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Do the US and Canada have a conmmon non-linear cycle in unemployment?

Paap, Richard; Franses, Philip Hans - 1999

Persistent link: https://www.econbiz.de/10001495910

Modeling changing day-of-the-week seasonality in stock returns and volatility

Franses, Philip Hans; Paap, Richard - 1995

Persistent link: https://www.econbiz.de/10000937723

Does seasonality influence the dating of business cycle turning points?

Franses, Philip Hans; Paap, Richard - In: Journal of macroeconomics 21 (1999) 1, pp. 79-92

Persistent link: https://www.econbiz.de/10001256133

Censored latent effects autoregression, with an application to US unemployment

Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366

Persistent link: https://www.econbiz.de/10001690455

A nonlinear long memory model, with an application to US unemployment

Dijk, Dick van; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 110 (2002) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10001703505

Common large innovations across nonlinear time series

Paap, Richard (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001678726

Modeling purchases as repeated events

Bijwaard, Govert (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001903635

A hierarchical bayes error correction model to explain dynamic effects of price changes

Fok, Dennis; Paap, Richard; Horváth, Csilla; Franses, … - 2005

Persistent link: https://www.econbiz.de/10003088746

Modeling purchases as repeated events

Bijwaard, Govert; Franses, Philip Hans; Paap, Richard - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 4, pp. 487-502

Persistent link: https://www.econbiz.de/10003385180

Bayesian Forecasting of Federal Funds Target Rate Decisions

van den Hauwe, Sjoerd; van Dijk, Dick; Paap, Richard - 2011

This paper examines which macroeconomic and financial variables are most informative for the federal funds target rate decisions made by the Federal Open Market Committee (FOMC) from a forecasting perspective. The analysis is conducted for the FOMC decision during the period January 1990 - June...

Persistent link: https://www.econbiz.de/10010326185