Franz C. Palm : Citation Profile

Are you Franz C. Palm?

Maastricht University

22

H index

37

i10 index

1977

Citations

RESEARCH PRODUCTION:

68

Articles

117

Papers

1

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   48 years (1972 - 2020). See details.
   Cites by year: 41
   Journals where Franz C. Palm has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 44 (2.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa461
   Updated: 2021-10-16    RAS profile: 2019-04-22    
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Relations with other researchers

Works with:

Laurent, Sébastien (4)

Hecq, Alain (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Franz C. Palm.

Is cited by:

Hecq, Alain (52)

Guillén, Osmani (42)

Cubadda, Gianluca (33)

Smeekes, Stephan (29)

Laurent, Sébastien (25)

Mohnen, Pierre (20)

Issler, João (20)

Urbain, Jean-Pierre (19)

Tzouvelekas, Vangelis (15)

Miller, Stephen (15)

Dreger, Christian (15)

Cites to:

Hecq, Alain (34)

Pesaran, M (28)

Engle, Robert (22)

Phillips, Peter (21)

Vahid, Farshid (19)

Mohnen, Pierre (18)

Bollerslev, Tim (17)

Urbain, Jean-Pierre (17)

Beine, Michel (16)

Cubadda, Gianluca (16)

Raymond, Wladimir (15)

Main data

Where Franz C. Palm has published?

Journals with more than one article published# docs
Journal of Econometrics11
De Economist6
Journal of Business & Economic Statistics5
Journal of Empirical Finance5
Journal of Applied Econometrics4
European Economic Review4
Econometrica3
Annals of Economics and Statistics3
Econometric Reviews2
Journal of Time Series Analysis2
Journal of the Royal Statistical Society Series A2
Empirical Economics2
International Economic Review2
Journal of International Financial Markets, Institutions and Money2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Serie Research Memoranda / VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics18
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)14
CESifo Working Paper Series / CESifo12
MERIT Working Papers / United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT)8
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
Post-Print / HAL3
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
LIDAM Discussion Papers IRES / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Research Memorandum / Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT)2

Recent works citing Franz C. Palm (2021 and 2020)

YearTitle of citing document
2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

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2020The Impacts of African Swine Fever on Vertical and Spatial Hog Pricing and Market Integration in China. (2020). Chavas, Jean-Paul ; Li, Jian. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304516.

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2020Technical Efficiency of Wheat Producers in North Shewa Zone of Amhara Region, Central Ethiopia. (2020). Abebaw, Degnet ; Goshu, Degye ; Metema, Mengistu ; Getachew, Tadesse. In: Sustainable Agriculture Research. RePEc:ags:ccsesa:309784.

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2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Financial inclusion and poverty transitions: an empirical analysis for Italy. (2020). Zazzaro, Alberto ; Pigini, Claudia ; Bettin, Giulia. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:164.

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2020Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2020A Simple Uniformly Valid Test for Inequalities. (2019). Shi, Xiaoxia ; Cox, Gregory. In: Papers. RePEc:arx:papers:1907.06317.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2021Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020A quantile autoregression analysis of price volatility in agricultural markets. (2020). Chavas, Jean-Paul ; Li, Jian. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:2:p:273-289.

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2020Why does eco‐innovation differ in service firms? Some insights from Spain. (2020). Jovellopis, Elisenda ; Segarrablasco, Agusti. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:918-938.

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2020Barriers to the circular economy in European small and medium‐sized firms. (2020). Martínez-Ros, Ester ; Garcia-Quevedo, Jose ; Martinezros, Ester ; Jovellopis, Elisenda ; Garciaquevedo, Jose. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:6:p:2450-2464.

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2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Industrial research and development and real exchange rate depreciation in a small open economy. (2020). Tabrizy, Saleh S. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2490-2523.

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2021Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications. (2021). Manas, Tripathi ; Kumar, Inani Sarveshwar ; Saurabh, Kumar. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:43-71:n:3.

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2021Outliers and misleading leverage effect in asymmetric GARCH-type models. (2021). Carnero, M. Angeles ; Angeles, Carnero M ; Ana, Perez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:19:n:2.

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2021State-Level Electricity Generation Efficiency: Do Restructuring and Regulatory Institutions Matter in the US?. (2021). Weyman-Jones, T ; Ajayi, V. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2166.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2021). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9016.

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2020An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy. (2020). Brens, Paola Mariell. In: Documentos de Trabajo LACEA. RePEc:col:000518:018253.

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2020DOES PERSISTENCE IN USING R&D TAX CREDITS HELP TO ACHIEVE PRODUCT INNOVATIONS?. (2020). Martínez-Ros, Ester ; Sanchis-Llopis, Juan A ; Ester, Juan A ; Labeaga, Jose M. In: Working Papers. RePEc:eec:wpaper:2003.

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2020Group pooling for deep tourism demand forecasting. (2020). Yang, Yating ; Law, Rob ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:82:y:2020:i:c:s0160738320300438.

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2020Firm-level human capital and innovation: Evidence from China. (2020). Ghosal, Vivek ; Li, Haizheng ; Sun, Xiuli . In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x1930149x.

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2020Interjurisdiction political competition and green total factor productivity in China: An inverted-U relationship. (2020). Shen, Kunrong ; Jin, Gang ; Li, Jian. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18301287.

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2020Institutional investors horizons and corporate employment decisions. (2020). Dang, Viet ; Stathopoulos, Konstantinos ; Ghaly, Mohamed. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s092911992030078x.

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2021Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13.

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2021Can human development and political stability improve environmental quality? New evidence from the MENA region. (2021). Alsamara, Mouyad ; Mnasri, Ayman ; Mimouni, Karim ; Al Samara, Mouyad ; Mrabet, Zouhair. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:28-44.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020China and international market integration: Evidence from the law of one price in the Middle East and Africa. (2020). Chan, Kenneth S ; Yu, Alan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081930292x.

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2020Liquidity and volatility in the U.S. Treasury market. (2020). Fleming, Michael ; Engle, Robert ; Ghysels, Eric ; Nguyen, Giang. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:207-229.

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2020Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2020). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:356-380.

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2020The fast iterated bootstrap. (2020). Davidson, Russell ; Troki, Mirza. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:451-475.

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2021Inferential theory for heterogeneity and cointegration in large panels. (2021). Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:474-503.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2021Evaluating restricted common factor models for non-stationary data. (2021). Fachin, Stefano ; Di Iorio, Francesca. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:64-75.

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2021Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence. (2021). Lucas, Andre ; van Vlodrop, Andries C ; Blasques, Francisco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:47-57.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020Innovation procurement as capability-building: Evaluating innovation policies in eight Central and Eastern European countries. (2020). Stojcic, Nebojsa ; Srhoj, Stjepan ; Coad, Alex ; Stoji, Neboja. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301904.

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2021A cost-benefit analysis of R&D and patents: Firm-level evidence from China. (2021). Zi, Yuan ; Zhang, Jie ; Chen, Zhiyuan. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292120302634.

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2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317.

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2021Commodity prices and global economic activity: A derived-demand approach. (2021). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Mont'Alverne ; Angelo Mont'alverne Duarte, . In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000256.

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2021Does directed technological change favor energy? Firm-level evidence from Portugal. (2021). Ramalho, Joaquim ; Hou, Zheng ; Dos, Joaquim Jose ; Roseta-Palma, Catarina. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001535.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741.

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2020Mobile Information Technologies and Firm Performance: The Role of Employee Autonomy. (2020). Erdsiek, Daniel ; Viete, Steffen. In: Information Economics and Policy. RePEc:eee:iepoli:v:51:y:2020:i:c:s0167624519300617.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2020Forecasting using heterogeneous panels with cross-sectional dependence. (2020). Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1211-1227.

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2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

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2020Bank credit supply and firm innovation behavior in the financial crisis. (2020). Giebel, Marek ; Kraft, Kornelius. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302235.

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2020Wearing failure as a path to innovation. (2020). , Fernando ; Fernando, ; Fernandes, Cristina I. In: Journal of Business Research. RePEc:eee:jbrese:v:120:y:2020:i:c:p:195-202.

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2020How consistent are perceptions of inequality?. (2020). Marino, Maria ; Li, Paolo ; Bavetta, Sebastiano. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:78:y:2020:i:c:s0167487020300246.

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2020Public sector efficiency in the design of a euro-area social benefit scheme. (2020). Adegboye, Abiodun Adewale ; Osode, Oluwanbepelumi Esther ; Olanubi, Sijuola Orioye . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:615-627.

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2020Assessing the impacts of innovation barriers: a qualitative analysis of Brazils natural resources industry. (2020). Pereira Cabral, Bernardo ; Canedo-Pinheiro, Mauricio ; de Sousa, Filipe Lage. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420718303817.

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2021Technical efficiency and the adoption of multiple agricultural technologies in the mountainous areas of Northern Vietnam. (2021). To-The, Nguyen ; Nguyen-Anh, Tuan ; Lampach, Nicolas. In: Land Use Policy. RePEc:eee:lauspo:v:103:y:2021:i:c:s0264837721000120.

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2020Executive financial literacy and firm innovation in China. (2020). Hsu, Sara ; Zhou, Shuyuan ; Tian, Guangning. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300810.

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2020Unpacking liabilities of newness and smallness in innovative start-ups: Investigating the differences in innovation performance between new and older small firms. (2020). Bogers, Marcel ; Sandulli, Francesco D ; Gimenez-Fernandez, Elena M. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:10:s004873332030127x.

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2020The unlikely encounter: Is ethnic diversity in start-ups associated with innovation?. (2020). Brunow, Stephan ; Brixy, Udo ; D'Ambrosio, Anna. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:4:s0048733320300305.

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2020Quantifying sunk costs and learning effects in R&D persistence. (2020). Love, J H ; Maez, J A. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:7:s0048733320300846.

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2021Labor market reform and innovation: Evidence from Spain. (2021). Stiebale, Joel ; Kneller, Richard ; Garcia-Vega, Maria. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:5:s0048733321000172.

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2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

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2021Efficiency analysis of social protection expenditure in the Italian Regions. (2021). Sepe, Enrica ; FRENDA, ANTONIO ; Scippacercola, Sergio. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:73:y:2021:i:c:s0038012120308028.

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2021Energy security and RES penetration in a growing decarbonized economy in the era of the 4th industrial revolution. (2021). Polinori, Paolo ; Derrico, Maria Chiara ; Bigerna, Simona. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:166:y:2021:i:c:s0040162521000809.

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2020The impact of domestic and foreign R&D on agricultural productivity in sub-Saharan Africa. (2020). Ajayi, Victor ; Adetutu, Morakinyo O. In: World Development. RePEc:eee:wdevel:v:125:y:2020:i:c:s0305750x19303389.

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2020The Capitalization of Agricultural Subsidies into Land Prices. (2020). Kancs, d'Artis ; Ciaian, Pavel ; Drabik, Dusan ; Baldoni, Edoardo. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2020_09.

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2020Consistent estimation of panel data sample selection models. (2020). Labeaga, Jose ; Jimenez-Martin, Sergi ; al Sadoon, Majid. In: Working Papers. RePEc:fda:fdaddt:2020-06.

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2021Contagious Switching. (2019). Soques, Daniel ; Piger, Jeremy ; Owyang, Michael. In: Working Papers. RePEc:fip:fedlwp:2019-014.

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2020Elements of the Persistence in Innovation: Systematic Literature Review. (2020). Ortiz, Efrain ; Gomez, Juan Erasmo ; Arenas, Juan Jesus ; Parra, Carlos ; Paz, Freddy. In: Administrative Sciences. RePEc:gam:jadmsc:v:10:y:2020:i:4:p:83-:d:431657.

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2020Testing for Stochastic Dominance up to a Common Relative Poverty Line. (2020). Mehdi, Tahsin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:5-:d:319035.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180.

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2020A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing. (2020). de Matos, Patrick ; Matuschek, Lukas ; Bauer, Dietmar ; Wagner, Martin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:42-:d:442543.

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2020.

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2020How Efficient Are Indian Banks in Managing the Risk-Return Trade-Off? An Empirical Analysis. (2020). Lazar, Daniel ; Dhanavanthan, Periyasamy ; Navas, Jalaludeen. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:135-:d:458767.

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2021Technical Efficiency of Chemical Fertilizer Use and Its Influencing Factors in China’s Rice Production. (2021). Li, Xiande ; Sun, Zhilu. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1155-:d:485284.

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2021Financial and Non-Financial Barriers to Innovation and the Degree of Radicalness. (2021). Radicic, Dragana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2179-:d:501278.

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2021Information asymmetry, risk aversion and R&D subsidies: Effect-size heterogeneity and policy conundrums. (2021). Ugur, Mehmet ; Trushin, Eshref. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:32224.

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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2020On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities. (2020). Suardi, Sandy ; Darne, Olivier ; Chew, Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03040689.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

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2021Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03284089.

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2021Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection. (2021). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-03224910.

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2020Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Working Papers. RePEc:hhs:cbsnow:2021_001.

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2021On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2001). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: IEER Working Papers. RePEc:iee:wpaper:wp0120.

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2020The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/044.

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2020Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. (2020). Karehnke, Paul ; de Roon, Frans. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5969-5989.

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2020Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Working Papers. RePEc:ipg:wpaper:2020-006.

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2021The Influence of Value-Chain Governance on Innovation Performance: A Study of Italian Suppliers. (2021). Pietrobelli, Carlo ; Brancati, Emanuele ; Mazzi, Caio Torres. In: IZA Discussion Papers. RePEc:iza:izadps:dp14330.

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2020Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. (2020). Franses, Philip Hans ; Wiemann, Thomas. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09986-0.

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2020Revisiting the Wagner’s law for Indian States using second generation panel cointegration. (2020). Sahu, Sohini ; Nirola, Nupur. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:2:d:10.1007_s10644-018-9237-6.

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2021Parametric and Semiparametric Efficiency Frontiers in Fishery Analysis: Overview and Case Study on the Falkland Islands. (2021). Mainardi, Stefano. In: Environmental & Resource Economics. RePEc:kap:enreec:v:79:y:2021:i:2:d:10.1007_s10640-021-00557-x.

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2020Health expenditure and gross domestic product: causality analysis by income level. (2020). Gow, Jeff ; Alam, Khorshed ; Rana, Rezwanul Hasan. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:20:y:2020:i:1:d:10.1007_s10754-019-09270-1.

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2020Efficiency of New Zealand’s District Health Boards at Providing Hospital Services: A stochastic frontier analysis. (2020). Andrews, Antony ; Jiang, Nan. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:1:d:10.1007_s11123-019-00550-z.

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2020Perception of innovation barriers by successful and unsuccessful innovators in emerging economies. (2020). Santiago, Fernando ; Temel, Serdal ; Fuentes, Claudia . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:45:y:2020:i:4:d:10.1007_s10961-018-9706-0.

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2020How negative aspiration performance gaps affect innovation efficiency. (2020). Martinez-Romero, Maria J ; Dieguez-Soto, Julio ; Rojo-Ramirez, Alfonso A ; Manzaneque, Montserrat. In: Small Business Economics. RePEc:kap:sbusec:v:54:y:2020:i:1:d:10.1007_s11187-018-0091-8.

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2020Diversification by young, small firms: the role of pre-entry resources and entry mistakes. (2020). Leitão, João ; Karaöz, Murat ; Leito, Joo Correia ; Baptista, Rui. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:1:d:10.1007_s11187-019-00142-z.

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2021Innovation persistence in times of crisis: an analysis of Italian firms. (2021). Antonioli, Davide ; Montresor, Sandro. In: Small Business Economics. RePEc:kap:sbusec:v:56:y:2021:i:4:d:10.1007_s11187-019-00231-z.

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2021PRODUCTIVITY IMPLICATIONS OF R&D, INNOVATION AND CAPITAL ACCUMULATION FOR INCUMBENTS AND ENTRANTS: THE CASE OF ESTONIA. (2021). Masso, Jaan ; Tiwari, Amaresh K. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:130.

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2020Climatic effects and total factor productivity: econometric evidence for Wisconsin dairy farms. (2020). Njuki, Eric ; Cabrera, Vctor E ; Bravo-Ureta, Boris E. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:47:y:2020:i:3:p:1276-1301..

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2021An Analysis of Technical Efficiency in the Presence of Developments Toward Commercialization: Evidence from Tanzania’s Milk Producers. (2021). Wanyoike, Francis ; Gebremedhin, Berhanu ; Okike, Iheanacho ; Baker, Darek ; Omore, Amos ; Bahta, Sirak. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:33:y:2021:i:3:d:10.1057_s41287-020-00279-8.

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More than 100 citations found, this list is not complete...

Franz C. Palm is editor of

Journal
Journal of Empirical Finance

Franz C. Palm has edited the books:

YearTitleTypeCited

Works by Franz C. Palm:

YearTitleTypeCited
1988Consistent Estimation of Regression Models with Incompletely Observed Exogenous Variables In: Annals of Economics and Statistics.
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1987Consistent estimation of regression models with incompletely observed exogenous variables.(1987) In: Research Memorandum.
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1988Consistent estimation of regression models with incompletely observed exogenous variables.(1988) In: Other publications TiSEM.
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1990Economic Theory and Structural Time Series Models for Aggregate Consumption In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
1995Unraveling Trend and Stationary Components of Total Factor Productivity In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article1
2020A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers.
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1993The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps. In: Journal of Business & Economic Statistics.
[Citation analysis]		article97
1993Premia in Forward Foreign Exchange as Unobserved Components: A Note. In: Journal of Business & Economic Statistics.
[Citation analysis]		article17
2000Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article27
1986The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]		article7
1985The construction and use of approximations for missing quarterly observations : A model-based approach.(1985) In: Other publications TiSEM.
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1990Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article20
1987Predictive accuracy gain from disaggregate sampling in ARIMA-models.(1987) In: Research Memorandum.
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1990Predictive accuracy gain from disaggregate sampling in ARIMA models.(1990) In: Other publications TiSEM.
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2016Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article1
2017Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
1990PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article8
1990Parameter identification in ARMA-processes in the presence of regular but incomplete sampling.(1990) In: Other publications TiSEM.
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2008Bootstrap Unit?Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article39
2006Bootstrap unit root tests: comparison and extensions.(2006) In: Research Memorandum.
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This paper has another version. Agregated cites: 39		paper
1990Interrelated Demand Rational Expectations Models for Two Types of Labour. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
2006Cointegration Testing in Panels with Common Factors* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article61
2016On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article11
2016On the Univariate Representation of BEKK Models with Common Factors.(2016) In: Post-Print.
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2012On the univariate representation of BEKK models with common factors.(2012) In: Research Memorandum.
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2004An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications In: CESifo Working Paper Series.
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2004An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications.(2004) In: CIRANO Working Papers.
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2004An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications.(2004) In: Research Memorandum.
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2004An emprically-based taxonomy of Dutch manufacturing: innovation policy implications.(2004) In: Research Memorandum.
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2006Persistence of Innovation in Dutch Manufacturing: Is it Spurious? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper145
2006Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: CIRANO Working Papers.
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2010Persistence of Innovation in Dutch Manufacturing: Is It Spurious?.(2010) In: The Review of Economics and Statistics.
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2006Persistence of innovation in Dutch manufacturing : is it spurious?.(2006) In: Research Memorandum.
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2006Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: MERIT Working Papers.
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2007The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2007The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models.(2007) In: CIRANO Working Papers.
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2007The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models.(2007) In: MERIT Working Papers.
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2008Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper76
2008Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?.(2008) In: De Economist.
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2008Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity?.(2008) In: MERIT Working Papers.
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2000Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2009Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2009Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics.(2009) In: CIRANO Working Papers.
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2009Innovative sales, R&D and total innovation expenditures: panel evidence on their dynamics.(2009) In: Research Memorandum.
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2009Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics.(2009) In: MERIT Working Papers.
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2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper23
2010Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist.
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2013Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper36
2013Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing.(2013) In: CIRANO Working Papers.
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2015Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing.(2015) In: European Economic Review.
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2013Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing.(2013) In: NBER Working Papers.
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2013Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing.(2013) In: MERIT Working Papers.
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2001Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
2013Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2014Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis.(2014) In: De Economist.
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2011Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis.(2011) In: CREPP Working Papers.
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2014Microeconometric Evidence of Financing Frictions and Innovative Activity In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2012Microeconometric Evidence of Financing Frictions and Innovative Activity.(2012) In: CIRANO Working Papers.
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2012Microeconometric evidence of financing frictions and innovative activity.(2012) In: MERIT Working Papers.
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2002Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper24
2002SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews.
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2005Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing In: CIRANO Working Papers.
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2006Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing.(2006) In: Chapters.
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2005Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing.(2005) In: Research Memorandum.
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1991To combine or not to combine? issues of combining forecasts. In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper30
1992To Combine or not to Combine? Issues of Combining Forecasts.(1992) In: LIDAM Reprints CORE.
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1992Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper65
1993Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and U.K. manufacturing sectors.(1993) In: LIDAM Reprints CORE.
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1993Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors.(1993) In: Review of Economic Studies.
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2004Central Bank forex interventions assessed using realized moments In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper19
2009Central bank FOREX interventions assessed using realized moments.(2009) In: LIDAM Reprints CORE.
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2009Central bank FOREX interventions assessed using realized moments.(2009) In: Journal of International Financial Markets, Institutions and Money.
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1972La demande dengrais chimiques en Belgique: une approche bayésienne In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1974Time series analysis and simultaneous equation econometric models In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		paper147
1974Time series analysis and simultaneous equation econometric models.(1974) In: Journal of Econometrics.
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1975Time series and structural analysis of monetary models of the U.S. economy In: LIDAM Reprints CORE.
[Citation analysis]		paper2
1976Analyse chronologique. Spécification de modèles dynamiques à équations simultanées In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1976Testing the dynamic specification of an econometric model with an application to Belgian data In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		paper2
1976Testing the dynamic specification of an econometric model with an application to Belgian data.(1976) In: European Economic Review.
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1977On univariate time series methods and simultaneous equation econometric models In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		paper7
1977On univariate time series methods and simultaneous equation econometric models.(1977) In: Journal of Econometrics.
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1993Inflation Differentials and Excess Returns in the European Monetary System In: CEPR Financial Markets Paper.
[Citation analysis]		paper2
1997Inflation differentials and excess returns in the European Monetary System.(1997) In: Journal of International Financial Markets, Institutions and Money.
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1993A Dynamic Contracting Model for Wages and Employment in three European Economies In: LIDAM Discussion Papers IRES.
[Citation analysis]		paper18
1996A dynamic contracting model for wages and employment in three European economies.(1996) In: European Economic Review.
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1996Labor market dynamics when effort depends on wage growth comparisons In: LIDAM Discussion Papers IRES.
[Full Text][Citation analysis]		paper7
2000Labor market dynamics when effort depends on wage growth comparisons.(2000) In: Empirical Economics.
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1991Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper1
1996Stochastic implications of the life cycle consumption model under rational habit formation In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper1
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
[Full Text][Citation analysis]		article13
2007A sieve bootstrap test for cointegration in a conditional error correction model.(2007) In: Research Memorandum.
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2013Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes In: SOEPpapers on Multidisciplinary Panel Data Research.
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2012Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes.(2012) In: IZA Discussion Papers.
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1984Missing Observations in the Dynamic Regression Model. In: Econometrica.
[Full Text][Citation analysis]		article25
1984Missing observations in the dynamic regression model.(1984) In: Other publications TiSEM.
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1982Missing observations in the dynamic regression model.(1982) In: Serie Research Memoranda.
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1986Wald Criteria for Jointly Testing Equality and Inequality Restriction s. In: Econometrica.
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2000Correction In: Econometrica.
[Citation analysis]		article1
2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article37
2016Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print.
[Citation analysis]
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2008Macro-panels and reality In: Economics Letters.
[Full Text][Citation analysis]		article2
2007Macro-panels and reality.(2007) In: Research Memorandum.
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1980Large sample estimation and testing procedures for dynamic equation systems In: Journal of Econometrics.
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1981Large sample estimation and testing procedures for dynamic equation systems.(1981) In: Journal of Econometrics.
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1978Large sample estimation and testing procedures for dynamic equation systems.(1978) In: Serie Research Memoranda.
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2006Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article42
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
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2011Factor structures for panel and multivariate time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
2008Cross-sectional dependence robust block bootstrap panel unit root tests.(2008) In: Research Memorandum.
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1982Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1982Linear regression using both temporally aggregated and temporally disaggregated data.(1982) In: Other publications TiSEM.
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1981Linear regression using both temporally aggregated and temporally disaggregated data.(1981) In: Serie Research Memoranda.
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1995Bayesian model selection and prediction with empirical applications comments In: Journal of Econometrics.
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1998Sources of asymmetry in production factor dynamics In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1992Report of the chairman of the standing committee for Students Affairs In: European Economic Review.
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2004Introduction to the special issue on behavioral finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2006Introduction to the special issue on International Finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2010Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot In: Journal of Empirical Finance.
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2011Obituary In: Journal of Empirical Finance.
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1993Statement by the editors In: Journal of Empirical Finance.
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2008Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2008Information gathering through alliances In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article17
2007Central bank intervention and exchange rate volatility, its continuous and jump components In: Working Papers.
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2007Central bank intervention and exchange rate volatility, its continuous and jump components.(2007) In: International Journal of Finance & Economics.
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2007Central Bank intervention and exchange rate volatility: its continuous and jump components.(2007) In: ULB Institutional Repository.
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1989GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS In: Tilburg - Center for Economic Research.
[Citation analysis]		paper7
1991Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations..(1991) In: International Economic Review.
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1989Generalized least squares estimation of linear models containing rational future expectations.(1989) In: Discussion Paper.
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1991Generalized least squares estimation of linear models containing rational future expectations.(1991) In: Other publications TiSEM.
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1991Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper20
1991Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper.
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1993Premia in forward foreign exchange as unobserved components.(1993) In: Other publications TiSEM.
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1991Recent Developments in Modeling Volatility in Financial Data. In: Tilburg - Center for Economic Research.
[Citation analysis]		paper0
1991Recent developments in modeling volatility in financial data.(1991) In: Discussion Paper.
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