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

24

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CROSSREF CITATIONS

108

Scholarly Papers (24)

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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 1,241 (21,105)
Citation 43

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

2.

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 1,050 (26,937)
Citation 34

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

3.

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 1,028 (27,811)
Citation 8

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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 519 (69,301)
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 383 (99,348)
Citation 5

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6.

Is Fiscal Policy Coordination in Emu Desirable?

Downloads 327 (118,546)
Citation 20

Is Fiscal Policy Coordination in Emu Desirable?

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 211 (183,919)

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EMU, Fiscal Coordination, Shocks, Demand Management

Is Fiscal Policy Coordination in Emu Desirable?

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 73 (407,985)

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EMU fiscal coordination shocks demand management

Is Fiscal Policy Coordination in Emu Desirable?

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 (526,106)
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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 301 (129,497)
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 278 (140,721)
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 (202,738)
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 142 (259,046)

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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 141 (260,434)
Citation 14

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

12.

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 129 (278,973)
Citation 2

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

13.

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 128 (280,552)
Citation 2

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

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 118 (297,761)
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 90 (356,645)
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 76 (394,441)
Citation 1

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

17.

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 61 (443,039)

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Inefficiency, Frontier, Optimal strategy, Tennis

18.

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 (446,627)
Citation 2

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

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 34 (560,774)
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 25 (614,574)

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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

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 (685,981)
Citation 4
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Fiscal shocks, trade spillovers, European Union, coordination, impulse responses

22.

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

23.

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

24.

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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