Franc Klaassen
Key publications
List of publications
Beetsma, R., Klaassen, F., Romp, W. and van Maurik, R. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357--402.
Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.
Daniels, T., Jager, H. and Klaassen, F. (2011). Currency crises with the threat of an interest rate defence Journal of International Economics, 85(1):14--24.
Klaassen, F. and Jager, H. (2011). Definition-consistent measurement of exchange market pressure Journal of International Money and Finance, 30(1):74--95.
Klaassen, F. and Magnus, J. (2009). The efficiency of top agents: an analysis through service strategy in tennis Journal of Econometrics, 148(1):72--85.
Beetsma, R., Giuliodori, M. and Klaassen, F. (2009). Temporal aggregation and SVAR identification, with an application to fiscal policy Economics Letters, 105(3):253--255.
Bun, M., Klaassen, F. and Tan, G. (2009). Free trade areas and intra-regional trade: the case of ASEAN Singapore Economic Review, 54(3):319--334.
Beetsma, R., Giuliodori, M. and Klaassen, F. (2008). The effects of public spending shocks on trade balances and budget deficits in the European Union Journal of the European Economic Association, 6(2-3):414--423.
Bun, M. and Klaassen, F. (2007). The euro effect on trade is not as large as commonly thought Oxford Bulletin of Economics and Statistics, 69(4):473--496.
van Horen, N., Jager, H. and Klaassen, F. (2006). Foreign Exchange Market Contagion in the Asian Crisis: A Regression-based Approach Review of World Economics, 142(2):374--401.
Beetsma, R., Giuliodori, M. and Klaassen, F. (2006). Trade spill-overs of fiscal policy in the European Union: a panel analysis Economic Policy, 21(48):639--687.
Klaassen, F. (2005). Long Swings in Exchange Rates: Are They Really in the Data? Journal of Business and Economic Statistics, 23:87--95.
Klaassen, F. (2004). Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade? Journal of International Money and Finance, 23(5):817--839.
Klaassen, F. and Magnus, J. (2003). Forecasting the Winner of a Tennis Match European Journal of Operational Research, 148:257--267.
Klaassen, F. and Magnus, J. (2002). Some Properties of a Generalised Two-Error Components Matrix, solution of problem 01.5.1. Econometric Theory, 18:1274--1275.
Klaassen, F. (2002). Improving GARCH Volatility Forecasts with Regime-Switching GARCH Empirical Economics, 27:363--394.
Klaassen, F. and Magnus, J. (2001). Are Points in Tennis Independent and Identically Distributed? Evidence from a Dynamic Binary Panel Data Model Journal of the American Statistical Association, 96:500--509.
Klaassen, F. and Magnus, J. (2001). Some Properties of a Generalized Two-Error Components Matrix, problem 01.5.1 Econometric Theory, 17(1025):.