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Philip Hans Franses

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Personal Details

First Name: Philip
Middle Name: Hans
Last Name: Franses
Suffix:

RePEc Short-ID: pfr38

Email:
Homepage: http://www.few.eur.nl/few/people/franses/
Postal Address: Econometric Institute, Erasmus University Rotterdam, P.O. Box 1738, 3000 DR Rotterdam, The Netherlands
Phone: (+31) 10 - 4081273

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Works

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Working papers

  1. Mariëlle C. Non & Philip Hans Franses, 2007. "Interlocking Boards and Firm Performance: Evidence from a New Panel Database," Tinbergen Institute Discussion Papers 07-034/2, Tinbergen Institute. [Downloadable!]

  2. P.H.B.F. Franses, 2003. "Do we make better forecasts these days? A survey amongst academics," Econometric Institute Report 310, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  3. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics. [Downloadable!]
    Published as:

  4. A.J. Koning & P.H. Franses, 2003. "Did the incidence of high precipitation levels increase?," Econometric Institute Report 319, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  5. J. Kippers & P.H. Franses, 2003. "An empirical analysis of euro cash payments," Econometric Institute Report 330, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  6. P.M.M. Rodrigues & P.H. Franses, 2003. "A sequential approach to testing seasonal unit roots in high frequency data," Econometric Institute Report 318, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  7. R. Paap & P.H. Franses & D. van Dijk, 2003. "Does Africa grow slower than Asia and Latin America," Econometric Institute Report 311, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  8. D.J. Van Dijk & P.H. Franses, 2003. "Selecting a nonlinear time series model using weighted tests of equal forecast accuracy," Econometric Institute Report 315, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  9. C.M. Hafner & P.H. Franses, 2003. "A generalized dynamic conditional correlation model for many asset returns," Econometric Institute Report 323, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  10. B. Pelzer & R. Eisinga & P.H.B.F. Franses, 2002. "Ecological panel inference in repeated cross sections," Econometric Institute Report 273, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  11. Rutger van Oest & Richard Paap & Philip Hans Franses, 2002. "A Joint Framework for Category Purchase and Consumption Behavior," Tinbergen Institute Discussion Papers 02-124/4, Tinbergen Institute. [Downloadable!]

  12. P.H. Franses, 2002. "From first submission to citation," Econometric Institute Report 260, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  13. P.F. Franses & D.A. Patoir, 2002. "Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam," Econometric Institute Report 265, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  14. H. Peter Boswijk & Philip Hans Franses, 2002. "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers 02-002/4, Tinbergen Institute. [Downloadable!]

  15. N. Hyung & P.F. Franses, 2002. "Inflation rates," Econometric Institute Report 261, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  16. P.H. Franses & M. Cramer, 2002. "On the number of categories in an ordered regression model," Econometric Institute Report 267, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  17. Jonker, J-J. & Franses, Ph.H.B.F. & Piersma, N., 2002. "Evaluating Direct Marketing Campaigns: recent findings and future research topics," Research Paper ERS-2002-26-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]

  18. P.H.B.F. Franses, 2002. "On modeling panels of time series," Econometric Institute Report 274, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  19. R. Paap & P.F. Franses, 2002. "Common large innovations across nonlinear time series," Econometric Institute Report 262, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  20. P.C. Verhoef & P.H. Franses, 2002. "On combining revealed and stated preferences to forecast customer behaviour," Econometric Institute Report 257, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  21. P.H. Franses, 2002. "On the diffusion of scientific publications; the case of Econometrica 1987," Econometric Institute Report 268, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  22. D. Fok & R. Paap & P.H. Franses, 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Report 289, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  23. Rutger van Oest & Philip Hans Franses & Richard Paap, 2002. "A Dynamic Utility Maximization Model for Product Category Consumption," Tinbergen Institute Discussion Papers 02-097/4, Tinbergen Institute. [Downloadable!]

  24. P.H. Franses & D.J. van Dijk, 2002. "A simple test for PPP among traded goods," Econometric Institute Report 255, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  25. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2002. "An Empirical Study of Cash Payments," Tinbergen Institute Discussion Papers 02-075/4, Tinbergen Institute. [Downloadable!]

  26. S.J. Koopman & P.H.B.F. Franses, 2001. "Constructing seasonally adjusted data with time-varying confidence intervals," Econometric Institute Report 210, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  27. H.P. Boswijk & P.H. Franses, 2001. "Robust inference on average economic growth," Econometric Institute Report 252, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  28. B. Pelzer & R. Eisinga & P.H. Franses, 2001. "Inferring transition probabilities from repeated cross sections," Econometric Institute Report 228, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  29. P.H. Franses & D. Van Dijk, 2001. "The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production," Econometric Institute Report 222, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  30. T.J. Vogelsang & P.H. Franses, 2001. "Testing for common deterministic trend slopes," Econometric Institute Report 224, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  31. P.H.B.F. Franses & M.J. van der Leij & R. Paap, 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Report 235, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  32. N. Hyung & P.H.B.F. Franses, 2001. "Structural breaks and long memory in US inflation rates," Econometric Institute Report 221, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  33. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001. "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers 01-029/4, Tinbergen Institute. [Downloadable!]
    Published as:

  34. P.H.B.F. Franses & P. de Bruin & D.J.C. van Dijk, 2000. "Seasonal smooth transition autoregression," Econometric Institute Report 185, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  35. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000. "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers 00-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    Other versions:

  36. D. van Dijk & T. Terasvirta & P.H. Franses, 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Report 200, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  37. D.J.C. Van Dijk & P.H. Franses & R. Paap, 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Report 204, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  38. M. Loef & P.H.B.F. Franses, 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Report 183, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  39. J.J.J. Jonker & R. Paap & P.H.B.F. franses, 2000. "Modeling charity donations target selection, response time and gift size," Econometric Institute Report 186, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  40. Ph.H.B.F. Franses & R.M. Kunst, 1999. "Testing common deterministic seasonality, with an application to industrial production," Econometric Institute Report 106, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  41. M.P. Clements & Ph.H.B.F. Franses & J. Smith, 1999. "On SETAR non-linearity and forecasting," Econometric Institute Report 141, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  42. J.S. Cramer & P.H. Franses, 1999. "Omitting Superfluous Nonrespondent Observations in Binary Response Analysis," Tinbergen Institute Discussion Papers 99-014/4, Tinbergen Institute.

  43. Franses, Ph.H.B.F. & Bruin, P.T.de., 1999. "Seasonal Adjustment and Business Cycle in Unemployment," Papers 9923/a, Erasmus University of Rotterdam - Econometric Institute.

  44. Nick Taylor & Dick van Dijk & Philip Hans Franses & André Lucas, 1999. "SETS, Arbitrage Activity, and Stock Price Dynamics," Tinbergen Institute Discussion Papers 99-003/4, Tinbergen Institute. [Downloadable!]
    Published as:

  45. M. Cramer & P.H.B.F. Franses & E. Slagter, 1999. "Censored regression analysis in large samples with many zero observations," Econometric Institute Report 169, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  46. R. Paap & Ph.H.B.F. Franses, 1999. "Does the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Report 108, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  47. Franses, PH.H.B.F., 1999. "On the Interpretation of Seasonally Adjusted Data," Papers 9901, Erasmus University of Rotterdam - Econometric Institute.

  48. Ph.H.B.F. Franses & R. Paap, 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Report 156, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  49. Ph.H.B.F. Franses & D.J.C. van Dijk, 1999. "Outlier detection in the GARCH (1,1) model," Econometric Institute Report 155, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  50. R.M. Kunst & Ph.H.B.F. Franses, 1999. "Testing for converging deterministic seasonal variation in European industrial production," Econometric Institute Report 153, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  51. D. Fok & P.H.B.F. Franses & J.S. Cramer, 1999. "Ordered logit analysis for selectively sampled data," Econometric Institute Report 159, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  52. F. Carsoule & P.H.B.F. Franses, 1999. "Monitoring time-varying parameters in an autoregression," Econometric Institute Report 165, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  53. P. Rothman & D.J.C. van Dijk & P.H.B.F. Franses, 1999. "A multivariate STAR analysis of the relationship between money and output," Econometric Institute Report 170, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  54. B. Hobijn & Ph.H.B.F. Franses, 1999. "Are Living Standards Converging?," Econometric Institute Report 105, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  55. Ph.H.B.F. Franses, 1999. "How to deal with intercept and trend in practical cointegration analysis?," Econometric Institute Report 144, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  56. Ph.H.B.F. Franses & P.T. de Bruin, 1999. "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Report 152, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  57. F.R. Kleibergen & Ph.H.B.F. Franses, 1999. "Cointegration in a periodic vector autoregression," Econometric Institute Report 107, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  58. F. Carsoule & Ph.H.B.F. Franses, 1999. "Monitoring structural change in variance, with an application to European nominal exchange rate volatility," Econometric Institute Report 154, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  59. D. Fok & P.H.B.F. Franses, 1999. "Impulse-response analysis of the market share attraction model," Econometric Institute Report 178, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  60. Paap, R. & Franses, P.H., 1998. "Modeling Asymmetric Persistence Over Business Cycle," Papers 9852/a, Erasmus University of Rotterdam - Econometric Institute.

  61. De Bruin, P. & Franses, P.H., 1998. "On Data Transformations and Evidence of Nonlinearity," Papers 9823/a, Erasmus University of Rotterdam - Econometric Institute.

  62. Franses, P.H. & Neele, J. & van Dijk, D., 1998. "Modeling Asymmetric Volatility in Weekly Dutch Temperature Data," Papers 9840/a, Erasmus University of Rotterdam - Econometric Institute.

  63. Philip Hans Franses & Dick van Dijk & André Lucas, 1998. "Short Patches of Outliers, ARCH and Volatility Modeling," Tinbergen Institute Discussion Papers 98-057/4, Tinbergen Institute. [Downloadable!]
    Published as:

  64. Franses, P.H. & Neele, J. & van Dijk, D., 1998. "Forecasting Volatility with Switching Persistence GARCH Models," Papers 9819/a, Erasmus University of Rotterdam - Econometric Institute.

  65. Charles S. Bos & Philip Hans Franses & Marius Ooms, 1998. "Long Memory and Level Shifts: Re-Analyzing Inflation Rates," Tinbergen Institute Discussion Papers 98-039/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

  66. Dijk, Dick van & Franses, Philip Hans, 1997. "Nonlinear error-correction models for interest rates in the Netherlands," Econometric Institute Report 41, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  67. Franses, Philip Hans & Lucas, Andr‚, 1997. "Outlier robust cointegration analysis," Serie Research Memoranda 0045, Free University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

  68. Franses, P.H. & Arno, M.A. & Hobijn, R., 1997. "Are Many Current Seasonally Adjusted Data Downward Biased?," Papers 9717/a, Erasmus University of Rotterdam - Econometric Institute.

  69. Franses, P.H. & Taylor, A.M.R., 1997. "Determining the order of Differencing in Seasonal Time Series Processes," Papers 9712/a, Erasmus University of Rotterdam - Econometric Institute.
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    Published as:

  70. Van Dijk, D. & Franses, P.H., 1997. "Modelling Multiple Regimes in the Business Cycle," Papers 9734/a, Erasmus University of Rotterdam - Econometric Institute.

  71. Hobijn, B. & Franses, P.H., 1997. "Asymptotically Perfect and Relative Convergence of productivity," Papers 9725/a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:

  72. Franses, P.H. & Kleibergen, F., 1997. "Cointegration in Multivariate Periodic Time Series Models," Papers 9745/a, Erasmus University of Rotterdam - Econometric Institute.

  73. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1997. "Convergence and persistance of left-right political orientations in the Netherlands 1978-1995," Econometric Institute Report 43, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  74. Franses, Philip Hans & Dijk, Dick van, 1997. "Do we often find ARCH because of neglected outliers ?," Econometric Institute Report 42, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  75. Philip Hans Franses & Robert M. Kunst, 1996. "On the Role of Seasonal Intercepts in Seasonal Cointegration," Tinbergen Institute Discussion Papers 96-175/7, Tinbergen Institute.
    Other versions:
    Published as:

  76. Arino, Miguel A. & Franses, Philip Hans, 1996. "Forecasting the levels of vector autoregressive log-transformed time series," Econometric Institute Report 52, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

  77. Franses, P.H. & Koop, G., 1996. "On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations," Papers 9648/a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:

  78. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for smooth transition nonlinearity in the presence of outliers," Econometric Institute Report 56, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  79. Franses, P.H. & Kloek, T. & Lucas, A., 1996. "Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data," Papers 9646/a, Erasmus University of Rotterdam - Econometric Institute.

  80. H. Peter Boswijk & Philip Hans Franses, 1996. "Common Persistence in Nonlinear Autoregressive Models," University of California at San Diego, Economics Working Paper Series 96-10, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:

  81. Boswijk,P. & Franses,P.H. & Haldrup,N., 1996. "Multiple Unit Roots in Periodic Autoregression," Economics Working Papers 1996-2, School of Economics and Management, University of Aarhus.
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    Published as:

  82. Franses, P.H. & Van Homelen, P., 1996. "On Forecasting Exchange Rates Using Neutral Networks," Papers 9650/a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:

  83. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for ARCH in the presence of additive outliers," Econometric Institute Report 59, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  84. Kleibergen, F. & Franses, P.H., 1995. "Direct Cointegration Testing in Periodic Vector Autoregressive Models," Papers 9518/a, Erasmus University of Rotterdam - Econometric Institute.

  85. Franses, P.H. & McAleer, M., 1995. "Testing for Unit Roots and Non-Linear Transformations," Papers 9507/a, Erasmus University of Rotterdam - Econometric Institute.

  86. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1995. "Baysian analysis of seasonal unit roots and seasonal mean shifts," Econometric Institute Report 57, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  87. Franses, P.H. & Draisma, G., 1995. "Recognizing Changing Seasonal Patterns Using Artificial Neural Networks," Papers 9514/a, Erasmus University of Rotterdam - Econometric Institute.

  88. Franses, H.P. & Van Thull, O., 1995. "Forecatsing Stock Market Volatility Using (Nonlinear) GARCH Models," Papers 9505/a, Erasmus University of Rotterdam - Econometric Institute.

  89. Franses, P.H. & Paap, R., 1994. "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Papers 9439-a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:

  90. Franses, P.H., 1994. "The Effects of Seasonally Adjusting a Periodic Autoregressive Process," Papers 9405-a, Erasmus University of Rotterdam - Econometric Institute.

  91. Franses, P.H. & Ooms, M., 1994. "Forecasting Changing Seasonal Components Using Periodic Correlations," Papers 9401-a, Erasmus University of Rotterdam - Econometric Institute.

  92. Franses, P.H. & Van Ieperen, R. & Kofman, P. & Martens, M. & Menkveld, B., 1994. "Volatility Patterns and Spillovers in Bund Futures," Monash Econometrics and Business Statistics Working Papers 1994-16, Monash University, Department of Econometrics and Business Statistics.

  93. Franses, P.H. & McAleer, M., 1994. "Testing Nested and Non-Nested Periodically Integrated Autoregressive Models," Papers 9402-a, Erasmus University of Rotterdam - Econometric Institute.
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  94. Philip Hans Franses, 1994. "Multi-Step Forecast Error Variances for Periodically Integrated Time Series," University of California at San Diego, Economics Working Paper Series 94-01, Department of Economics, UC San Diego.

  95. Franses, P.H., 1994. "Dating Turning Points when Seasons and Stochastic Trend Are Interdependent," Papers 9411-a, Erasmus University of Rotterdam - Econometric Institute.

  96. Franses, H., 1993. "Testing for Common Trends Across Periodically Integrated Seasonal Time Series," Papers 9320-a, Erasmus University of Rotterdam - Econometric Institute.

  97. Franses, H., 1993. "Commom Features in Periodic Seasonal Time Series," Papers 9322-a, Erasmus University of Rotterdam - Econometric Institute.

  98. Franses, H. & Koehler, A.B., 1993. "A Model Selection Strategy for Time Series with Increasing Seasonal Variation," Papers 9308-a, Erasmus University of Rotterdam - Econometric Institute.

  99. Kuiper, E. & Franses, H. & Kloek, T., 1993. "Testing Rational Expextations in Agricultural Markets Using Periodic Models," Papers 9312-a, Erasmus University of Rotterdam - Econometric Institute.

  100. Franses, H., 1993. "Differencing a Periodically Integrated Time Series," Papers 9321-a, Erasmus University of Rotterdam - Econometric Institute.

  101. Franses, P.H. & Haldrup, N., 1992. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Economics Working Papers 1993-12, School of Economics and Management, University of Aarhus.
    Published as:

  102. Franses, P.H. & Kofman, P. & Moser, J., 1992. "Garch Effects on a Test of Cointegration," Papers 9249-a, Erasmus University of Rotterdam - Econometric Institute.

  103. Boswijk, H.P. & Franses, P.H., 1992. "Testing for Periodique Integration," Papers 9216-a, Erasmus University of Rotterdam - Econometric Institute.

  104. Franses, P.H., 1992. "A Stylized Fact Re-Analzed," Papers 9275-a, Erasmus University of Rotterdam - Econometric Institute.

  105. Franses, P.H., 1992. "Igarch and Variance Change in the U.S. Long-Run Interest Rate," Papers 9273-a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:

  106. Franses, P.H. & Kofman, P., 1991. "An Empirical Test For Parities Between Metal Prices At The Ime," Papers 9102, Erasmus University of Rotterdam - Institute for Economic Research.

  107. J. Breitung & P. H. Franses, . "On Phillips-Perron Type Tests for Seasonal Unit Roots," Sonderforschungsbereich 373 1996-27, Humboldt Universitaet Berlin.

  108. J. Breitung & P. Franses, . "Impulse Response Functions for Periodic Integration," Sonderforschungsbereich 373 1995-43, Humboldt Universitaet Berlin.

  109. Franses, Philip Hans, . "Franses," Instructional Stata datasets for econometrics franses, Boston College Department of Economics. [Downloadable!]

Articles

  1. Fok, Dennis & Franses, Philip Hans, 2007. "Modeling the diffusion of scientific publications," Journal of Econometrics, Elsevier, vol. 127(2), pages 376-390, August. [Downloadable!] (restricted)

  2. Bijwaard, Govert E. & Franses, Philip Hans & Paap, Richard, 2006. "Modeling Purchases as Repeated Events," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 487-502, October. [Downloadable!] (restricted)

  3. Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005. "On the dynamics of business cycle analysis: editors' introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 147-150. [Downloadable!]

  4. Koning, Alex J. & Franses, Philip Hans & Hibon, Michele & Stekler, H.O., 2005. "The M3 competition: Statistical tests of the results," International Journal of Forecasting, Elsevier, vol. 21(3), pages 397-409. [Downloadable!] (restricted)

  5. Martin Fase & Hugo Keuzenkamp & Philip Franses & Hans Franses & Peter Leeflang, 2005. "Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004," De Economist, Springer, vol. 127(1), pages 135-136, December. [Downloadable!] (restricted)

  6. Dick van Dijk & Philip Hans Franses & Michael P. Clements & Jeremy Smith, 2003. "On SETAR non-linearity and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(5), pages 359-375. [Downloadable!]
    Other versions:

  7. Philip Hans Franses & Michael McAleer, 2002. "Financial volatility: an introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 419-424. [Downloadable!]

  8. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002. "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 601-616. [Downloadable!]

  9. Rob Eisinga & Philip Hans Franses, 2001. "Introduction," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 55(2), pages 109-110. [Downloadable!] (restricted)

  10. Franses, Philip Hans, 2001. "How to Deal with Intercept and Trend in Practical Cointegration Analysis?," Applied Economics, Taylor and Francis Journals, vol. 33(5), pages 577-79, April. [Downloadable!] (restricted)
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  11. Franses, Philip Hans & Paap, Richard, 2000. "Modelling Day-of-the-Week Seasonality in the S&P 500 Index," Applied Financial Economics, Taylor and Francis Journals, vol. 10(5), pages 483-88, October. [Downloadable!] (restricted)

  12. Bart Hobijn & Philip Hans Franses, 2000. "Asymptotically perfect and relative convergence of productivity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 59-81. [Downloadable!]
    Other versions:

  13. Richard Paap & Philip Hans Franses, 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, John Wiley & Sons, Ltd., vol. 15(6), pages 717-744. [Downloadable!]

  14. Philip Hans Franses And A. M. Robert Taylor, 2000. "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 250-264.
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  15. Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(2), pages 217-35, April.
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  16. van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for ARCH in the Presence of Additive Outliers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 539-62, Sept.-Oct. [Downloadable!]
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  17. Franses, Philip Hans & Kunst, Robert M, 1999. " On the Role of Seasonal Intercepts in Seasonal Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 409-33, August. [Downloadable!] (restricted)
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  18. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999. "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, vol. 24(3), pages 427-449. [Downloadable!] (restricted)
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  19. Franses, Philip Hans & Van Homelen, Paul, 1998. "On Forecasting Exchange Rates Using Neural Networks," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 589-96, December. [Downloadable!] (restricted)
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  20. Franses, Philip Hans & Lucas, Andre, 1998. "Outlier Detection in Cointegration Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 459-68, October.

  21. Philip Hans Franses & Timothy J. Vogelsang, 1998. "On Seasonal Cycles, Unit Roots, And Mean Shifts," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 231-240, May. [Downloadable!] (restricted)

  22. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September. [Downloadable!] (restricted)
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  23. Ooms, Marius & Franses, Philip Hans, 1997. "On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 470-81, October.

  24. Paap, Richard & Franses, Philip Hans & Hoek, Henk, 1997. "Mean shifts, unit roots and forecasting seasonal time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 357-368, September. [Downloadable!] (restricted)

  25. Franses, Philip Hans, 1995. "IGARCH and Variance Change in the US Long-Run Interest Rate," Applied Economics Letters, Taylor and Francis Journals, vol. 2(4), pages 113-14, April. [Downloadable!] (restricted)
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  26. Franses, Philip Hans, 1995. "Quarterly US Unemployment: Cycles, Seasons and Asymmetries," Empirical Economics, Springer, vol. 20(4), pages 717-25.

  27. Franses, Philip Hans & Paap, Richard, 1995. "Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4," Empirical Economics, Springer, vol. 20(1), pages 109-32.
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  28. Boswijk, H Peter & Franses, Philip Hans, 1995. "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, vol. 77(3), pages 436-54, August. [Downloadable!] (restricted)

  29. Franses, Philip Hans & Paap, Richard, 1994. "Model Selection in Periodic Autoregressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(4), pages 421-39, November.

  30. Franses, Philip Hans & Haldrup, Niels, 1994. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 471-78, October.
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  31. Franses, Philip Hans, 1992. "The Norwegian Consumption Function: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 455-59, August.

  32. Franses, Philip Hans & Biessen, Guido, 1992. "Model adequacy and influential observations," Economics Letters, Elsevier, vol. 38(2), pages 133-137, February. [Downloadable!] (restricted)

  33. Boswijk, Peter & Franses, Philip Hans, 1992. "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 369-81, August.

  34. Franses, Philip Hans, 1991. "Moving average filters and unit roots," Economics Letters, Elsevier, vol. 37(4), pages 399-403, December. [Downloadable!] (restricted)

  35. RePEc:cup:macdyn:v:5:y:2001:i:4:p:461-65 is not listed on IDEAS

  36. RePEc:cup:macdyn:v:5:y:2001:i:4:p:506-32 is not listed on IDEAS

  37. RePEc:cup:macdyn:v:3:y:1999:i:3:p:311-40 is not listed on IDEAS

NEP Fields

54 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2002-12-02
  2. NEP-AFR: Africa (1) 2003-03-03
  3. NEP-BEC: Business Economics (1) 2007-05-26
  4. NEP-CMP: Computational Economics (1) 2003-04-21
  5. NEP-DCM: Discrete Choice Models (2) 2001-08-21 2002-05-07
  6. NEP-DEV: Development (3) 2000-01-31 2002-01-22 2003-03-03
  7. NEP-ECM: Econometrics (32) 2000-01-24 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-02-07 2000-06-12 2001-07-17 2001-10-22 2001-11-21 2002-01-22 2002-02-14 2002-03-04 2002-05-14 2002-05-14 2002-08-29 2002-08-29 2002-10-18 2003-04-04 2003-04-24 2003-07-16 2003-08-17 2003-12-07 Author is listed
  8. NEP-ENT: Entrepreneurship (1) 2007-05-26
  9. NEP-ETS: Econometric Time Series (33) 2000-01-24 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-01-31 2000-02-07 2000-02-14 2000-06-12 2001-07-13 2001-10-22 2001-10-22 2001-10-22 2001-11-21 2001-12-04 2002-02-10 2002-03-14 2002-05-07 2002-08-29 2003-04-02 2003-04-21 2003-07-13 2003-12-07 Author is listed
  10. NEP-FIN: Finance (3) 1999-05-03 2003-07-13 2003-12-07
  11. NEP-HPE: History & Philosophy of Economics (1) 2002-04-15
  12. NEP-IFN: International Finance (3) 2000-01-31 2002-04-08 2002-12-02
  13. NEP-LAB: Labour Economics (1) 2000-01-31
  14. NEP-LTV: Unemployment, Inequality & Poverty (1) 2001-10-01
  15. NEP-MON: Monetary Economics (3) 2000-01-31 2000-02-14 2003-08-17
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This page was last updated on 2008-7-20.

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