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Home | People | Philip Hans Franses
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Philip Hans Franses

Research Fellow

University
Erasmus University Rotterdam
Researchgroup
Econometrics
Interests
applied econometrics, econometrics, marketing

Key publications

List of publications

Donkers,B. and van Diepen,M. and Franses,P.H.B.F.. 2017. Do charities get more when they ask more often? Evidence from a unique field experiment. Journal of Socio-economics, 66, 58--65

Franses,P.H.B.F. and Lede,M.M.. 2017. Adoption of Falsified medical products in a low-income country: empirical evidence for Suriname. Sustainability, 9, 1--18

Franses,P.H.B.F. and Legerstee,R. and Paap,R.. 2017. Estimating loss functions of experts. Applied Economics, 49, 386--396

Gresnigt,F. and Kole,H.J.W.G. and Franses,P.H.B.F.. 2017. Exploiting Spillovers to Forecast Crashes. Journal of Forecasting, 36, 936--955

Blauw,S.L. and Franses,P.H.B.F.. 2016. Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Household in Uganda using Copulas. Journal of Development Studies, 52, 315--330

Franses,P.H.B.F.. 2016. A note on the Mean Absolute Scaled Error. International Journal of Forecasting, 32, 20--22

Franses,P.H.B.F. and Knecht,W.. 2016. The late 1970s bubble in Dutch collectible postage stamps. Empirical Economics, 50, 1215--1228

Gresnigt,F. and Kole,H.J.W.G. and Franses,P.H.B.F.. 2016. Specification Testing in Hawkes Models. Journal of Financial Econometrics, 15, 139--171

Bodeutsch,D. and Franses,P.H.B.F.. 2015. The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency. Emerging Markets Finance and Trade, 51, 130--139

Dulam,T W and Franses,P.H.B.F.. 2015. Emigration, wage differentials and brain drain: the case of suriname. Applied Economics, 47, 2339--2347

Franses,P.H.B.F. and Lede,M.. 2015. Cultural norms and values and purchases of counterfeits. Applied Economics, 47, 5902--5916

Franses,P.H.B.F.. 2015. The Life Cycle of Social Media. Applied Economics Letters, 22, 796--800

Gresnigt,F. and Kole,H.J.W.G. and Franses,P.H.B.F.. 2015. Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes. Journal of Banking and Finance, 56, 123--139

Kunst,R.M. and Franses,P.H.B.F.. 2015. Asymmetric time aggregation and its potential benefits for forcasting annual data. Empirical Economics, 49, 363--387

Legerstee,R. and Franses,P.H.B.F.. 2015. Does Disagreement Amongst Forecasters Have Predictive Value?. Journal of Forecasting, 34, 290--302

Franses,P.H.B.F.. 2014. Evaluating CPB's Forecasts. De Economist, 162, 215--221

Franses,P.H.B.F. and McAleer,M.J. and Legerstee,R.. 2014. Evaluating Macroeconomc Forecasts: A concise Review of Some Recent Developments. Journal of Economic Surveys, 28, 195--208

Legerstee,R. and Franses,P.H.B.F.. 2014. Do Experts' SKU Forecasts Improve after Feedback. Journal of Forecasting, 33, 69--79

Mees,H. and Franses,P.H.B.F.. 2014. Are Individuals in China Prone to Money Illusion?. Journal of Socio-economics, 51, 38--46

Chang,C.-L. and de Bruijn,L.P. and Franses,P.H.B.F. and McAleer,M.J.. 2013. Analyzing Fixed-Event Forecast Revisions. International Journal of Forecasting, 29, 622--627

Franses,P.H.B.F. and Mees,H.. 2013. Approximating the DGP of China's Quarterly GDP. Applied Economics, 45, 3469--3472

Franses,P.H.B.F. and de Groot,B.. 2013. Do commercial real estate prices have predictive content for GDP. Applied Economics, 45, 4379--4384

Franses,P.H.B.F.. 2013. Data Revisions and Periodic Properties of Macroeconomic Data. Economics Letters, 120, 139--141

Franses,P.H.B.F. and Legerstee,R.. 2013. Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?. International Journal of Forecasting, 29, 80--87

Calli,M.K. and Weverbergh,M. and Franses,P.H.B.F.. 2012. The effectiveness of high-frequency direct-response commercials. International Journal of Research in Marketing, 29, 98--109

Franses,P.H.B.F. and Vermeer,S.J.C.. 2012. Inequality amongst the wealthiest and its link with economic growth. Applied Economics, 44, 2851--2858

Peers,Y. and Fok,D. and Franses,P.H.B.F.. 2012. Modeling Seasonality in New Product Diffusion. Marketing Science, 31, 351--364

Chang,C.-L. and Franses,P.H.B.F. and McAleer,M.J.. 2011. How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan. International Journal of Forecasting, 27, 1066--1075

Franses,P.H.B.F.. 2011. Model Selection for Forecast Combination. Applied Economics, 43, 1721--1727

Franses,P.H.B.F. and Kranendonk,H.C. and Lanser,D.. 2011. One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast. International Journal of Forecasting, 27, 482--495

Kunst,R.M. and Franses,P.H.B.F.. 2011. Testing for Seasonal Unit Roots in Monthly Panels of Time Series. Oxford Bulletin of Economics and Statistics, 73, 469--488

van Dijk,A. and Franses,P.H.B.F. and Paap,R. and van Dijk,D.J.C.. 2011. Modeling Regional House Prices. Applied Economics, 43, 2097--2110

H.P. Boswijk and P.H. Franses and van Dijk, D.. 2010. Cointegration in a historical perspective. Journal of Econometrics, 158, 156--159, 0304-4076

Franses,P.H.B.F. and Legerstee,R.. 2010. A unifying view on multi-step forecasting using an autoregression. Journal of Economic Surveys, 24, 389--401

Franses,P.H.B.F. and Legerstee,R.. 2010. Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. Journal of Forecasting, 29, 331--340

Nalbantov,G.I. and Franses,P.H.B.F. and Groenen,P.J.F. and Bioch,J.C.. 2010. Estimating the Market Share Attraction Model using Support Vector Regressions. Econometric Reviews, 29, 688--716

van Nierop,J.E.M. and Bronnenberg,B. and Paap,R. and Franses,P.H.B.F. and Wedel,M.. 2010. Retrieving Unobserved Consideration Sets from Household Panel Data. Journal of Marketing Research, 47, 63--74

Chintagunta,P. and Franses,P.H.B.F. and Paap,R.. 2009. Introduction to the Special Issue on New Econometric Models in Marketing. Journal of Applied Econometrics, 24, 375--376

Sandor,Z. and Franses,P.H.B.F.. 2009. Consumer Price Evaluations Through Choice Experiments. Journal of Applied Econometrics, 24, 517--535

Donkers,B. and van Diepen,M. and Franses,P.H.B.F.. 2009. Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application. Journal of Marketing Research, 46, 120--133

Franses,P.H.B.F. and Legerstee,R.. 2009. Properties of expert adjustments on model-based SKU-level forecasts. International Journal of Forecasting, 25, 35--47

Hafner,C.M. and Franses,P.H.B.F.. 2009. A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. Econometric Reviews, 28, 612--631

Prins,R. and Verhoef,P.C. and Franses,P.H.B.F.. 2009. The impact of adoption timing on new service usage and early disadoption. International Journal of Research in Marketing, 26, 304--313

van Damme,E.E.C. and Fase,M.M.G. and Franses,P.H.B.F. and Theeuwes,J.J.M. and Swank,J.. 2009. Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008. De Economist, 157, 267--269

van Diepen,M. and Donkers,B. and Franses,P.H.B.F.. 2009. Does Irritation Induced by Charitable Direct Mailings Reduce Donations?. International Journal of Research in Marketing, 26, 180--188

Franses,P.H.B.F. and van der Leij,M.J. and Paap,R.. 2008. A Simple Test for GARCH Against a Stochastic Volatility Model. Journal of Financial Econometrics, 6, 291--306

Franses,P.H.B.F.. 2008. Merging models and experts. International Journal of Forecasting, 24, 31--33

ten Cate,A. and Franses,P.H.B.F.. 2008. Error-correction modelling in descrete and continuous time. Economics Letters, 101, 140--141

van Nierop,E. and Fok,D. and Franses,P.H.B.F.. 2008. Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. Marketing Science, 27, 1065--1082

van Oest,R.D. and Franses,P.H.B.F.. 2008. Measuring changes in consumer confidence. Journal of Economic Psychology, 29, 255--275

Fok,D. and Franses,P.H.B.F.. 2007. Modeling the diffusion of scientific publications. Journal of Econometrics, 139, 376--390

Fok,D. and Franses,P.H.B.F. and Paap,R.. 2007. Seasonality and non-linear price effects in scanner-data based market-response models. Journal of Econometrics, 138, 231--251

Franses,P.H.B.F. and Kippers,J.. 2007. An empirical analysis of euro cash payments. European Economic Review, 51, 1985--1997

Franses,P.H.B.F. and Kunst,R.M.. 2007. Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?. Economic Modelling, 24, 954--968

Franses,P.H.B.F.. 2007. Estimating the stock of postwar Dutch postal stamps. Applied Economics, 39, 943--946

Franses,P.H.B.F. and van Oest,R.D.. 2007. On the econometrics of the geometric lag model. Economics Letters, 95, 291--296

Pauwels,K. and Srinivasan,S. and Franses,P.H.B.F.. 2007. When do price thresholds matter in retail categories?. Marketing Science, 26, 83--100

Stremersch,S. and Tellis,G.J. and Franses,P.H.B.F. and Binken,J.L.G.. 2007. Indirect Network Effects in New Product Growth. Journal of Marketing, 71, 52--74

Bijwaard,G.E. and Franses,P.H.B.F. and Paap,R.. 2006. Modeling purchases as repeated events. Journal of Business and Economic Statistics, 24, 487--502

Donkers,B. and Paap,R. and Jonker,J.J. and Franses,P.H.B.F.. 2006. Deriving Target Selection Rules from Endogenously Selected Samples. Journal of Applied Econometrics, 21, 549--562

H.P. Boswijk and P.H. Franses. 2006. Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68, 345--370, 0305-9049

Fok,D. and Horvath,Cs. and Paap,R. and Franses,P.H.B.F.. 2006. A hierarchical Bayes error correction model to explain dynamic effects of price changes. Journal of Marketing Research, 43, 443--461

Franses,P.H.B.F.. 2006. Empirical causality between bigger banknotes and inflation. Applied Economics Letters, 13, 751--752

Tellis,G.J. and Franses,P.H.B.F.. 2006. Optimal data interval for estimating advertising response. Marketing Science, 25, 217--229

H.P. Boswijk and P.H. Franses. 2005. On the econometrics of the Bass diffusion model. Journal of Business \& Economic Statistics, 23, 255--268, 0735-0015

Fok,D. and van Dijk,D.J.C. and Franses,P.H.B.F.. 2005. A multi-level panel STAR model for US manufacturing sectors. Journal of Applied Econometrics, 20, 811--827

van Dijk,D.J.C. and van Dijk,H.K. and Franses,P.H.B.F.. 2005. On the dynamics of business cycle analysis; Editors' introduction. Journal of Applied Econometrics, 20, 147--150

Vogelsang,T.J. and Franses,P.H.B.F.. 2005. Testing for common deterministic trend slopes. Journal of Econometrics, 126, 1--24

Fok,D. and van Dijk,D.J.C. and Franses,P.H.B.F.. 2005. Forecasting aggregate using panels of nonlinear time series. International Journal of Forecasting, 21, 785--794

Franses,P.H.B.F.. 2005. Diagnostics, expectations and endogeneity. Journal of Marketing Research, 42, 27--29

Franses,P.H.B.F. and Hyung,N.. 2005. Forecasting time series with long memory and level shifts. Journal of Forecasting, 24, 1--16

Franses,P.H.B.F.. 2005. On the use of econometric models for policy simulation in marketing. Journal of Marketing Research, 42, 4--14

Franses,P.H.B.F. and van Dijk,D.J.C.. 2005. The forecasting performance of various models for seasonality and non-linearity for quarterly industrial production. International Journal of Forecasting, 21, 87--102

Franses,P.H.B.F. and van Oest,R.D.. 2005. Which brands gain share from which brands? Inference from store-level scanner data. Quantitative Marketing and Economics, 3, 281--304

Koning,A.J. and Franses,P.H.B.F. and Hibon,M. and Stekler,H.. 2005. The M3 competition: statistical test of results. International Journal of Forecasting, 21, 397--409

Paap,R. and van Nierop,E. and van Heerde,H.J. and Wedel,M. and Franses,P.H.B.F. and Alsem,K.J.. 2005. Consideration sets, intentions and the inclusion of 'don't know' in a two-stage model for voter choice. International Journal of Forecasting, 21, 53--71

Paap,R. and Franses,P.H.B.F. and van Dijk,D.J.C.. 2005. Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method. Journal of Development Economics, 77, 553--570

Clements,M.P. and Franses,P.H.B.F. and Swanson,N.R.. 2004. Forecasting economic and financial time-series with non-linear models. International Journal of Forecasting, 20, 169--183

Fok,D. and Franses,P.H.B.F.. 2004. Analyzing the effects of a brand introduction on competitive structure using a market share attraction model. International Journal of Research in Marketing, 21, 159--177

Franses,P.H.B.F. and Paap,R. and Vroomen,B.L.K.. 2004. Forecasting unemployment using an autoregression with censored latent effects parameters. International Journal of Forecasting, 20, 255--271

Kawasaki,Y. and Franses,P.H.B.F.. 2004. Do seasonal unit roots matter for forecasting monthly industrial production?. Journal of Forecasting, 23, 77--88

Vroomen,B.L.K. and Franses,P.H.B.F. and Nierop,E.. 2004. Modeling consideration sets and brand choice using artificial neural networks. European Journal of Operational Research, 154, 206--217

Wuyts,S.H.K. and Stremersch,S. and van den Bulte,C. and Franses,P.H.B.F.. 2004. Vertical marketing systems for complex products: A triadic perspective. Journal of Marketing Research, 41, 479--487

Clements,M.P. and Franses,P.H.B.F. and Smith,J. and van Dijk,D.J.C.. 2003. On SETAR non-linearity and forecasting. Journal of Forecasting, 22, 359--376

Donkers,B. and Franses,P.H.B.F. and Verhoef,P.C.. 2003. Selective Sampling for Binary Choice Models. Journal of Marketing Research, 40, 492--497

van Dijk,D.J.C. and Franses,P.H.B.F.. 2003. Selecting a nonlinear time series model using weighted tests of equal forecast accuracy. Oxford Bulletin of Economics and Statistics, 65, 727--744

P.H. Franses and van der Leij, M.J. and R. Paap. 2002. Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17, 601--616, 0883-7252

Franses,P.H.B.F. and Paap,R.. 2002. Censored latent effects autoregression, with an application to us unemployment. Journal of Applied Econometrics, 17, 347--366

Franses,P.H.B.F. and McAleer,M.J.. 2002. Financial volatility: an introduction. Journal of Applied Econometrics, 17, 419--424

van Dijk,D.J.C. and Franses,P.H.B.F. and Paap,R.. 2002. A nonlinear long memory model, with an application to US unemployment. Journal of Econometrics, 110, 135--165

S.J. Koopman and P.H. Franses. 2002. Constructing seasonally adjusted data with time-varying confidence intervals. Oxford Bulletin of Economics and Statistics, 64, 509--526, 0305-9049

Bos,C.S. and Franses,P.H.B.F. and Ooms,M.. 2002. Inflation, forecast intervals and long memory regression models. International Journal of Forecasting, 18, 243--264

van Dijk,D.J.C. and Teräsvirta,T. and Franses,P.H.B.F.. 2002. Smooth transition autoregressive models. Econometric Reviews, 21, 1--47

Fok,D. and Franses,P.H.B.F.. 2001. Forecasting market shares from models for sales. International Journal of Forecasting, 17, 121--128

Franses,P.H.B.F.. 2001. How to deal with intercept and trend in practical cointegration analysis?. Applied Economics, 33, 577--580

Hobijn,B. and Franses,P.H.B.F.. 2001. Are living standards converging?. Structural Change and Economic Dynamics, 12, 171--200

Rothman,P. and van Dijk,D.J.C. and Franses,P.H.B.F.. 2001. Multivariate star analysis of money-output relationship. Macroeconomic Dynamics, 5, 506--532

Hobijn,B. and Franses,P.H.B.F.. 2000. Asymptotically perfect and relative convergence of productivity. Journal of Applied Econometrics, 15, 59--81

Paap,R. and Franses,P.H.B.F.. 2000. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables. Journal of Applied Econometrics, 15, 717--744

N. Taylor and van Dijk, D. and P.H. Franses and A. Lucas. 2000. SETS, arbitrage activity and stock price dynamics. Journal of Banking and Finance, 24, 1289--1306, 0378-4266

Arino,M.A. and Franses,P.H.B.F.. 2000. Forecasting the levels of vector autoregressive log-transformed time series. International Journal of Forecasting, 16, 111--116

Franses,P.H.B.F. and Taylor,A.M.R.. 2000. Determining the order of differencing in seasonal time series processes. Econometrics Journal, 3, 250--264

Groenen,P.J.F. and Franses,P.H.B.F.. 2000. Visualizing time-varying correlations across stock market. Journal of Empirical Finance, 7, 155--172

van Dijk, D. and P.H. Franses and A. Lucas. 1999. Testing for smooth transition nonlinearity in the presence of outliers. Journal of Business and Economic Statistics, 17, 217--235, 0735-0015

van Dijk, D. and P.H. Franses and A. Lucas. 1999. Testing for ARCH in the presence of additive outliers. Journal of Applied Econometrics, 14, 539--562, 0883-7252

Bos,C.S. and Franses,P.H.B.F. and Ooms,M.. 1999. Long memory and level shifts: Re-analyzing inflation rates. Empirical Economics, 24, 427--449

Eisinga,R. and Franses,P.H.B.F. and Ooms,M.. 1999. Forecasting long memory left-right political orientations. International Journal of Forecasting, 15, 185--199

Franses,P.H.B.F. and Ghijsels,H.. 1999. Additive outliers, GARCH and forecasting volatility. International Journal of Forecasting, 15, 1--9

Franses,P.H.B.F. and Paap,R.. 1999. Does seasonal adjustment influence the dating if business cycle turning points?. Journal of Macroeconomics, 21, 79--92

Franses,P.H.B.F. and Paap,R.. 1999. Does seasonality influence the dating of business cycle turning points?. Journal of Macroeconomics, 21, 79--92

Franses,P.H.B.F. and Kunst,R.M.. 1999. On the role of seasonal intercepts in seasonal cointegration. Oxford Bulletin of Economics and Statistics, 61, 409--433

Franses,P.H.B.F. and Paap,R.. 1999. On trends and constants in periodic autoregressions. Econometric Reviews, 18, 271--286

van Dijk,D.J.C. and Franses,P.H.B.F.. 1999. Modeling multiple regimes in the business cycle. Macroeconomic Dynamics, 3, 311--340

P.H. Frances and A. Lucas. 1998. Outlier detection in cointegration analysis. Journal of Business and Economic Statistics, 16, 459--468, 0735-0015

P.H. Frances and Prof. Kloek, T. and A. Lucas. 1998. Outlier robust analysis of long-run marketing effects for weekly scanning data. Journal of Econometrics, 89, 293--315, 0304-4076

Franses,P.H.B.F. and Vogelsang,T.J.. 1998. On seasonal cycles, unit roots, and mean shifts. Review of Economics and Statistics, 231--240

Breitung,J. and Franses,P.H.B.F.. 1998. On Phillips-Perron-type tests for seasonal unit roots. Econometric Theory, 14, 200--221

Franses,P.H.B.F. and Koehler,A.B.. 1998. A model selection strategy for time series with increasing seasonal variation. International Journal of Forecasting, 14, 405--414

Franses,P.H.B.F. and McAleer,M.J.. 1998. Cointegration analysis of seasonal time series. Journal of Economic Surveys, 12, 651--678

Franses,P.H.B.F. and Koop,G.. 1998. On the sensivity of unit root inference to nonlinear data transformations. Economics Letters, 59, 7--15

Kunst,R.M. and Franses,P.H.B.F.. 1998. The impact of seasonal constants on forecasting seasonally cointegrated time series. Journal of Forecasting, 17, 109--124

H.P. Boswijk and P.H. Franses and N. Haldrup. 1997. Multiple unit roots in periodic autoregression.. Journal of Econometrics, 80, 167--193, 0304-4076

Franses,P.H.B.F. and Hoek,H. and Paap,R.. 1997. Bayesian analysis of seasonal unit roots and seasonal mean shifts. Journal of Econometrics, 78, 359--380

Franses,P.H.B.F. and Draisma,G.. 1997. Recognizing changing seasonal patterns using artificial neural networks. Journal of Econometrics, 81, 273--280

Ooms,M. and Franses,P.H.B.F.. 1997. On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment. Journal of Business and Economic Statistics, 15, 470--481

Franses,P.H.B.F. and Koop,G.. 1997. A Bayesian analysis of periodic integration. Journal of Forecasting, 16, 509--532

Franses,P.H.B.F. and Veenstra,A.W.. 1997. A co-integration approach to forecasting freight rates in the dry bulk shipping sector. Transportation Research. Part A, Policy and Practice, 31, 447--458

Franses,P.H.B.F. and Ooms,M.. 1997. A periodic long memory model for quarterly UK inflation. International Journal of Forecasting, 13, 117--126

Franses,P.H.B.F. and de Gooijer,J.. 1997. Forecasting and seasonality; editors' introduction to special issue. International Journal of Forecasting, 13, 303--305

Franses,P.H.B.F. and Breitung,J.. 1997. Impulse response functions for periodic integration. Economics Letters, 55, 35--40

Franses,P.H.B.F. and van Ieperen,R.A. and Menkveld,B. and Martens,M. and Kofman,P.. 1997. Volatility transmission and patterns in Bund futures. Journal of Financial Research, 20, 459--482

Kofman,P. and Franses,P.H.B.F. and van Ieperen,R.. 1997. Volatility transmission and patterns in bund futures markets. Journal of Financial Research, 20, 459--482

Paap,R. and Franses,P.H.B.F. and Hoek,H.. 1997. Mean shifts, unit roots and forecasting seasonal time series. International Journal of Forecasting, 13, 355--378

Franses,P.H.B.F.. 1996. Multi-step forecast error variances for periodically integrated time series. Journal of Forecasting, 15, 83--95

Franses,P.H.B.F.. 1996. Recent advances in modelling seasonality. Journal of Economic Surveys, 10, 298--345

Franses,P.H.B.F. and Kleibergen,F.R.. 1996. Unit roots in the Nelson-Plosser data: do they matter for forecasting?. International Journal of Forecasting, 12, 283--288

van Dijk,D.J.C. and Franses,P.H.B.F.. 1996. Forecasting stock market volatility using (nonlinear) GARCH models. Journal of Forecasting, 15, 229--235

H.P. Boswijk and P.H. Franses. 1995. Periodic cointegration: Representation and inference. Review of Economics and Statistics, LXXVII, 436--454, 0034-6535

H.P. Boswijk and P.H. Franses. 1995. Testing for periodic integration. Economics Letters, 48, 241--248, 0165-1765

Franses,P.H.B.F.. 1995. A differencing test. Econometric Reviews, 14, 183--193

Franses,P.H.B.F.. 1995. A vector of quarters representation for bivariate time series. Econometric Reviews, 14, 55--63

Franses,P.H.B.F.. 1995. IGARCH and variance change in the US long-run interest rate. Applied Economics Letters, 2, 113--114

Franses,P.H.B.F.. 1995. Quarterly US unemployment: cycles, seasons and asymmetries. Empirical Economics, 20, 717--725

Franses,P.H.B.F. and Paap,R.. 1995. Seasonality and stochastic trends in German consumption and income. Empirical Economics, 20, 109--132

Franses,P.H.B.F. and Hylleberg,S. and Lee,H.S.. 1995. Spurious deterministic seasonality. Economics Letters, 48, 249--256

Franses,P.H.B.F.. 1994. A multivariate approach to modeling univariate seasonal time series. Journal of Econometrics, 63, 133--151

Franses,P.H.B.F. and Haldrup,N.. 1994. The effects of additive outliers on tests for unit roots and cointegration. Journal of Business and Economic Statistics, 12, 471--478

Franses,P.H.B.F. and Paap,R.. 1994. Model selection in periodic autoregressions. Oxford Bulletin of Economics and Statistics, 56, 421--439

Franses,P.H.B.F.. 1994. Modeling new product sales: an application of cointegration analysis. International Journal of Research in Marketing

H.P. Boswijk and P.H. Franses and van Dijk, D.. 2010. Twenty years of cointegration. Journal of Econometrics, 158, 1--2, 0304-4076