profits, and investment)
    Economic Policy, 2006, 21, (48), 640-687 View citations (149)
    See also Working Paper Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis, EUI-RSCAS Working Papers (2005) View citations (7) (2005)

2005

12. Long Swings in Exchange Rates: Are They Really in the Data?
    Journal of Business & Economic Statistics, 2005, 23, 87-95 View citations (19)
    See also Working Paper Long Swings in Exchange Rates: Are They Really in the Data?, Other publications TiSEM (1999) View citations (6) (1999)

2004

13. 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 View citations (41)
    See also Working Paper Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (5) (2000)

2003

14. Forecasting the winner of a tennis match
    European Journal of Operational Research, 2003, 148, (2), 257-267 View citations (31)
    See also Working Paper Forecasting the Winner of a Tennis Match, Other publications TiSEM (2001) View citations (1) (2001)

2002

15. Improving GARCH volatility forecasts with regime-switching GARCH
    Empirical Economics, 2002, 27, (2), 363-394 View citations (227)

2001

16. 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 View citations (88)

1999

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

Books

2014

1. Analyzing Wimbledon: The Power of Statistics
   OUP Catalogue, Oxford University Press View citations (12)

Chapters

2010

1. exchange market pressure
   Palgrave Macmillan View citations (2)