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Home | People | Franc Klaassen
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Franc Klaassen

Research Fellow

University
University of Amsterdam
Research field
Macroeconomics
Interests
Exchange Rates, Fiscal Policy, Trade

Key publications

List of publications

Boswijk, H. and Klaassen, F. (2012). Why frequency matters for unit root testing in financial time series Journal of Business and Economic Statistics, 30(3):351--357.

Daniels, T., Jager, H. and Klaassen, F. (2011). Currency crises with the threat of an interest rate defence Journal of International Economics, 85(1):14--24.

Klaassen, F. and Jager, H. (2011). Definition-consistent measurement of exchange market pressure Journal of international Money and Finance, 30(1):74--95.

Klaassen, F. and Magnus, J. (2009). The efficiency of top agents: an analysis through service strategy in tennis Journal of Econometrics, 148(1):72--85.

Beetsma, R., Giuliodori, M. and Klaassen, F. (2009). Temporal aggregation and SVAR identification, with an application to fiscal policy Economics Letters, 105(3):253--255.

Bun, M., Klaassen, F. and Tan, G. (2009). Free trade areas and intra-regional trade: the case of ASEAN Singapore Economic Review, 54(3):319--334.

Beetsma, R., Giuliodori, M. and Klaassen, F. (2008). The effects of public spending shocks on trade balances and budget deficits in the European Union Journal of the European Economic Association, 6(2-3):414--423.

Bun, M. and Klaassen, F. (2007). The euro effect on trade is not as large as commonly thought Oxford Bulletin of Economics and Statistics, 69(4):473--496.

van Horen, N., Jager, H. and Klaassen, F. (2006). Foreign Exchange Market Contagion in the Asian Crisis: A Regression-based Approach Review of World Economics, 142(2):374--401.

Beetsma, R., Giuliodori, M. and Klaassen, F. (2006). Trade spill-overs of fiscal policy in the European Union: a panel analysis Economic Policy, 21(48):639--687.

Klaassen, F. (2005). Long Swings in Exchange Rates: Are They Really in the Data? Journal of Business and Economic Statistics, 23:87--95.

Klaassen, F. (2004). Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade? Journal of international Money and Finance, 23(5):817--839.

Klaassen, F. and Magnus, J. (2003). Forecasting the Winner of a Tennis Match European Journal of Operational Research, 148:257--267.

Klaassen, F. and Magnus, J. (2002). Some Properties of a Generalised Two-Error Components Matrix, solution of problem 01.5.1. Econometric Theory, 18:1274--1275.

Klaassen, F. (2002). Improving GARCH Volatility Forecasts with Regime-Switching GARCH Empirical Economics, 27:363--394.

Klaassen, F. and Magnus, J. (2001). Are Points in Tennis Independent and Identically Distributed? Evidence from a Dynamic Binary Panel Data Model Journal of the American Statistical Association, 96:500--509.

Klaassen, F. and Magnus, J. (2001). Some Properties of a Generalized Two-Error Components Matrix, problem 01.5.1 Econometric Theory, 17(1025):.