Franc Klaassen’s Homepage

Personal information   (CV in pdf)

 

Current Position

Associate Professor of International Economics

Department of Economics

Universiteit van Amsterdam
Roetersstraat 11, 1018 WB Amsterdam, The Netherlands
Phone: +31 20 525 4191; fax: +31 20 525 4254
E-mail: f.klaassen@uva.nl

  

Education

Master’s degree in Econometrics, CentER, Tilburg University (1993);

Master’s degree in Economics, CentER, Tilburg University (1995);

PhD in Econometrics-Economics, CentER, Tilburg University (1999).

 

Research

Fellowship: Tinbergen Institute and MInt Amsterdam.

Interests: Empirical analysis of exchange rates, trade, tennis, currency crises, exchange market pressure, fiscal policy spillovers in EU, and euro; regime-switching models, panel data.

 

 

Publications

Beetsma R., M. Giuliodori and F. Klaassen (2009), “Aggregation and SVAR Identification, with an Application to Fiscal Policy,” Economics Letters, 105, 253-255.

Bun, M.J.G., F. Klaassen and R. Tan (2009), “Free Trade Areas and Intra-Regional Trade: the Case of ASEAN,” Singapore Economic Review, 54, 319-334.

Klaassen, F.J.G.M. and J.R. Magnus (2009), “The Efficiency of Top Agents: An Analysis through Service Strategy in Tennis,” Journal of Econometrics, 148, 72-85.

Klaassen, F.J.G.M. and J.R. Magnus (2008), “De kans om een tenniswedstrijd te winnen - Federer-Nadal in de finale van Wimbledon 2007,” Stator, 9, 8-11. Winning probabilities for Wimbledon 2008 final discussed in “Tussen gevoel en ratio – De wetenschappelijke kijk op Federer-Nadal,” Tennis Magazine, 6, 12-13. Winning probabilities of Federer-Nadal Wimbledon Finals 2007 & 2008 (pdf).

Beetsma R., M. Giuliodori and F. Klaassen (2008), “The Effects of Public Spending Shocks on Trade Balances and Budget Deficits in the European Union,” Journal of the European Economic Association, 6, 414-423.

Jager, H. and F. Klaassen (2008), “Druk op de Valutamarkt,’’ in: W.W. Boonstra and S.C.W. Eijffinger (eds.), Een klassiek econoom met een brede blik – Opstellen aangeboden aan Hans Visser, Den Haag: Sdu Uitgevers, 133-146.

Magnus, J. and F. Klaassen (2008), “Myths in Tennis,” in: J. Albert and R.H. Koning (eds.), Statistical Thinking in Sports, Boca Raton: Chapman & Hall/CRC (Taylor & Francis Group), 217-240.

Bun, M.J.G. and F.J.G.M. Klaassen (2007), “The Euro Effect on Trade is not as Large as Commonly Thought,” (former title “The Importance of Accounting for Time Trends when Estimating the Euro Effect on Trade”), Oxford Bulletin of Economics and Statistics, 69, 473-496 (data)

Beetsma, R., M. Giuliodori and F. Klaassen (2006), “Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis,” Economic Policy, 21, 639-687, CEPR Discussion Paper No. 5222, Dutch Central Bank Working Paper No. 52/2005, European University Institute RSCAS Working Paper No. 2005/31 (unpublished appendices).

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

Klaassen, F. (2005), “Long Swings in Exchange Rates: Are They Really in the Data?” Journal of Business & 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, 817-839.

Klaassen, F.J.G.M. and J.R. Magnus (2003), “On the Probability of Winning a Tennis Match,” Medicine and Science in Tennis, 8, 10-11. Reprinted in: AENORM, 47, May 2005, 47-49 (pdf). Also in: Medium Econometrische Toepassingen (MET), 14(4), 12-14 (pdf).

Klaassen, F.J.G.M. and J.R. Magnus (2003), “Forecasting in Tennis,” in: S. Miller (ed.), Tennis Science & Technology 2, London: International Tennis Federation, 333-340. Presentation at ITF congress in London on July 29, 2003 (PowerPoint).

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

Klaassen, F. (2002), “Improving GARCH Volatility Forecasts with Regime-Switching GARCH,” Empirical Economics, 27, 363-394. Also in: J.D. Hamilton and B. Raj (eds.), Advances in Markov-Switching Models, Heidelberg: Springer-Verlag, 223-254.

Beetsma, R., X. Debrun and F. Klaassen (2001), “Is Fiscal Policy Coordination in EMU Desirable?” Swedish Economic Policy Review, 8, 57-98.

Klaassen, F.J.G.M. and J.R. Magnus (2001), “Some Properties of a Generalized Two-Error Components Matrix,” problem 01.5.1, Econometric Theory, 17, 1025. Solution in Econometric Theory, 18, 1274-1275.

Klaassen, F.J.G.M. and J.R. Magnus (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.J.G.M. and J.R. Magnus (2000), How to Reduce the Service Dominance in Tennis? Empirical Results from Four Years at Wimbledon,” in: S.J. Haake and A.O. Coe (eds.), Tennis Science & Technology, Oxford: Blackwell Science, 277-284.

Klaassen, F.J.G.M. (2000), Exchange Rates and Their Effects on International Trade, Amsterdam: Thesis Publishers.

Magnus, J.R. and F.J.G.M. Klaassen (1999), “On the Advantage of Serving First in a Tennis Set: Four Years at Wimbledon,” Statistician (Journal of the Royal Statistical Society, Series D), 48, 247-256.

Magnus, J.R. and F.J.G.M. Klaassen (1999), “The Effect of New Balls in Tennis: Four Years at Wimbledon,” Statistician (Journal of the Royal Statistical Society, Series D), 48, 239-246.

Magnus, J.R. and F.J.G.M. Klaassen (1999), “The Final Set in a Tennis Match: Four Years at Wimbledon,” Journal of Applied Statistics, 26, 461-468.

Magnus, J.R., F.J.G.M. Klaassen and R. van Gelder (1998), “Game, Set & Match,” Psychologie, 17, July-August, 60-62.

Magnus, J.R. and F.J.G.M. Klaassen (1997), “Testing Some Common Tennis Hypotheses: Four Years at Wimbledon,” Proceedings from the 51st session of the International Statistical Institute, 9-37.

Magnus, J.R. en F.J.G.M. Klaassen (1997), “Wat Tenniscommentatoren Niet Weten - Een Analyse van Vier Jaar Wimbledon,” Kwantitatieve Methoden, 54, 55-62. Reply in Kwantitatieve Methoden, 54, 67.

 

 

 

 

Working Papers

 

Jager, H. and F. Klaassen (2009), “Exchange Market Pressure,” prepared for The New Palgrave Dictionary of Economics Online.

Klaassen, F. and H. Jager (2008), “Definition-Consistent Measurement of Exchange Market Pressure,” revised part of “Model-free Measurement of Exchange Market Pressure”, Tinbergen Institute Discussion Paper 06-112/2, University of Amsterdam.

Daniλls, T., H. Jager and F. Klaassen (2008), “Defending against Speculative Attacks,” revised version of Tinbergen Institute Discussion Paper 2008-090/2.

Boswijk, H.P. and F. Klaassen (2004), “Why Frequency Matters for Unit Root Testing,” Tinbergen Institute Discussion Paper 04-119/4, University of Amsterdam.

Bun, M.J.G. and F.J.G.M. Klaassen (2002), “Has the Euro Increased Trade,” Tinbergen Institute Discussion Paper 02-108/2, University of Amsterdam.

Bun, M.J.G. and F.J.G.M. Klaassen (2002), “The Importance of Dynamics in Panel Gravity Models of Trade,” mimeo, University of Amsterdam.

Chaudhuri, K. and F. Klaassen (2001), “Have East Asian Stock Markets Calmed Down? Evidence from a Regime-Switching Model,” mimeo, University of Amsterdam.

Klaassen, F. (1999), “Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model,” CentER for Economic Research, Tilburg University, Discussion Paper 9910.

Klaassen, F. (1999), “Purchasing Power Parity: Evidence from a New Test,” CentER for Economic Research, Tilburg University, Discussion Paper 9909.

Magnus, J.R. and F.J.G.M. Klaassen (1998), “The Importance of Breaks in Tennis: Four Years at Wimbledon,” mimeo, CentER for Economic Research, Tilburg University.

Magnus, J.R. and F.J.G.M. Klaassen (1998), “On the Existence of ‘Big Points' in Tennis: Four Years at Wimbledon,” mimeo, CentER for Economic Research, Tilburg University.

Kapteyn, A., R. Alessie and F. Klaassen (1993), “De Positie van de VSB-Bank; Een Analyse m.b.v. het CBO 1988,” mimeo, Economisch Instituut Tilburg.

 

 

 

 

Teaching

 

·          International Money

·          European Economic Integration

·          International Economics for the Master Program in International Finance and Master of Business Administration

·          International Economics for the Tinbergen Institute MPhil program.

  

 

 

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Last modified: 25 November 2009.