Franc Klaassens 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
Masters degree in Econometrics,
Masters degree in Economics,
PhD in Econometrics-Economics,
Current Research Topics
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,
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.
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No. 2005/31 (unpublished appendices).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, 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 (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,
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. and H. Jager
(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,
Bun, M.J.G. and F.J.G.M.
Klaassen (2002), Has the Euro
Increased Trade, Tinbergen Institute Discussion Paper 02-108/2,
Bun, M.J.G. and F.J.G.M.
Klaassen (2002), The Importance of Dynamics in
Panel Gravity Models of Trade, mimeo,
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
·
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: 30 October 2009.