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Richard Paap

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. 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.

    Mentioned in:

    1. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables (Journal of Applied Econometrics 2000) in ReplicationWiki ()
  2. 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.

    Mentioned in:

    1. Modelling and forecasting level shifts in absolute returns (Journal of Applied Econometrics 2002) in ReplicationWiki ()

Working papers

  1. Bel, K. & Fok, D. & Paap, R., 2014. "Parameter Estimation in Multivariate Logit models with Many Binary Choices," Econometric Institute Research Papers EI 2014-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Angelo Moretti, 2023. "Estimation of small area proportions under a bivariate logistic mixed model," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3663-3684, August.
    2. Qinan Lu & Xiaodong Du & Huanguang Qiu, 2022. "Adoption patterns and productivity impacts of agricultural mechanization services," Agricultural Economics, International Association of Agricultural Economists, vol. 53(5), pages 826-845, September.
    3. Richards, Timothy & Hamilton, Stephen, 2016. "Retail Market Power in a Shopping Basket Model of Supermarket Competition," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235801, Agricultural and Applied Economics Association.
    4. Bel, K. & Paap, R., 2014. "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers EI 2014-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Ma, Wanglin & Zheng, Hongyun & Gong, Binlei, 2022. "Rural income growth, ethnic differences, and household cooking fuel choice: Evidence from China," Energy Economics, Elsevier, vol. 107(C).
    6. Harald Hruschka, 2022. "Analyzing joint brand purchases by conditional restricted Boltzmann machines," Review of Managerial Science, Springer, vol. 16(4), pages 1117-1145, May.
    7. Lu, Qinan & Du, Xiaodong, 2020. "The Outsourcing Choice of Agricultural Production Tasks: Implications for Food Security - A Multiple-task Based Approach," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304333, Agricultural and Applied Economics Association.
    8. Fok, D. & Paap, R., 2019. "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers EI2019-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Valerie Kilders & Vincenzina Caputo & Jayson L. Lusk, 2024. "Consumer preferences for food away from home: Dine in versus delivery," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(2), pages 496-525, March.
    10. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
    11. Sierminska, Eva & Oaxaca, Ronald L., 2022. "Gender differences in economics PhD field specializations with correlated choices," Labour Economics, Elsevier, vol. 79(C).
    12. Huong Hoang-Thi & Shah Fahad & Ashfaq Ahmad Shah & Tung Nguyen-Huu-Minh & Tuan Nguyen-Anh & Song Nguyen-Van & Nguyen To-The & Huong Nguyen-Thi-Lan, 2023. "Evaluating the farmers’ adoption behavior of water conservation in mountainous region Vietnam: extrinsic and intrinsic determinants," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 115(2), pages 1313-1330, January.
    13. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    14. Neuhofer, Zachary T. & Lusk, Jayson L., 2023. "Impacts of Variety-Seeking, Substitution, and Demographics on Demand for Plant-Based Meat Alternatives," 2023 Annual Meeting, July 23-25, Washington D.C. 335456, Agricultural and Applied Economics Association.
    15. Caputo, Vincenzina & Lusk, Jayson L., 2022. "The Basket-Based Choice Experiment: A Method for Food Demand Policy Analysis," Food Policy, Elsevier, vol. 109(C).

  2. Bel, K. & Paap, R., 2014. "A Multivariate Model for Multinomial Choices," Econometric Institute Research Papers EI 2014-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Gao, Ni & Ryan, Mandy & Krucien, Nicolas & Robinson, Suzanne & Norman, Richard, 2020. "Paid work, household work, or leisure? Time allocation pathways among women following a cancer diagnosis," Social Science & Medicine, Elsevier, vol. 246(C).
    2. Bhattacharyya, Bhaskar & Mandal, Biswajit & Sengupta, Sarbajit, 2022. "Correlates of Distress Financing In Case of Institutional Delivery In India: Evidence From The National Family Health Survey," MPRA Paper 116652, University Library of Munich, Germany.

  3. Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
    2. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
    3. Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.

  4. Sjoerd van den Hauwe & Richard Paap & Dick J.C. van Dijk, 2011. "An Alternative Bayesian Approach to Structural Breaks in Time Series Models," Tinbergen Institute Discussion Papers 11-023/4, Tinbergen Institute.

    Cited by:

    1. Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2018-014, Boston University - Department of Economics, revised Nov 2018.

  5. Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.

    Cited by:

    1. Danilo Leiva-Leon, 2014. "A New Approach to Infer Changes in the Synchronization of Business Cycle Phases," Staff Working Papers 14-38, Bank of Canada.
    2. Ritika Jaiswal & Rashmi Uchil, 2018. "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, vol. 8(6), pages 144-150.
    3. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014. "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers 15-15, Eastern Mediterranean University, Department of Economics.
    4. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013. "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 295-321.
    5. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
    6. Danilo Leiva-Leon, 2017. "Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework," Working Papers 1726, Banco de España.
    7. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa, 2013. "Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?," Working Papers 819, Economic Research Forum, revised Dec 2013.
    8. Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014. "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
    9. Carlo Di Giorgio, 2016. "Business Cycle Synchronization of CEECs with the Euro Area: A Regime Switching Approach," Journal of Common Market Studies, Wiley Blackwell, vol. 54(2), pages 284-300, March.
    10. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, vol. 24(C), pages 160-187.
    11. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
    12. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.

  6. Franses, Ph.H.B.F. & Legerstee, R. & Paap, R., 2011. "Estimating Loss Functions of Experts," Econometric Institute Research Papers EI2011-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Nicolaas van der Wath, 2013. "Comparing the BER’s forecasts," Working Papers 23/2013, Stellenbosch University, Department of Economics.
    2. Petropoulos, Fotios & Fildes, Robert & Goodwin, Paul, 2016. "Do ‘big losses’ in judgmental adjustments to statistical forecasts affect experts’ behaviour?," European Journal of Operational Research, Elsevier, vol. 249(3), pages 842-852.

  7. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.

    Cited by:

    1. Seibert, Armin & Sirchenko, Andrei & Müller, Gernot, 2021. "A model for policy interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 124(C).
    2. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
    3. Andrei Sirchenko, 2019. "A regime-switching model for the federal funds rate target," UvA-Econometrics Working Papers 19-01, Universiteit van Amsterdam, Dept. of Econometrics.
    4. Kim, Hyerim & Kang, Kyu Ho, 2022. "The Bank of Korea watch," Journal of International Money and Finance, Elsevier, vol. 126(C).

  8. Legerstee, R. & Franses, Ph.H.B.F. & Paap, R., 2011. "Do experts incorporate statistical model forecasts and should they?," Econometric Institute Research Papers EI2011-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Rianne Legerstee & Philip Hans Franses, 2014. "Do Experts’ SKU Forecasts Improve after Feedback?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 69-79, January.

  9. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021. "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers 21-017/III, Tinbergen Institute.

  10. van Dijk, A. & van Rosmalen, J.M. & Paap, R., 2009. "A Bayesian approach to two-mode clustering," Econometric Institute Research Papers EI 2009-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Aghiles Salah & Mohamed Nadif, 2019. "Directional co-clustering," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 591-620, September.
    2. Aurore Lomet & Gérard Govaert & Yves Grandvalet, 2018. "Model selection for Gaussian latent block clustering with the integrated classification likelihood," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(3), pages 489-508, September.
    3. Eleni Matechou & Ivy Liu & Daniel Fernández & Miguel Farias & Bergljot Gjelsvik, 2016. "Biclustering Models for Two-Mode Ordinal Data," Psychometrika, Springer;The Psychometric Society, vol. 81(3), pages 611-624, September.
    4. Alessandro Casa & Charles Bouveyron & Elena Erosheva & Giovanna Menardi, 2021. "Co-clustering of Time-Dependent Data via the Shape Invariant Model," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 626-649, October.
    5. Daniel Fernández & Richard Arnold & Shirley Pledger & Ivy Liu & Roy Costilla, 2019. "Finite mixture biclustering of discrete type multivariate data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 117-143, March.

  11. de Boer, P.M.C. & Paap, R., 2009. "Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog," Econometric Institute Research Papers EI 2009-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Ole Boysen, 2019. "When does specification or aggregation across consumers matter for economic impact analysis models? An investigation into demand systems," Empirical Economics, Springer, vol. 56(1), pages 137-172, January.
    2. de Boer, P.M.C., 2009. "Modeling household behavior in a CGE model: linear expenditure system or indirect addilog?," Econometric Institute Research Papers EI 2009-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  12. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2009. "Real-Time Inflation Forecasting in a Changing World," Working Paper 2009/16, Norges Bank.

    Cited by:

    1. Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
    2. Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
    3. Bel, K. & Paap, R., 2013. "Modeling the impact of forecast-based regime switches on macroeconomic time series," Econometric Institute Research Papers EI 2013-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
    5. Koop, Gary & Korobilis, Dimitris, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," MPRA Paper 87972, University Library of Munich, Germany.
    6. Caterina Forti Grazzini & Massimo Guidolin, 2013. "Forecasting yield spreads under crisis-induced multiple breakpoints," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1656-1664, December.
    7. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    8. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.
    9. Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023. "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, vol. 39(2), pages 570-586.
    10. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.
    11. Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2017. "Tracking the slowdown in long-run GDP growth," LSE Research Online Documents on Economics 81869, London School of Economics and Political Science, LSE Library.
    12. Joscha Beckmann & Rainer Schüssler, 2014. "Forecasting Exchange Rates under Model and Parameter Uncertainty," CQE Working Papers 3214, Center for Quantitative Economics (CQE), University of Muenster.
    13. Nima Nonejad, 2021. "An Overview Of Dynamic Model Averaging Techniques In Time‐Series Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 566-614, April.
    14. Niko Hauzenberger, 2020. "Flexible Mixture Priors for Large Time-varying Parameter Models," Papers 2006.10088, arXiv.org, revised Nov 2020.
    15. Tommaso Proietti & Martyna Marczak & Gianluigi Mazzi, 2015. "EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area," CREATES Research Papers 2015-12, Department of Economics and Business Economics, Aarhus University.
    16. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
    17. Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
    18. Nonejad, Nima, 2017. "Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 131-154.
    19. Petrella, Ivan & Drechsel, Thomas & Antolin-Diaz, Juan, 2014. "Following the Trend: Tracking GDP when Long-Run Growth is Uncertain," CEPR Discussion Papers 10272, C.E.P.R. Discussion Papers.
    20. Ellis W. Tallman & Saeed Zaman, 2015. "Forecasting Inflation: Phillips Curve Effects on Services Price Measures," Working Papers (Old Series) 1519, Federal Reserve Bank of Cleveland.
    21. Bańbura, Marta & Bobeica, Elena, 2023. "Does the Phillips curve help to forecast euro area inflation?," International Journal of Forecasting, Elsevier, vol. 39(1), pages 364-390.
    22. Faust, Jon & Wright, Jonathan H., 2013. "Forecasting Inflation," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 2-56, Elsevier.
    23. Malin Gardberg & Lorenzo Pozzi, 2022. "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 161-186, January.
    24. Le Ha Thu & Roberto Leon-Gonzalez, 2021. "Forecasting Macroeconomic Variables in Emerging Economies: An Application to Vietnam," GRIPS Discussion Papers 21-03, National Graduate Institute for Policy Studies.
    25. Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014. "Forecasting with the Standardized Self-Perturbed Kalman Filter," CREATES Research Papers 2014-12, Department of Economics and Business Economics, Aarhus University.
    26. Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
    27. Macias, Paweł & Stelmasiak, Damian & Szafranek, Karol, 2023. "Nowcasting food inflation with a massive amount of online prices," International Journal of Forecasting, Elsevier, vol. 39(2), pages 809-826.
    28. KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    29. Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    30. Beckmann, Joscha & Schüssler, Rainer, 2016. "Forecasting exchange rates under parameter and model uncertainty," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 267-288.
    31. Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
    32. Jan J.J. Groen & George Kapetanios, 2008. "Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting," Working Papers 624, Queen Mary University of London, School of Economics and Finance.
    33. Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
    34. Carlos Carvalho & Stefano Eusepi & Christian Grisse, 2012. "Policy initiatives in the global recession: what did forecasters expect?," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 18(Feb).
    35. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
    36. Andreas Karatahansopoulos & Georgios Sermpinis & Jason Laws & Christian Dunis, 2014. "Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(8), pages 596-610, December.
    37. Nonejad, Nima, 2019. "Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    38. Medel, Carlos A., 2015. "Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach," MPRA Paper 67081, University Library of Munich, Germany.
    39. Hilde C. Bj�rnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    40. Kuusela, Annika & Hännikäinen, Jari, 2017. "What do the shadow rates tell us about future inflation?," MPRA Paper 80542, University Library of Munich, Germany.
    41. Stefano Grassi & Paolo Santucci de Magistris, 2013. "It’s all about volatility (of volatility): evidence from a two-factor stochastic volatility model," CREATES Research Papers 2013-03, Department of Economics and Business Economics, Aarhus University.
    42. Christina Anderl & Guglielmo Maria Caporale, 2023. "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, vol. 91(3), pages 171-232, June.
    43. Didier Nibbering & Richard Paap & Michel van der Wel, 2016. "A Bayesian Infinite Hidden Markov Vector Autoregressive Model," Tinbergen Institute Discussion Papers 16-107/III, Tinbergen Institute, revised 13 Oct 2017.
    44. Kjetil Martinsen & Francesco Ravazzolo & Fredrik Wulfsberg, 2011. "Forecasting macroeconomic variables using disaggregate survey data," Working Paper 2011/04, Norges Bank.
    45. Karol Szafranek, 2017. "Bagged artificial neural networks in forecasting inflation: An extensive comparison with current modelling frameworks," NBP Working Papers 262, Narodowy Bank Polski.
    46. Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
    47. Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Dynamic predictive density combinations for large data sets in economics and finance," Working Paper 2015/12, Norges Bank.
    48. Raffaella Giacomini & Barbara Rossi, 2015. "Forecasting in Nonstationary Environments: What Works and What Doesn't in Reduced-Form and Structural Models," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 207-229, August.
    49. Liu, Yuelin & Morley, James, 2014. "Structural evolution of the postwar U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 42(C), pages 50-68.
    50. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute.
    51. Hauzenberger, Niko, 2021. "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, vol. 20(C), pages 87-108.
    52. Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
    53. Eric Eisenstat & Rodney Strachan, 2014. "Modelling Inflation Volatility," Working Paper series 43_14, Rimini Centre for Economic Analysis.
    54. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    55. Schlösser, Alexander, 2020. "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers 838, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    56. Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    57. Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.
    58. Charemza, Wojciech & Díaz, Carlos & Makarova, Svetlana, 2019. "Quasi ex-ante inflation forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 35(3), pages 994-1007.
    59. Huber, Florian & Zörner, Thomas O., 2019. "Threshold cointegration in international exchange rates:A Bayesian approach," International Journal of Forecasting, Elsevier, vol. 35(2), pages 458-473.
    60. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
    61. Jiawen Xu & Pierre Perron, 2023. "Forecasting in the presence of in-sample and out-of-sample breaks," Empirical Economics, Springer, vol. 64(6), pages 3001-3035, June.
    62. Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Working Papers 550, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    63. Elliott, Graham & Gargano, Antonio & Timmermann, Allan, 2013. "Complete subset regressions," University of California at San Diego, Economics Working Paper Series qt1st3n7z7, Department of Economics, UC San Diego.
    64. Tumala, Mohammed M & Olubusoye, Olusanya E & Yaaba, Baba N & Yaya, OlaOluwa S & Akanbi, Olawale B, 2017. "Forecasting Nigerian Inflation using Model Averaging methods: Modelling Frameworks to Central Banks," MPRA Paper 88754, University Library of Munich, Germany, revised Feb 2018.
    65. Tavakolian , Hossein & Babaee , Majid & Shakeri , Abbas, 2018. "How Fluctuations in Macroeconomic Indicators Affect Inflation in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(3), pages 267-289, July.
    66. Bo Zhang, 2019. "Real‐time inflation forecast combination for time‐varying coefficient models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 38(3), pages 175-191, April.
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    69. Federico Bassetti & Roberto Casarin & Francesco Ravazzolo, 2019. "Density Forecasting," BEMPS - Bozen Economics & Management Paper Series BEMPS59, Faculty of Economics and Management at the Free University of Bozen.
    70. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Time-varying Combinations of Predictive Densities using Nonlinear Filtering," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.
    71. Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," Working Papers 76, Brandeis University, Department of Economics and International Business School.
    72. Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016. "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, vol. 193(2), pages 315-334.
    73. Mohsen Khezri & Seyed Ehsan Hosseinidoust & Mohammad Kazem Naziri, 2019. "Investigating the Temporary and Permanent Influential Variables on Iran Inflation Using TVP-DMA Models," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 23(1), pages 209-234, Winter.
    74. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
    75. Konstantin Styrin, 2018. "Forecasting inflation in Russia by Dynamic Model Averaging," Bank of Russia Working Paper Series wps39, Bank of Russia.
    76. Elena Andreou & Andros Kourtellos, 2018. "Scoring rules for simple forecasting models: The case of Cyprus GDP and its sectors," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 12(1), pages 59-73, June.
    77. Andriantomanga, Zo, 2023. "The role of survey-based expectations in real-time forecasting of US inflation," MPRA Paper 119904, University Library of Munich, Germany.
    78. Kalli, Maria & Griffin, Jim E., 2014. "Time-varying sparsity in dynamic regression models," Journal of Econometrics, Elsevier, vol. 178(2), pages 779-793.
    79. Wojciech Charemza & Carlos Diaz Vela & Svetlana Makarova, 2013. "Inflation fan charts, monetary policy and skew normal distribution," Discussion Papers in Economics 13/06, Division of Economics, School of Business, University of Leicester.
    80. Dimitris Korobilis, 2014. "Data-based priors for vector autoregressions with drifting coefficients," Working Papers 2014_04, Business School - Economics, University of Glasgow.
    81. Garcia, Márcio G.P. & Medeiros, Marcelo C. & Vasconcelos, Gabriel F.R., 2017. "Real-time inflation forecasting with high-dimensional models: The case of Brazil," International Journal of Forecasting, Elsevier, vol. 33(3), pages 679-693.
    82. Jie Cheng, 2023. "Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies," Empirical Economics, Springer, vol. 65(2), pages 899-924, August.
    83. Travis J. Berge, 2017. "Understanding Survey Based Inflation Expectations," Finance and Economics Discussion Series 2017-046, Board of Governors of the Federal Reserve System (U.S.).
    84. James H. Stock & Mark W. Watson, 2019. "Slack and Cyclically Sensitive Inflation," NBER Working Papers 25987, National Bureau of Economic Research, Inc.
    85. Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017. "Does the ARFIMA really shift?," CREATES Research Papers 2017-16, Department of Economics and Business Economics, Aarhus University.
    86. Dimitrios P. Louzis, 2019. "Steady‐state modeling and macroeconomic forecasting quality," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(2), pages 285-314, March.
    87. Jiawen Xu & Pierre Perron, 2017. "Forecasting in the presence of in and out of sample breaks," Boston University - Department of Economics - Working Papers Series WP2018-014, Boston University - Department of Economics, revised Nov 2018.
    88. Hanan Naser & Fatema Alaali, 2018. "Can oil prices help predict US stock market returns? Evidence using a dynamic model averaging (DMA) approach," Empirical Economics, Springer, vol. 55(4), pages 1757-1777, December.
    89. Jordi Maas, 2014. "Forecasting inflation using time-varying Bayesian model averaging," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 149-182, August.
    90. Nonejad, Nima, 2020. "Crude oil price volatility and equity return predictability: A comparative out-of-sample study," International Review of Financial Analysis, Elsevier, vol. 71(C).
    91. Lin, Boqiang & Su, Tong, 2021. "Do China's macro-financial factors determine the Shanghai crude oil futures market?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    92. Krzysztof DRACHAL, 2020. "Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 18-34, July.
    93. Emmanuel O. Akande & Elijah O. Akanni & Oyedamola F. Taiwo & Jeremiah D. Joshua & Abel Anthony, 2023. "Predicting inflation component drivers in Nigeria: a stacked ensemble approach," SN Business & Economics, Springer, vol. 3(1), pages 1-32, January.
    94. Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
    95. Nima Nonejad, 2013. "A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory," CREATES Research Papers 2013-24, Department of Economics and Business Economics, Aarhus University.
    96. Felix Abramovich & Vadim Grinshtein, 2013. "Estimation of a sparse group of sparse vectors," Biometrika, Biometrika Trust, vol. 100(2), pages 355-370.
    97. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2020. "Do Cryptocurrency Prices Camouflage Latent Economic Effects? A Bayesian Hidden Markov Approach," Future Internet, MDPI, vol. 12(3), pages 1-19, March.
    98. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011. "Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute.
    99. Yousuf, Kashif & Ng, Serena, 2021. "Boosting high dimensional predictive regressions with time varying parameters," Journal of Econometrics, Elsevier, vol. 224(1), pages 60-87.
    100. Oinonen, Sami & Vilmi, Lauri, 2021. "Analysing euro area inflation outlook with the Phillips curve," BoF Economics Review 5/2021, Bank of Finland.
    101. Enja Erker, 2024. "Forecasting medical inflation in the European Union using the ARIMA model," Public Sector Economics, Institute of Public Finance, vol. 48(1), pages 39-56.
    102. Thu, Le Ha & Leon-Gonzalez, Roberto, 2021. "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, vol. 77(C).
    103. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Georgios Sermpinis & Charalampos Stasinakis & Konstantinos Theofilatos & Andreas Karathanasopoul, 2014. "Inflation and Unemployment Forecasting with Genetic Support Vector Regression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 471-487, September.
    104. Nonejad, Nima, 2020. "Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    105. Bel, Koen & Paap, Richard, 2016. "Modeling the impact of forecast-based regime switches on US inflation," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1306-1316.
    106. Nonejad, Nima, 2020. "A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility," Journal of Commodity Markets, Elsevier, vol. 20(C).
    107. Malin Gardberg & Lorenzo (L.C.G.) Pozzi, 2018. "Consumption and wealth in the long run: an integrated unobserved component approach," Tinbergen Institute Discussion Papers 18-046/VI, Tinbergen Institute, revised 13 Sep 2018.
    108. Souhaib Ben Taieb & Raphael Huser & Rob J. Hyndman & Marc G. Genton, 2015. "Probabilistic time series forecasting with boosted additive models: an application to smart meter data," Monash Econometrics and Business Statistics Working Papers 12/15, Monash University, Department of Econometrics and Business Statistics.
    109. Constandina Koki & Stefanos Leonardos & Georgios Piliouras, 2019. "A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series," Papers 1909.10957, arXiv.org, revised Jul 2021.
    110. Wang, Yudong & Ma, Feng & Wei, Yu & Wu, Chongfeng, 2016. "Forecasting realized volatility in a changing world: A dynamic model averaging approach," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 136-149.

  13. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008. "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers EI 2008-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Kristina Ročkutė & Inga Minelgaitė & Ligita Zailskaitė-Jakštė & Robertas Damaševičius, 2018. "Brand Awareness in the Context of Mistrust: The Case Study of an Employment Agency," Sustainability, MDPI, vol. 10(3), pages 1-13, March.

  14. Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute.

    Cited by:

    1. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, February.
    2. Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
    3. Morier, Bruno & Teles, Vladimir Kühl, 2016. "A Time-Varying Markov-Switching Model For Economic Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 20(6), pages 1550-1580, September.

  15. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Makram El-Shagi & Gregor von Schweinitz, 2016. "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
    2. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
    3. Liu, Jia & Maheu, John M & Song, Yong, 2023. "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper 119515, University Library of Munich, Germany.
    4. Henri Nyberg, 2010. "Dynamic probit models and financial variables in recession forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 215-230.
    5. Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
    6. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu de Juan & Antonio Martín‐Arroyo, 2020. "Evaluating early warning and coincident indicators of business cycles using smooth trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 1-17, January.
    7. Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013. "Clustered housing cycles," Working Papers 2013-021, Federal Reserve Bank of St. Louis.
    8. Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8, Bank for International Settlements.
    9. Catherine Doz & Anna Petronevich, 2017. "On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study," PSE Working Papers halshs-01592863, HAL.
    10. Bram van Os & Dick van Dijk, 2020. "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers 20-057/VI, Tinbergen Institute, revised 14 Dec 2020.
    11. Sylvia Kaufmann, 2008. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data," Working Papers 144, Oesterreichische Nationalbank (Austrian Central Bank).
    12. Dovern, Jonas & Ziegler, Christina, 2008. "Predicting growth rates and recessions: assessing US leading indicators under real-time conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy (IfW Kiel).
    13. Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
    14. Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.
    15. Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
    16. Camacho, Maximo, 2013. "Mixed-frequency VAR models with Markov-switching dynamics," Economics Letters, Elsevier, vol. 121(3), pages 369-373.

  16. Jelle Brouwer & Richard Paap & Jean-Marie Viaene, 2007. "The Trade and FDI Effects of EMU Enlargement," CESifo Working Paper Series 2123, CESifo.

    Cited by:

    1. Agenor, Pierre-Richard & Aizenman, Joshua, 2008. "Capital Market Imperfections and the Theory of Optimum Currency Areas," Santa Cruz Department of Economics, Working Paper Series qt7668j94x, Department of Economics, UC Santa Cruz.
    2. Abeliansky, Ana Lucia & Martínez-Zarzoso, Inmaculada, 2018. "The relationship between the Chinese "going out" strategy and international trade," Economics Discussion Papers 2018-20, Kiel Institute for the World Economy (IfW Kiel).
    3. Miriam Camarero & Estrella Gómez-Herrera & Cecilio Tamarit, 2017. "New evidence on Trade and FDI: how large is the Euro effect?," Working Papers 1709, Department of Applied Economics II, Universidad de Valencia.
    4. Gregori, Wildmer & Nardo, Michela, 2019. "The effect of restrictive measures on cross-border investment in the European Union," Working Papers 2019-15, Joint Research Centre, European Commission.
    5. Henry Aray & Javier Gardeazabal, 2008. "Going Multinational under Exchange Rate Uncertainty," ThE Papers 08/19, Department of Economic Theory and Economic History of the University of Granada..
    6. Glick, Reuven & Rose, Andrew K., 2016. "Currency unions and trade: A post-EMU reassessment," European Economic Review, Elsevier, vol. 87(C), pages 78-91.
    7. Campos, Nauro F. & Macchiarelli, Corrado, 2021. "The dynamics of core and periphery in the European monetary union: a new approach," LSE Research Online Documents on Economics 113423, London School of Economics and Political Science, LSE Library.
    8. Dariusz K. Rosati, 2013. "Czy Polska powinna przystąpić do strefy euro?," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 10, pages 5-37.
    9. Estrella Gómez & Juliette Milgram Baleix, 2012. "EMU impact of on third countries’ exports. A gravity approach," ThE Papers 10/26, Department of Economic Theory and Economic History of the University of Granada..
    10. Garcia-Fuentes, Pablo A. & Kennedy, P. Lynn & Ferreira, Gustavo F.C., 2013. "U.S. Foreign Direct Investment in Latin America and the Caribbean: A case of Remittances and Market Size," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142985, Southern Agricultural Economics Association.
    11. Carsten Eckel & Hartmut Egger, 2017. "The Dilemma of Labor Unions: Local Objectives vs Global Bargaining," Review of International Economics, Wiley Blackwell, vol. 25(3), pages 534-566, August.
    12. Hengfei Huan & Yingming Zhu & Jishuang Liu, 2022. "A quasi‐natural experiment research regarding the impact of regional integration expansion in the Yangtze River Delta on foreign direct investment," Growth and Change, Wiley Blackwell, vol. 53(4), pages 1854-1876, December.
    13. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers 2020/25, Economics Department, Universitat Jaume I, Castellón (Spain).
    14. Alexandra Ferreira-Lopes, 2006. "The Welfare Cost of the EMU for Transition Countries," Working Papers Series 1 ercwp0308, ISCTE-IUL, Business Research Unit (BRU-IUL), revised 15 Jun 2008.
    15. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels," Working Papers 2022.08, International Network for Economic Research - INFER.
    16. Andrzej Cieslik & Jan Michalek & Anna Michalek, 2013. "The Impact Of The Common Currency On Exports Of New Emu Members: Firm-Level Evidence For Slovenia And Slovakia," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 8(4), pages 7-23, December.
    17. Nicolas Coeurdacier & Roberto A. de Santis & Antonin Aviat, 2009. "Cross-border mergers and acquisitions and European integration," Post-Print hal-01022660, HAL.
    18. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "A fresh assessment of the euro effect on outward US FDI," Working Papers 2209, Department of Applied Economics II, Universidad de Valencia.
    19. Mekbib Gebretsadik Haile & Geoff Pugh, 2013. "Does exchange rate volatility discourage international trade? A meta-regression analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(3), pages 321-350, April.
    20. Havranek, Tomas, 2009. "Rose Effect and the Euro: Is the Magic Gone?," MPRA Paper 18479, University Library of Munich, Germany, revised 07 Nov 2009.
    21. Olawumi D Awolusi & Theuns G Pelser & Adedeji Saidi Adelekan, 2016. "Determinants of Foreign Direct Investment: New Granger Causality Evidence from Asian and African Economies," Journal of Economics and Behavioral Studies, AMH International, vol. 8(1), pages 104-119.
    22. Mariam Camarero & Estrella Gómez & Cecilio Tamarit, 2013. "EMU and Trade Revisited: Long-Run Evidence Using Gravity Equations," The World Economy, Wiley Blackwell, vol. 36(9), pages 1146-1164, September.
    23. Matthieu Bussière & Jarko Fidrmuc & Bernd Schnatz, 2008. "EU Enlargement and Trade Integration: Lessons from a Gravity Model," Review of Development Economics, Wiley Blackwell, vol. 12(3), pages 562-576, August.
    24. Bojnec, Štefan & Ferto, Imre, 2014. "Outward Foreign Direct Iinvestments and Merchandise Exports: The European OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 87-99, June.
    25. Cheng Chen & Claudia Steinwender, 2019. "Import Competition, Heterogeneous Preferences of Managers, and Productivity," NBER Working Papers 25539, National Bureau of Economic Research, Inc.
    26. Belke, Ansgar & Spies, Julia, 2007. "Enlarging the EMU to the east: What effects on trade?," Ruhr Economic Papers 21, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    27. Degong Ma & Chun Lei & Farid Ullah & Raza Ullah & Qadar Bakhsh Baloch, 2019. "China’s One Belt and One Road Initiative and Outward Chinese Foreign Direct Investment in Europe," Sustainability, MDPI, vol. 11(24), pages 1-13, December.
    28. Didenko, Alexander & Egorova, Tatiana, 2014. "Innovations as factor of absorptive capacity of FDI spillovers across regions of Russian Federation," MPRA Paper 59346, University Library of Munich, Germany.
    29. Johan Fourie & Maria Santana-Gallego, 2017. "The Invisible Hand of Thierry Henry," Journal of Sports Economics, , vol. 18(7), pages 750-766, October.
    30. Tomáš Havránek, 2009. "Rose Effect and the Euro: The Magic is Gone," Working Papers IES 2009/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2009.
    31. Crespo-Cuaresma, Jesús & Fernández-Amador, Octavio, 2013. "Business cycle convergence in EMU: A second look at the second moment," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 239-259.
    32. Andrew K. Rose, 2017. "Why do Estimates of the EMU Effect on Trade Vary so Much?," Open Economies Review, Springer, vol. 28(1), pages 1-18, February.
    33. Pantelis Pantelidis & Dimitrios Kyrkilis & Efthymios Nikolopoulos, 2012. "European Monetary Union and Foreign Direct Investment Inflows," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 62(1-2), pages 47-55, January -.
    34. Kyriacos Aristotelous & Stilianos Fountas, 2009. "What is the Impact of Currency Unions on FDI flows? Evidence from Eurozone Countries," Discussion Paper Series 2009_10, Department of Economics, University of Macedonia, revised May 2009.
    35. Michele Sabatino, 2016. "The de-industrialization process in South Italy and the new industrial policies in Europe," ERSA conference papers ersa16p885, European Regional Science Association.
    36. Cieślik, Andrzej & Turgut, Mehmet Burak, 2021. "Fiscal harmonization in view of the Euro adoption: Economic implications for Poland," Journal of Policy Modeling, Elsevier, vol. 43(2), pages 394-415.
    37. Cieślik Andrzej & Michałek Jan & Michałek Anna, 2014. "Does the Common Currency Increase Exports? Evidence from Firm-Level Data," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 41(1), pages 8-22, March.
    38. Grigor Stoevsky, 2014. "Dependencies between Labour Productivity, Export and FDI in the New EU Member Countries (cointegration analysis at sector and macroeconomic level)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 15-42.
    39. Cuneyt KILIC & Y lmaz BAYAR & Feyza ARICA, 2014. "Effects of Currency Unions on Foreign Direct Investment Inflows: The European Economic and Monetary Union Case," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 8-15.
    40. Nicolas Coeurdacier & Roberto A. de Santis & Antonin Aviat, 2009. "Cross-border mergers and acquisitions and European integration," SciencePo Working papers Main hal-01022660, HAL.
    41. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2019. "Searching The Us Fdi Determinants In The Eu: Is There A Euro Effect?," Working Papers 1916, Department of Applied Economics II, Universidad de Valencia.
    42. Lucke, Bernd, 2022. "Growth Effects of European Monetary Union: A Synthetic Control Approach," MPRA Paper 115373, University Library of Munich, Germany.
    43. Anokye M. Adam, 2013. "Currency Union and Foreign Direct Investment Inflow: Evidence from Economic Community of West African States (ECOWAS)," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 63(1-2), pages 121-132, June.
    44. Amara Zongo, 2022. "The effects of restrictive measures on cross‐border investment: Evidence from OECD and emerging countries," The World Economy, Wiley Blackwell, vol. 45(8), pages 2428-2477, August.
    45. María Santana-Gallego & Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez, 2016. "The euro effect: Tourism creation, tourism diversion and tourism potential within the European Union," European Union Politics, , vol. 17(1), pages 46-68, March.
    46. Ioannatos, Petros E., 2021. "Systematic growth asymmetry in the Eurozone? Evidence from a natural experiment," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
    47. Anokye M. Adam, 2013. "Currency Union And Foreign Direct Investment Inflow: Evidence From Economic Community Of West African States (Ecowas)," Far East Journal of Psychology and Business, Far East Research Centre, vol. 11(5), pages 73-81, May.
    48. Thi-Nham Le & Thanh-Tuan Dang, 2022. "An Integrated Approach for Evaluating the Efficiency of FDI Attractiveness: Evidence from Vietnamese Provincial Data from 2012 to 2022," Sustainability, MDPI, vol. 14(20), pages 1-25, October.
    49. Rajesh Chakrabarti & Krishnamurthy Subramanian & Sesha Meka & Kuntluru Sudershan, 2013. "Infrastructure and FDI: Evidence from district-level data in India," Working papers 130, Indian Institute of Management Kozhikode.

  17. van Dijk, A. & Franses, Ph.H.B.F. & Paap, R. & van Dijk, D.J.C., 2007. "Modeling regional house prices," Econometric Institute Research Papers EI 2007-55, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
    2. Ling Zhang & He Wang & Yan Song & Haizhen Wen, 2019. "Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China," Sustainability, MDPI, vol. 11(2), pages 1-17, January.
    3. Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021. "Spillover in the UK Housing Market," Graz Economics Papers 2021-13, University of Graz, Department of Economics.
    4. James D. Hamilton & Michael T. Owyang, 2011. "The Propagation of Regional Recessions," NBER Working Papers 16657, National Bureau of Economic Research, Inc.
    5. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
    6. Roel Helgers & Erik Buyst, 2016. "Spatial and Temporal Diffusion of Housing Prices in the Presence of a Linguistic Border: Evidence from Belgium," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 92-122, March.
    7. Ceren Ozgen & Thomas de Graff, 2013. "Sorting out the impact of cultural diversity on innovative firms. An empirical analysis of Dutch micro-data," Norface Discussion Paper Series 2013012, Norface Research Programme on Migration, Department of Economics, University College London.
    8. Andrea Cipollini & Fabio Parla, 2018. "Housing Market Shocks in Italy: a GVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0069, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    9. Katharina Pijnenburg, 2017. "The spatial dimension of US house prices," Urban Studies, Urban Studies Journal Limited, vol. 54(2), pages 466-481, February.
    10. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
    11. Maureen Lankhuizen & Thomas De Graaff & Henri De Groot, 2012. "Product Heterogeneity, Intangible Barriers & Distance Decay: The effect of multiple dimensions of distance on trade across different product categories," ERSA conference papers ersa12p151, European Regional Science Association.
    12. Sergei S. Shibaev, 2016. "Recession Propagation In Small Regional Economies: Spatial Spillovers And Endogenous Clustering," Working Paper 1369, Economics Department, Queen's University.
    13. Bing Zhu & Dorinth van Dijk & Colin Lizieri, 2021. "Price diffusion across international private commercial real estate markets," Working Papers 732, DNB.
    14. Maureen B.M. Lankhuizen & Thomas de Graaff & Henri L.F. de Groot, 2012. "Product Heterogeneity, Intangible Barriers and Distance Decay: The Effect of Multiple Dimensions of Distance on Trade across Different Product Categories," Tinbergen Institute Discussion Papers 12-065/3, Tinbergen Institute.

  18. van Dijk, A. & Fok, D. & Paap, R., 2007. "A rank-ordered logit model with unobserved heterogeneity in ranking capabilities," Econometric Institute Research Papers EI 2007-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Amel Awadelkarim & Arjun Seshadri & Itai Ashlagi & Irene Lo & Johan Ugander, 2023. "Rank-heterogeneous Preference Models for School Choice," Papers 2306.01801, arXiv.org.
    2. Paolo Delle Site & Karim Kilani & Valerio Gatta & Edoardo Marcucci & André de Palma, 2019. "Estimation of consistent Logit and Probit models using best, worst and best–worst choices," Post-Print hal-03719022, HAL.
    3. José L. Oviedo & Hong Il Yoo, 2017. "A Latent Class Nested Logit Model for Rank-Ordered Data with Application to Cork Oak Reforestation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 68(4), pages 1021-1051, December.
    4. Changbiao Liu & Yuling Li, 2023. "Estimation of Rank-Ordered Regret Minimization Models," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1611-1630, December.
    5. Arnaud Dupuy & Alfred Galichon & Sonia Jaffe & Scott Duke Kominers, 2020. "Taxation In Matching Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1591-1634, November.
    6. DunGang Zang & Krishna P. Paudel & Yan Liu & Dan Liu & Yating He, 2023. "Financial decision-making behaviors of Ethnic Tibetan Households based on mental accounting," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-26, December.
    7. Ghimire, Ramesh & Green, Gary T. & Paudel, Krishna P. & Poudyal, Neelam C. & Cordell, H. Ken, 2017. "Visitors' Preferences for Freshwater Amenity Characteristics: Implications from the U.S. Household Survey," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 42(1), pages 1-24, January.
    8. Marie, Dana & Swallow, Stephen K. & Liu, Pengfei & Johnston, Robert J., 2013. "Do Exurban Communities Want More Development?," Working Paper series 170006, University of Connecticut, Charles J. Zwick Center for Food and Resource Policy.
    9. Dumortier, Jerome & Siddiki, Saba & Carley, Sanya & Cisney, Joshua & Krause, Rachel M. & Lane, Bradley W. & Rupp, John A. & Graham, John D., 2015. "Effects of providing total cost of ownership information on consumers’ intent to purchase a hybrid or plug-in electric vehicle," Transportation Research Part A: Policy and Practice, Elsevier, vol. 72(C), pages 71-86.
    10. Kassu Wamisho Hossiso & Aaron Laporte & David Ripplinger, 2017. "The Effects of Contract Mechanism Design and Risk Preferences on Biomass Supply for Ethanol Production," Agribusiness, John Wiley & Sons, Ltd., vol. 33(3), pages 339-357, June.
    11. Wamisho, Kassu & De Laporte, Aaron & Ripplinger, David, 2015. "Biomass Contracts for Ethanol Production: The Role of Farmer’s Risk Preferences," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205703, Agricultural and Applied Economics Association.
    12. Gopindra Sivakumar Nair & Sebastian Astroza & Chandra R. Bhat & Sara Khoeini & Ram M. Pendyala, 2018. "An application of a rank ordered probit modeling approach to understanding level of interest in autonomous vehicles," Transportation, Springer, vol. 45(6), pages 1623-1637, November.
    13. Yan, Jin & Yoo, Hong Il, 2019. "Semiparametric estimation of the random utility model with rank-ordered choice data," Journal of Econometrics, Elsevier, vol. 211(2), pages 414-438.
    14. Marino, Davide & Mastronardi, Luigi & Franco, Silvio & De Gregorio, Daniela & Cicatiello, Clara & Pancino, Barbara, 2013. "Farmers’ Markets, Producer and Consumer Behaviour: Analysis of Interactions with the Metrics of Sustainability," 2013 International European Forum, February 18-22, 2013, Innsbruck-Igls, Austria 164751, International European Forum on System Dynamics and Innovation in Food Networks.
    15. Yoo, Hong Il & Doiron, Denise, 2013. "The use of alternative preference elicitation methods in complex discrete choice experiments," Journal of Health Economics, Elsevier, vol. 32(6), pages 1166-1179.
    16. Dumortier, Jerome & Siddiki, Saba & Carley, Sanya & Cisney, Joshua & Krause, Rachel & Lane, Bradley & Rupp, John & Graham, John, 2015. "Effects of Life Cycle Cost Information Disclosure on the Purchase Decision of Hybrid and Plug-In Vehicles," IU SPEA AgEcon Papers 198643, Indiana University, IU School of Public and Environmental Affairs.
    17. Wei Tian & Xiangyun Zhou & Yixiang Tian & Wei Meng, 2020. "Short-term competition and long-term convergence between domestic and global rating agencies: Evidence from China," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-15, May.
    18. Anoek Castelein & Dennis Fok & Richard Paap, 2020. "A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity," Tinbergen Institute Discussion Papers 20-069/III, Tinbergen Institute.
    19. Strazzera, Elisabetta & Statzu, Vania, 2017. "Fostering photovoltaic technologies in Mediterranean cities: Consumers’ demand and social acceptance," Renewable Energy, Elsevier, vol. 102(PB), pages 361-371.
    20. Paolo Delle Site & Karim Kilani & Valerio Gatta & Edoardo Marcucci & André de Palma, 2018. "Estimation of Logit and Probit models using best, worst and best-worst choices," Working Papers hal-01953581, HAL.
    21. Marco A. Palma, 2017. "Improving the prediction of ranking data," Empirical Economics, Springer, vol. 53(4), pages 1681-1710, December.
    22. Rajesh Paleti & Peter Vovsha & Gaurav Vyas & Rebekah Anderson & Gregory Giaimo, 2017. "Activity sequencing, location, and formation of individual non-mandatory tours: application to the activity-based models for Columbus, Cincinnati, and Cleveland, OH," Transportation, Springer, vol. 44(3), pages 615-640, May.
    23. Touza, Julia & Pérez-Alonso, Alicia & Chas-Amil, María L. & Dehnen-Schmutz, Katharina, 2014. "Explaining the rank order of invasive plants by stakeholder groups," Ecological Economics, Elsevier, vol. 105(C), pages 330-341.
    24. Camilo Andres Garzon & Maria Catalina Rey & Paula Juliana Sarmiento & Juan Camilo Cardenas, 2016. "Fisheries, fish pollution and biodiversity: choice experiments with fishermen, traders and consumers," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 333-353, December.
    25. Ishant Sharma & Sabyasachee Mishra, 2023. "Ranking preferences towards adopting autonomous vehicles based on peer inputs and advertisements," Transportation, Springer, vol. 50(6), pages 2139-2192, December.
    26. Bairagi, Subir K. & Mohanty, Samarendu & Ynion, Jhoanne & Demont, Matty, 2017. "Determinants of Consumer Preferences for Rice Attributes: Evidence from South and Southeast Asia," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258384, Agricultural and Applied Economics Association.
    27. Ben Aoki-Sherwood & Catherine Bregou & David Liben-Nowell & Kiran Tomlinson & Thomas Zeng, 2024. "Bounding Consideration Probabilities in Consider-Then-Choose Ranking Models," Papers 2401.11016, arXiv.org.
    28. Arie Beresteanu, 2016. "Efficeincy Gains in Rank-ordered Multinomial Logit Models," Working Paper 5878, Department of Economics, University of Pittsburgh.

  19. Ravazzolo, F. & van Dijk, D.J.C. & Paap, R. & Franses, Ph.H.B.F., 2006. "Bayesian Model Averaging in the Presence of Structural Breaks," Econometric Institute Research Papers EI 2006-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Schrimpf, Andreas, 2008. "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers 08-048, ZEW - Leibniz Centre for European Economic Research.
    2. Lombardi, Marco J. & Ravazzolo, Francesco, 2016. "On the correlation between commodity and equity returns: Implications for portfolio allocation," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 45-57.
    3. Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora, 2014. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 49(4), pages 477-523, November.
    4. Kim, Hyun Hak & Swanson, Norman R., 2014. "Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence," Journal of Econometrics, Elsevier, vol. 178(P2), pages 352-367.
    5. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
    6. Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
    7. Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate. Evidence from Multi-Factor Asset Pricing Models of REIT Returns," Working Papers 416, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    8. Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007. "Predictive gains from forecast combinations using time-varying model weights," Econometric Institute Research Papers EI 2007-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Rossi, Barbara, 2013. "Advances in Forecasting under Instability," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1203-1324, Elsevier.
    10. Francesco Ravazzolo & Marco J. Lombardi, 2012. "Oil price density forecasts: Exploring the linkages with stock markets," Working Papers No 3/2012, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    11. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Ravazzolo, F., 2007. "Evaluating real-time forecasts in real-time," Econometric Institute Research Papers EI 2007-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    12. Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
    13. Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis.

  20. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2005. "Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results," Econometric Institute Research Papers EI 2005-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Beria, Paolo & Laurino, Antonio, 2016. "Determinants of daily fluctuations in air passenger volumes. The effect of events and holidays on Milan Malpensa airport," Journal of Air Transport Management, Elsevier, vol. 53(C), pages 73-84.
    2. Bhattacharya, Rina, 2014. "Inflation dynamics and monetary policy transmission in Vietnam and emerging Asia," Journal of Asian Economics, Elsevier, vol. 34(C), pages 16-26.
    3. Barend Abeln & Jan P.A.M. Jacobs, 2015. "Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET," CAMA Working Papers 2015-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Christian Gayer & Julien Genet, 2006. "Using factor models to construct composite indicators from BCS data - a comparison with European Commission confidence indicators," European Economy - Economic Papers 2008 - 2015 240, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    5. Inna S. Lola, 2017. "The Statistical Measurement of Business Conditions for Small Entrepreneurs," HSE Working papers WP BRP 71/STI/2017, National Research University Higher School of Economics.
    6. Luciana Crosilla, 2006. "The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence," ISAE Working Papers 68, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

  21. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F. & Wedel, M., 2005. "Retrieving unobserved consideration sets from household panel data," Econometric Institute Research Papers EI 2005-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Joseph Pancras, 2010. "A Framework to Determine the Value of Consumer Consideration Set Information for Firm Pricing Strategies," Computational Economics, Springer;Society for Computational Economics, vol. 35(3), pages 269-300, March.
    2. Stephan Seiler, 2010. "The impact of search costs on consumer behavior: a dynamic approach," 2010 Meeting Papers 559, Society for Economic Dynamics.
    3. Wuyts, Stefan & Verhoef, Peter C. & Prins, Remco, 2009. "Partner selection in B2B information service markets," International Journal of Research in Marketing, Elsevier, vol. 26(1), pages 41-51.
    4. Steven M. Shugan, 2006. "Editorial: Errors in the Variables, Unobserved Heterogeneity, and Other Ways of Hiding Statistical Error," Marketing Science, INFORMS, vol. 25(3), pages 203-216, 05-06.
    5. Wuyts, S.H.K. & Verhoef, P. & Prins, R., 2009. "Partner selection in B2B informational service markets," Other publications TiSEM 35b4b91f-294c-47a6-95b2-7, Tilburg University, School of Economics and Management.

  22. Franses, Ph.H.B.F. & Paap, R., 2005. "Random-Coefficient periodic autoregression," Econometric Institute Research Papers EI 2005-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Aknouche, Abdelhakim & Guerbyenne, Hafida, 2009. "Periodic stationarity of random coefficient periodic autoregressions," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 990-996, April.
    2. Dennis Fok & Philip Hans Franses, 2013. "Testing earnings management," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 281-292, August.
    3. Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper 75770, University Library of Munich, Germany, revised 19 Dec 2016.
    4. Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2008. "Modeling the Effectiveness of Hourly Direct-Response Radio Commercials," ERIM Report Series Research in Management ERS-2008-019-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    5. Paul L. Anderson & Farzad Sabzikar & Mark M. Meerschaert, 2021. "Parsimonious time series modeling for high frequency climate data," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 442-470, July.
    6. Kiygi Calli, Meltem & Weverbergh, Marcel & Franses, Philip Hans, 2012. "The effectiveness of high-frequency direct-response commercials," International Journal of Research in Marketing, Elsevier, vol. 29(1), pages 98-109.
    7. Abdelhakim Aknouche & Eid Al-Eid & Nacer Demouche, 2018. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 485-511, October.

  23. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.

    Cited by:

    1. Taylor, Alan M. & Grimm, Maximilian & Jordà , Òscar & Schularick, Moritz, 2023. "Loose monetary policy and financial instability," CEPR Discussion Papers 17896, C.E.P.R. Discussion Papers.
    2. Junji Kageyama, 2009. "Happiness and sex difference in life expectancy," MPIDR Working Papers WP-2009-009, Max Planck Institute for Demographic Research, Rostock, Germany.
    3. Nicola Campigotto & Chiara Rapallini & Aldo Rustichini, 2022. "School friendship networks, homophily and multiculturalism: evidence from European countries," Journal of Population Economics, Springer;European Society for Population Economics, vol. 35(4), pages 1687-1722, October.
    4. Takehiro Usui & Kenji Takeuchi, 2012. "Evaluating Unit-Based Pricing Of Residential Solid Waste: A Panel Data Analysis," Discussion Papers 1203, Graduate School of Economics, Kobe University.
    5. Franzoni, Francesco & Ben-David, Itzhak & Moussawi, Rabih & Sedunov, John, 2019. "The Granular Nature of Large Institutional Investors," CEPR Discussion Papers 13427, C.E.P.R. Discussion Papers.
    6. Leanora Alecia Brown & Jorge Martinez-Vazquez, 2015. "International Debt Forgiveness: Who Gets Picked and Its Effect On The Tax Effort Of Developing Countries," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1504, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    7. Hu, Yuanhong, 2020. "Heterogeneous Environmental Regulations, R&D Innovation and Manufacturing Enterprises' Export Technological Sophistication," EconStor Preprints 222983, ZBW - Leibniz Information Centre for Economics.
    8. Rockey, James, 2012. "Reconsidering the fiscal effects of constitutions," European Journal of Political Economy, Elsevier, vol. 28(3), pages 313-323.
    9. Arturas Juodis, 2014. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 14-08, Universiteit van Amsterdam, Dept. of Econometrics.
    10. Ken Yamada, 2010. "Intertemporal Substitution in the Time Allocation of Married Women," Working Papers 27-2010, Singapore Management University, School of Economics.
    11. Fernando Broner & Daragh Clancy & Alberto Martin & Aitor Erce, 2017. "Fiscal multipliers and foreign holdings of public debt," Economics Working Papers 1610, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2021.
    12. Yuanhong Hu & Sheng Sun & Yixin Dai, 2021. "Environmental regulation, green innovation, and international competitiveness of manufacturing enterprises in China: From the perspective of heterogeneous regulatory tools," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-28, March.
    13. Osei, Michael J. & Winters, John V., 2018. "Labor Demand Shocks and Housing Prices across the US: Does One Size Fit All?," IZA Discussion Papers 11636, Institute of Labor Economics (IZA).
    14. Berning, Joshua P., 2012. "Access to Local Agriculture and Weight Outcomes," Agricultural and Resource Economics Review, Cambridge University Press, vol. 41(1), pages 57-71, April.
    15. Ćorić, Bruno & Pugh, Geoff, 2013. "Foreign direct investment and output growth volatility: A worldwide analysis," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 260-271.
    16. Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2017. "Too Good to Be True? Fallacies in Evaluating Risk Factor Models," FRB Atlanta Working Paper 2017-9, Federal Reserve Bank of Atlanta.
    17. Im, Hyun Joong & Kang, Ya & Shon, Janghoon, 2020. "How does uncertainty influence target capital structure?," Journal of Corporate Finance, Elsevier, vol. 64(C).
    18. Eleanor Sanderson & Frank Windmeijer, 2013. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers CWP58/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Johanna Vogel, 2012. "Agglomeration and Growth: Evidence from the Regions of Central and Eastern Europe," ERSA conference papers ersa12p1089, European Regional Science Association.
    20. Iqbal Farrukh & Kiendrebeogo Youssouf, 2015. "Public Spending and Education Attainment in the Middle East and North Africa," Review of Middle East Economics and Finance, De Gruyter, vol. 11(2), pages 99-118, August.
    21. William Arbour, 2021. "Can Recidivism be Prevented from Behind Bars? Evidence from a Behavioral Program," Working Papers tecipa-683, University of Toronto, Department of Economics.
    22. Richard Akresh & Leonardo Lucchetti & Harsha Thirumurthy, 2010. "Wars and Child Health: Evidence from the Eritrean-Ethiopian Conflict," HiCN Working Papers 89, Households in Conflict Network.
    23. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2018. "Does a big bazooka matter? Central bank balance-sheet policies and exchange rates," Working Paper Series 2197, European Central Bank.
    24. Li, Jian & Chavas, Jean-Paul, 2020. "The Impacts of African Swine Fever on Vertical and Spatial Hog Pricing and Market Integration in China," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304516, Agricultural and Applied Economics Association.
    25. Borbely, Daniel & Gehrsitz, Markus & McIntyre, Stuart & Rossi, Gennaro & Roy, Graeme, 2021. "Early-Years Multi-Grade Classes and Pupil Attainment," IZA Discussion Papers 14678, Institute of Labor Economics (IZA).
    26. Bakhtiari, Sasan & Minniti, Antonio & Naghavi, Alireza, 2013. "Multinational Production and the Scope of Innovation," Economy and Society 156578, Fondazione Eni Enrico Mattei (FEEM).
    27. Jonathan R. W. Temple & Nicolas Van de Sijpe, 2014. "Foreign Aid and Domestic Absorption," CSAE Working Paper Series 2014-01, Centre for the Study of African Economies, University of Oxford.
    28. Peppel-Srebrny, Jemima, 2021. "Not all government budget deficits are created equal: Evidence from advanced economies' sovereign bond markets," Journal of International Money and Finance, Elsevier, vol. 118(C).
    29. David A. Keiser, 2018. "The Missing Benefits of Clean Water and the Role of Mismeasured Pollution," Center for Agricultural and Rural Development (CARD) Publications 18-wp581, Center for Agricultural and Rural Development (CARD) at Iowa State University.
    30. Sharat Ganapati & Joseph S. Shapiro & Reed Walker, 2016. "Energy Prices, Pass-Through, and Incidence in U.S. Manufacturing," Cowles Foundation Discussion Papers 2038, Cowles Foundation for Research in Economics, Yale University.
    31. Lee, Boram & Rosenthal, Leonard & Veld, Chris & Veld-Merkoulova, Yulia, 2015. "Stock market expectations and risk aversion of individual investors," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 122-131.
    32. Empen, Janine & Loy, Jens-Peter & Weiss, Christoph R., 2011. "Price Promotions and Brand Loyalty: Empirical Evidence for the German Breakfast Cereals Market," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114341, European Association of Agricultural Economists.
    33. Miaojie Yu & Jin Li, 2014. "Imported Intermediate Inputs, Firm Productivity and Product Complexity," The Japanese Economic Review, Japanese Economic Association, vol. 65(2), pages 178-192, June.
    34. Gianluca Cubadda & Alain Hecq, 2021. "Reduced Rank Regression Models in Economics and Finance," CEIS Research Paper 525, Tor Vergata University, CEIS, revised 08 Nov 2021.
    35. Qi, Yu & Zhang, Jianshun & Chen, Jianwei, 2023. "Tax incentives, environmental regulation and firms’ emission reduction strategies: Evidence from China," Journal of Environmental Economics and Management, Elsevier, vol. 117(C).
    36. Dupuy, Arnaud & Galichon, Alfred, 2012. "Personality Traits and the Marriage Market," IZA Discussion Papers 6943, Institute of Labor Economics (IZA).
    37. Clemens, Michael A. & Hunt, Jennifer, 2017. "The Labor Market Effects of Refugee Waves: Reconciling Conflicting Results," IZA Discussion Papers 10806, Institute of Labor Economics (IZA).
    38. Petrick, Martin & Kloss, Mathias, 2018. "Identifying factor productivity from micro-data: The case of EU agriculture," IAMO Discussion Papers 171, Leibniz Institute of Agricultural Development in Transition Economies (IAMO).
    39. Erasmo Papagni, 2019. "Fertility Transitions in Developing Countries: Convergence, Timing, and Causes," Working Papers 2019.29, Fondazione Eni Enrico Mattei.
    40. Stephen G. Fier & Kathleen A. McCullough & Joan T. A. Gabel & Nancy R. Mansfield, 2015. "Probability Updating and the Market for Directors’ and Officers’ Insurance," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 18(1), pages 55-75, March.
    41. Cavalcanti, T. & Mohaddes, K. & Nian, H. & Yin, H., 2023. "Air Pollution and Firm-Level Human Capital, Knowledge and Innovation," Janeway Institute Working Papers 2301, Faculty of Economics, University of Cambridge.
    42. Klemp, Marc & Weisdorf, Jacob, 2016. "Fecundity, Fertility and the Formation of Human Capital," CAGE Online Working Paper Series 296, Competitive Advantage in the Global Economy (CAGE).
    43. Mateja Gabrijelčič & Uroš Herman & Andreja Lenarčič, 2016. "Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data," Working Papers 15, European Stability Mechanism.
    44. Christopher Cronin & Matthew Forsstrom & Nicholas Papageorge, 2017. "Mental Health, Human Capital and Labor Market Outcomes," CINCH Working Paper Series 1704, Universitaet Duisburg-Essen, Competent in Competition and Health.
    45. Wichman, Casey J. & Taylor, Laura O. & von Haefen, Roger H., 2016. "Conservation policies: Who responds to price and who responds to prescription?," Journal of Environmental Economics and Management, Elsevier, vol. 79(C), pages 114-134.
    46. Christopher J. Cronin & Matthew P. Forsstrom & Nicholas W. Papageorge, 2020. "What Good Are Treatment Effects without Treatment? Mental Health and the Reluctance to Use Talk Therapy," NBER Working Papers 27711, National Bureau of Economic Research, Inc.
    47. Li-Lin Liang & Andrew J Mirelman, 2014. "Why Do Some Countries Spend More for Health? An Assessment of Sociopolitical Determinants and International Aid for Government Health Expenditures," Health, Nutrition and Population (HNP) Discussion Paper Series 88182, The World Bank.
    48. Heimeshoff, Mareike & Schreyögg, Jonas, 2013. "Estimation of a physician practice cost function," hche Research Papers 07, University of Hamburg, Hamburg Center for Health Economics (hche).
    49. Olofsgård, Anders & Perrotta, Maria & Frot, Emmanuel, 2012. "Aid Motivation in Early and Mature Partnerships: Is there a difference?," SITE Working Paper Series 17, Stockholm School of Economics, Stockholm Institute of Transition Economics.
    50. Jorge Rojas-Vallejos & Stephen J. Turnovsky, 2021. "Differential Tariffs and Income Inequality in the United States: Some Evidence from the States," Open Economies Review, Springer, vol. 32(1), pages 1-35, February.
    51. Mishra, Khushbu & Kondratjeva, Olga & Shively, Gerald E., 2022. "Do remittances reshape household expenditures? Evidence from Nepal," World Development, Elsevier, vol. 157(C).
    52. MacDonald, Peter, 2013. "Labour substitution and the scope for military outsourcing," MPRA Paper 46688, University Library of Munich, Germany.
    53. Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
    54. Sene, Ligane Massamba, 2015. "Connectivity as engine for productivity among smallholder peanut farmers in Senegal," 2015 Conference, August 9-14, 2015, Milan, Italy 212263, International Association of Agricultural Economists.
    55. Forcadell, Francisco Javier & Sanchez-Riofrio, Angelica & Guerras-Martín, Luis Ángel & Romero-Jordán, Desiderio, 2020. "Is the restructuring-performance relationship moderated by the economic cycle and the institutional environment for corporate governance?," Journal of Business Research, Elsevier, vol. 110(C), pages 397-407.
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    1128. Abbas, Syed Kanwar & Sgro, Pasquale M., 2011. "New Keynesian Phillips Curve and inflation dynamics in Australia," Economic Modelling, Elsevier, vol. 28(4), pages 2022-2033, July.
    1129. Mallik, Girijasankar & Shankar, Sriram, 2016. "Does prior knowledge of economics and higher level mathematics improve student learning in principles of economics?," Economic Analysis and Policy, Elsevier, vol. 49(C), pages 66-73.
    1130. Fosu, Prince, 2016. "Infrastructure and Foreign Direct Investment Inflows: Evidence from Ghana," MPRA Paper 100375, University Library of Munich, Germany, revised 13 May 2020.
    1131. Chen, Hsien-Yi & Chen, Sheng-Syan, 2018. "Quality of government institutions and spreads on sovereign credit default swaps," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 82-95.
    1132. Alquezar-Yus, M.;, 2023. "Time Constraints and the Quality of Physician Care," Health, Econometrics and Data Group (HEDG) Working Papers 23/06, HEDG, c/o Department of Economics, University of York.
    1133. Antoine, Bertille & Boldea, Otilia, 2018. "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, vol. 204(2), pages 268-300.
    1134. Liang Zhang & Bin Qiu & Xiaocong Xu & Shaoqin Sun, 2021. "Offshoring, Wages, and Skill Premiums: Firm‐level Evidence from China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(5), pages 1-27, September.
    1135. Baerlocher, Diogo & Parente, Stephen L. & Rios-Neto, Eduardo, 2021. "Female Labor Force Participation and economic growth: Accounting for the gender bonus," Economics Letters, Elsevier, vol. 200(C).
    1136. Bhattacharjee, Arnab & Maiti, Taps & Petrie, Dennis, 2014. "General equilibrium effects of spatial structure: Health outcomes and health behaviours in Scotland," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 286-297.
    1137. Calin Arcaelan, 2015. "International Tax Competition and the Deficit Bias," CESifo Working Paper Series 5627, CESifo.
    1138. Keith Finlay & Leandro M. Magnusson, 2014. "Bootstrap Methods for Inference with Cluster-Sample IV Models," Economics Discussion / Working Papers 14-12, The University of Western Australia, Department of Economics.
    1139. André Cieplinski, 2018. "Supervision and Work Content: Industry level evidence," Department of Economics University of Siena 776, Department of Economics, University of Siena.
    1140. Miguel Cabello, 2022. "Robust Estimation of the non-Gaussian Dimension in Structural Linear Models," Papers 2212.07263, arXiv.org, revised Sep 2023.
    1141. Arnaud Dupuy & Alfred Galichon, 2012. "Personality traits and the marriage market," SciencePo Working papers Main hal-01070393, HAL.
    1142. Jean‐Paul Chavas & Fanghui Pan, 2020. "The Dynamics and Volatility of Prices in a Vertical Sector," American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(1), pages 353-369, January.
    1143. Horst Feldmann, 2019. "World Religions and Human Capital Investment: The Case of Primary Education," Journal of Interdisciplinary Economics, , vol. 31(2), pages 101-123, July.
    1144. Ioannis Bournakis & Michela Vecchi & Francesco Venturini, 2011. "Offshoring and Specialisation: Are Industries Moving Abroad?," Quaderni del Dipartimento di Economia, Finanza e Statistica 98/2011, Università di Perugia, Dipartimento Economia.
    1145. Düwel, Cornelia, 2013. "Repo funding and internal capital markets in the financial crisis," Discussion Papers 16/2013, Deutsche Bundesbank.
    1146. Dozie & Roland Pongou, 2021. "Missions and Heterogeneous Social Change: Evidence from Border Discontinuities in the Emirates of Nigeria," Working Papers 2112E Classification-I20,, University of Ottawa, Department of Economics.
    1147. Elsie L. Echeverri-Carroll & Sofia G. Ayala, 2011. "Urban Wages: Does City Size Matter?," Urban Studies, Urban Studies Journal Limited, vol. 48(2), pages 253-271, February.
    1148. Yu Ren & Qin Wang, 2020. "Estimating the rank of a beta matrix: a GMM approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4147-4173, December.
    1149. Rajeev K. Goel & James W. Saunoris, 2022. "Foreign direct investment (FDI): friend or foe of non-innovating firms?," The Journal of Technology Transfer, Springer, vol. 47(4), pages 1162-1178, August.
    1150. Aniket A. Kawatkar & Joel W. Hay & William Stohl & Michael B. Nichol, 2013. "Incremental Expenditure Of Biologic Disease Modifying Antirheumatic Treatment Using Instrumental Variables In Panel Data," Health Economics, John Wiley & Sons, Ltd., vol. 22(7), pages 807-823, July.
    1151. Jonathan I. Dingel & Kyle C. Meng & Solomon M. Hsiang, 2019. "Spatial Correlation, Trade, and Inequality: Evidence from the Global Climate," NBER Working Papers 25447, National Bureau of Economic Research, Inc.
    1152. Aziz N. Berdiev & James W. Saunoris & Friedrich Schneider, 2020. "Poverty and the shadow economy: The role of governmental institutions," The World Economy, Wiley Blackwell, vol. 43(4), pages 921-947, April.
    1153. Trung Thanh Nguyen & Manh Hung Do, 2022. "Female migrants and online market participation in rural Southeast Asia," TVSEP Working Papers wp-026, Leibniz Universitaet Hannover, Institute of Development and Agricultural Economics, Project TVSEP.

  24. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004. "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Research Papers EI 2004-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Frison, Steffi & Dekimpe, Marnik G. & Croux, Christophe & De Maeyer, Peter, 2014. "Billboard and cinema advertising: Missed opportunity or spoiled arms?," International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 425-433.
    2. van Heerde, H.J. & Dekimpe, M.G. & Putsis, W.P., 2004. "Marketing Models and the Lucas Critique," ERIM Report Series Research in Management ERS-2004-080-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3. van Everdingen, Y.M. & Fok, D. & Stremersch, S., 2008. "Modeling Global Spill-Over of New Product Takeoff," ERIM Report Series Research in Management ERS-2008-067-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    4. Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2008. "Modeling the Effectiveness of Hourly Direct-Response Radio Commercials," ERIM Report Series Research in Management ERS-2008-019-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    5. Koen Pauwels & Imran Currim & Marnik Dekimpe & Dominique Hanssens & Natalie Mizik & Eric Ghysels & Prasad Naik, 2004. "Modeling Marketing Dynamics by Time Series Econometrics," Marketing Letters, Springer, vol. 15(4), pages 167-183, December.
    6. Vroegrijk, Mark & Gijsbrechts, Els & Campo, Katia, 2016. "Battling for the Household's Category Buck: Can Economy Private Labels Defend Supermarkets Against the Hard-Discounter Threat?," Journal of Retailing, Elsevier, vol. 92(3), pages 300-318.
    7. van Heerde, H.J. & Helsen, K. & Dekimpe, M.G., 2005. "Managing Product-Harm Crises," ERIM Report Series Research in Management ERS-2005-044-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    8. Dawes, John G., 2012. "Brand-Pack Size Cannibalization Arising from Temporary Price Promotions," Journal of Retailing, Elsevier, vol. 88(3), pages 343-355.

  25. Bijwaard, G.E. & Franses, Ph.H.B.F. & Paap, R., 2003. "Modeling purchases as repeated events," Econometric Institute Research Papers EI 2003-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Zhuoxin Li & Jason A. Duan & Sam Ransbotham, 2020. "Coordination and Dynamic Promotion Strategies in Crowdfunding with Network Externalities," Production and Operations Management, Production and Operations Management Society, vol. 29(4), pages 1032-1049, April.
    2. Zhou, Fanyin & Fu, Lijun & Li, Zhiyong & Xu, Jiawei, 2022. "The recurrence of financial distress: A survival analysis," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1100-1115.
    3. Ryosuke Igari & Takahiro Hoshino, 2018. "A Bayesian Gamma Frailty Model Using the Sum of Independent Random Variables: Application of the Estimation of an Interpurchase Timing Model," Keio-IES Discussion Paper Series 2018-021, Institute for Economics Studies, Keio University.
    4. Lizhen Xu & Jason A. Duan & Andrew Whinston, 2014. "Path to Purchase: A Mutually Exciting Point Process Model for Online Advertising and Conversion," Management Science, INFORMS, vol. 60(6), pages 1392-1412, June.
    5. Igari, Ryosuke & Hoshino, Takahiro, 2018. "A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 150-166.
    6. Franses, Ph.H.B.F., 2004. "Forecasting in marketing," Econometric Institute Research Papers EI 2004-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. Lawrence Kryzanowski & Yanting Wu, 2023. "Signaling effects of recurrent list‐price reductions on the likelihood of house sales," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 99-130, February.
    8. Zhuoxin Li & Jason A. Duan, 2014. "Dynamic Strategies for Successful Online Crowdfunding," Working Papers 14-09, NET Institute.
    9. Andros Kourtellos & Charalambos G. Tsangarides, 2022. "Robust Correlates of Growth Spells: Do Inequality and Redistribution Matter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1302-1328, December.
    10. Nishio, Kazuki & Hoshino, Takahiro, 2022. "Joint modeling of effects of customer tier program on customer purchase duration and purchase amount," Journal of Retailing and Consumer Services, Elsevier, vol. 66(C).
    11. Bijwaard, Govert, 2011. "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," IZA Discussion Papers 5748, Institute of Labor Economics (IZA).
    12. Takahiro Hoshino & Ryosuke Igari, 2017. "Quasi-Bayesian Inference for Latent Variable Models with External Information: Application to generalized linear mixed models for biased data," Keio-IES Discussion Paper Series 2017-014, Institute for Economics Studies, Keio University.
    13. Bijwaard, G.E., 2005. "Regularity in individual shopping trips: Implications for duration models in marketing," Econometric Institute Research Papers EI 2005-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  26. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003. "Modeling Dynamic Effects of the Marketing Mix on Market Shares," ERIM Report Series Research in Management ERS-2003-044-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Frison, Steffi & Dekimpe, Marnik G. & Croux, Christophe & De Maeyer, Peter, 2014. "Billboard and cinema advertising: Missed opportunity or spoiled arms?," International Journal of Research in Marketing, Elsevier, vol. 31(4), pages 425-433.
    2. Ma, Shaohui & Fildes, Robert, 2017. "A retail store SKU promotions optimization model for category multi-period profit maximization," European Journal of Operational Research, Elsevier, vol. 260(2), pages 680-692.
    3. Marusia Ivanova, 2007. "Genesis and Evolution of Market Share Predictive Models," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 117-148.

  27. Fok, D. & Paap, R., 2003. "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Research Papers 1715, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers EI 2002-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2020. "How much do consumers know about the quality of products? Evidence from the diaper market," The Japanese Economic Review, Springer, vol. 71(4), pages 541-569, October.

  28. Paap, R. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 2003. "Does Africa grow slower than Asia and Latin America?," Econometric Institute Research Papers EI 2003-07, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Kapetanios, George, 2006. "Cluster analysis of panel data sets using non-standard optimisation of information criteria," Journal of Economic Dynamics and Control, Elsevier, vol. 30(8), pages 1389-1408, August.
    2. Grinis, Inna, 2017. "Trend growth durations & shifts," LSE Research Online Documents on Economics 85126, London School of Economics and Political Science, LSE Library.
    3. P.H. Franses & D. Fok & D. van Dijk, 2004. "A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production," Econometric Society 2004 Australasian Meetings 267, Econometric Society.

  29. 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.

    Cited by:

    1. Franses, Ph.H.B.F., 2004. "Forecasting in marketing," Econometric Institute Research Papers EI 2004-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  30. 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.

    Cited by:

    1. Bijwaard, G.E. & Franses, Ph.H.B.F., 2006. "Does rounding matter for payment efficiency?," Econometric Institute Research Papers EI 2006-43, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Joshi Harit & Mukherjee, Saral, 2017. "Transitions in currency denomination structure as supply disruption and demand distortion: Efficiency, Effectiveness and Bullwhip," IIMA Working Papers WP 2017-05-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Franses, Philip Hans & Kippers, Jeanine, 2007. "An empirical analysis of euro cash payments," European Economic Review, Elsevier, vol. 51(8), pages 1985-1997, November.
    4. Kippers, J. & Franses, Ph.H.B.F., 2003. "Do we need all Euro denominations?," Econometric Institute Research Papers EI 2003-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Bijwaard, Govert E. & Franses, Philip Hans, 2009. "The effect of rounding on payment efficiency," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1449-1461, February.
    6. Franses, Ph.H.B.F. & Kippers, J., 2003. "How do we pay with euro notes? Empirical evidence from Monopoly experiments," Econometric Institute Research Papers EI 2003-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    7. Philip Hans Franses & Max Welz, 2019. "Cash Use of the Taiwan Dollar: Is It Efficient? †," JRFM, MDPI, vol. 12(1), pages 1-6, January.

  31. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers EI 2002-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Epstein, Leonardo D. & Inostroza-Quezada, Ignacio E. & Goodstein, Ronald C. & Choi, S. Chan, 2021. "Dynamic effects of store promotions on purchase conversion: Expanding technology applications with innovative analytics," Journal of Business Research, Elsevier, vol. 128(C), pages 279-289.
    2. Igari, Ryosuke & Hoshino, Takahiro, 2018. "A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 150-166.
    3. Ching, Andrew & Erdem, Tulin & Keane, Michael, 2007. "The Price Consideration Model of Brand Choice," MPRA Paper 4686, University Library of Munich, Germany.

  32. Paap, R. & van Dijk, H.K., 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
    2. Richard Kleijn & Herman K. van Dijk, 2006. "Bayes model averaging of cyclical decompositions in economic time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212, March.
    3. Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Sylvia Kaufmann, 2014. "K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?," Working Papers 14.04, Swiss National Bank, Study Center Gerzensee.
    5. Fernando Alexandre & Vasco J. Gabriel & Pedro Bação, 2007. "The Consumption-Wealth Ratio Under Asymmetric Adjustment," NIPE Working Papers 15/2007, NIPE - Universidade do Minho.
    6. Arratibel, Olga & Michaelis, Henrike, 2013. "The Impact of Monetary Policy and Exchange Rate Shocks in Poland: Evidence from a Time-Varying VAR," Discussion Papers in Economics 21088, University of Munich, Department of Economics.
    7. Richard Kwabi Ayisi & Joseph Adu, 2017. "Monetary Policy in a Markov-Switching VECM: Implications for the Cost of Disinflation in Ghana," American Journal of Economics and Business Administration, Science Publications, vol. 8(2), pages 53-61, March.
    8. Sadiye Baykara & Erdinç Telatar, 2012. "The Stationarity Of Consumption-Income Ratios With Nonlinear And Asymmetric Unit Root Tests: Evidence From Fourteen Transition Economies," Hacettepe University Department of Economics Working Papers 20129, Hacettepe University, Department of Economics.
    9. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
    10. van Dijk, H.K., 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    11. HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., 2007. "On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks," LIDAM Reprints CORE 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    12. De Gooijer, Jan G. & Vidiella-i-Anguera, Antoni, 2004. "Forecasting threshold cointegrated systems," International Journal of Forecasting, Elsevier, vol. 20(2), pages 237-253.
    13. Kaufmann, Sylvia, 2015. "K-state switching models with time-varying transition distributions—Does loan growth signal stronger effects of variables on inflation?," Journal of Econometrics, Elsevier, vol. 187(1), pages 82-94.
    14. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
    15. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    16. Penelope A. Smith & Peter M. Summers, 2004. "How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization," Melbourne Institute Working Paper Series wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    17. Luis A. Gil-Alana & Rangan Gupta & Olusanya E. Olubusoye & OlaOluwa S. Yaya, 2015. "Time Series Analysis of Persistence in Crude Oil Price Volatility across Bull and Bear Regimes," Working Papers 201580, University of Pretoria, Department of Economics.
    18. Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021. "Stochastic model specification in Markov switching vector error correction models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-17, April.
    19. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    20. Attfield, Cliff & Temple, Jonathan R.W., 2010. "Balanced growth and the great ratios: New evidence for the US and UK," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 937-956, December.
    21. Kaufmann, Sylvia & Kugler, Peter, 2005. "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working papers 2005/07, Faculty of Business and Economics - University of Basel.
    22. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004. "Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models," Econometric Institute Research Papers EI 2004-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    23. Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini, 2020. "Sparse time-varying parameter VECMs with an application to modeling electricity prices," Papers 2011.04577, arXiv.org, revised Apr 2023.
    24. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999. "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    25. Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002. "Functional approximations to posterior densities: a neural network approach to efficient sampling," Econometric Institute Research Papers EI 2002-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    26. Holmes, Mark J. & Shen, Xin, 2013. "A note on the average propensity to consume, wealth and threshold adjustment," Economic Modelling, Elsevier, vol. 35(C), pages 309-313.
    27. Lennart F. Hoogerheide & Johan F. Kaashoek, 2004. "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004 74, Society for Computational Economics.
    28. Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
    29. Joshua C.C. Chan & Eric Eisenstat, 2015. "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers 2015-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    30. Sylvia Kaufmann, 2011. "K-state switching models with endogenous transition distributions," Working Papers 2011-13, Swiss National Bank.
    31. Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006. "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-31, May.
    32. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.
    33. Tomasz Jasiński & Paweł Mielcarz, 2013. "Consumption as a Factor of Polish Economic Growth During the Global Recession of 2008/2009: A Comparison with Spain and Hungary," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(2), June.
    34. Neville Francis & Michael T. Owyang, 2004. "Monetary policy in a Markov-switching VECM: implications for the cost of disinflation and the price puzzle," Working Papers 2003-001, Federal Reserve Bank of St. Louis.
    35. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics.
    36. Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October.
    37. Camacho, Maximo, 2005. "Markov-switching stochastic trends and economic fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 135-158, January.
    38. Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
    39. Koester, Gerrit B. & Priesmeier, Christoph, 2015. "The Timing and Responsiveness of Fiscal Policy over the Business Cycle in Germany," MPRA Paper 68412, University Library of Munich, Germany.
    40. Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.

  33. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers EI 2001-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Elena Andreou & Eric Ghysels, 2002. "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 579-600.
    2. 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.

  34. Donkers, A.C.D. & Jonker, J.-J. & Franses, Ph.H.B.F. & Paap, R., 2001. "Deriving Target Selection Rules from Endogenously Selected Samples," ERIM Report Series Research in Management ERS-2001-68-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Schröder, Nadine & Hruschka, Harald, 2016. "Investigating the effects of mailing variables and endogeneity on mailing decisions," European Journal of Operational Research, Elsevier, vol. 250(2), pages 579-589.
    2. David A. Schweidel & George Knox, 2013. "Incorporating Direct Marketing Activity into Latent Attrition Models," Marketing Science, INFORMS, vol. 32(3), pages 471-487, May.
    3. Thomas, Suman Ann & Feng, Shanfei & Krishnan, Trichy V., 2015. "To retain? To upgrade? The effects of direct mail on regular donation behavior," International Journal of Research in Marketing, Elsevier, vol. 32(1), pages 48-63.
    4. Marc Fischer, 2019. "Practice Prize Paper–Managing Advertising Campaigns for New Product Launches: An Application at Mercedes-Benz," Marketing Science, INFORMS, vol. 38(2), pages 343-359, March.
    5. Sarkar, Mainak & De Bruyn, Arnaud, 2021. "LSTM Response Models for Direct Marketing Analytics: Replacing Feature Engineering with Deep Learning," Journal of Interactive Marketing, Elsevier, vol. 53(C), pages 80-95.
    6. Park, Chang Hee & Agarwal, Manoj K., 2018. "The order effect of advertisers on consumer search behavior in sponsored search markets," Journal of Business Research, Elsevier, vol. 84(C), pages 24-33.
    7. van Diepen, Merel & Donkers, Bas & Franses, Philip Hans, 2009. "Does irritation induced by charitable direct mailings reduce donations?," International Journal of Research in Marketing, Elsevier, vol. 26(3), pages 180-188.
    8. Haupt, Johannes & Lessmann, Stefan, 2022. "Targeting customers under response-dependent costs," European Journal of Operational Research, Elsevier, vol. 297(1), pages 369-379.
    9. Rust, Roland T. & Kumar, V. & Venkatesan, Rajkumar, 2011. "Will the frog change into a prince? Predicting future customer profitability," International Journal of Research in Marketing, Elsevier, vol. 28(4), pages 281-294.
    10. Donkers, Bas & van Diepen, Merel & Franses, Philip Hans, 2017. "Do charities get more when they ask more often? Evidence from a unique field experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 66(C), pages 58-65.
    11. Haupt, Johannes & Lessmann, Stefan, 2020. "Targeting Cutsomers Under Response-Dependent Costs," IRTG 1792 Discussion Papers 2020-005, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    12. Piersma, Nanda & Jonker, Jedid-Jah, 2004. "Determining the optimal direct mailing frequency," European Journal of Operational Research, Elsevier, vol. 158(1), pages 173-182, October.
    13. Gázquez-Abad, Juan Carlos & Canniére, Marie Hélène De & Martínez-López, Francisco J., 2011. "Dynamics of Customer Response to Promotional and Relational Direct Mailings from an Apparel Retailer: The Moderating Role of Relationship Strength," Journal of Retailing, Elsevier, vol. 87(2), pages 166-181.
    14. Hruschka, Harald, 2010. "Considering endogeneity for optimal catalog allocation in direct marketing," European Journal of Operational Research, Elsevier, vol. 206(1), pages 239-247, October.
    15. Feld, Sebastian & Frenzen, Heiko & Krafft, Manfred & Peters, Kay & Verhoef, Peter C., 2013. "The effects of mailing design characteristics on direct mail campaign performance," International Journal of Research in Marketing, Elsevier, vol. 30(2), pages 143-159.
    16. Johannes Haupt & Stefan Lessmann, 2020. "Targeting customers under response-dependent costs," Papers 2003.06271, arXiv.org, revised Aug 2021.
    17. Jonker, J.-J. & Piersma, N. & Van den Poel, D., 2002. "Joint optimization of customer segmentation and marketing policy to maximize long-term profitability," Econometric Institute Research Papers EI 2002-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    18. Lemmens, A. & Croux, C., 2006. "Bagging and boosting classification trees to predict churn," Other publications TiSEM d5cb664d-5859-44db-a621-e, Tilburg University, School of Economics and Management.

  35. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Econometric Analysis of the Market Share Attraction Model," ERIM Report Series Research in Management ERS-2001-25-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Datta, Hannes & Ailawadi, Kusum L. & van Heerde, H.J., 2016. "How well does consumer-based brand equity align with sales-based brand equity and marketing mix response?," Other publications TiSEM 341e600f-af04-42e7-9668-a, Tilburg University, School of Economics and Management.
    2. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014. "Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?," Econometric Institute Research Papers EI 2014-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  36. Jonker, J.-J. & Paap, R. & Franses, Ph.H.B.F., 2000. "Modeling charity donations: target selection, response time and gift size," Econometric Institute Research Papers EI 2000-07/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Zeynep B. Ugur, 2018. "Donate More, Be Happier! Evidence from the Netherlands," Applied Research in Quality of Life, Springer;International Society for Quality-of-Life Studies, vol. 13(1), pages 157-177, March.
    2. Ugur, Z.B., 2013. "From headscarves to donation : Three essays on the economics of gender, health and happiness," Other publications TiSEM 9cfb068c-c08e-47aa-8c44-f, Tilburg University, School of Economics and Management.

  37. Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J., 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Research Papers EI 2000-33/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Richard Paap, 2002. "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 2-22, February.
    2. Allenby, Greg M., 2017. "Structural forecasts for marketing data," International Journal of Forecasting, Elsevier, vol. 33(2), pages 433-441.

  38. van Nierop, J.E.M. & Paap, R. & Bronnenberg, B. & Franses, Ph.H.B.F., 2000. "Modeling Unobserved Consideration Sets for Household Panel Data," ERIM Report Series Research in Management ERS-2000-42-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

    Cited by:

    1. Paap, R. & van Nierop, J.E.M. & van Heerde, H.J. & Wedel, M. & Franses, Ph.H.B.F. & Alsem, K.J., 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Research Papers EI 2000-33/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  39. van Dijk, D.J.C. & Franses, Ph.H.B.F. & Paap, R., 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Research Papers EI 2000-30/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Non-linearities and fractional integration in the US unemployment rate," HWWA Discussion Papers 259, Hamburg Institute of International Economics (HWWA).

  40. Franses, Ph.H.B.F. & Paap, R., 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers EI 9927-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Madalina-Gabriela ANGHEL & Aurelian DIACONU, 2016. "Equilibrium and auto regression models used for macroeconomic prognosis," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(7), pages 70-78, July.
    2. virginie terraza & stephane mussard, 2007. "New trading risk indexes: application of the shapley value in finance," Economics Bulletin, AccessEcon, vol. 3(25), pages 1-7.

  41. Franses, Ph.H.B.F. & Paap, R., 1998. "Modelling asymmetric persistence over the business cycle," Econometric Institute Research Papers EI 9852, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Non-linearities and fractional integration in the US unemployment rate," HWWA Discussion Papers 259, Hamburg Institute of International Economics (HWWA).

  42. Kleibergen, F.R. & Paap, R., 1998. "Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
    2. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
    3. Antonio Ciccone & Marek Jarocinski, 2010. "Determinants of Economic Growth: Will Data Tell?," Working Papers 1009, BBVA Bank, Economic Research Department.
    4. Frank Kleibergen & Eric Zivot, 2003. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.
    5. Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
    6. Villani, Mattias, 2003. "Bayes Estimators of the Cointegration Space," Working Paper Series 150, Sveriges Riksbank (Central Bank of Sweden).
    7. James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2007. "Normalization in Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 221-252.
    8. Shu-Ping Shi, 2013. "Specification sensitivities in the Markov-switching unit root test for bubbles," Empirical Economics, Springer, vol. 45(2), pages 697-713, October.
    9. SILVESTRINI, Andrea, 2010. "Testing fiscal sustainability in Poland: a Bayesian analysis of cointegration," LIDAM Reprints CORE 2220, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    10. Gareth W. Peters & Balakrishnan Kannan & Ben Lasscock & Chris Mellen, 2010. "Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model," Papers 1004.3830, arXiv.org.
    11. Richard Paap & Frank Kleibergen, 2004. "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings 195, Econometric Society.
    12. Richard Kleijn, 2000. "Bayesian Testing in Cointegration Models using the Jeffreys' Prior," Econometric Society World Congress 2000 Contributed Papers 1445, Econometric Society.
    13. Rodney W. Strachan & Herman K. van Dijk, 2014. "Divergent Priors and Well Behaved Bayes Factors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 6(1), pages 1-31, March.
    14. Tsay, Ruey S. & Ando, Tomohiro, 2012. "Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3345-3365.
    15. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    16. Primiceri, Giorgio & Giannone, Domenico & Lenza, Michele, 2016. "Priors for the Long Run," CEPR Discussion Papers 11261, C.E.P.R. Discussion Papers.
    17. David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Econometrics, MDPI, vol. 4(1), pages 1-19, March.
    18. Frank Kleibergen & Richard Kleijn & Richard Paap, 2000. "The Bayesian Score Statistic," Tinbergen Institute Discussion Papers 00-035/4, Tinbergen Institute.
    19. Strachan, Rodney W. & Inder, Brett, 2004. "Bayesian analysis of the error correction model," Journal of Econometrics, Elsevier, vol. 123(2), pages 307-325, December.
    20. Chew Lian Chua & Peter Summers, 2004. "Structural Error Correction Model: A Bayesian Perspective," Econometric Society 2004 Far Eastern Meetings 702, Econometric Society.
    21. Kaufmann, Sylvia & Kugler, Peter, 2005. "Expected Money Growth, Markov Trends and the Instability of Money Demand in the Euro Area," Working papers 2005/07, Faculty of Business and Economics - University of Basel.
    22. Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
    23. Bin Jiang & Anastasios Panagiotelis & George Athanasopoulos & Rob Hyndman & Farshid Vahid, 2016. "Bayesian Rank Selection in Multivariate Regression," Monash Econometrics and Business Statistics Working Papers 6/16, Monash University, Department of Econometrics and Business Statistics.
    24. Ni, Shawn & Sun, Dongchu, 2003. "Noninformative priors and frequentist risks of bayesian estimators of vector-autoregressive models," Journal of Econometrics, Elsevier, vol. 115(1), pages 159-197, July.
    25. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 341-367, March.
    26. Villani, Mattias, 2005. "Inference in Vector Autoregressive Models with an Informative Prior on the Steady State," Working Paper Series 181, Sveriges Riksbank (Central Bank of Sweden).
    27. Prüser, Jan, 2023. "Data-based priors for vector error correction models," International Journal of Forecasting, Elsevier, vol. 39(1), pages 209-227.
    28. Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006. "Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    29. Helmut Luetkepohl, 2007. "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers ECO2007/11, European University Institute.
    30. Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Bayesian Analysis of Dynamic Multivariate Models with Multiple Structural Breaks," Discussion Papers 2006-14, Graduate School of Economics, Hitotsubashi University.
    31. Paap, R. & van Dijk, H.K., 2002. "Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    32. Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
    33. Sugita, Katsuhiro, 2002. "Testing For Cointegration Rank Using Bayes Factors," The Warwick Economics Research Paper Series (TWERPS) 654, University of Warwick, Department of Economics.
    34. Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
    35. Jacek Osiewalski, 2011. "Bayesian Variations on the Frisch and Waugh Theme," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 3(1), pages 39-47, March.
    36. Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2017. "Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank," Tinbergen Institute Discussion Papers 17-058/III, Tinbergen Institute.
    37. Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.
    38. Kleibergen, Frank, 2004. "Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox," Journal of Econometrics, Elsevier, vol. 123(2), pages 227-258, December.
    39. Rodney Strachan & Herman K. van Dijk, "undated". "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.
    40. Ploberger, Werner & Phillips, Peter C.B., 2012. "Optimal estimation under nonstandard conditions," Journal of Econometrics, Elsevier, vol. 169(2), pages 258-265.
    41. Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
    42. Chew Lian Chua & Chin Nam Low, 2007. "Permanent Structural Change in the US Short-Term and Long-Term Interest Rates," Melbourne Institute Working Paper Series wp2007n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    43. Gary Koop & Roberto León-González & Rodney W. Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 224-242, April.
    44. Villani, Mattias, 2006. "Bayesian point estimation of the cointegration space," Journal of Econometrics, Elsevier, vol. 134(2), pages 645-664, October.
    45. Sugita, Katsuhiro & 杉田, 勝弘, 2006. "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers 2006-15, Graduate School of Economics, Hitotsubashi University.
    46. Chew Lian Chua & Sarantis Tsiaplias, 2014. "A Bayesian Approach to Modelling Bivariate Time-Varying Cointegration and Cointegrating Rank," Melbourne Institute Working Paper Series wp2014n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    47. Mattias Villani, 2009. "Steady-state priors for vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(4), pages 630-650.

  43. Franses, Ph.H.B.F. & Paap, R., 1998. "Censored latent effects autoregression, with an application to US unemployment," Econometric Institute Research Papers EI 9841, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Paap, R. & Franses, Ph.H.B.F., 1999. "Do the US and Canada have a common nonlinear cycle in unemployment?," Econometric Institute Research Papers EI 9907-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  44. Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995. "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers EI 9527-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

    Cited by:

    1. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
    2. Hassler, Uwe & Rodrigues, Paulo M. M., 2002. "Seasonal Unit Root Tests under Structural Breaks," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37696, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    3. Raimundo Soto, 2000. "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile 73, Central Bank of Chile.
    4. Franses, Philip Hans & van Dijk, Dick, 2005. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102.
    5. Mickael Salabasis & Sune Karlsson, 2004. "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings 268, Econometric Society.
    6. Artur C. B. da Silva Lopes & Antonio Montanes, 2005. "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 83-108.
    7. Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul, 2002. "Seasonal unit root tests with seasonal mean shifts," Economics Letters, Elsevier, vol. 76(2), pages 295-302, July.
    8. Alexander Vosseler & Enzo Weber, 2017. "Bayesian analysis of periodic unit roots in the presence of a break," Applied Economics, Taylor & Francis Journals, vol. 49(38), pages 3841-3862, August.
    9. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc.
    10. Kunst, Robert M., 1997. "Decision Bounds for Data-Admissible Seasonal Models," Economics Series 51, Institute for Advanced Studies.
    11. Carmine Pappalardo & Gianfranco Piras, 2004. "Vector-Autoregression Approach to Forecast Italian Imports," ISAE Working Papers 42, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
    12. 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.

Articles

  1. Dennis Fok & Richard Paap & Philip Hans Franses, 2014. "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, vol. 2(1), pages 1-25, February.
    See citations under working paper version above.
  2. Jan J. J. Groen & Richard Paap & Francesco Ravazzolo, 2013. "Real-Time Inflation Forecasting in a Changing World," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 29-44, January.
    See citations under working paper version above.
  3. van den Hauwe, Sjoerd & Paap, Richard & van Dijk, Dick, 2013. "Bayesian forecasting of federal funds target rate decisions," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 19-40.
    See citations under working paper version above.
  4. Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
    See citations under working paper version above.
  5. Dennis Fok & Richard Paap & Bram Van Dijk, 2012. "A Rank‐Ordered Logit Model With Unobserved Heterogeneity In Ranking Capabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 831-846, August.
    See citations under working paper version above.
  6. Fok, Dennis & Paap, Richard & Franses, Philip Hans, 2012. "Modeling dynamic effects of promotion on interpurchase times," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3055-3069.
    See citations under working paper version above.
  7. Fidrmuc, Jana P. & Roosenboom, Peter & Paap, Richard & Teunissen, Tim, 2012. "One size does not fit all: Selling firms to private equity versus strategic acquirers," Journal of Corporate Finance, Elsevier, vol. 18(4), pages 828-848.

    Cited by:

    1. Chira, Inga & Volkov, Nikanor, 2017. "The choice of sale method and its consequences in mergers and acquisitions," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 170-184.
    2. Gino Loyola & Yolanda Portilla, 2016. "A Bargaining Model of Friendly and Hostile Takeovers," International Review of Finance, International Review of Finance Ltd., vol. 16(2), pages 291-306, June.
    3. Fidrmuc, Jana P. & Xia, Chunling, 2019. "M&A deal initiation and managerial motivation," Journal of Corporate Finance, Elsevier, vol. 59(C), pages 320-343.
    4. Carolina Salva & Xiqian Zhang, 2022. "Financial versus strategic bidders and underpricing as an acquisition motive," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1830-1862, October.
    5. Hala Alqobali & Daniel Li, 2022. "The Consequence of Takeover Methods: Schemes of Arrangement vs. Takeover Offers," IJFS, MDPI, vol. 10(3), pages 1-15, August.
    6. Stephen N. Jurich & M. Mark Walker, 2021. "Deal motivations and bargaining power: do executives show their hand in SEC filings?," SN Business & Economics, Springer, vol. 1(4), pages 1-28, April.
    7. Schneck, Colin & Bessler, Wolfgang & Zimmermann, Jan, 2014. "Bidder Contests in International Mergers and Acquisitions: The Impact of Toeholds, Preemptive Bidding, and Termination Fees," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100493, Verein für Socialpolitik / German Economic Association.
    8. Jurich, Stephen N. & Walker, M. Mark, 2022. "Initiating contact in merger negotiations: Who leads and who follows?," Journal of Economics and Business, Elsevier, vol. 119(C).
    9. Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2018. "Divisional Buyouts by Private Equity and the Market for Divested Assets," TSE Working Papers 18-948, Toulouse School of Economics (TSE).
    10. Crifo, Patricia & Forget, Vanina D. & Teyssier, Sabrina, 2015. "The price of environmental, social and governance practice disclosure: An experiment with professional private equity investors," Journal of Corporate Finance, Elsevier, vol. 30(C), pages 168-194.
    11. Morkoetter, Stefan & Wetzer, Thomas, 2015. "Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry," Working Papers on Finance 1515, University of St. Gallen, School of Finance, revised Apr 2017.
    12. Renneboog, Luc & Vansteenkiste, Cara, 2019. "Failure and success in mergers and acquisitions," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 650-699.
    13. Chiarella, Carlo & Ostinelli, Diego, 2020. "Financial or strategic buyers: Who is at the gate?," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 393-407.
    14. Hammer, Benjamin & Marcotty-Dehm, Nikolaus & Schweizer, Denis & Schwetzler, Bernhard, 2022. "Pricing and value creation in private equity-backed buy-and-build strategies," Journal of Corporate Finance, Elsevier, vol. 77(C).
    15. Patricia Crifo & Vanina Forget & Sabrina Teyssier, 2012. "The price of unsustainability: An experiment with professional private equity investors," Working Papers hal-00757203, HAL.
    16. Renneboog, Luc & Vansteenkiste, Cara, 2019. "Failure and success in mergers and acquisitions," Other publications TiSEM 9baa3ffc-67cb-4647-9da5-a, Tilburg University, School of Economics and Management.
    17. Lukas, Elmar & Pereira, Paulo J. & Rodrigues, Artur, 2019. "Designing optimal M&A strategies under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 1-20.
    18. Gentry, Matthew & Stroup, Caleb, 2018. "Entry and competition in takeover auctions," LSE Research Online Documents on Economics 90604, London School of Economics and Political Science, LSE Library.
    19. Jurich, Stephen N. & Walker, M. Mark, 2019. "What drives merger outcomes?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 757-775.
    20. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
    21. Dyaran Bansraj & Han Smit & Vadym Volosovych, 2020. "Can Private Equity Funds Act as Strategic Buyers? Evidence from Buy-and-Build Strategies," Tinbergen Institute Discussion Papers 20-041/IV, Tinbergen Institute.
    22. Lin William Cong, 2020. "Timing of Auctions of Real Options," Management Science, INFORMS, vol. 66(9), pages 3956-3976, September.
    23. Michi NISHIHARA, 2021. "How should a startup respond to acquirers? A real options analysis," Discussion Papers in Economics and Business 20-24, Osaka University, Graduate School of Economics.
    24. Sheeba Kapil & Vrinda Rawal, 2023. "Systematic Literature Review of Private Equity Determinants: Status, Evidence and Open Issues," Vision, , vol. 27(5), pages 567-581, November.
    25. Sarah Osborne, 2020. "Abnormal returns and asymmetric information surrounding strategic and financial acquisitions," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3991-4030, December.
    26. James Ang & Irena Hutton & Mary Anne Majadillas, 2014. "Manager Divestment in Leveraged Buyouts," European Financial Management, European Financial Management Association, vol. 20(3), pages 462-493, June.
    27. Morkoetter, Stefan & Wetzer, Thomas, 2015. "Do Private Equity Funds Always Pay Less? A Synergy-Related Explanation Based on Add-on Acquisitions," Working Papers on Finance 1522, University of St. Gallen, School of Finance, revised Sep 2016.
    28. Bessler, Wolfgang & Schneck, Colin & Zimmermann, Jan, 2015. "Bidder contests in international mergers and acquisitions: The impact of toeholds, preemptive bidding, and termination fees," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 4-23.
    29. Schlingemann, Frederik & Wu, Hong, 2015. "Determinants and shareholder wealth effects of the sales method in acquisitions," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 469-485.
    30. Yost, Benjamin P., 2023. "Do tax-based proprietary costs discourage public listing?," Journal of Accounting and Economics, Elsevier, vol. 75(2).

  8. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.

    Cited by:

    1. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Antonio Rodríguez Andrés & Voxi Heinrich S. Amavilah & Abraham Otero, 2021. "Evaluation of technology clubs by clustering: a cautionary note," Applied Economics, Taylor & Francis Journals, vol. 53(52), pages 5989-6001, November.
    3. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
    4. Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.

  9. Philip Hans Franses & Richard Paap, 2011. "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 101-115, February.
    See citations under working paper version above.
  10. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
    See citations under working paper version above.
  11. Csilla Horváth & Andreas Günther & Richard Paap, 2010. "Seasonal patterns in slot-machine gambling in Germany," International Gambling Studies, Taylor & Francis Journals, vol. 10(3), pages 255-268, December.

    Cited by:

    1. Gerhard Meyer & Marc von Meduna & Tim Brosowski & Tobias Hayer, 2015. "Compliance check of gambler and youth protection in German amusement arcades: a pilot study," International Gambling Studies, Taylor & Francis Journals, vol. 15(3), pages 343-360, December.

  12. Dennis Fok & Richard Paap, 2009. "Modeling category‐level purchase timing with brand‐level marketing variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(3), pages 469-489, April.
    See citations under working paper version above.
  13. Paul De Boer & Richard Paap, 2009. "Testing non‐nested demand relations: linear expenditure system versus indirect addilog," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(3), pages 368-384, August.
    See citations under working paper version above.
  14. Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
    See citations under working paper version above.
  15. Brouwer, Jelle & Paap, Richard & Viaene, Jean-Marie, 2008. "The trade and FDI effects of EMU enlargement," Journal of International Money and Finance, Elsevier, vol. 27(2), pages 188-208, March.
    See citations under working paper version above.
  16. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008. "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 291-306, Summer.

    Cited by:

    1. Bauwens, L. & Hafner C. & Laurent, S., 2011. "Volatility Models," LIDAM Discussion Papers ISBA 2011044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
      • BAUWENS, Luc & HAFNER, Christian & LAURENT, Sébastien, 2011. "Volatility models," LIDAM Discussion Papers CORE 2011058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
      • Bauwens, L. & Hafner, C. & Laurent, S., 2012. "Volatility Models," LIDAM Reprints ISBA 2012028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    2. M. Berument & Yeliz Yalcin & Julide Yildirim, 2011. "The inflation and inflation uncertainty relationship for Turkey: a dynamic framework," Empirical Economics, Springer, vol. 41(2), pages 293-309, October.
    3. Dongming Zhu & John W. Galbraith, 2009. "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers 2009s-13, CIRANO.
    4. Veronika Czellar & David T. Frazier & Eric Renault, 2020. "Approximate Maximum Likelihood for Complex Structural Models," Papers 2006.10245, arXiv.org.
    5. Mustafa Caglayan & Ozge Kandemir Kocaaslan & Kostas Mouratidis, 2016. "Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(2), pages 135-155, May.
    6. Mustafa Caglayan & Ozge Kandemir & Kostas Mouratidis, 2011. "Real effects of inflation uncertainty in the US," Working Papers 2011002, The University of Sheffield, Department of Economics, revised Feb 2015.
    7. Czellar, Veronika & Frazier, David T. & Renault, Eric, 2021. "Approximate Maximum Likelihood for Complex Structural Models," The Warwick Economics Research Paper Series (TWERPS) 1337, University of Warwick, Department of Economics.

  17. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April.

    Cited by:

    1. Wolfgang Polasek, 2008. "Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics," Statistical Papers, Springer, vol. 49(2), pages 397-398, April.

  18. Fok, Dennis & Hans Franses, Philip & Paap, Richard, 2007. "Seasonality and non-linear price effects in scanner-data-based market-response models," Journal of Econometrics, Elsevier, vol. 138(1), pages 231-251, May.

    Cited by:

    1. Yuri Peers & Dennis Fok & Philip Hans Franses, 2012. "Modeling Seasonality in New Product Diffusion," Marketing Science, INFORMS, vol. 31(2), pages 351-364, March.
    2. Qi Feng & Sirong Luo & Dan Zhang, 2014. "Dynamic Inventory–Pricing Control Under Backorder: Demand Estimation and Policy Optimization," Manufacturing & Service Operations Management, INFORMS, vol. 16(1), pages 149-160, February.
    3. Guidolin, Mariangela & Guseo, Renato, 2014. "Modelling seasonality in innovation diffusion," Technological Forecasting and Social Change, Elsevier, vol. 86(C), pages 33-40.
    4. Haupt, Harry & Kagerer, Kathrin, 2012. "Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression," Journal of Retailing and Consumer Services, Elsevier, vol. 19(5), pages 470-483.
    5. Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 403-436, National Bureau of Economic Research, Inc.
    6. Venera Timiryanova & Irina Lakman & Vadim Prudnikov & Dina Krasnoselskaya, 2022. "Spatial Dependence of Average Prices for Product Categories and Its Change over Time: Evidence from Daily Data," Forecasting, MDPI, vol. 5(1), pages 1-25, December.
    7. Wolters, Jannik & Huchzermeier, Arnd, 2021. "Joint In-Season and Out-of-Season Promotion Demand Forecasting in a Retail Environment," Journal of Retailing, Elsevier, vol. 97(4), pages 726-745.

  19. 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.
    See citations under working paper version above.
  20. Kleibergen, Frank & Paap, Richard, 2006. "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, vol. 133(1), pages 97-126, July.
    See citations under working paper version above.
  21. Richard Paap & Philip Hans Franses & Bas Donkers & Jedid-Jah Jonker, 2006. "Deriving target selection rules from endogenously selected samples," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 549-562.
    See citations under working paper version above.
  22. Paap, Richard & Franses, Philip Hans & van Dijk, Dick, 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, Elsevier, vol. 77(2), pages 553-570, August.

    Cited by:

    1. Serge Rey & Florent Deisting, 2012. "GDP per Capita among African Countries over the Period 1950-2008: Highlights of Convergence Clubs," Post-Print hal-01881912, HAL.
    2. Owen, Ann L. & Temesvary, Judit, 2012. "Foreign lending, local lending, and economic growth," MPRA Paper 39978, University Library of Munich, Germany.
    3. Bram van Dijk & Philip Hans Franses & Richard Paap & Dick van Dijk, 2011. "Modelling regional house prices," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2097-2110.
    4. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2010. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Post-Print hal-00797485, HAL.
    5. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6. Tedesco, Ilaria & Pelloni, Alessandra & Trovato, Giovanni, 2015. "Oecd Agricultural Subsidies And Poverty Rates In Lower Income Countries," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 3(2), pages 1-19, April.
    7. Vidoli, Francesco & Pignataro, Giacomo & Benedetti, Roberto, 2022. "Identification of spatial regimes of the production function of Italian hospitals through spatially constrained cluster-wise regression," Socio-Economic Planning Sciences, Elsevier, vol. 82(PA).
    8. Rodríguez, Francisco & Shelton, Cameron A., 2013. "Cleaning up the kitchen sink: Specification tests and average derivative estimators for growth econometrics," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 260-273.
    9. Owen, Ann L. & Temesvary, Judit, 2014. "Heterogeneity in the growth and finance relationship: How does the impact of bank finance vary by country and type of lending?," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 275-288.
    10. Dick van Dijk & Dennis Fok & Philip Hans Franses, 2005. "A multi-level panel STAR model for US manufacturing sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 811-827.
    11. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, February.
    12. Chris Papageorgiou & Winford H. Masanjala, 2006. "Initial Conditions, European Colonialism and Africa's Growth," Departmental Working Papers 2006-01, Department of Economics, Louisiana State University.
    13. Walheer, Barnabé, 2016. "Growth and convergence of the OECD countries: A multi-sector production-frontier approach," European Journal of Operational Research, Elsevier, vol. 252(2), pages 665-675.
    14. Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 53-71, August.
    15. Pérez-Urdiales, María & Baerenklau, Kenneth A., 2019. "Learning to live within your (water) budget: Evidence from allocation-based rates," Resource and Energy Economics, Elsevier, vol. 57(C), pages 205-221.
    16. Castellacci, Fulvio, 2008. "Technology clubs, technology gaps and growth trajectories," MPRA Paper 27595, University Library of Munich, Germany.
    17. Antonio Sianes & Luis A. Fernández-Portillo & Adela Toscano-Valle & Elena Pérez-Velasco, 2023. "Heterogeneity in financing for development strategies as a hindering factor to achieve a global agreement on the 2030 Agenda," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-13, December.
    18. Franses, Ph.H.B.F., 2004. "Forecasting in marketing," Econometric Institute Research Papers EI 2004-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    19. Phillips, Kerk L. & Chen, Baizhu, 2011. "Regional growth in China: An empirical investigation using multiple imputation and province-level panel data," Research in Economics, Elsevier, vol. 65(3), pages 243-253, September.
    20. Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Discussion Papers 09-08, University of Copenhagen. Department of Economics.
    21. Yuki, Kazuhiro, 2012. "Education, inequality, and development in a dual economy," MPRA Paper 39062, University Library of Munich, Germany.
    22. Davis, Lewis & Owen, Ann L. & Videras, Julio, 2007. "Do all countries follow the same growth process?," MPRA Paper 11589, University Library of Munich, Germany, revised Sep 2008.
    23. Owen, Ann L. & Videras, Julio, 2012. "The quality of growth," MPRA Paper 38342, University Library of Munich, Germany.
    24. Nalan Basturk & Richard Paap & Dick van Dijk, 2008. "Structural Differences in Economic Growth," Tinbergen Institute Discussion Papers 08-085/4, Tinbergen Institute.
    25. Michele Battisti & Christopher F. Parmeter, 2011. "Income Polarization, Convergence Tools and Mixture Analysis," Working Papers 2011-17, University of Miami, Department of Economics.
    26. Barnabé Walheer, 2016. "Multi-Sector Nonparametric Production-Frontier Analysis of the Economic Growth and the Convergence of the European Countries," Pacific Economic Review, Wiley Blackwell, vol. 21(4), pages 498-524, October.
    27. Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti, 2008. "Easterlin-types and Frustrated Achievers: the Heterogeneous E¤ects of Income Changes on Life Satisfaction," CEIS Research Paper 127, Tor Vergata University, CEIS, revised 09 Sep 2008.
    28. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
    29. Kerekes, Monika, 2012. "Growth miracles and failures in a Markov switching classification model of growth," Journal of Development Economics, Elsevier, vol. 98(2), pages 167-177.
    30. David Audretsch & Mark Sanders & Lu Zhang, 2021. "International product life cycles, trade and development stages," The Journal of Technology Transfer, Springer, vol. 46(5), pages 1630-1673, October.
    31. Jerzmanowski, Michal, 2006. "Empirics of hills, plateaus, mountains and plains: A Markov-switching approach to growth," Journal of Development Economics, Elsevier, vol. 81(2), pages 357-385, December.
    32. Di Vaio, Gianfranco & Enflo, Kerstin, 2011. "Did globalization drive convergence? Identifying cross-country growth regimes in the long run," European Economic Review, Elsevier, vol. 55(6), pages 832-844, August.
    33. Michele Battisti & Christopher F. Parmeter, 2010. "Convergence Tools and Mixture Analysis," Working Papers CELEG 1007, Dipartimento di Economia e Finanza, LUISS Guido Carli.
    34. Ann L. Owen & Julio Videras, 2016. "Classifying Human Development with Latent Class Analysis," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(3), pages 959-981, July.
    35. Deng, Wen-Shuenn & Lin, Yi-Chen & Gong, Jinguo, 2012. "A smooth coefficient quantile regression approach to the social capital–economic growth nexus," Economic Modelling, Elsevier, vol. 29(2), pages 185-197.
    36. Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
    37. Zheng Ying & Chang-Rui Dong & Hsu-Ling Chang & Chi-Wei Su, 2014. "Are Real GDP Levels Stationary in African Countries?," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 392-401, September.
    38. Morier, Bruno & Teles, Vladimir Kühl, 2016. "A Time-Varying Markov-Switching Model For Economic Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 20(6), pages 1550-1580, September.
    39. Marco Alfo & Giovanni Trovato & Robert J. Waldmann, 2008. "Testing for country heterogeneity in growth models using a finite mixture approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 487-514.
    40. Rosa Bernardini Papalia & Silvia Bertarelli, 2013. "Nonlinearities in economic growth and club convergence," Empirical Economics, Springer, vol. 44(3), pages 1171-1202, June.
    41. Guanchun Liu & Shichang Ma & Chien‐Chiang Lee & Ming Xu, 2020. "Growth decomposition bias when accounting for heterogeneous regimes: Evidence from China," Review of Development Economics, Wiley Blackwell, vol. 24(2), pages 691-711, May.
    42. Ntombiyesibini Matonana & Andrew Phiri, 2020. "Convergence Dynamics between South Africa and Her Main Trading Partners," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 18(1 (Spring), pages 25-44.
    43. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.
    44. Guanchun Liu & Chien-Chiang Lee & Yuanyuan Liu, 2020. "Growth path heterogeneity across provincial economies in China: the role of geography versus institutions," Empirical Economics, Springer, vol. 59(2), pages 503-546, August.
    45. Arye Hillman, 2007. "Economic and security consequences of supreme values," Public Choice, Springer, vol. 131(3), pages 259-280, June.
    46. Richard Startz, 2020. "The next hundred years of growth and convergence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 99-113, January.
    47. Bos, J.W.B. & Economidou, C. & Koetter, M. & Kolari, J.W., 2010. "Do all countries grow alike?," Journal of Development Economics, Elsevier, vol. 91(1), pages 113-127, January.
    48. Ferreira Paulo & Dionísio Andreia, 2016. "GDP growth and convergence determinants in the European Union: a crisp-set analysis," Review of Economic Perspectives, Sciendo, vol. 16(4), pages 279-296, December.
    49. Laura Serrano & Antonio Sianes & Antonio Ariza-Montes, 2020. "Understanding the Implementation of Airbnb in Urban Contexts: Towards a Categorization of European Cities," Land, MDPI, vol. 9(12), pages 1-21, December.
    50. Kerekes, Monika, 2009. "Growth miracles and failures in a Markov switching classification model of growth," Discussion Papers 2009/11, Free University Berlin, School of Business & Economics.

  23. Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan, 2005. "Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice," International Journal of Forecasting, Elsevier, vol. 21(1), pages 53-71.
    See citations under working paper version above.
  24. Franses, Philip Hans & Paap, Richard & Vroomen, Bjorn, 2004. "Forecasting unemployment using an autoregression with censored latent effects parameters," International Journal of Forecasting, Elsevier, vol. 20(2), pages 255-271.

    Cited by:

    1. Antipin, Jan-Erik & Boumediene, Farid Jimmy & Österholm, Pär, 2013. "On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate," Working Papers 129, National Institute of Economic Research.
    2. 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.
    3. Pär Österholm, 2010. "Improving Unemployment Rate Forecasts Using Survey Data," Finnish Economic Papers, Finnish Economic Association, vol. 23(1), pages 16-26, Spring.
    4. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    5. Chen, Chun-I, 2008. "Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 278-287.
    6. Miquel Clar-Lopez & Jordi López-Tamayo & Raúl Ramos, 2014. "Unemployment forecasts, time varying coefficient models and the Okun’s law in Spanish regions," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 247-262.
    7. Simionescu Mihaela, 2015. "Kalman Filter or VAR Models to Predict Unemployment Rate in Romania?," Naše gospodarstvo/Our economy, Sciendo, vol. 61(3), pages 3-21, June.
    8. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    9. Pincheira, Pablo & Hernández, Ana María, 2019. "Forecasting Unemployment Rates with International Factors," MPRA Paper 97855, University Library of Munich, Germany.
    10. Olmedo, Elena, 2011. "Is there chaos in the Spanish labour market?," Chaos, Solitons & Fractals, Elsevier, vol. 44(12), pages 1045-1053.
    11. Elena Olmedo, 2014. "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 183-197, February.

  25. Paap, Richard & van Dijk, Herman K, 2003. "Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-563, October.
    See citations under working paper version above.
  26. Jeanine Kippers & Erjen van Nierop & Richard Paap & Philip Hans Franses, 2003. "An Empirical Study of Cash Payments," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 57(4), pages 484-508, November.
    See citations under working paper version above.
  27. 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.

    Cited by:

    1. Imene Mootamri & Mohamed Boutahar & Anne Peguin-Feissolle, 2008. "A fractionally integrated exponential STAR model applied to the US real effective exchange rate," Post-Print halshs-00390134, HAL.
    2. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285, HAL.
    3. de Pooter, M.D. & van Dijk, D.J.C., 2004. "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers EI 2004-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Broto, Carmen & Ruiz Ortega, Esther, 2003. "Unobserved component models with asymmetric conditional variances," DES - Working Papers. Statistics and Econometrics. WS ws032003, Universidad Carlos III de Madrid. Departamento de Estadística.
    5. Wang, Yudong & Wei, Yu & Wu, Chongfeng, 2010. "Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5759-5768.
    6. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December.
    7. VAN BELLEGEM, Sébastien, 2011. "Locally stationary volatility modelling," LIDAM Discussion Papers CORE 2011041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    8. Banerjee, Anindya & Urga, Giovanni, 2005. "Modelling structural breaks, long memory and stock market volatility: an overview," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 1-34.
    9. Mohamed Boutahar & Imene Mootamri & Anne Peguin-Feissolle, 2007. "An exponential FISTAR model applied to the US real effective exchange rate," Working Papers halshs-00353836, HAL.

  28. Richard Paap, 2002. "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 2-22, February.

    Cited by:

    1. Luca Grassetti, 2011. "A note on transformed likelihood approach in linear dynamic panel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 221-240, June.
    2. Chonu, Gi Kunchana, 2013. "Comparison between Maximum Likelihood and Bayesian Estimation in Structural Equation Modelling and Effects of Informative Priors," Thesis Commons xef3g, Center for Open Science.
    3. Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008. "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers tecipa-321, University of Toronto, Department of Economics.
    4. Lydia Simon & Jost Adler, 2022. "Worth the effort? Comparison of different MCMC algorithms for estimating the Pareto/NBD model," Journal of Business Economics, Springer, vol. 92(4), pages 707-733, May.
    5. Vica Tendenan & Richard Gerlach & Chao Wang, 2020. "Tail risk forecasting using Bayesian realized EGARCH models," Papers 2008.05147, arXiv.org, revised Aug 2020.
    6. Taghreed Alghamdi & Khalid Elgazzar & Taysseer Sharaf, 2021. "Spatiotemporal Traffic Prediction Using Hierarchical Bayesian Modeling," Future Internet, MDPI, vol. 13(9), pages 1-18, August.
    7. Yang, Yang & Longini Jr., Ira M. & Elizabeth Halloran, M., 2007. "A data-augmentation method for infectious disease incidence data from close contact groups," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6582-6595, August.

  29. Kleibergen, Frank & Paap, Richard, 2002. "Priors, posteriors and bayes factors for a Bayesian analysis of cointegration," Journal of Econometrics, Elsevier, vol. 111(2), pages 223-249, December.
    See citations under working paper version above.
  30. van Dijk, Dick & Franses, Philip Hans & Paap, Richard, 2002. "A nonlinear long memory model, with an application to US unemployment," Journal of Econometrics, Elsevier, vol. 110(2), pages 135-165, October.

    Cited by:

    1. Laurent Ferrara & Dominique Guégan, 2006. "Detection of the Industrial Business Cycle using SETAR Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 353-371.
    2. David Ubilava & Matt Holt, 2013. "El Niño southern oscillation and its effects on world vegetable oil prices: assessing asymmetries using smooth transition models," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 57(2), pages 273-297, April.
    3. Lean, Hooi Hooi & Smyth, Russell, 2009. "Long memory in US disaggregated petroleum consumption: Evidence from univariate and multivariate LM tests for fractional integration," Energy Policy, Elsevier, vol. 37(8), pages 3205-3211, August.
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    32. Richard T. Baillie & George Kapetanios, 2005. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 528, Queen Mary University of London, School of Economics and Finance.
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    36. Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2015. "Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root Tests," IZA Discussion Papers 9571, Institute of Labor Economics (IZA).
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    43. Lena Vogel & Jan-Oliver Menz & Ulrich Fritsche, 2009. "Prospect Theory and Inflation Perceptions - An Empirical Assessment," Macroeconomics and Finance Series 200903, University of Hamburg, Department of Socioeconomics.
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    46. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December.
    47. Elena Olmedo, 2014. "Forecasting Spanish Unemployment Using Near Neighbour and Neural Net Techniques," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 183-197, February.
    48. Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015. "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, vol. 52(PA), pages 240-245.
    49. Gilles DUFRENOT & Elisabeth GRIMAUD & Eug=E9nie LATIL & Val=E9rie MIGNON, 2003. "Real exhange rate misalignment in Hungary: a fractionally integrated=20 threshold model," Econometrics 0309001, University Library of Munich, Germany.
    50. Cheng, Ka Ming, 2022. "Doubts on natural rate of unemployment: Evidence and policy implications," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 230-239.
    51. Dipak Ghosh & Swarna (Bashu) Dutt, . "Nonstationarity and Nonlinearity in the US Unemployment Rate: A Re-examination," Journal for Economic Educators, Middle Tennessee State University, Business and Economic Research Center.
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    53. Philip Hans Franses & Namwon Hyung, 2005. "Forecasting time series with long memory and level shifts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 1-16.
    54. Yaya, OlaOluwa S & Ogbonna, Ephraim A & Furuoka, Fumitaka & Gil-Alana, Luis A., 2019. "A new unit root analysis for testing hysteresis in unemployment," MPRA Paper 96621, University Library of Munich, Germany.
    55. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2013. "Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(1), pages 1-42, February.
    56. Richard T. Baillie & George Kapetanios, 2006. "Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates," Working Papers 570, Queen Mary University of London, School of Economics and Finance.
    57. David Ubilava, 2014. "El Niño Southern Oscillation and the fishmeal–soya bean meal price ratio: regime-dependent dynamics revisited," European Review of Agricultural Economics, Oxford University Press and the European Agricultural and Applied Economics Publications Foundation, vol. 41(4), pages 583-604.
    58. Aaron D. Smallwood, 2016. "A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 986-1012, June.
    59. Eric Hillebrand & Marcelo Cunha Medeiros, 2010. "Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility," Textos para discussão 578, Department of Economics PUC-Rio (Brazil).
    60. Mohamed Boutahar & Imene Mootamri & Anne Peguin-Feissolle, 2007. "An exponential FISTAR model applied to the US real effective exchange rate," Working Papers halshs-00353836, HAL.

  31. 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.

    Cited by:

    1. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
    2. Can, Vo Van, 2013. "Estimation of travel mode choice for domestic tourists to Nha Trang using the multinomial probit model," Transportation Research Part A: Policy and Practice, Elsevier, vol. 49(C), pages 149-159.
    3. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Research Papers EI 2002-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    4. Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2003. "Modeling Dynamic Effects of the Marketing Mix on Market Shares," ERIM Report Series Research in Management ERS-2003-044-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    5. Choudhury, Charisma F. & Yang, Lang & de Abreu e Silva, João & Ben-Akiva, Moshe, 2018. "Modelling preferences for smart modes and services: A case study in Lisbon," Transportation Research Part A: Policy and Practice, Elsevier, vol. 115(C), pages 15-31.
    6. Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
    7. Michael P. Keane, 2013. "Panel data discrete choice models of consumer demand," Economics Papers 2013-W08, Economics Group, Nuffield College, University of Oxford.
    8. M. Tolga Akçura & Füsun F. Gönül & Elina Petrova, 2004. "Consumer Learning and Brand Valuation: An Application on Over-the-Counter Drugs," Marketing Science, INFORMS, vol. 23(1), pages 156-169, April.
    9. Kiygi Calli, M. & Weverbergh, M. & Franses, Ph.H.B.F., 2008. "Modeling the Effectiveness of Hourly Direct-Response Radio Commercials," ERIM Report Series Research in Management ERS-2008-019-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    10. Harald Van Heerde & Kristiaan Helsen & Marnik G. Dekimpe, 2007. "The Impact of a Product-Harm Crisis on Marketing Effectiveness," Marketing Science, INFORMS, vol. 26(2), pages 230-245, 03-04.
    11. Baohong Sun, 2005. "Promotion Effect on Endogenous Consumption," Marketing Science, INFORMS, vol. 24(3), pages 430-443, July.
    12. Alan L. Montgomery & Shibo Li & Kannan Srinivasan & John C. Liechty, 2004. "Modeling Online Browsing and Path Analysis Using Clickstream Data," Marketing Science, INFORMS, vol. 23(4), pages 579-595, November.
    13. Xiaokun Wang & Kara M. Kockelman, 2009. "Baysian Inference For Ordered Response Data With A Dynamic Spatial‐Ordered Probit Model," Journal of Regional Science, Wiley Blackwell, vol. 49(5), pages 877-913, December.
    14. Zdenka MALÁ & Michal MALÝ, 2013. "The determinants of adopting organic farming practices: a case study in the Czech Republic," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 59(1), pages 19-28.
    15. Song, Lianlian & Shi, Yang & Tso, Geoffrey Kwok Fai & Lo, Hing Po, 2021. "Forecasting week-to-week television ratings using reduced-form and structural dynamic models," International Journal of Forecasting, Elsevier, vol. 37(1), pages 302-321.
    16. van Heerde, H.J. & Helsen, K. & Dekimpe, M.G., 2005. "Managing Product-Harm Crises," ERIM Report Series Research in Management ERS-2005-044-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    17. Lilach Nachum & Srilata Zaheer & Shulamith Gross, 2008. "Does It Matter Where Countries Are? Proximity to Knowledge, Markets and Resources, and MNE Location Choices," Management Science, INFORMS, vol. 54(7), pages 1252-1265, July.
    18. Meng, Ting & Klepacka, Anna M. & Florkowski, Wojciech J. & Braman, Kristine, 2015. "What drives an environmental horticultural firm to start recycling plastics? Results of a Georgia survey," Resources, Conservation & Recycling, Elsevier, vol. 102(C), pages 1-8.
    19. John C. Liechty & Duncan K. H. Fong & Wayne S. DeSarbo, 2005. "Dynamic Models Incorporating Individual Heterogeneity: Utility Evolution in Conjoint Analysis," Marketing Science, INFORMS, vol. 24(2), pages 285-293, November.
    20. Fok, D. & Franses, Ph.H.B.F. & Paap, R., 2001. "Econometric Analysis of the Market Share Attraction Model," ERIM Report Series Research in Management ERS-2001-25-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    21. Fok, D. & Horváth, C. & Paap, R. & Franses, Ph.H.B.F., 2004. "A hierarchical Bayes error correction model to explain dynamic effects," Econometric Institute Research Papers EI 2004-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    22. Martijn G. de Jong & Donald R. Lehmann & Oded Netzer, 2012. "State-Dependence Effects in Surveys," Marketing Science, INFORMS, vol. 31(5), pages 838-854, September.
    23. Korkmaz, E. & Fok, D. & Kuik, R., 2014. "The Need for Market Segmentation in Buy-Till-You-Defect Models," ERIM Report Series Research in Management ERS-2014-006-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

  32. Franses, Philip Hans & Paap, Richard, 1999. "Does Seasonality Influence the Dating of Business Cycle Turning Points?," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 79-92, January.

    Cited by:

    1. Antonio Matas-Mir & Denise R. Osborn & Marco J. Lombardi, 2008. "The effect of seasonal adjustment on the properties of business cycle regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 257-278.
    2. Rossen, Anja, 2014. "On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations," HWWI Research Papers 157, Hamburg Institute of International Economics (HWWI).
    3. Uctum, Remzi, 2007. "Économétrie des modèles à changement de régimes : un essai de synthèse," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 447-482, décembre.
    4. Franses, Ph.H.B.F. & de Bruin, P., 1999. "Seasonal adjustment and the business cycle in unemployment," Econometric Institute Research Papers EI 9923-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    5. Ahdi Ajmi & Adnen Ben Nasr & Mohamed Boutahar, 2008. "Seasonal Nonlinear Long Memory Model for the US Inflation Rates," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 243-254, April.
    6. Ghassen El Montasser, 2015. "The Seasonal KPSS Test: Examining Possible Applications with Monthly Data and Additional Deterministic Terms," Econometrics, MDPI, vol. 3(2), pages 1-16, May.
    7. Matas Mir, Antonio & Osborn, Denise R, 2004. "Seasonal adjustment and the detection of business cycle phases," Working Paper Series 357, European Central Bank.
    8. Yoshihiro Ohtsuka, 2018. "Large Shocks and the Business Cycle: The Effect of Outlier Adjustments," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 143-178, April.
    9. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707.
    10. E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
    11. Dalibor Stevanovic & Stéphane Surprenant & Rachidi Kotchoni, 2019. "Identification des points de retournement du cycle économique au Canada," CIRANO Project Reports 2019rp-05, CIRANO.

  33. Richard Paap & Philip Hans Franses, 1999. "On trends and constants in periodic autoregressions," Econometric Reviews, Taylor & Francis Journals, vol. 18(3), pages 271-286.

    Cited by:

    1. Tomas del Barrio Castro & Denise R Osborn, 2005. "Cointegration for Periodically Integrated Processes," Economics Discussion Paper Series 0522, Economics, The University of Manchester.
    2. Franses, Ph.H.B.F. & Paap, R., 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers EI 9927-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. del Barrio Castro, Tomás, 2022. "Testing for the cointegration rank between Periodically Integrated processes," MPRA Paper 112730, University Library of Munich, Germany, revised 2022.
    4. Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022. "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
    5. Eugen Ursu & Pierre Duchesne, 2009. "Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 183-212, May.
    6. Franses, Philip Hans & van Dijk, Dick, 2005. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102.
    7. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 243-270.
    8. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
    9. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc.
    10. del Barrio Castro Tomás & Osborn Denise R, 2011. "Nonparametric Tests for Periodic Integration," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-35, February.

  34. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997. "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, vol. 78(2), pages 359-380, June.
    See citations under working paper version above.
  35. 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.

    Cited by:

    1. Gustavsson, Patrik & Nordström, Jonas, 1999. "The Impact of Seasonal Unit Roots and Vector ARMA Modeling on Forecasting Monthly Tourism Flows," Working Paper Series 150, Trade Union Institute for Economic Research, revised 01 Jul 2000.
    2. Hendry, David F. & Martinez, Andrew B., 2017. "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, vol. 33(2), pages 359-372.
    3. Norman Swanson & Richard Urbach, 2013. "Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality," Departmental Working Papers 201323, Rutgers University, Department of Economics.
    4. Dillon Alleyne, 2006. "Can Seasonal Unit Root Testing Improve the Forecasting Accuracy of Tourist Arrivals?," Tourism Economics, , vol. 12(1), pages 45-64, March.
    5. Lorde, Troy & Francis, Brian & Skeete, Stephney, 2008. "Are Shocks to Barbados Long-Stay Visitor Arrivals Permanent or Temporary: A Short Empirical Note," MPRA Paper 95597, University Library of Munich, Germany.
    6. Franses, Philip Hans & van Dijk, Dick, 2005. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102.
    7. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    8. Luetkepohl Helmut & Xu Fang, 2011. "Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-23, February.
    9. Artur C. B. da Silva Lopes & Antonio Montanes, 2005. "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, vol. 24(1), pages 83-108.
    10. Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul, 2002. "Seasonal unit root tests with seasonal mean shifts," Economics Letters, Elsevier, vol. 76(2), pages 295-302, July.
    11. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    12. Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014. "Time Series Models for Business and Economic Forecasting," Cambridge Books, Cambridge University Press, number 9780521817707.
    13. Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997. "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, vol. 78(2), pages 359-380, June.
    14. Clements, Michael P. & Hendry, David F., 1997. "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, vol. 13(3), pages 341-355, September.
    15. Luciana Crosilla, 2006. "The seasonality of ISAE business and consumer surveys: methodological aspects and empirical evidence," ISAE Working Papers 68, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

  36. 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 109-132.

    Cited by:

    1. Löf, M. & Franses, Ph.H.B.F., 2000. "On forecasting cointegrated seasonal time series," Econometric Institute Research Papers EI 2000-04/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Hansen, Hermann-Josef, 1996. "Der Einfluß der Zinsen auf den privaten Verbrauch in Deutschland," Discussion Paper Series 1: Economic Studies 1996,03, Deutsche Bundesbank.
    3. Hassler Uwe, 2001. "Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 221(1), pages 32-44, February.

  37. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.

    Cited by:

    1. Lee G. Cooper & Penny Baron & Wayne Levy & Michael Swisher & Paris Gogos, 1999. "PromoCast™: A New Forecasting Method for Promotion Planning," Marketing Science, INFORMS, vol. 18(3), pages 301-316.

  38. 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 421-439, November.

    Cited by:

    1. Franses, Ph.H.B.F. & Paap, R., 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Research Papers EI 9927-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Herwartz, Helmut, 1997. "Performance of periodic error correction models in forecasting consumption data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 421-431, September.
    3. Philip Hans Franses & Richard Paap, 2011. "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 101-115, February.
    4. Clements, Michael & Smith, Jeremy, 1997. "Forecasting Seasonal Uk Consumption Components," Economic Research Papers 268761, University of Warwick - Department of Economics.
    5. 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.
    6. Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
    7. Breitung, Jorg & Franses, Philip Hans, 1997. "Impulse response functions for periodic integration," Economics Letters, Elsevier, vol. 55(1), pages 35-40, August.
    8. Evans, Mark, 2006. "A study of the relationship between regional ferrous scrap prices in the USA, 1958-2004," Resources Policy, Elsevier, vol. 31(2), pages 65-77, June.
    9. T. Manouchehri & A. R. Nematollahi, 2019. "Periodic autoregressive models with closed skew-normal innovations," Computational Statistics, Springer, vol. 34(3), pages 1183-1213, September.
    10. Eiji Kurozumi, 2002. "Testing For Periodic Stationarity," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 243-270.
    11. Wells, J. M., 1997. "Modelling seasonal patterns and long-run trends in U.S. time series," International Journal of Forecasting, Elsevier, vol. 13(3), pages 407-420, September.
    12. Franses, Philip Hans & McAleer, Michael, 1997. "Testing periodically integrated autoregressive models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 457-465.
    13. Pami Dua & Lokendra Kumawat, 2005. "Modelling and Forecasting Seasonality in Indian Macroeconomic Time Series," Working papers 136, Centre for Development Economics, Delhi School of Economics.
    14. Albertson, Kevin & Aylen, Jonathan, 1996. "Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap," International Journal of Forecasting, Elsevier, vol. 12(3), pages 345-359, September.
    15. Lawrence J. Christiano & Richard M. Todd, 2000. "The Conventional Treatment of Seasonality in Business Cycle Analysis: Does it Create Distortions?," NBER Technical Working Papers 0266, National Bureau of Economic Research, Inc.
    16. Tomas del Barrio Castro & Mariam Camarero & Cecilio Tamarit, 2013. "An analysis of the trade balance for OECD countries using periodic integration and cointegration," Working Papers 1320, Department of Applied Economics II, Universidad de Valencia.
    17. Franses, Philip Hans & Ooms, Marius, 1997. "A periodic long-memory model for quarterly UK inflation," International Journal of Forecasting, Elsevier, vol. 13(1), pages 117-126, March.
    18. Sarnaglia, A.J.Q. & Reisen, V.A. & Lévy-Leduc, C., 2010. "Robust estimation of periodic autoregressive processes in the presence of additive outliers," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2168-2183, October.
    19. Novales, Alfonso & de Fruto, Rafael Flores, 1997. "Forecasting with periodic models A comparison with time invariant coefficient models," International Journal of Forecasting, Elsevier, vol. 13(3), pages 393-405, September.
    20. Albertson, Kevin & Aylen, Jonathan, 2003. "Forecasting the behaviour of manufacturing inventory," International Journal of Forecasting, Elsevier, vol. 19(2), pages 299-311.
    21. Franses, Philip Hans & Paap, Richard, 1995. "Moving average filters and periodic integration," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 245-249.

Books

  1. Franses,Philip Hans & Paap,Richard, 2010. "Quantitative Models in Marketing Research," Cambridge Books, Cambridge University Press, number 9780521143653.

    Cited by:

    1. Heij, C. & Franses, Ph.H.B.F., 2010. "Correcting for Survey Effects in Pre-election Polls," Econometric Institute Research Papers EI 2010-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    2. Risselada, Hans & Verhoef, Peter C. & Bijmolt, Tammo H.A., 2010. "Staying Power of Churn Prediction Models," Journal of Interactive Marketing, Elsevier, vol. 24(3), pages 198-208.
    3. Zewei Lin & Dungang Liu, 2022. "Model diagnostics of discrete data regression: a unifying framework using functional residuals," Papers 2207.04299, arXiv.org.
    4. Makoto Abe, 2006. ""Counting Your Customers" One by One: An Individual Level RF Analysis Based on Consumer Behavior Theory," CIRJE F-Series CIRJE-F-408, CIRJE, Faculty of Economics, University of Tokyo.
    5. Richard Paap, 2002. "What are the advantages of MCMC based inference in latent variable models?," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(1), pages 2-22, February.
    6. Polo, Yolanda & Sese, F. Javier & Verhoef, Peter C., 2011. "The Effect of Pricing and Advertising on Customer Retention in a Liberalizing Market," Journal of Interactive Marketing, Elsevier, vol. 25(4), pages 201-214.
    7. David A. Schweidel & George Knox, 2013. "Incorporating Direct Marketing Activity into Latent Attrition Models," Marketing Science, INFORMS, vol. 32(3), pages 471-487, May.
    8. Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Research Papers EI 2008-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    9. Fernández-Durán, J.J., 2016. "Defining generational cohorts for marketing in Mexico," Journal of Business Research, Elsevier, vol. 69(2), pages 435-444.
    10. Edwin Van Gameren & Michiel Ras & Evelien Eggink & Ingrid Ooms, 2005. "The demand for housing services in the Netherlands," ERSA conference papers ersa05p327, European Regional Science Association.
    11. Mohamed Abdallah Ali & Mazhar Mughal & Charles Kodjo Mawusi, 2021. "Does Khat Consumption Affect Work Performance ? A Micro-Perspective from Djibouti," Working Papers hal-03375659, HAL.
    12. Vicari, Donatella & Alfó, Marco, 2014. "Model based clustering of customer choice data," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 3-13.
    13. Sibdari, Soheil & Pyke, David F., 2010. "A competitive dynamic pricing model when demand is interdependent over time," European Journal of Operational Research, Elsevier, vol. 207(1), pages 330-338, November.
    14. Adel Ben Youssef & Mounir Dahmani & Nessrine Omrani, 2013. "Information technologies, students'e-skills and diversity of learning process," Post-Print halshs-00937145, HAL.
    15. Romina Gambacorta & Maria Iannario, 2012. "Statistical models for measuring job satisfaction," Temi di discussione (Economic working papers) 852, Bank of Italy, Economic Research and International Relations Area.
    16. Abhijit Sengupta & Stephen E. Glavin, 2010. "Volatility In The Consumer Packaged Goods Industry — A Simulation Based Study," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 579-605.
    17. Ginés Guirao Pérez & Victor Javier Cano Fernández & Marta Isabel López Yurda & María Carolina Rodríguez Donate & Margarita Esther Romero Rodríguez, 2004. "Relación entre la frecuencia de consumo de vino y algunas características socioeconómicas de los individuos," Documentos de trabajo conjunto ULL-ULPGC 2004-01, Facultad de Ciencias Económicas de la ULPGC.
    18. Maruyama, Masayoshi & Flath, David & Minamikawa, Kazumitsu & Ohkita, Kenichi & Zennyo, Yusuke, 2015. "Platform selection by software developers: Theory and evidence," Journal of the Japanese and International Economies, Elsevier, vol. 38(C), pages 282-303.
    19. Chan, Moon-tong & Yu, Dalei & Yau, Kelvin K.W., 2015. "Multilevel cumulative logistic regression model with random effects: Application to British social attitudes panel survey data," Computational Statistics & Data Analysis, Elsevier, vol. 88(C), pages 173-186.
    20. Yabing Jiang & Hong Guo, 2015. "Design of Consumer Review Systems and Product Pricing," Information Systems Research, INFORMS, vol. 26(4), pages 714-730, December.
    21. Franses, Ph.H.B.F., 2004. "Forecasting in marketing," Econometric Institute Research Papers EI 2004-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    22. Franses, Ph.H.B.F. & Patoir, D.A., 2002. "Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam," Econometric Institute Research Papers EI 2002-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    23. Leenheer, Jorna & Bijmolt, Tammo H.A., 2008. "Which retailers adopt a loyalty program? An empirical study," Journal of Retailing and Consumer Services, Elsevier, vol. 15(6), pages 429-442.
    24. Ben Youssef, Adel & Dahmani, Mounir & Omrani, Nessrine, 2012. "Students' e-skills, organizational change and diversity of learning processs: Evidence from French universities in 2010," ZEW Discussion Papers 12-031, ZEW - Leibniz Centre for European Economic Research.
    25. van Nierop, J.E.M. & Leeflang, P.S.H. & Teerling, M.L. & Huizingh, K.R.E., 2011. "The impact of the introduction and use of an informational website on offline customer buying behavior," International Journal of Research in Marketing, Elsevier, vol. 28(2), pages 155-165.
    26. van Lin, Arjen & Gijsbrechts, Els, 2016. "The battle for health and beauty: What drives supermarket and drugstore category-promotion lifts?," International Journal of Research in Marketing, Elsevier, vol. 33(3), pages 557-577.
    27. Lin, Kyle Y. & Sibdari, Soheil Y., 2009. "Dynamic price competition with discrete customer choices," European Journal of Operational Research, Elsevier, vol. 197(3), pages 969-980, September.
    28. Potharst, R. & van Rijthoven, M. & van Wezel, M.C., 2005. "Modeling brand choice using boosted and stacked neural networks," Econometric Institute Research Papers EI 2005-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    29. Qian, Lixian & Soopramanien, Didier & Daryanto, Ahmad, 2017. "First-time buyers' subjective knowledge and the attribute preferences of Chinese car buyers," Journal of Retailing and Consumer Services, Elsevier, vol. 36(C), pages 189-196.
    30. Christoph Fuchs & Martijn G. de Jong & Martin Schreier, 2020. "Earmarking Donations to Charity: Cross-cultural Evidence on Its Appeal to Donors Across 25 Countries," Management Science, INFORMS, vol. 66(10), pages 4820-4842, October.
    31. Sloot, L.M. & Verhoef, P.C. & Franses, Ph.H.B.F., 2002. "The impact of brand and category characteristics on consumer stock-out reactions," ERIM Report Series Research in Management ERS-2002-106-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    32. Abdelfatah Ichou, 2010. "Modelling the Determinants of Job Creation: Microeconometric Models Accounting for Latent Entrepreneurial Ability," Scales Research Reports H201018, EIM Business and Policy Research.
    33. Bioch, J.C. & Groenen, P.J.F. & Nalbantov, G.I., 2005. "Solving and interpreting binary classification problems in marketing with SVMs," Econometric Institute Research Papers EI 2005-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    34. Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017. "A novel approach to measuring consumer confidence," Econometrics and Statistics, Elsevier, vol. 4(C), pages 121-129.
    35. Liu, Dungang & Li, Shaobo & Yu, Yan & Moustaki, Irini, 2020. "Assessing partial association between ordinal variables: quantification, visualization, and hypothesis testing," LSE Research Online Documents on Economics 105558, London School of Economics and Political Science, LSE Library.
    36. Björn Bünger, 2010. "The demand for relational goods: empirical evidence from the European Social Survey," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 57(2), pages 177-198, June.
    37. Robert Kapłon, 2006. "A retrospective review of categorical data analysis – theory and marketing practice," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(1), pages 55-72.
    38. Zhao, Li & Tian, Peng & Xiangyong Li, 2012. "Dynamic pricing in the presence of consumer inertia," Omega, Elsevier, vol. 40(2), pages 137-148, April.
    39. Bas Donkers & Peter Verhoef & Martijn Jong, 2007. "Modeling CLV: A test of competing models in the insurance industry," Quantitative Marketing and Economics (QME), Springer, vol. 5(2), pages 163-190, June.
    40. Defrancesco, Edi, 2002. "The Beginning Of Organic Fish Farming In Italy," Working Papers 14367, University of Minnesota, Center for International Food and Agricultural Policy.
    41. Peter C. Verhoef & Martin Heijnsbroek & Joost Bosma, 2017. "Developing A Service Improvement System for the National Dutch Railways," Interfaces, INFORMS, vol. 47(6), pages 489-504, December.
    42. de Jong, M.G., 2006. "Response bias in international marketing research," Other publications TiSEM 5d4031be-97b5-4db3-962b-2, Tilburg University, School of Economics and Management.
    43. Ming Yin & Zheng Wan & Kap Hwan Kim & Shi Yuan Zheng, 2019. "An optimal variable pricing model for container line revenue management systems," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 21(2), pages 173-191, June.
    44. Zhao, Shangwei & Zhou, Jianhong & Yang, Guangren, 2019. "Averaging estimators for discrete choice by M-fold cross-validation," Economics Letters, Elsevier, vol. 174(C), pages 65-69.
    45. van Wezel, Michiel & Potharst, Rob, 2007. "Improved customer choice predictions using ensemble methods," European Journal of Operational Research, Elsevier, vol. 181(1), pages 436-452, August.
    46. Prinz, Aloys & Bünger, Björn, 2009. "The decline of relational goods in the production of well-being?," CAWM Discussion Papers 21, University of Münster, Münster Center for Economic Policy (MEP).
    47. Fok, D. & Paap, R., 2003. "Modeling category-level purchase timing with brand-level marketing variables," Econometric Institute Research Papers 1715, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    48. Kremer, Sara T.M. & Bijmolt, Tammo H.A. & Leeflang, Peter S.H. & Wieringa, Jaap E., 2008. "Generalizations on the effectiveness of pharmaceutical promotional expenditures," International Journal of Research in Marketing, Elsevier, vol. 25(4), pages 234-246.
    49. Dekimpe, M.G. & Hanssens, D.M. & Nijs, V.R. & Steenkamp, J-B.E.M., 2003. "Measuring Short- and Long-run Promotional Effectiveness on Scanner Data Using Persistence Modeling," ERIM Report Series Research in Management ERS-2003-087-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    50. van Wezel, M.C. & Potharst, R., 2005. "Improved customer choice predictions using ensemble methods," Econometric Institute Research Papers EI 2005-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    51. Vroomen, B.L.K. & Donkers, A.C.D. & Verhoef, P.C. & Franses, Ph.H.B.F., 2003. "Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions," ERIM Report Series Research in Management ERS-2003-075-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    52. Eoghan O'Neill, 2022. "Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression," Papers 2211.07506, arXiv.org, revised Feb 2024.
    53. Els Breugelmans & Yuping Liu-Thompkins, 2017. "The effect of loyalty program expiration policy on consumer behavior," Marketing Letters, Springer, vol. 28(4), pages 537-550, December.
    54. Perez, G. Guirao & Fernandez, V. Cano & Yurda, M.I. Lopez & Donate, M.C. Rodriguez, 2002. "Socioeconomic Factors and the Consumption of Wine in Tenerife," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24798, European Association of Agricultural Economists.
    55. Lemmens, A. & Croux, C., 2006. "Bagging and boosting classification trees to predict churn," Other publications TiSEM d5cb664d-5859-44db-a621-e, Tilburg University, School of Economics and Management.
    56. Clarijs, P. & Hogeling, B. & Franses, Ph.H.B.F. & Heij, C., 2007. "Evaluation of survey effects in pre-election polls," Econometric Institute Research Papers EI 2007-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    57. Friederike Paetz & Winfried J. Steiner & Harald Hruschka, 2022. "“Advanced data analysis techniques with marketing applications”," Journal of Business Economics, Springer, vol. 92(4), pages 557-561, May.
    58. Heij, C. & Knapp, S., 2018. "Shipping Inspections, Detentions, and Accidents: An Empirical Analysis of Risk Dimensions," Econometric Institute Research Papers 2018-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    59. Nicole van Nes & Jacqueline Cramer, 2005. "Influencing product lifetime through product design," Business Strategy and the Environment, Wiley Blackwell, vol. 14(5), pages 286-299, September.
    60. Heij, C. & Knapp, S., 2014. "Effects of wind strength and wave height on ship incident risk: regional trends and seasonality," Econometric Institute Research Papers EI2014-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  2. Franses, Philip Hans & Paap, Richard, 2004. "Periodic Time Series Models," OUP Catalogue, Oxford University Press, number 9780199242030.

    Cited by:

    1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
    2. Eduardo Rossi & Dean Fantazzini, 2012. "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series 015, University of Pavia, Department of Economics and Management.
    3. Franses, Philip Hans, 2013. "Data revisions and periodic properties of macroeconomic data," Economics Letters, Elsevier, vol. 120(2), pages 139-141.
    4. Aknouche, Abdelhakim & Guerbyenne, Hafida, 2009. "Periodic stationarity of random coefficient periodic autoregressions," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 990-996, April.
    5. del Barrio Castro, Tomás, 2022. "Testing for the cointegration rank between Periodically Integrated processes," MPRA Paper 112730, University Library of Munich, Germany, revised 2022.
    6. Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2017. "Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers," ETA: Economic Theory and Applications 253725, Fondazione Eni Enrico Mattei (FEEM).
    7. Jiajie Kong & Robert Lund, 2023. "Seasonal count time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(1), pages 93-124, January.
    8. Abdelhakim Aknouche & Bader Almohaimeed & Stefanos Dimitrakopoulos, 2022. "Periodic autoregressive conditional duration," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 5-29, January.
    9. Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-03, Department of Economics and Business Economics, Aarhus University.
    10. Philip Hans Franses & Richard Paap, 2011. "Random‐coefficient periodic autoregressions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 65(1), pages 101-115, February.
    11. Taylor, James W., 2006. "Density forecasting for the efficient balancing of the generation and consumption of electricity," International Journal of Forecasting, Elsevier, vol. 22(4), pages 707-724.
    12. Ursu, Eugen & Duchesne, Pierre, 2009. "On multiplicative seasonal modelling for vector time series," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2045-2052, October.
    13. Pawel Maryniak & Rafal Weron, 2014. "Forecasting the occurrence of electricity price spikes in the UK power market," HSC Research Reports HSC/14/11, Hugo Steinhaus Center, Wroclaw University of Technology.
    14. Nicholas J. Cox, 2009. "Stata tip 76: Separating seasonal time series," Stata Journal, StataCorp LP, vol. 9(2), pages 321-326, June.
    15. Fantazzini, Dean & Toktamysova, Zhamal, 2015. "Forecasting German Car Sales Using Google Data and Multivariate Models," MPRA Paper 67110, University Library of Munich, Germany.
    16. Panagiotelis, Anastasios & Smith, Michael, 2010. "Bayesian skew selection for multivariate models," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1824-1839, July.
    17. Daniel Dzikowski & Carsten Jentsch, 2024. "Structural Periodic Vector Autoregressions," Papers 2401.14545, arXiv.org.
    18. Dillon Alleyne, 2006. "Can Seasonal Unit Root Testing Improve the Forecasting Accuracy of Tourist Arrivals?," Tourism Economics, , vol. 12(1), pages 45-64, March.
    19. Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022. "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 412-435, May.
    20. A.S.M. Arroyo & A. de Juan Fern¨¢ndez, 2014. "Split-then-Combine Method for out-of-sample Combinations of Forecasts," Journal of Business Administration Research, Journal of Business Administration Research, Sciedu Press, vol. 3(1), pages 19-37, April.
    21. Franses, Ph.H.B.F., 2006. "Forecasting 1 to h steps ahead using partial least squares," Econometric Institute Research Papers EI 2006-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    22. Łukasz Lenart, 2017. "Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 9(1), pages 29-67, March.
    23. Niels Haldrup & Antonio Montañés & Andreu Sansó, 2005. "Testing for Additive Outliers in Seasonally Integrated Time Series," DEA Working Papers 15, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    24. T. Manouchehri & A. R. Nematollahi, 2019. "Periodic autoregressive models with closed skew-normal innovations," Computational Statistics, Springer, vol. 34(3), pages 1183-1213, September.
    25. Eugen Ursu & Pierre Duchesne, 2009. "Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 63(2), pages 183-212, May.
    26. Siem Jan Koopman & Marius Ooms & Irma Hindrayanto, 2009. "Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 683-713, October.
    27. Philip Hans Franses & Rianne Legerstee, 2010. "A Unifying View On Multi‐Step Forecasting Using An Autoregression," Journal of Economic Surveys, Wiley Blackwell, vol. 24(3), pages 389-401, July.
    28. Zou, Nan & Politis, Dimitris N., 2021. "Bootstrap seasonal unit root test under periodic variation," Econometrics and Statistics, Elsevier, vol. 19(C), pages 1-21.
    29. Gallo, Andres & Mason, Paul & Shapiro, Steve & Fabritius, Michael, 2010. "What is behind the increase in oil prices? Analyzing oil consumption and supply relationship with oil price," Energy, Elsevier, vol. 35(10), pages 4126-4141.
    30. Misiorek Adam & Trueck Stefan & Weron Rafal, 2006. "Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(3), pages 1-36, September.
    31. 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.
    32. Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper 102315, University Library of Munich, Germany.
    33. Abdelhakim Aknouche & Eid Al-Eid, 2012. "Asymptotic inference of unstable periodic ARCH processes," Statistical Inference for Stochastic Processes, Springer, vol. 15(1), pages 61-79, April.
    34. Franses, Philip Hans & van Dijk, Dick, 2005. "The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production," International Journal of Forecasting, Elsevier, vol. 21(1), pages 87-102.
    35. Dennis Fok & Philip Hans Franses, 2013. "Testing earnings management," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 281-292, August.
    36. Eugen Ursu & Pierre Duchesne, 2009. "On modelling and diagnostic checking of vector periodic autoregressive time series models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 70-96, January.
    37. Tucker McElroy & Anindya Roy, 2022. "A Review of Seasonal Adjustment Diagnostics," International Statistical Review, International Statistical Institute, vol. 90(2), pages 259-284, August.
    38. Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius, 2010. "Exact maximum likelihood estimation for non-stationary periodic time series models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2641-2654, November.
    39. Abdelhakim Aknouche & Abdelouahab Bibi, 2009. "Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 19-46, January.
    40. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0601.
    41. Dimitrios Thomakos & Hossein Hassani & Kerry Patterson, 2013. "Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach," Economics Discussion Papers em-dp2013-04, Department of Economics, University of Reading.
    42. Q. Shao, 2008. "Robust Estimation For Periodic Autoregressive Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(2), pages 251-263, March.
    43. Politis, Dimitris, 2016. "HEGY test under seasonal heterogeneity," University of California at San Diego, Economics Working Paper Series qt2q4054kf, Department of Economics, UC San Diego.
    44. Roy, Roch & Saidi, Abdessamad, 2008. "Aggregation and systematic sampling of periodic ARMA processes," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4287-4304, May.
    45. Domenico Cucina & Manuel Rizzo & Eugen Ursu, 2018. "Identification of multiregime periodic autotregressive models by genetic algorithms," Post-Print hal-03187870, HAL.
    46. Philip Hans Franses, 2020. "Correcting the January optimism effect," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 927-933, September.
    47. Vaz, Lucélia Viviane & Filho, Getulio Borges da Silveira, 2017. "Functional Autoregressive Models: An Application to Brazilian Hourly Electricity Load," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 37(2), November.
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