Franc Klaassen

University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)

Roetersstraat 11

Amsterdam

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

  • University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)

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SCHOLARLY PAPERS

25

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21

CROSSREF CITATIONS

148

Scholarly Papers (25)

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1.

Has the Euro Increased Trade?

Number of pages: 16 Posted: 29 Oct 2002
Maurice J. G. Bun and Franc Klaassen
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 1,129 (18,869)
Citation 37

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currency union, dynamic panel data model, EMU, exports, imperfect substitutes model

2.

Improving GARCH Volatility Forecasts

CentER Discussion Paper Series No. 1998-52
Number of pages: 43 Posted: 01 Dec 1998
Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 1,011 (22,206)
Citation 7

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3.

The Importance of Dynamics in Panel Gravity Models of Trade

Number of pages: 16 Posted: 04 Apr 2002
Maurice J. G. Bun and Franc Klaassen
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 934 (24,944)
Citation 33

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Dynamic panel data model, export, gravity model, LSDV estimator, trade elasticities

4.

Purchasing Power Parity: Evidence from a New Test

Tilburg University, CentER Working Paper No. 1999-9
Number of pages: 36 Posted: 19 Jul 1999
Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 516 (55,530)
Citation 7

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5.

Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model

Tilburg University, CentER Discussion Paper Series No. 1999-10
Number of pages: 31 Posted: 16 Jul 1999
Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 374 (81,911)
Citation 4

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6.

Is Fiscal Policy Coordination in Emu Desirable?

Downloads 315 ( 99,460)
Citation 20

Is Fiscal Policy Coordination in Emu Desirable?

CESifo Working Paper Series No. 599
Number of pages: 34 Posted: 20 Nov 2001
Roel M. W. J. Beetsma, Xavier Debrun and Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), International Monetary Fund (IMF) - Research Department and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 207 (152,505)

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EMU, Fiscal Coordination, Shocks, Demand Management

Is Fiscal Policy Coordination in Emu Desirable?

IMF Working Paper No. 01/178
Number of pages: 45 Posted: 03 Feb 2006
Roel M. W. J. Beetsma, Xavier Debrun and Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), International Monetary Fund (IMF) - Research Department and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 65 (359,830)

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EMU fiscal coordination shocks demand management

Is Fiscal Policy Coordination in Emu Desirable?

CEPR Discussion Paper No. 3035
Number of pages: 47 Posted: 20 Nov 2001
Roel M. W. J. Beetsma, Xavier Debrun and Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), International Monetary Fund (IMF) - Research Department and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 43 (436,885)
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EMU, fiscal coordination, shocks, demand management

7.

Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach

Number of pages: 26 Posted: 05 Dec 2002
Neeltje van Horen, Henk Jager and Franc Klaassen
Bank of England, University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 298 (105,686)
Citation 3

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contagion, exchange market pressure, Asian crisis, regression

8.

Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?

CentER Working Paper No. 1999-73
Number of pages: 27 Posted: 02 Feb 2000
Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 276 (114,733)
Citation 3

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9.

Long Swings in Exchange Rates: Are They Really in the Data?

CentER Working Paper No. 1999-8
Number of pages: 28 Posted: 19 Jul 1999
Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 190 (165,352)
Citation 3

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10.

Are Economic Agents Successful Optimizers? An Analysis Through Service Strategy in Tennis

Tinbergen Institute Discussion Paper No. 06-048/2
Number of pages: 34 Posted: 08 Jun 2006
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 135 (221,143)

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Inefficiency, Frontier, Optimal strategy, Tennis

11.

The Euro Effect on Trade is Not as Large as Commonly Thought

Tinbergen Institute Discussion Papers No. 2003-086/2
Number of pages: 20 Posted: 15 Oct 2004
Maurice J. G. Bun and Franc Klaassen
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 134 (222,490)
Citation 11

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currency union, dynamic OLS, EMU, robust standard errors, time trend

12.

Model-Free Measurement of Exchange Market Pressure

Tinbergen Institute Discussion Paper No. 06-112/2
Number of pages: 32 Posted: 04 Jan 2007
Franc Klaassen and Henk Jager
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 126 (233,273)
Citation 1

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EMP, EMS crisis, exchange rate regime, monetary policy, real interest differential, temporal aggregation

13.

Why Frequency Matters for Unit Root Testing

Tinbergen Institute Discussion Paper No. TI 2004-119/4
Number of pages: 17 Posted: 12 Nov 2004
H. Peter Boswijk and Franc Klaassen
Amsterdam School of Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 122 (238,903)
Citation 1

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Fat tails, GARCH, mean reversion, observation frequency, purchasing-power parity, unit roots

14.

The Importance of Accounting for Time Trends When Estimating the Euro Effect on Trade

Tinbergen Institute Working Paper No. 2003-086/3
Number of pages: 16 Posted: 10 Nov 2003
Maurice J. G. Bun and Franc Klaassen
University of Amsterdam (UVA) - Department of Quantitative Economics and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 115 (249,634)
Citation 2

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currency union, deterministic trend, EMU, fixed effects, gravity model, panel data

15.

Defending against Speculative Attacks

Revised from Tinbergen Institute Discussion Paper No. 08-090/2
Number of pages: 36 Posted: 26 Sep 2008 Last Revised: 14 Dec 2008
Tijmen R. Daniëls, Henk Jager and Franc Klaassen
Technische Universität Berlin (TU Berlin), University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 88 (298,595)
Citation 1

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Exchange Market Pressure, Currency Crisis, Global Game

16.

Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management

Tinbergen Institute Discussion Paper 16-034/VI
Number of pages: 42 Posted: 29 Apr 2016
Franc Klaassen and Konstantinos Mavromatis
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 74 (331,221)

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DSGE, exchange market pressure, exchange rate regime, fixed exchange rate, monetary policy, open economy Taylor rule

17.

Identifying the Weights in Exchange Market Pressure

Tinbergen Institute Discussion Paper 11-030/2
Number of pages: 31 Posted: 14 Feb 2011
Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 60 (370,036)
Citation 1

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currency crisis models, ERM crisis, exchange rate regimes, instrumental variables, monetary policy, persistence

18.

Are Economic Agents Successful Optimizers?: An Analysis Through Strategy in Tennis

CentER Discussion Paper No. 2006-52
Number of pages: 32 Posted: 26 Jul 2006
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 55 (385,887)

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Inefficiency, Frontier, Optimal strategy, Tennis

19.

Untangling Fixed Effects and Constant Regressors

Tinbergen Institute Discussion Paper 15-137/VI
Number of pages: 36 Posted: 26 Dec 2015
Franc Klaassen and Rutger Teulings
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 30 (484,913)
Citation 1

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gravity model, fixed effects, multicollinearity, normalization, orthogonalization

20.

Untangling Real Gravity

Tinbergen Institute Discussion Paper 2017-121/VI
Number of pages: 45 Posted: 17 Jan 2018
Franc Klaassen and Rutger Teulings
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 18 (553,632)

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real gravity equation, exchange rate, multilateral trade resistance, untangling normalization

21.

Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis

CEPR Discussion Paper No. 5222
Number of pages: 34 Posted: 17 Oct 2005
Roel M. W. J. Beetsma, Massimo Giuliodori and Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 15 (571,972)
Citation 1
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Fiscal shocks, trade spillovers, European Union, coordination, impulse responses

22.

Trade Spill-Overs of Fiscal Policy in the European Union: A Panel Analysis

Economic Policy, Vol. 21, No. 48, pp. 639-687, October 2006
Number of pages: 48 Posted: 02 Oct 2006
Roel M. W. J. Beetsma, Massimo Giuliodori and Franc Klaassen
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM), University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)
Downloads 14 (578,435)
Citation 3
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23.

Free Trade Areas and Intra-Regional Trade: The Case of ASEAN

The Singapore Economic Review (SER)
Posted: 25 Apr 2010 Last Revised: 04 Jun 2010
Maurice J. G. Bun, Franc Klaassen and Randolph Tan
University of Amsterdam (UVA) - Department of Quantitative Economics, University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and SIM University (UniSIM)

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AFTA, ASEAN, free trade area, gravity model, panel data

24.

Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach

Review of World Economics, Vol. 142, No. 2, pp. 2-26, 2006
Posted: 15 May 2006
Neeltje van Horen, Henk Jager and Franc Klaassen
Bank of England, University of Amsterdam - Amsterdam School of Economics (ASE) and University of Amsterdam - Research Institute in Economics & Econometrics (RESAM)

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contagion, exchange market pressure, Asian crisis, regression

25.

On the Independence and Identical Distribution of Points in Tennis

Tilburg University, Center for Economic Research, Discussion Paper Series No. 1998-53
Posted: 18 Dec 1998
Franc Klaassen and J.R. Magnus
University of Amsterdam - Research Institute in Economics & Econometrics (RESAM) and Vrije Universiteit Amsterdam, School of Business and Economics

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