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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; 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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A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.; Franses, Philip Hans - In: Econometric reviews 28 (2009) 6, pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
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Visualizing time-varying correlations across stock markets
Franses, Philip Hans; Groenen, Patrick J. F. - 1999
Persistent link: https://www.econbiz.de/10001447137
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Interpolation and correlation
Franses, Philip Hans - In: Applied economics 54 (2022) 14, pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
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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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Exploiting spillovers to forecast crashes
Gresnigt, Francine; Kole, Erik; Franses, Philip Hans - 2015
-excitation for these series. Out-of-sample, we find that the models that include spillover effects forecast crashes and the Value-at-Risk …
Persistent link: https://www.econbiz.de/10011376256
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Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco; Paap, Richard; Dijk, Dick van; … - 2006
Persistent link: https://www.econbiz.de/10003385036
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Incorporating responsiveness to marketing efforts in brand choice modeling
Fok, Dennis; Paap, Richard; Franses, Philip Hans - In: Econometrics : open access journal 2 (2014) 1, pp. 20-44
We put forward a brand choice model with unobserved heterogeneity that concerns responsiveness to marketing efforts. We introduce two latent segments of households. The first segment is assumed to respond to marketing efforts, while households in the second segment do not do so. Whether a...
Persistent link: https://www.econbiz.de/10010336207
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A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
Fok, Dennis; Horváth, Csilla; Paap, Richard; Franses, … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186139