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-1687 ed.) Econometric Institute. EI reprint serie Vol. EI-1687 http://hdl.handle.net/1765/125154
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Franses, P. H. (2014). Evaluating CPB's Forecasts. (EI reprint reeks EI-1621 ed.) Econometric Institute. EI reprint reeks Vol. EI-1621
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Bodeutsch, D., & Franses, P. H. (2014). Size and Value Effects in Suriname. (EI reprint reeks EI-1620 ed.) Econometric Institute. EI reprint reeks Vol. EI-1620
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Legerstee, R., & Franses, P. H. (2013). Do Experts' SKU Forecasts Improve after Feedback? (EI reprint serie EI-1611 ed.) Econometric Institute. EI reprint serie Vol. EI-1611
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van Diepen, M., Donkers, B., & Franses, P. H. (2006). Dynamic and Competitive Effects of Direct Mailings. (ERIM Report Series 050-MKT ed.) ERIM. ERIM Report Series Vol. 050-MKT
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Review article (1)
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Academic (1)
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Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M. Z., Barrow, D. K., Ben Taieb, S., Bergmeir, C., Bessa, R. J., Bijak, J., Boylan, J. E., Browell, J., Carnevale, C., Castle, J. L., Cirillo, P., Clements, M. P., Cordeiro, C., Cyrino Oliveira, F. L., De Baets, S., Dokumentov, A., ... Ziel, F. (2022). Forecasting: theory and practice. International Journal of Forecasting, 38(3), 705-871. https://doi.org/10.1016/j.ijforecast.2021.11.001
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Working paper (32)
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Academic (32)
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Knapp, S., & Franses, P. H. (2022). Empirical analysis of the effectiveness of the legislative framework in the maritime industry. Econometric Institute, EUR. Econometric Institute Report Series No. EI 2022-06 https://doi.org/10.1016/j.marpol.2022.105401
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Franses, P. H., & Paap, R. (2011). Random-Coefficient Periodic Autoregressions. Econometric Institute. EI reprint reeks Vol. EI-1560
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Franses, P. H., & Legerstee, R. (2011). Experts' Adjustment to Model-Based SKU-Level Forecast: Does the Forecast Horizon Matter? Econometric Institute. EI reprint reeks Vol. EI-1559
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Franses, P. H., Kranendonk, HC., & Lanser, D. (2011). One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast. Econometric Institute. EI reprint reeks Vol. EI-1558
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Franses, P. H., & Legerstee, R. (2011). Combining SKU-Level Sales Forecast from Models and Experts. Econometric Institute. EI reprint reeks Vol. EI-1557
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Franses, P. H., & Vlam, AJ. (2011). "Borrowing money costs money": Yes, but why not tell how much? Econometric Institute. Report serie Vol. EI 2011-02
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Franses, P. H., & Vlam, AJ. (2011). Financial innumeracy: Consumer cannot deal with interest rates. Econometric Institute. Report serie Vol. EI 2011-01
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Chang, C.-L., Franses, P. H., & McAleer, M. (2011). Evaluating Combined Non-Replicable Forecasts. Econometric Institute. Report serie Vol. EI 2010-74
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van de Velden, M., Lam, KY., & Franses, P. H. (2011). Visualizing attitudes towards service levels. ERIM. ERIM report series Research in management http://hdl.handle.net/1765/26471
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Franses, P. H., & Mees, H. (2010). Approximating the DGP of China's Quarterly GDP. (pp. 1-42). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-04
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Franses, P. H., & Lede, M. (2010). Diffusion of original and counterfeit products in a developing country. (pp. 1-41). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-08
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Franses, P. H., & Vermeer, SJC. (2010). Inequality amongst the wealthiest and its link with economic growth. (pp. 1-31). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-27
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Franses, P. H. (2010). Decomposing bias in expert forecast. (pp. 1-18). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-26
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Chang, C.-L., Franses, P. H., & McAleer, M. (2010). Are forecast updates progressive? (pp. 1-23). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-24
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Heij, C., & Franses, P. H. (2010). Correcting for survey effects in pre-election polls. (pp. 1-42). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-20
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Franses, P. H., McAleer, M., & Legerstee, R. (2010). Evaluating macroeconomic forecasts: a review of some recent developments. (pp. 1-27). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-19
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Franses, P. H., & Cramer, JS. (2010). On the Number of Catergories in an Ordered Regression Model. (pp. 1-4). DEPARTMENT OF ECONOMETRICS. EI-reprint reeks Vol. EI-1533
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Hafner, CM., & Franses, P. H. (2010). A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (pp. 1-20). DEPARTMENT OF ECONOMETRICS. EI reprint reeks Vol. EI-1540
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Franses, P. H., & Legerstee, R. (2010). A unifying view on multi-step forecasting using an autoregression. (pp. 1-19). DEPARTMENT OF ECONOMETRICS. EI reprint serie Vol. EI-1544
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Nierop, E., Bronnenberg, BJ., Paap, R., Wedel, M., & Franses, P. H. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data. (pp. 1-12). DEPARTMENT OF ECONOMETRICS. EI reprint serie Vol. EI-1543
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Franses, P. H., & Lede, M. (2010). Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname. (pp. 1-36). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-38
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Franses, P. H., & Mees, H. (2010). Does news on real Chinese GDP growth impact stock markets. (pp. 1-19). DEPARTMENT OF ECONOMETRICS. EI report serie Vol. EI 2010-41
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van Baardwijk, MAJ., & Franses, P. H. (2010). The hemline and the economy: is there any match? (pp. 1-11). DEPARTMENT OF ECONOMETRICS. EI report reeks Vol. EI 2010-40
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Chang, C.-L., Franses, P. H., & McAleer, M. (2010). Combining non-replicable forecast. (pp. 1-33). DEPARTMENT OF ECONOMETRICS. EI report reeks Vol. EI 2010-44
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Lam, KY., Koning, A., & Franses, P. H. (2010). Ranking models in conjoint analysis. Econometrisch Instituut. EI report serie Vol. EI 2010-51
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Legerstee, R., & Franses, P. H. (2010). Does disagreement amongst forecaster have predictive value. Econometrisch Instituut. EI report serie Vol. EI 2010-53
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Peers, Y., Fok, D., & Franses, P. H. (2010). Modeling Seasonality in New Product Diffusion. ERIM Report Series Research in Management.
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Hernandez Mireles, C., Fok, D., & Franses, P. H. (2010). Random Coefficient Logit Model for Large Datasets. ERIM. ERIM Report Series Vol. 2010-05-31
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Boswijk, HP., Franses, P. H., & van Dijk, D. (2010). Cointegration in a Historical Perspective. Econometric Institute. EI reprint reeks Vol. EI-1554
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Franses, P. H., & Segers, R. (2010). Seasonality in Revisions of Macroeconomic Data. Econometric Institute, EUR. EI-reprint reeks Vol. EI-1548
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Franses, P. H., & Kippers, J. (2010). How do we Pay with Euro Notes When Some Notes are Missing? Empirical Evidence from Monopoly Experiments. Economic Institute. EI reprints reeks Vol. EI-1549
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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 Institute. EI reprint reeks Vol. EI-1551
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Additional activities (1)
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Journal of Econometrics (Journal)
Publication Peer-review (Academic)
PhD Tracks (23)
- Role: Promotor
- Role: Promotor
- PhD Candidate: Merel van Diepen
- Time frame: 2004 - 2009
- Role: Member Doctoral Committee
- PhD Candidate: Georgi Nalbantov
- Time frame: 2004 - 2008
- Role: Member Doctoral Committee
- PhD Candidate: Jeroen Binken
- Time frame: 2003 - 2010
- Role: Promotor
- PhD Candidate: Remco Prins
- Time frame: 2003 - 2008
- Role: Member Doctoral Committee
- PhD Candidate: Anna Gutkowska
- Time frame: 2001 - 2006
- Role: Member Doctoral Committee
- PhD Candidate: Erik Kole
- Time frame: 2001 - 2006
- Role: Promotor
- PhD Candidate: Björn Vroomen
- Time frame: 2000 - 2006
- Role: Promotor
- PhD Candidate: Dennis Fok
- Time frame: 1999 - 2003
- Role: Member Doctoral Committee
- PhD Candidate: Cyriel de Jong
- Time frame: 1999 - 2003
- Role: Member Doctoral Committee
- PhD Candidate: Viara Popova
- Time frame: 1999 - 2004
- Role: Promotor
- PhD Candidate: Kar Yin Lam
- Time frame: 2006 - 2011
- Role: Member Doctoral Committee
- PhD Candidate: Eelco Kappe
- Time frame: 2006 - 2011
- Role: Promotor
- PhD Candidate: Carlos Hernandez Mireles
- Time frame: 2006 - 2010
- Role: Promotor
- PhD Candidate: Yuri Peers
- Time frame: 2007 - 2011
- Role: Member Doctoral Committee
- PhD Candidate: Linda Teunter
- Time frame: 1995 - 2002
- Role: Member Doctoral Committee
- PhD Candidate: Joost Loef
- Time frame: 1999 - 2002
- Role: Promotor
- PhD Candidate: Wei Li
- Time frame: 2009 - 2021
- Role: Promotor
- PhD Candidate: Ruben de Bliek
- Time frame: 2011 - 2015
- Role: Promotor
- PhD Candidate: Iris Versluis
- Time frame: 2012 - 2016
- Role: Member Doctoral Committee
- PhD Candidate: Bruno Jacobs
- Time frame: 2012 - 2017
- Role: Promotor
- PhD Candidate: Myrthe van Dieijen
- Time frame: 2014 - 2019
- Role: Promotor
- PhD Candidate: Yuk Shouw/Brian Chung
- Time frame: 2015 - 2022
Events (5)
Awards (3)
- ERIM Honorary Fellow Award (2018)
- ERIM Praeceptor Doctorum Celeberrimus Award (2011)
- ERIM Book Award (2003)
Address
Office: ET-23
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