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Franz C. Palm

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

http://www.cesifo.de

University of Maastricht - Department of Economics

Prof. Dr.

P.O. Box 616

Maastricht, 6200 MD

Netherlands

  • University of Maastricht - Department of Economics

    • Email
    • Tel: +31-(0)43-3883833
    • Fax: +31-(0)43-3258535
SCHOLARLY PAPERS

26

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57

Scholarly Papers (26)

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1.

Fat Tails in Small Sample

Number of pages: 38 Posted: 06 Jan 1998
Ronald Huisman, Kees C. G. Koedijk, Clemens J.M. Kool and Franz C. Palm
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 950 (60,794)
Citation 8

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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, Bart F. Diris, Franz C. Palm and Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of EconometricsNetspar, University of Maastricht - Department of Economics and Maastricht University - Department of Finance
Downloads 768 (81,332)
Citation 5

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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 657 (99,480)
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
Ronald Huisman, Kees C. G. Koedijk, Clemens J.M. Kool and Franz C. Palm
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 487 (145,181)
Citation 6

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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 280 (271,230)
Citation 7

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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, Bart F. Diris, Franz C. Palm and Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of EconometricsNetspar, University of Maastricht - Department of Economics and Maastricht University - Department of Finance
Downloads 268 (284,962)

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7.

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 249 (306,221)

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8.

Regret Aversion and Annuity Risk in Defined Contribution Pension Plans

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 34 Posted: 31 Jan 2008
Roy P. M. M. Hoevenaars, Franz C. Palm, Rik Frehen and Peter C. Schotman
APG Asset Management, University of Maastricht - Department of Economics, Tilburg University - Department of Finance and Maastricht University - Department of Finance
Downloads 235 (326,127)

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

9.

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
Pierre Mohnen, Franz C. Palm, Sybrand Schim van der Loeff and Amaresh Kumar Tiwari
Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics, University of Maastricht and University of Tartu - Faculty of Economics and Business Administration
Downloads 235 (326,127)
Citation 12

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financial constraints, innovations, innovation policy

10.

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

Downloads 222 (343,660)
Citation 3

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 Last Revised: 31 Aug 2022
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 111 (639,071)

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occupational choice, quantile regression, censoring, earnings risk, dispersion estimation, 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 64 (938,792)
Citation 2

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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 47 (1,119,531)
Citation 1

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

11.

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
Wladimir Raymond, Pierre Mohnen, Franz C. Palm and Sybrand Schim van der Loeff
University of Maastricht, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 199 (382,358)

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12.

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

Downloads 150 (395,523)
Citation 1

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
Wladimir Raymond, Jacques Mairesse, Pierre Mohnen and Franz C. Palm
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 81 (805,635)

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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
Wladimir Raymond, Jacques Mairesse, Pierre Mohnen and Franz C. Palm
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 69 (895,539)
Citation 1

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

13.

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

Number of pages: 43 Posted: 04 Aug 2004
Franz C. Palm, Wladimir Raymond, Pierre Mohnen and Sybrand Schim van der Loeff
University of Maastricht - Department of Economics, University of Maastricht, Maastricht University - UNU-MERIT and University of Maastricht
Downloads 192 (395,523)
Citation 1

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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

14.

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
Wladimir Raymond, Pierre Mohnen, Franz C. Palm and Sybrand Schim van der Loeff
University of Maastricht, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 191 (397,477)
Citation 6

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innovation, panel bivariate tobit model, innovation expenditures

15.

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
Michel A. R. Beine, Jerome Lahaye, Sébastien Laurent, Christopher J. Neely and Franz C. Palm
University of Luxemburg, Facultés Universitaires Notre-Dame de la Paix (FUNDP), AMSE, Federal Reserve Bank of St. Louis - Research Division and University of Maastricht - Department of Economics
Downloads 187 (405,402)

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

16.

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 172 (440,151)
Citation 2

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

17.

Persistence of Innovation in Dutch Manufacturing: Is it Spurious?

CESifo Working Paper Series No. 1681
Number of pages: 32 Posted: 31 Mar 2006
Wladimir Raymond, Pierre Mohnen, Franz C. Palm and Sybrand Schim van der Loeff
University of Maastricht, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 170 (442,467)
Citation 1

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dynamic panel data type 2 tobit, innovation, spurious persistence

18.

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 159 (469,621)

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

19.

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

IZA Discussion Paper No. 565
Number of pages: 36 Posted: 01 Oct 2002 Last Revised: 17 Nov 2021
Hans van Kranenburg, Franz C. Palm and Gerard A. Pfann
Radboud University Nijmegen - Nijmegen School of Management, University of Maastricht - Department of Economics and Maastricht University
Downloads 130 (558,171)

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newspapers, scale economies, survival chances, concentrating industry

20.

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
Laurent Cavenaile, Christian Gengenbach and Franz C. Palm
University of Toronto at Scarborough, Maastricht University and University of Maastricht - Department of Economics
Downloads 129 (561,789)

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

21.

Microeconometric Evidence of Financing Frictions and Innovative Activity

CIRANO - Scientific Publications 2012s-24
Number of pages: 64 Posted: 28 Sep 2012
Amaresh Kumar Tiwari, Pierre Mohnen, Franz C. Palm and Sybrand Schim van der Loeff
University of Tartu - Faculty of Economics and Business Administration, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 103 (674,591)

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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
Amaresh Tiwari, Pierre Mohnen, Franz C. Palm and Sybrand Schim van der Loeff
University of Liège, Maastricht University - UNU-MERIT, University of Maastricht - Department of Economics and University of Maastricht
Downloads 74 (844,901)

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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 57 (989,921)
Citation 3

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

24.

Labor Market Dynamics When Effort Depends on Wage Growth Comparisons

Empirical Economics, Vol. 25, Issue 3
Posted: 22 Aug 2001
David de la Croix, Franz C. Palm and Jean-Pierre Urbain
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

25.

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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26.

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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