Franc Klaassens
Homepage
Personal information (CV in pdf)
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
Masters degree
in Econometrics, CentER,
Masters degree
in Economics, CentER,
PhD in
Econometrics-Economics, CentER,
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 Series, Journal 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,
Daniλls, T., H. Jager and F. Klaassen (2011), Currency Crises with the Threat of an Interest Rate Defence, Journal 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.
Beetsma R., M. Giuliodori and F. Klaassen (2009), Temporal 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,
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.
Magnus, J. and F. Klaassen (2008), Myths in Tennis, in: J. Albert and R.H. Koning
(eds.), Statistical Thinking in Sports,
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 (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 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,
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,
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,
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
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,
Klaassen, F. (1999), Have Exchange Rates
Become More Closely Tied? Evidence from a New Multivariate GARCH Model, CentER for Economic Research,
Klaassen, F. (1999), Purchasing Power Parity:
Evidence from a New Test,
CentER for Economic Research,
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,
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,
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.