Franz C. Palm

University of Maastricht - Department of Economics

Prof. Dr.

P.O. Box 616

Maastricht, 6200 MD

Netherlands

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

http://www.cesifo.de

SCHOLARLY PAPERS

27

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4,728

SSRN CITATIONS
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Top 6,476

in Total Papers Citations

26

CROSSREF CITATIONS

157

Scholarly Papers (27)

1.

Fat Tails in Small Sample

Number of pages: 38 Posted: 06 Jan 1998
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Utrecht University - School of Economics and University of Maastricht - Department of Economics
Downloads 864 (29,612)
Citation 7

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2.

Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation

Number of pages: 41 Posted: 14 Jul 2009 Last Revised: 06 Feb 2014
Bart F. Diris, Franz C. Palm and Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of Econometrics, University of Maastricht - Department of Economics and Maastricht University - Department of Finance
Downloads 658 (42,960)
Citation 7

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Strategic asset allocation, out-of-sample analysis

3.

Banking and Debt Crises in Europe: The Dangerous Liaisons?

CESifo Working Paper Series No. 3001
Number of pages: 30 Posted: 06 Apr 2010
Bertrand Candelon and Franz C. Palm
University of Maastricht - Department of Economics and University of Maastricht - Department of Economics
Downloads 612 (47,249)
Citation 2

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banking crisis, sovereign debt crisis, European Union

4.

The Fat-Tailedness of FX Returns

Number of pages: 31 Posted: 22 Mar 1998
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Department of Finance, Utrecht University - School of Economics and University of Maastricht - Department of Economics
Downloads 428 (73,943)
Citation 3

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5.

Testing for Common Cyclical Features in VAR Models with Cointegration

Number of pages: 31 Posted: 23 May 2001
Alain Hecq, Franz C. Palm and Jean-Pierre Urbain
Maastricht University - Department of Economics, University of Maastricht - Department of Economics and Maastricht University - Department of Economics
Downloads 225 (148,671)
Citation 3

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Serial Correlation Common Features, Reduced Rank Structure, Cointegration

6.

Online Appendix for 'Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation'

Number of pages: 32 Posted: 17 Dec 2011 Last Revised: 06 Feb 2014
Bart F. Diris, Franz C. Palm and Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of Econometrics, University of Maastricht - Department of Economics and Maastricht University - Department of Finance
Downloads 177 (185,369)

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7.

Regret Aversion and Annuity Risk in Defined Contribution Pension Plans

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 34 Posted: 31 Jan 2008
APG Asset Management, University of Maastricht - Department of Economics, Tilburg University - Department of Finance and Maastricht University - Department of Finance
Downloads 171 (190,998)

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Lookback Option, Life Annuity, Annuity Risk, Defined Contribution, Stochastic Discount Factor

8.

An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications

Number of pages: 43 Posted: 04 Aug 2004
University of Maastricht - Department of Economics, University of Maastricht, Maastricht University - UNU-MERIT and University of Maastricht
Downloads 156 (206,515)

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generalized tobit, high-tech industry, homogeneity, innovation policy, likelihood ratio test, model of friction, sample selection, two-limit tobit model, TPP innovator

9.

The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models

CESifo Working Paper Series No. 1992, CIRANO - Scientific Publications 2007s-06
Number of pages: 39 Posted: 11 Jun 2007
University of Maastricht, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 154 (208,823)

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10.

Financial Constraints and Other Obstacles: Are They a Threat to Innovation Activity?

CESifo Working Paper Series No. 2204
Number of pages: 20 Posted: 30 Jan 2008
Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics, University of Maastricht and University of Tartu - Faculty of Economics and Business Administration
Downloads 142 (223,058)
Citation 1

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financial constraints, innovations, innovation policy

11.

Central Bank Intervention and Exchange Rate Volatility, its Continuous and Jump Components

FRB of St. Louis Working Paper No. 2006-031C
Number of pages: 37 Posted: 16 May 2006
University of Luxemburg, Facult├ęs Universitaires Notre-Dame de la Paix (FUNDP), AMSE, Federal Reserve Bank of St. Louis - Research Division and University of Maastricht - Department of Economics
Downloads 134 (233,699)

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intervention, exchange rate, jumps, bi-power variation, volatility, central bank

12.

Testing for Common Cyclical Features in Nonstationary Panel Data Models

Number of pages: 32 Posted: 05 Apr 2001
Franz C. Palm, Jean-Pierre Urbain and Alain Hecq
University of Maastricht - Department of Economics, Maastricht University - Department of Economics and Maastricht University - Department of Economics
Downloads 123 (249,431)

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13.

Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on Their Dynamics

CESifo Working Paper Series No. 2716
Number of pages: 40 Posted: 22 Jul 2009
University of Maastricht, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 121 (252,549)

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innovation, panel bivariate tobit model, innovation expenditures

14.

Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features

Number of pages: 46 Posted: 28 Feb 2002
Alain Hecq, Franz C. Palm and Jean-Pierre Urbain
Maastricht University - Department of Economics, University of Maastricht - Department of Economics and Maastricht University - Department of Economics
Downloads 115 (262,055)

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Separation, Cointegration, Common Features, Weak Exogeneity, P-T Decomposition, Consumption Function

Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes

IZA Discussion Paper No. 6447
Number of pages: 25 Posted: 14 Apr 2012
Daniel Pollmann, Thomas J. Dohmen and Franz C. Palm
Harvard University - Department of Economics, Institute for the Study of Labor (IZA) and University of Maastricht - Department of Economics
Downloads 64 (380,248)

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dispersion estimation, earnings risk, censoring, quantile regression, occupational choice, sorting, risk preferences, SOEP, IABS

Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes

SOEPpaper No. 572
Number of pages: 25 Posted: 31 Jul 2013
Daniel Pollmann, Thomas J. Dohmen and Franz C. Palm
Harvard University - Department of Economics, Institute for the Study of Labor (IZA) and University of Maastricht - Department of Economics
Downloads 34 (499,800)
Citation 1

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dispersion estimation, earnings risk, censoring, quantile regression, occupational choice, sorting, risk preferences, SOEP, IABS

Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes

Netspar Discussion Paper No. 03/2012-047
Number of pages: 24 Posted: 11 Jan 2013
Daniel Pollmann, Thomas J. Dohmen and Franz C. Palm
Harvard University - Department of Economics, Institute for the Study of Labor (IZA) and University of Maastricht - Department of Economics
Downloads 16 (614,708)
Citation 1

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Dispersion estimation, earnings risk, censoring, quantile regression, occupational choice, sorting, risk preferences, SOEP, IABS

16.

Persistence of Innovation in Dutch Manufacturing: Is it Spurious?

CESifo Working Paper Series No. 1681
Number of pages: 32 Posted: 31 Mar 2006
University of Maastricht, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 112 (267,035)
Citation 2

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dynamic panel data type 2 tobit, innovation, spurious persistence

17.

Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands

Number of pages: 35 Posted: 01 Oct 2002
Radboud University Nijmegen - Nijmegen School of Management, University of Maastricht - Department of Economics and Maastricht University
Downloads 96 (296,508)

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Scale Economies, Survival Chances, Concentrating Industry, Newspapers

Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing

CESifo Working Paper Series No. 4290
Number of pages: 34 Posted: 28 Jun 2013
University of Maastricht, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Maastricht University - UNU-MERIT and University of Maastricht - Department of Economics
Downloads 47 (440,971)

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R&D, innovation, productivity, panel data, dynamics, simultaneous equations

Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing

CIRANO - Scientific Publications 2013s-12
Number of pages: 35 Posted: 23 May 2013
University of Maastricht, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), Maastricht University - UNU-MERIT and University of Maastricht - Department of Economics
Downloads 24 (558,657)
Citation 1

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R&D, Innovation, Productivity, Panel data, Dynamics, Simultaneous equations

19.

Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis

CESifo Working Paper Series No. 4513
Number of pages: 33 Posted: 24 Dec 2013
University of Toronto - Rotman School of Management, Maastricht University and University of Maastricht - Department of Economics
Downloads 76 (342,035)

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banks, stock markets, economic growth, panel cointegration, causality

20.

Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling

CEIS Working Paper No. 125
Number of pages: 26 Posted: 26 May 2008 Last Revised: 25 Feb 2014
Gianluca Cubadda, Alain Hecq and Franz C. Palm
University of Rome Tor Vergata - Department of Economics and Finance, Maastricht University - Department of Economics and University of Maastricht - Department of Economics
Downloads 60 (387,774)
Citation 1

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Interactions, multiple time series, co-movements, ARIMA, cointegration, common cycles

21.

Microeconometric Evidence of Financing Frictions and Innovative Activity

CIRANO - Scientific Publications 2012s-24
Number of pages: 64 Posted: 28 Sep 2012
University of Tartu - Faculty of Economics and Business Administration, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 56 (401,057)

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Financial Constraints, Capital Structure, R&D, Innovation, Firm Dynamics, Market Failure, Panel Data, Correlated Random Effects, Control Function, Expected a Posteriori

22.

Microeconometric Evidence of Financing Frictions and Innovative Activity

CESifo Working Paper Series No. 4645
Number of pages: 51 Posted: 13 Mar 2014
University of Liege, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 39 (465,474)

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innovation, R&D, capital structure, financial constraints, firm characteristics, correlated random effects, control function, expected a posteriori

23.

Adjustment Costs and Time-to-Build in Factor Demand in the US Manufacturing Industry

Empirical Economics, Vol. 18, 1993
Number of pages: 33 Posted: 11 Jun 2011 Last Revised: 29 Aug 2011
Franz C. Palm, Marga Peeters and Gerard A. Pfann
University of Maastricht - Department of Economics, De Nederlandsche Bank and Maastricht University
Downloads 12 (620,039)
Citation 4

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time-to-build, adjustment costs, factor demand, gestation lags, investment

24.

Bootstrap Unit-Root Tests: Comparison and Extensions

Journal of Time Series Analysis, Vol. 29, Issue 2, pp. 371-401, March 2008
Number of pages: 31 Posted: 29 Feb 2008
Franz C. Palm, Stephan Smeekes and Jean-Pierre Urbain
University of Maastricht - Department of Economics, affiliation not provided to SSRN and Maastricht University - Department of Economics
Downloads 12 (620,039)
Citation 1
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25.

Labor Market Dynamics When Effort Depends on Wage Growth Comparisons

Empirical Economics, Vol. 25, Issue 3
Posted: 22 Aug 2001
Catholic University of Louvain (UCL) - Institut de Recherches Economiques et Sociales (IRES), University of Maastricht - Department of Economics and Maastricht University - Department of Economics

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Efficiency wages, partial gift exchange, effort function, cointegration, GMM

26.

Inflation Differentials and Excess Returns in the European Monetary System

Posted: 02 Sep 1999
Peter J.G. Vlaar and Franz C. Palm
De Nederlandsche Bank - Econometrics and University of Maastricht - Department of Economics

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27.

Sources of Asymmetry in Production Factor Dynamics

Journal of Econometrics
Posted: 16 Jun 1998
Franz C. Palm and Gerard A. Pfann
University of Maastricht - Department of Economics and Maastricht University

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