Franz Palm | Academic Influence

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Franz Palm

Economics

#2095

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#2394

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Economics

Franz Palm's Degrees

PhD Economics University of Amsterdam
Masters Economics University of Amsterdam

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Why Is Franz Palm Influential?

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According to Wikipedia, Franz Christian Palm is a Belgian economist. He is a Professor of Econometrics at Maastricht University. He was also appointed Academy Professor in Econometrics by Royal Netherlands Academy of Arts and Sciences in 2005. He became a foreign member of the KNAW in 2000.

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Franz Palm's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Wald Criteria for Jointly Testing Equality and Inequality (1986) (1512)
Time series analysis and simultaneous equation econometric models (1974) (568)
Tail-Index Estimates in Small Samples (2001) (317)
Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? (2008) (307)
Persistence of Innovation in Dutch Manufacturing: Is It Spurious? (2006) (295)
To combine or not to combine? Issues of combining forecasts (1992) (247)
The message in weekly exchange rates in the European Monetary System: mean reversion (1993) (241)
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2009) (208)
Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors. (1993) (165)
7 GARCH models of volatility (1996) (133)
Cointegration Testing in Panels with Common Factors (2006) (124)
Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing (2013) (118)
Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests (2008) (113)
GARCH Models of Volatility (1996) (105)
Banking and Debt Crises in Europe: The Dangerous Liaisons? (2010) (104)
Macroeconomic Forecasting Using Pooled International Data (1987) (94)
An Empirically-Based Taxonomy of Dutch Manufacturing: Innovation Policy Implications (2004) (90)
The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models (2007) (88)
Financial Constraint and R&D Investment: Evidence from CIS (2007) (86)
Asymptotic Least-Squares Estimation Efficiency Considerations and Applications (1990) (79)
Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on Their Dynamics (2009) (77)
Bootstrap Unit‐Root Tests: Comparison and Extensions (2008) (73)
Predictive accuracy gain from disaggregate sampling in ARIMA models (1990) (68)
Missing observations in the dynamic regression model (1984) (67)
Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles (2000) (66)
Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates (2000) (65)
Common cyclical features analysis in VAR models with cointegration (2006) (62)
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (2016) (53)
Parameter identification in ARMA-processes in the presence of regular but incomplete sampling. (1990) (52)
[POSSIBLE DUPLICATE] Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components (2006) (50)
Generalized least squares estimation of linear models containing rational future expectations (1991) (49)
Simple diagnostic procedures for modeling financial time series (1997) (46)
Exit and Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands (2002) (44)
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (2002) (42)
Central Bank Intervention and Exchange Rate Volatility, its Continuous and Jump Components (2007) (38)
Testing for Common Cyclical Features in VAR Models with Cointegration (2001) (35)
Panel Cointegration Testing in the Presence of Common Factors (2005) (35)
Premia in Forward Foreign Exchange as Unobserved Components: A Note (1993) (35)
Simple Solutions to the Initial Conditions Problem in Multiple Equation Dynamic Panel Data Models with Individual Effects (2010) (34)
On univariate time series methods and simultaneous equation econometric models (1977) (33)
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling (2007) (32)
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis (2013) (31)
A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL (2009) (31)
Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation (2014) (30)
Statistical Demand Functions for Food in the USA and the Netherlands (1997) (29)
Sources of asymmetry in production factor dynamics (1998) (29)
Time series analysis and simultaneous equation models (1973) (29)
Information gathering through alliances. (2008) (29)
A dynamic contracting model for wages and employment in three European economies (1996) (27)
Significance tests and spurious correlation in regression models with autocorrelated errors (1983) (27)
Structural econometric modelling and time series analysis: an integrated approach (1981) (27)
Notes and communications: The Tail-Fatness of FX Returns Reconsidered (2002) (26)
Common intraday periodicity (2011) (25)
The information value of R&D alliances: The preference for local or distant ties (2011) (25)
A Classification of Dutch Manufacturing based on a Model of Innovation (2006) (24)
A parametric test of the negativity of the substitution matrix (1987) (23)
Intellectual Property in services: What do we learn from innovation surveys? (2004) (21)
ON THE SO-CALLED 'LAW OF ABSOLUTE IMPOVERISHMENT' IN MARXIAN ECONOMICS (1989) (20)
The construction and use of approximations for missing quarterly observations : A model-based approach (1985) (20)
The tail fatness of FX returns reconsidered. (2002) (18)
Large sample estimation and testing procedures for dynamic equation systems (1981) (18)
Testing for Common Cyclical Features in Nonstationary Panel Data Models (2000) (18)
Labor market dynamics when effort depends on wage growth comparisons (1996) (18)
Stochastic implications of the life cycle consumption model under rational habit formation (1996) (18)
The Fat-Tailedness of FX Returns (1998) (18)
Fat Tails in Small Sample (1997) (17)
The effectiveness of the international coffee agreement : a simulation study using a quarterly model of the world coffee market (1989) (17)
Introduction to the special issue on behavioral finance (2004) (16)
Structural econometric modeling and time series analysis (1986) (16)
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (2013) (15)
A short run econometric analysis of the international coffee market (1986) (14)
Testing the dynamic specification of an econometric model with an application to Belgian data (1976) (14)
The Structural Econometric Time Series Analysis Approach: Author index (2004) (13)
Microeconometric Evidence of Financing Frictions and Innovative Activity (2012) (13)
Statement From The Editors (1981) (12)
Testing for jumps in GARCH models, a robust approach (2013) (12)
Time series and structural analysis of monetary models of the US economy (2004) (12)
A dynamic factor model approach to incorporate Big Data in state space models for official statistics (2019) (12)
On the Univariate Representation of BEKK Models with Common Factors (2015) (12)
Linear regression using both temporally aggregated and temporally disaggregated data (1982) (11)
Innovation in Enterprise Clusters: Evidence from Dutch Manufacturing (2005) (11)
Macro-panels and reality (2008) (10)
Efficiency gains due to using missing data procedures in regression models (1988) (10)
Recent developments in modeling volatility in financial data (1991) (10)
Econometric Analysis of Panel Data Models with Multifactor Error Structures (2019) (10)
The Life Cycle of Daily Newspapers in The Netherlands: 1848–1997 (1998) (9)
Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns (2016) (9)
Regret Aversion and Annuity Risk in Defined Contribution Pension Plans (2008) (8)
Econometric Specification Analysis — An Application to the Aggregate Demand for Money in the Netherlands (1979) (8)
Inflation differentials and excess returns in the European Monetary System (1997) (7)
Consistent estimation of regression models with incompletely observed exogenous variables (1987) (7)
Adjustment Costs and Time-to-Build in Factor Demand in the US Manufacturing Industry (1993) (7)
Notes and Communications – Comovements in International Stock Markets: What can we Learn From a Common Trend-Common Cycle Analysis? (2000) (7)
Adjustment costs and time-to-build in factor demand in the U.S. manufacturing industry (1993) (6)
State space time series modelling of the Dutch Labour Force Survey: Model selection and mean squared errors estimation (2017) (6)
Focused information criterion for locally misspecified vector autoregressive models (2019) (6)
Structural econometric modelling and time series analysis towards an integrated approach (1981) (6)
Commercial Policy in the French Revolution (5)
Comment on Chapters 14 and 15 (1989) (5)
Unraveling Trend and Stationary Components of Total Factor Productivity (1995) (5)
The stochastic life cycle consumption model: theoretical results and empirical evidence (1986) (5)
Economic Modelling and Policy Analysis (1991) (5)
Studying Co-movements in Large Multivariate Models Without Multivariate Modelling (2007) (4)
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? (2010) (4)
Macroeconomic Models and Econometrics (1988) (4)
Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs (2018) (4)
Editorial introduction: Heavy tails and stable Paretian distributions in empirical finance: A volume honoring Benoît B. Mandelbrot (2010) (4)
The Structural Econometric Time Series Analysis (2004) (3)
Calvinism and the Religious Wars (1997) (3)
GARCH modelling of volatility : An introduction to theory and applications (1993) (3)
Financial Constraints , Capital Structure and Innovation : An Empirical Investigation (2010) (3)
Bayesian model selection and prediction with empirical applications comments (1995) (3)
Have sequential interventions of central banks in foreign exchange been effective (2004) (3)
Interrelation, Structural Changes and Cointegration in a Model for Manufacturing Demand in the Nederlands (1991) (3)
Modelling Financial Crises Mutation (2011) (3)
Computing Wald criteria for nested hypotheses (1988) (3)
Testing the parametric form of the volatility in continuous time diffusion models - a stochastic process approach (2019) (3)
The aggregate demand for money in the Netherlands: a new look at a study of the Bank of the Netherlands (1979) (2)
Testing the stability of a linear dynamic model (1987) (2)
Multilevel hierarchical Bayesian versus state space approach in time series small area estimation: the Dutch Travel Survey (2017) (2)
Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects (2011) (2)
ASYMETRIC ADJUSTMENT COSTS IN LABOUR DEMAND MODELS WITH EMPIRICAL EVIDENCE FOR THE DUTCH AN U.K. MANUFACTURING SECTORS (1990) (2)
On the information value of (un)embedded network ties (2007) (2)
On efficient estimation of the final equation form of a linear multiple time series process (1977) (2)
State Space time series modelling of the Dutch Labour Force Survey: Model Selection and MSE Estimation (2016) (2)
Mean reversion, conditional heteroskedasticity and jumps in the EMS (1992) (2)
Introduction to the special issue on International Finance (2006) (2)
On the univariate representation of multivariate volatility models with common factors (2011) (2)
Economic Theory and Structural Time Series Models for Aggregate Consumption (1990) (2)
Factor structures for panel and multivariate time series data (2011) (2)
Correction: Cointegration and dynamic simultaneous equations models by C. Hsiao. (2000) (1)
Time-varying state correlations in state space models and their estimation via indirect inference (2021) (1)
Survival in a Concentrating Industry: The Case of Daily Newspapers in the Netherlands (2002) (1)
The Structural Econometric Time Series Analysis Approach: Time series analysis and simultaneous equation econometric models (1974) (2004) (1)
The dynamics of investment and labour demand: Theoretical issues and an application to the Dutch manufacturing industry (1993) (1)
England and Napoleon III: A Study of the Rise of a Utopian Dictator (2011) (1)
Contemporary Foreign Governments@@@Western Civilization: A Political, Social, and Cultural History (1949) (1)
Efficient estimation of the geometric distributed lag model (1984) (1)
Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates (1981) (1)
Central bank intervention in the foreign exchange markets assessed using realized moments (2007) (1)
Missing observations in a quarterly model for the aggregate labor market in the Netherlands (1984) (1)
The stochastic life cycle consumption model (1986) (1)
Macro panes and reality (2007) (0)
Firm strategies and systemness in the development of new video services for the home: the US versus the Dutch/European context (1996) (0)
The Structural Econometric Time Series Analysis Approach: Large-sample estimation and testing procedures for dynamic equation systems (1980) (2004) (0)
Consistent estimation using proxy-variables in models with missing observations (1983) (0)
Hypotheses with Econometrie Applications (1982) (0)
Time series and econometric models with unobservables (1987) (0)
Nationalism: Myth and Reality Boyd E. Shafer (1956) (0)
Life expectancy of daily newspapers in the Netherlands: the Period 1848 - 1997 (1998) (0)
Approximations for Missing Quarterly Observations: A Model-Based Approach (1986) (0)
Computing wald criteria for nested hypotheses with Econometric Applications (1982) (0)
On econometric modeling of incomplete data (1985) (0)
The Establishment of French Absolutism, 1574-1610 (2011) (0)
On the Link Between R & D , Innovation and Productivity : Panel Evidence for Dutch and French Manufacturing (2010) (0)
Panel Structures in Financial Enigmas; The Cross-section (2001) (0)
Some Reflections on the Euro and Competition in European Financial Markets (1998) (0)
Western civilization : a political, social, and cultural history (1950) (0)
The Economic Policies of Richelieu (2010) (0)
Adaptive consistent unit root tests based on autoregressive threshold model (2019) (0)
Additional simulations belonging to "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model (2008) (0)
The external commercial policies of Richelieu (0)
Introduction to the Structural Econometric Time Series Analysis (2004) (0)
Book Review:La venalite des offices sous Henri IV et Louis XIII Roland Mousnier (1949) (0)
SERIE RESEARCH mEmORMIDII THE STOCHASTIC LIFE CYCLE CONSUMPTION MODEL : THEORETICAL RESULTS AND EMPIRICAL EVIDENCE Researchmemoranda 1986-16 (2007) (0)
The life cycle consumption model under structural changes in income and moving planning horizons (1987) (0)
Foundations of modern econometrics : the selected essays of Ragnar Frisch / edited by Olav Bjerkholt. - Aldershot [etc.] : Edward Elgar, 1995. - ISBN 1852788402 (1997) (0)
Nonparametric bootstrap confidence intervals for deterministic trends in temperature time series data (2009) (0)
Dynamic Econometric Modelling of Decisions under Uncertainty (1990) (0)
The behavior of panel cointegration tests in the presence of common factors (2005) (0)
Nonparametric simultaneous testing for structural breaks (2020) (0)
Dispersion estimation; Earnings risk; Censoring; Quantile regression; Occupational choice; Sorting; Risk preferences; SOEP; IABS (2020) (0)
Performance of strategic asset allocations (2010) (0)
Martin M.G. Fase Retires from the Board of the Editors (2008) (0)
Comments on chapter 14 and 15 ('Labour market flexibility : an analysis with the DMS-model' by L. Bloch, and 'Unemployment and fiscal activism in a small open economy', by J. Bradley) (1989) (0)
A framework for monetary stability / ed. by J.Onno de Beaufort Wijnholds, Sylvester C.W. Eijffinger and Lex H. Hoogduin. - Dordrecht [etc.] : Kluwer Academic Publishers, 1994. - ISBN 0792326679 (1995) (0)
Bootstrap Inference for Risk Measures (2015) (0)
The European exchange rate mechanism and the European monetary union (1996) (0)
Comments on Dosi and Fabiani : Convergence and divergence in long-term growth in open economies (1994) (0)
Innovative Sales, R&D and Other Innovation Expenditures: Are there Lags? Estimating from Dynamic Panel Data Sample Selection Models (2009) (0)
Education, economic growth and income distribution / J.M.M. Ritzen ; [forw. by H.C. Bos]. - Amsterdam ; New York : North-Holland Pub. Co, 1977. - ISBN 0720407206 (1977) (0)
Qualitative and quantitative mathematical economics / ed. by J.H.P. Paelinck. - The Hague [etc.] : Nijhoff, 1982. - ISBN 9024726239 (1984) (0)
The Structural Econometric Time Series Analysis Approach: Macroeconomic forecasting using pooled international data (1987) (2004) (0)
On incomplete samples in dynamic regression models (1984) (0)
Tax incidence : a general equilibrium approach / [by] Wouter J. Keller. - Amsterdam [etc.] : North-Holland Publishing Company, 1980. - ISBN 0444860576 (1982) (0)
The effectiveness of the international coffee agreement (1989) (0)
Common cyclical features in nonstationary VAR models: An overview (2002) (0)
On econometric modelling of incomplete data (1985) (0)
Editors introduction to Measuring inflation for monetary purposes. (2001) (0)
Editor's Introduction to Behavioral Finance (2004) (0)
Book reviews (1995) (0)
From Banking to Sovereign Debt Crisis in Europe (2011) (0)
Louis XIV and the Greatness of France@@@Joan of Arc and the Recovery of France@@@Clemenceau and the Third Republic (1949) (0)
Comments on P. Ormerod, 'Predictability and economic time series' (1997) (0)
Reply to comments on intertemporal consumer (1989) (0)
INTERRELATED DEMAND RATIONAL EXPECTATIONS MODELS FOR TWO TYPES OF LABOUR (2009) (0)
Consistent estimation of rational expectation models (1986) (0)
An econometric analysis of the short-run demand for coffee (1985) (0)
The Structural Econometric Time Series Analysis Approach: Pooling in dynamic panel data models: an application to forecasting GDP growth rates (2000) (2004) (0)
Unemployment in the Netherlands and modelling macroeconomic employment policy : comments (1991) (0)
Testing for unit root processes in random coefficient autoregressive models (2019) (0)
Macroeconomic models and econometrics : comment by F.C. Palm (1988) (0)
Comments on 'Asymmetric adjustment costs and the estimation of Euler equations for employment : an application to U.K. panel data' by F.Schiantarelli and A. Sembenelli (1993) (0)
Consistent estimation using proxy-variables in models with unobserved variables (1984) (0)
Regret Aversion and Annuity Risk in DC Pension Plans 2 1 Introduction (2007) (0)
Long Memory in Foreign Exchange RatesRevisitedRolf Tschernig (1994) (0)
Distribution free specification tests of conditional models (2018) (0)
Inflation differentials and excess returns Monetary System (2003) (0)
Report of the chairman of the standing committee for Students' Affairs (1992) (0)
Advances in econometrics : fifth World Congress / ed. by Truman F. Bewley. - Cambridge [etc.] : Cambridge University Press, 1987. - ISBN 0521344301 (dl. 1), 0521345529 (dl. 2) (1989) (0)
Seasonality in dynamic regression models : an application to the aggregate demand for beverages / Katarina Juselius. - Helsingfors : Swedish School of Economics and Business Administration, 1983. - ISBN 9515552028 (1984) (0)
Market dynamics and innovation. Introduction (1998) (0)
Response to the discussants (2004) (0)
WALD CRITERIA FOR NESTED HYPOTHESES (2007) (0)

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