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Home | People | Franc Klaassen
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Franc Klaassen

Research Fellow

University
University of Amsterdam
Researchgroup
Macroeconomics
Interests
exchange rates, fiscal policy, trade

Key publications

List of publications

H.P. Boswijk and F. Klaassen. 2012. Why frequency matters for unit root testing in financial time series. Journal of Business \& Economic Statistics, 30, 351--357, 0735-0015

T.R. Daniels and H. Jager and F. Klaassen. 2011. Currency crises with the threat of an interest rate defence. Journal of International Economics, 85, 14--24, 0022-1996

F. Klaassen and H. Jager. 2011. Definition-consistent measurement of exchange market pressure. Journal of international Money and Finance, 30, 74--95, 0261-5606

F.J.G.M. Klaassen and J.R. Magnus. 2009. The efficiency of top agents: an analysis through service strategy in tennis. Journal of Econometrics, 148, 72--85, 0304-4076

R. Beetsma and M. Giuliodori and F. Klaassen. 2009. Temporal aggregation and SVAR identification, with an application to fiscal policy. Economics Letters, 105, 253--255, 0165-1765

M.J.G. Bun and F.J.G.M. Klaassen and G.K.R. Tan. 2009. Free trade areas and intra-regional trade: the case of ASEAN. Singapore Economic Review, 54, 319--334, 0217-5908

R. Beetsma and M. Giuliodori and F. Klaassen. 2008. The effects of public spending shocks on trade balances and budget deficits in the European Union. Journal of the European Economic Association, 6, 414--423, 1542-4766

M.J.G. Bun and F.J.G.M. Klaassen. 2007. The euro effect on trade is not as large as commonly thought. Oxford Bulletin of Economics and Statistics, 69, 473--496, 0305-9049

R. Beetsma and M. Giuliodori and F. Klaassen. 2006. Trade spill-overs of fiscal policy in the European Union: a panel analysis. Economic Policy, 21, 639--687, 0266-4658

van Horen, N. and H. Jager and F.J.G.M. Klaassen. 2006. Foreign Exchange Market Contagion in the Asian Crisis: A Regression-based Approach. Review of World Economics, 142, 374--401, 1610-2878

F.J.G.M. Klaassen. 2005. Long Swings in Exchange Rates: Are They Really in the Data?. Journal of Business \& Economic Statistics, 23, 87--95, 0735-0015

F.J.G.M. Klaassen. 2004. Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade?. Journal of international Money and Finance, 23, 817--839, 0261-5606

F.J.G.M. Klaassen and J.R. Magnus. 2003. Forecasting the Winner of a Tennis Match. European Journal of Operational Research, 148, 257--267, 0377-2217

F.J.G.M. Klaassen and J.R. Magnus. 2002. Some Properties of a Generalised Two-Error Components Matrix, solution of problem 01.5.1.. Econometric Theory, 18, 1274--1275, 0266-4666

F.J.G.M. Klaassen. 2002. Improving GARCH Volatility Forecasts with Regime-Switching GARCH. Empirical Economics, 27, 363--394, 0377-7332

F.J.G.M. Klaassen and J.R. Magnus. 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, 0162-1459

F.J.G.M. Klaassen and J.R. Magnus. 2001. Some Properties of a Generalized Two-Error Components Matrix, problem 01.5.1. Econometric Theory, 17, 0266-4666