Franc Klaassen’s Homepage


Personal information   (CV in pdf)

Description: Description: Description: Description: Franc-Klaassen_MedicineScienceTennis 

Current Position

Associate Professor of International Economics

Department of Economics

Universiteit van Amsterdam
Valckenierstraat 65-67, 1018 XE 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

Director of MInt research program.

Fellowship: Tinbergen Institute.

Interests: Empirical analysis of exchange rates, trade, tennis, currency crises, exchange market pressure, fiscal policy, and the euro.

 


 

Publications

 

Boswijk, H.P. and F. Klaassen (2011), “Why Frequency Matters for Unit Root Testing in Financial Time SeriesJournal of Business and Economic Statistics, 00, 000-000. Working paper version 2010, which is a revised version of Tinbergen Institute Discussion Paper 04-119/4, University of Amsterdam.

Daniλls, T., H. Jager and F. Klaassen (2011), “Currency Crises with the Threat of an Interest Rate DefenceJournal of International Economics, 85, 14-24.

Klaassen, F. and H. Jager (2011), “Definition-Consistent Measurement of Exchange Market Pressure,” revised part of “Model-free Measurement of Exchange Market Pressure,” Journal of International Money and Finance, 30, 74-95.

Jager, H. and F. Klaassen (2010), “Exchange Market Pressure,” in S.N. Durlauf and L.E. Blume (eds.), The New Palgrave Dictionary of Economics Online Edition, Palgrave Macmillan. Available at http://www.dictionaryofeconomics.com/article?id=pde2010_E000322

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

Bun, M.J.G., F. Klaassen and R. Tan (2009), “Free Trade Areas and Intra-Regional Trade: the Case of ASEANSingapore 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 TennisJournal 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 2007Stator, 9, 8-11. Winning probabilities for Wimbledon 2008 final discussed in “Tussen gevoel en ratio – De wetenschappelijke kijk op Federer-NadalTennis 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 UnionJournal 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 AnalysisEconomic 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 ApproachReview of World Economics (Weltwirtschaftliches Archiv), 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 MatchMedicine 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 MatchEuropean Journal of Operational Research, 148, 257-267.

Klaassen, F. (2002), “Improving GARCH Volatility Forecasts with Regime-Switching GARCHEmpirical 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 ModelJournal 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 WimbledonStatistician (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 WimbledonStatistician (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 WimbledonJournal of Applied Statistics, 26, 461-468.

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

Magnus, J.R. and F.J.G.M. Klaassen (1997), “Testing Some Common Tennis Hypotheses: Four Years at WimbledonProceedings 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 WimbledonKwantitatieve Methoden, 54, 55-62. Reply in Kwantitatieve Methoden, 54, 67.

 


 

Working Papers

 

Klaassen, F. (2011), “Identifying the Weights in Exchange Market Pressure,” Tinbergen Institute Discussion Paper 2011-030/2.

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

·          Research seminar in International Economics

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

·          International Economics for the Tinbergen Institute MPhil program.

 


 

Last modified: 16 February 2012.