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Heterogeneity in Manufacturing Growth Risk
Opschoor, Daan; van Dijk, Dick J. C.; Franses, Philip Hans - 2021
We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi …-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable …
Persistent link: https://www.econbiz.de/10013229404
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Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine; Franses, Philip Hans; Whitby, Bruce - 2020
Persistent link: https://www.econbiz.de/10012432879
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Heterogeneity in manufacturing growth risk
Opschoor, Daan; Dijk, Dick van; Franses, Philip Hans - 2021
We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi …-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable …
Persistent link: https://www.econbiz.de/10012510760
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Modeling generational transitions from aggregate data
Franses, Philip Hans (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693573
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Forecasting changing seasonal components using periodic correlations
Franses, Philip Hans; Ooms, Marius - 1994
Persistent link: https://www.econbiz.de/10000898964
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans; McAleer, Michael - 1995
Persistent link: https://www.econbiz.de/10000907435
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Critical values for unit root tests in seasonal time series
Franses, Philip Hans; Hobijn, Bart - 1994
Persistent link: https://www.econbiz.de/10000910782
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Recent advances in modelling seasonality
Franses, Philip Hans - 1994
Persistent link: https://www.econbiz.de/10000910783
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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Testing for treshold cointegration
Dijk, Dick van; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000934396