Franz C. Palm : Citation Profile


Are you Franz C. Palm?

Maastricht University

22

H index

36

i10 index

1914

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: 39
   Journals where Franz C. Palm has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 44 (2.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa461
   Updated: 2021-03-07    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 (27)

Laurent, Sébastien (24)

Issler, João (20)

Mohnen, Pierre (20)

Urbain, Jean-Pierre (19)

Dreger, Christian (15)

Miller, Stephen (15)

Tzouvelekas, Vangelis (15)

Cites to:

Hecq, Alain (34)

Pesaran, M (28)

Engle, Robert (22)

Phillips, Peter (21)

Vahid, Farshid (19)

Mohnen, Pierre (18)

Urbain, Jean-Pierre (17)

Bollerslev, Tim (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 Empirical Finance5
Journal of Business & Economic Statistics5
Journal of Applied Econometrics4
European Economic Review4
Annals of Economics and Statistics3
Econometrica3
Journal of International Financial Markets, Institutions and Money2
Journal of Time Series Analysis2
Journal of the Royal Statistical Society Series A2
Empirical Economics2
International Economic Review2
Econometric Reviews2
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
Post-Print / HAL3
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Research Memorandum / Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT)2
LIDAM Discussion Papers IRES / Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Discussion Papers (REL - Recherches Economiques de Louvain) / Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)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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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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2020Dimension 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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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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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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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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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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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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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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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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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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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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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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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). Ciaian, Pavel ; Drabik, Dusan ; Kancs, D'Artis ; 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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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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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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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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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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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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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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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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2020Wage bargaining as an optimal control problem: A dynamic version of the efficient bargaining model. (2020). Guerrazzi, Marco. In: MPRA Paper. RePEc:pra:mprapa:102012.

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2020A Multivariate GARCH-Jump Mixture Model. (2020). Maheu, John ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:104770.

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2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Effects of Climate Change on Economic Growth: Evidence from 20 Biggest Economies of the World. (2020). Yalcinkaya, Omer ; Kadanali, Esra. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:3:p:93-118.

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2020.

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2020Financial Inclusion and Poverty Transitions: An Empirical Analysis for Italy. (2020). Zazzaro, Alberto ; Pigini, Claudia ; Bettin, Giulia. In: CSEF Working Papers. RePEc:sef:csefwp:577.

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2020Sustainability of European fiscal balances: Just a statistical artifact?. (2020). Rengel, Malte. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1567-8.

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2020The Moses effect: can central banks really guide foreign exchange markets?. (2020). Roy Trivedi, Smita. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01671-y.

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2020Did the unemployment rates converge in the EU?. (2020). KONYA, Laszlo . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01678-5.

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2020On the pernicious effects of oil price uncertainty on US real economic activities. (2020). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie ; Darne, Olivier. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01801-6.

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2020Efficiency-Wage Competition: What Happens as the Number of Players Increases?. (2020). Guerrazzi, Marco. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:6:y:2020:i:1:d:10.1007_s40797-019-00113-z.

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2020Linguistically Induced Time Perception and Asymmetric Cost Behavior. (2020). Kim, Jae Hyeon ; Huang, Wei. In: Management International Review. RePEc:spr:manint:v:60:y:2020:i:5:d:10.1007_s11575-020-00429-4.

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2020Can a low-carbon development path achieve win-win development: evidence from China’s low-carbon pilot policy. (2020). Zhou, Zhongbao ; Liu, Cenjie ; Zeng, Ximei ; Xie, Rui. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:25:y:2020:i:7:d:10.1007_s11027-019-09897-y.

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2020Testing for boundary conditions in case of fractionally integrated processes. (2020). Magrini, Stefano ; Gerolimetto, Margherita. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:29:y:2020:i:2:d:10.1007_s10260-019-00474-w.

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2020Heterogeneity and state dependence in firms’ access to credit: Microevidence from the euro area. (2020). Angori, Gabriele ; Aristei, David. In: SEEDS Working Papers. RePEc:srt:wpaper:0220.

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2020Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214.

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2020Weather shocks, credit and production efficiency of rice farmers in Vietnam. (2020). Nguyen, Trung Thanh ; Grote, Ulrike. In: TVSEP Working Papers. RePEc:tvs:wpaper:wp-017.

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2020Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202013.

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2020Informal institutions, transaction risk, and firm productivity in Myanmar. (2020). Sen, Kunal ; Danquah, Michael. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2020-54.

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2021Determinants of financial crises—An early warning system based on panel logit regression. (2021). Marinkovi, Sran ; Jemovi, Mirjana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:103-117.

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2021Modelling the volatility of crude oil returns: Jumps and volatility forecasts. (2021). Roubaud, David ; Bouri, Elie ; Dutta, Anupam. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:889-897.

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2020A novel risk management framework for natural gas markets. (2020). Pouliasis, Panos ; Visvikis, Ilias D ; Kryukov, Alexander A ; Papapostolou, Nikos C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:430-459.

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2021Habit formation and wage determination. (2021). Goerke, Laszlo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:1:p:61-76.

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2020Local knowledge spillovers and innovation persistence of firms. (2020). Rammer, Christian ; Holl, Adelheid ; Peters, Bettina. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20005.

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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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article1
1987Consistent estimation of regression models with incompletely observed exogenous variables.(1987) In: Research Memorandum.
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paper
1988Consistent estimation of regression models with incompletely observed exogenous variables.(1988) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 1
paper
1990Economic Theory and Structural Time Series Models for Aggregate Consumption In: Annals of Economics and Statistics.
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article0
1995Unraveling Trend and Stationary Components of Total Factor Productivity In: Annals of Economics and Statistics.
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article1
2020A dynamic factor model approach to incorporate Big Data in state space models for official statistics In: Papers.
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paper0
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]
article95
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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This paper has another version. Agregated cites: 7
paper
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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paper
1990Predictive accuracy gain from disaggregate sampling in ARIMA models.(1990) In: Other publications TiSEM.
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paper
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.
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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.
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article0
1990PARAMETER IDENTIFICATION IN ARMA PROCESSES IN THE PRESENCE OF REGULAR BUT INCOMPLETE SAMPLING In: Journal of Time Series Analysis.
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article8
1990Parameter identification in ARMA-processes in the presence of regular but incomplete sampling.(1990) In: Other publications TiSEM.
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paper
2008Bootstrap Unit‐Root Tests: Comparison and Extensions In: Journal of Time Series Analysis.
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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.
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article5
2006Cointegration Testing in Panels with Common Factors* In: Oxford Bulletin of Economics and Statistics.
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article60
2016On the Univariate Representation of BEKK Models with Common Factors In: Journal of Time Series Econometrics.
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article11
2016On the Univariate Representation of BEKK Models with Common Factors.(2016) In: Post-Print.
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paper
2012On the univariate representation of BEKK models with common factors.(2012) In: Research Memorandum.
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paper
2004An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications In: CESifo Working Paper Series.
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paper7
2004An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications.(2004) In: CIRANO Working Papers.
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paper
2004An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications.(2004) In: Research Memorandum.
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paper
2004An emprically-based taxonomy of Dutch manufacturing: innovation policy implications.(2004) In: Research Memorandum.
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paper
2006Persistence of Innovation in Dutch Manufacturing: Is it Spurious? In: CESifo Working Paper Series.
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paper136
2006Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: CIRANO Working Papers.
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paper
2010Persistence of Innovation in Dutch Manufacturing: Is It Spurious?.(2010) In: The Review of Economics and Statistics.
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article
2006Persistence of innovation in Dutch manufacturing : is it spurious?.(2006) In: Research Memorandum.
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paper
2006Persistence of Innovation in Dutch Manufacturing: Is it Spurious?.(2006) In: MERIT Working Papers.
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paper
2007The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models In: CESifo Working Paper Series.
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paper8
2007The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models.(2007) In: CIRANO Working Papers.
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paper
2007The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models.(2007) In: MERIT Working Papers.
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paper
2008Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity? In: CESifo Working Paper Series.
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paper73
2008Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?.(2008) In: De Economist.
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article
2008Financial Constraints and Other Obstacles: Are they a Threat to Innovation Activity?.(2008) In: MERIT Working Papers.
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paper
2000Testing for Common Cyclical Features in Nonstationary Panel Data Models In: CESifo Working Paper Series.
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paper4
2009Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics In: CESifo Working Paper Series.
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paper6
2009Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics.(2009) In: CIRANO Working Papers.
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paper
2009Innovative sales, R&D and total innovation expenditures: panel evidence on their dynamics.(2009) In: Research Memorandum.
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paper
2009Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics.(2009) In: MERIT Working Papers.
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paper
2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
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paper23
2010Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist.
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article
2013Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing In: CESifo Working Paper Series.
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paper27
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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paper
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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article
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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paper
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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paper
2001Testing for Common Cyclical Features in Var Models with Cointegration In: CESifo Working Paper Series.
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paper28
2013Stock Markets, Banks and Long Run Economics Growth: A Panel Cointegration-Based Analysis In: CESifo Working Paper Series.
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paper8
2014Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis.(2014) In: De Economist.
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This paper has another version. Agregated cites: 8
article
2011Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis.(2011) In: CREPP Working Papers.
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paper
2014Microeconometric Evidence of Financing Frictions and Innovative Activity In: CESifo Working Paper Series.
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paper0
2012Microeconometric Evidence of Financing Frictions and Innovative Activity.(2012) In: CIRANO Working Papers.
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paper
2012Microeconometric evidence of financing frictions and innovative activity.(2012) In: MERIT Working Papers.
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paper
2002Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features In: CESifo Working Paper Series.
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paper24
2002SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES.(2002) In: Econometric Reviews.
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article
2005Innovation in Enterprise Clusters:Evidence from Dutch Manufacturing In: CIRANO Working Papers.
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paper0
2006Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing.(2006) In: Chapters.
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chapter
2005Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing.(2005) In: Research Memorandum.
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paper
1991To combine or not to combine? issues of combining forecasts. In: LIDAM Discussion Papers CORE.
[Citation analysis]
paper26
1992To Combine or not to Combine? Issues of Combining Forecasts.(1992) In: LIDAM Reprints CORE.
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paper
1992Asymmetric adjustment costs in non-linear labour demand models for the Netherlands and UK manufacturing sectors In: LIDAM Discussion Papers CORE.
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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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paper
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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article
2004Central Bank forex interventions assessed using realized moments In: LIDAM Discussion Papers CORE.
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paper19
2009Central bank FOREX interventions assessed using realized moments.(2009) In: LIDAM Reprints CORE.
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paper
2009Central bank FOREX interventions assessed using realized moments.(2009) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 19
article
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.
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paper143
1974Time series analysis and simultaneous equation econometric models.(1974) In: Journal of Econometrics.
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article
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.
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paper2
1976Testing the dynamic specification of an econometric model with an application to Belgian data.(1976) In: European Economic Review.
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This paper has another version. Agregated cites: 2
article
1977On univariate time series methods and simultaneous equation econometric models In: LIDAM Reprints CORE.
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paper7
1977On univariate time series methods and simultaneous equation econometric models.(1977) In: Journal of Econometrics.
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article
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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article
1993A Dynamic Contracting Model for Wages and Employment in three European Economies In: LIDAM Discussion Papers IRES.
[Citation analysis]
paper16
1996A dynamic contracting model for wages and employment in three European economies.(1996) In: European Economic Review.
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article
1996Labor market dynamics when effort depends on wage growth comparisons In: LIDAM Discussion Papers IRES.
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paper7
2000Labor market dynamics when effort depends on wage growth comparisons.(2000) In: Empirical Economics.
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article
1991Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Netherlands In: Discussion Papers (REL - Recherches Economiques de Louvain).
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paper1
1996Stochastic implications of the life cycle consumption model under rational habit formation In: Discussion Papers (REL - Recherches Economiques de Louvain).
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paper1
2010A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL In: Econometric Theory.
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article13
2007A sieve bootstrap test for cointegration in a conditional error correction model.(2007) In: Research Memorandum.
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paper
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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paper8
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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paper
1984Missing Observations in the Dynamic Regression Model. In: Econometrica.
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article25
1984Missing observations in the dynamic regression model.(1984) In: Other publications TiSEM.
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paper
1982Missing observations in the dynamic regression model.(1982) In: Serie Research Memoranda.
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paper
1986Wald Criteria for Jointly Testing Equality and Inequality Restriction s. In: Econometrica.
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article436
2000Correction In: Econometrica.
[Citation analysis]
article1
2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis.
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article31
2016Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print.
[Citation analysis]
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paper
2008Macro-panels and reality In: Economics Letters.
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article2
2007Macro-panels and reality.(2007) In: Research Memorandum.
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paper
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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article
1978Large sample estimation and testing procedures for dynamic equation systems.(1978) In: Serie Research Memoranda.
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paper
2006Common cyclical features analysis in VAR models with cointegration In: Journal of Econometrics.
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article39
2009Studying co-movements in large multivariate data prior to multivariate modelling In: Journal of Econometrics.
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article22
2008Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling.(2008) In: CEIS Research Paper.
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paper
2011Factor structures for panel and multivariate time series data In: Journal of Econometrics.
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article1
2011Cross-sectional dependence robust block bootstrap panel unit root tests In: Journal of Econometrics.
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article47
2008Cross-sectional dependence robust block bootstrap panel unit root tests.(2008) In: Research Memorandum.
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paper
1982Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics.
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1982Linear regression using both temporally aggregated and temporally disaggregated data.(1982) In: Other publications TiSEM.
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paper
1981Linear regression using both temporally aggregated and temporally disaggregated data.(1981) In: Serie Research Memoranda.
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paper
1995Bayesian model selection and prediction with empirical applications comments In: Journal of Econometrics.
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article1
1998Sources of asymmetry in production factor dynamics In: Journal of Econometrics.
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article8
1992Report of the chairman of the standing committee for Students Affairs In: European Economic Review.
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article0
2004Introduction to the special issue on behavioral finance In: Journal of Empirical Finance.
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article0
2006Introduction to the special issue on International Finance In: Journal of Empirical Finance.
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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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article1
2011Obituary In: Journal of Empirical Finance.
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article0
1993Statement by the editors In: Journal of Empirical Finance.
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article0
2008Regret aversion and annuity risk in defined contribution pension plans In: Insurance: Mathematics and Economics.
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article1
2008Information gathering through alliances In: Journal of Economic Behavior & Organization.
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article16
2007Central bank intervention and exchange rate volatility, its continuous and jump components In: Working Papers.
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paper54
2007Central bank intervention and exchange rate volatility, its continuous and jump components.(2007) In: International Journal of Finance & Economics.
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article
2007Central Bank intervention and exchange rate volatility: its continuous and jump components.(2007) In: ULB Institutional Repository.
[Citation analysis]
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paper
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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paper
1991Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper21
1991Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper.
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paper
1993Premia in forward foreign exchange as unobserved components.(1993) In: Other publications TiSEM.
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paper
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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paper
2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Post-Print.
[Citation analysis]
paper4
2012Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers.
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paper
1984Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties. In: International Economic Review.
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article0
1980Efficient estimation of the geometric distributed lag model : some Monte Carlo results on small sample properties.(1980) In: Serie Research Memoranda.
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paper
2015Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation In: Management Science.
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article5
2002Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands In: IZA Discussion Papers.
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paper3
1997Statistical Demand Functions for Food in the USA and the Netherlands. In: Journal of Applied Econometrics.
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article16
1997Statistical Demand Functions for Food in the USA and the Netherlands: Reply. In: Journal of Applied Econometrics.
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article12
1987A Parametric Test of the Negativity of the Substitution Matrix. In: Journal of Applied Econometrics.
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article9
1990Asymptotic Least-Squares Estimation Efficiency Considerations and Applications. In: Journal of Applied Econometrics.
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article40
2006A Classification of Dutch Manufacturing based on a Model of Innovation In: De Economist.
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article6
2008Martin M.G. Fase Retires from the Board of the Editors In: De Economist.
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article0
2010Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
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article18
2002Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands In: Review of Industrial Organization.
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article9
2011Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO.
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paper0
1986A Short-run Econometric Analysis of the International Coffee Market. In: European Review of Agricultural Economics.
[Citation analysis]
article5
1986A short run econometric analysis of the international coffee market.(1986) In: Serie Research Memoranda.
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2011Common Intraday Periodicity In: Journal of Financial Econometrics.
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article11
2011Common intraday periodicity.(2011) In: Research Memorandum.
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1990ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS. In: Economics Series Working Papers.
[Citation analysis]
paper2
1993The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry In: MPRA Paper.
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paper1
1993Adjustment Costs and Time-to-Build in Factor Demand in the U.S. Manufacturing Industry. In: Empirical Economics.
[Citation analysis]
article7
2010Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling In: Econometric Reviews.
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article33
1986Efficiency gains due to using missing data procedures in regression models In: Research Memorandum.
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paper2
1988Efficiency gains due to using missing data procedures in regression models.(1988) In: Other publications TiSEM.
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paper
1986Consistent estimation of rational expectation models In: Research Memorandum.
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1985Séries temporelles incomplètes en modélisation macroéconomique In: Other publications TiSEM.
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paper0
1985On econometric modelling of incomplete data In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2007Central bank intervention in the foreign exchange markets assessed using realized moments In: ULB Institutional Repository.
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2004Have sequential interventions of Central Banks in foreign exchange been effective ? In: ULB Institutional Repository.
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2004Stochastic Online Scheduling on Parallel Machines In: Research Memorandum.
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2005Machine scheduling with resource dependent processing times In: Research Memorandum.
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2007On the information value of (un)embedded network ties In: Research Memorandum.
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2007Studying co-movements in large multivariate models without multivariate modelling In: Research Memorandum.
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2011On the univariate representation of multivariate volatility models with common factors In: Research Memorandum.
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2007Financial Constraint and R&D Investment: Evidence from CIS In: MERIT Working Papers.
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2013Microeconometric evidence of financing frictions and innovative activity - a revision In: MERIT Working Papers.
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1979The aggregate demand for money in the Netherlands : a new look at a study of the Bank of the Netherlands In: Serie Research Memoranda.
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1981Structural econometric modelling and time series analysis : an integrated approach In: Serie Research Memoranda.
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1981Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates In: Serie Research Memoranda.
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1981Structural econometric modelling and time series analysis towards an integrated approach In: Serie Research Memoranda.
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1982Computing wald criteria for nested hypotheses with Econometric Applications In: Serie Research Memoranda.
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1983Consistent estimation using proxy-variables in models with missing observations In: Serie Research Memoranda.
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1984Consistent estimation using proxy-variables in models with unobserved variables In: Serie Research Memoranda.
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1984Missing observations in a quarterly model for the aggregate labor market in the Netherlands In: Serie Research Memoranda.
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1985Computing wald criteria for nested hypotheses In: Serie Research Memoranda.
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1985An econometric analysis of the short-run demand for coffee In: Serie Research Memoranda.
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1986The stochastic life cycle consumption model : theoretical results and empirical evidence In: Serie Research Memoranda.
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1987The life cycle consumption model under structural changes in income and moving planning horizons In: Serie Research Memoranda.
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1989The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market In: Serie Research Memoranda.
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