Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.

Bijwaard, G., Franses, P.H. and Paap, R. (2006). Modeling purchases as repeated events Journal of Business and Economic Statistics, 24(4):487--502.

Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562.

Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.

Fok, D., van Dijk, D. and Franses, P.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.

van Dijk, D., van Dijk, H. and Franses, P.H. (2005). On the dynamics of business cycle analysis; Editors' introduction Journal of Applied Econometrics, 20(2):147--150.

Vogelsang, T. and Franses, P.H. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24.

Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366.

Franses, P.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424.

Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.

van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165.

Hobijn, B. and Franses, P.H. (2000). Asymptotically perfect and relative convergence of productivity Journal of Applied Econometrics, 15:59--81.

Paap, R. and Franses, P.H. (2000). A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables Journal of Applied Econometrics, 15(6):717--744.

Franses, P.H., Kloek, T. and Lucas, A.(. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89:293--315.

van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562.

van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.

Franses, P.H. and Vogelsang, T. (1998). On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics, :231--240.

Franses, P.H. and Lucas, A.(. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468.

Franses, P.H., Boswijk, H. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression Journal of Econometrics, 80:167--193.

Franses, P.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.

Franses, P.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.

Ooms, M.(. and Franses, P.H. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment Journal of Business and Economic Statistics, 15(4):470--481.

Franses, P.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.

Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.

Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration Journal of Business and Economic Statistics, 12:471--478.

Franses, P.H. and Welz, M. (2022). Evaluating Heterogeneous Forecasts for Vintages of Macroeconomic Variables Journal of Forecasting, 41(4):829--839.

Franses, P.H. (2021). Interpolation and correlation Applied Economics, 54(14):1562--1567.

Franses, P.H. (2021). Testing bias in professional forecasts Journal of Forecasting, 40(6):1086--1094.

Franses, P.H. (2020). Correcting the January Optimism Effect Journal of Forecasting, 39(6):927--933.

Franses, P.H. (2020). IMA (1,1) as a New Benchmark for forecast Applied Economics Letters, 27(17):1419--1423.

Franses, P.H. and Wiemann, T. (2020). Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping Computational Economics, 56:59--75.

Franses, P.H.B.F. and Welz, M.F.O. (2020). The Cash Use of the Malaysian Ringgit: Can it Be More Efficient? Annual Review of Financial Economics, 15(1):1--5.

van Hengel, G. and Franses, P.H.B.F. (2020). Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model Journal of Forecasting, 2:284--308.

Franses, P.H. (2020). Inclusion of older annual data into time series models for recent quarterly data Applied Economics Letters, :.

Franses, P.H. (2020). Testing for bias in forecasts for independent binary outcomes Applied Economics Letters, 28(15):1336.

Franses, P.H. and van Dijk, D. (2019). Combining expert-adjusted forecasts Journal of Forecasting, 38(5):415--421.

Franses, P.H. (2019). Model-based forecast adjustment: With and illustration to inflation Journal of Forecasting, 38(2):73--80.

Franses, P.H. (2019). On inflation expectations in the NKPC model Empirical Economics, 57:1853--1864.

Franses, P.H.B.F. and Janssens, E. (2019). Spurious principal components Applied Economics, 26(1):37--39.

Franses, P.H. and Janssens, E. (2019). Spurious principal components Applied Economics Letters, 26(1):37--39.

Franses, P.H. and Lede, M. (2017). Adoption of Falsified medical products in a low-income country: empirical evidence for Suriname Sustainability, 9(10):1--18.

Franses, P.H., Legerstee, R.(. and Paap, R. (2017). Estimating loss functions of experts Applied Economics, 49(4):386--396.

Gresnigt, F., Kole, E. and Franses, P.H. (2016). Exploiting Spillovers to Forecast Crashes Journal of Forecasting, 36(8):936--955.

Kiygi-Calli, M., Weverbergh, M. and Franses, P.H. (2017). Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve International Journal of Forecasting, 33:90--101.

Donkers, B., van Diepen, M. and Franses, P.H. (2017). Do charities get more when they ask more often? Evidence from a unique field experiment Journal of Behavioral and Experimental Economics, 66:58--65.

Blauw, S. and Franses, P.H. (2016). Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Household in Uganda using Copulas Journal of Development Studies, 52(3):315--330.

de Bruijn, B. and Franses, P.H. (2016). Heterogeneous Forecast Adjustment Journal of Forecasting, 36:344.

Franses, P.H. (2016). A note on the Mean Absolute Scaled Error International Journal of Forecasting, 32(1):20--22.

Franses, P.H. and Knecht, W.(. (2016). The late 1970s bubble in Dutch collectible postage stamps Empirical Economics, 50(4):1215--1228.

Gresnigt, F., Kole, E. and Franses, P.H. (2016). Specification Testing in Hawkes Models Journal of Financial Econometrics, 15(1):139--171.

Bodeutsch, D. and Franses, P.H. (2015). The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency Emerging Markets Finance and Trade, 51(1):130--139.

Dulam, T.W. and Franses, P.H. (2015). Emigration, wage differentials and brain drain: the case of suriname Applied Economics, 47(23):2339--2347.

Franses, P.H. and Lede, M. (2015). Cultural norms and values and purchases of counterfeits Applied Economics, 47(54):5902--5916.

Franses, P.H. (2015). The Life Cycle of Social Media Applied Economics Letters, 22(10):796--800.

Gresnigt, F., Kole, E. and Franses, P.H. (2015). Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes Journal of Banking and Finance, 56:123--139.

Kunst, R. and Franses, P.H. (2015). Asymmetric time aggregation and its potential benefits for forecasting annual data Empirical Economics, 49(1):363--387.

Legerstee, R.(. and Franses, P.H. (2015). Does Disagreement Amongst Forecasters Have Predictive Value? Journal of Forecasting, 34(4):290--302.

Franses, P.H. (2014). Evaluating CPB's Forecasts De Economist, 162:215--221.

Franses, P.H., McAleer, M. and Legerstee, R.(. (2014). Evaluating Macroeconomc Forecasts: A concise Review of Some Recent Developments Journal of Economic Surveys, 28(2):195--208.

Legerstee, R.(. and Franses, P.H. (2014). Do Experts' SKU Forecasts Improve after Feedback Journal of Forecasting, 33(1):69--79.

Bodeutsch, D. and Franses, P.H. (2014). Size and Value Effects in Suriname Applied Economics, 24(10):671--677.

Mees, H.(. and Franses, P.H. (2014). Are Individuals in China Prone to Money Illusion? Journal of Behavioral and Experimental Economics, 51:38--46.

Mees, H.(. and Franses, P.H. (2014). Are Individuals in China Prone to Money Illusion? Journal of Socio-economics, 51:38--46.

Chang, C.(., Bruijn, B., Franses, P.H. and McAleer, M. (2013). Analyzing Fixed-Event Forecast Revisions International Journal of Forecasting, 29(4):622--627.

Franses, P.H. and Mees, H.(. (2013). Approximating the DGP of China's Quarterly GDP Applied Economics, 45(24):3469--3472.

Franses, P.H. and de Groot, B. (2013). Do commercial real estate prices have predictive content for GDP Applied Economics, 45(31):4379--4384.

Franses, P.H. (2013). Data Revisions and Periodic Properties of Macroeconomic Data Economics Letters, 120:139--141.

Franses, P.H. and Legerstee, R.(. (2013). Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? International Journal of Forecasting, 29(1):80--87.

Paap, R. and Franses, P.H. (2013). Common Large Innovations Across Nonlinear Time Series Studies in Nonlinear Dynamics and Econometrics, 17(3):251--263.

Calli, M., Weverbergh, M. and Franses, P.H. (2012). The effectiveness of high-frequency direct-response commercials International Journal of Research in Marketing, 29(1):98--109.

Franses, P.H. and Vermeer, S. (2012). Inequality amongst the wealthiest and its link with economic growth Applied Economics, 44(22):2851--2858.

Peers, Y., Fok, D. and Franses, P.H. (2012). Modeling Seasonality in New Product Diffusion Marketing Science, 31(2):351--364.

Chang, C.(., Franses, P.H. and McAleer, M. (2011). How Accurate Are Government Forecast of Economic Fundamentals? The Case of Taiwan International Journal of Forecasting, 27(4):1066--1075.

Franses, P.H. (2011). Model Selection for Forecast Combination Applied Economics, 43(14):1721--1727.

Franses, P.H., Kranendonk, H. and Lanser, D. (2011). One Model and Various Experts: Evaluating Dutch Macroeconomic Forecast International Journal of Forecasting, 27(2):482--495.

Kunst, R. and Franses, P.H. (2011). Testing for Seasonal Unit Roots in Monthly Panels of Time Series Oxford Bulletin of Economics and Statistics, 73(4):469--488.

van Dijk, A., Franses, P.H., Paap, R. and van Dijk, D. (2011). Modeling Regional House Prices Applied Economics, 43(17):2097--2110.

Franses, P.H. and Mees, H.(. (2011). Does News on Real Chinese GDP Growth Impact Stock Markets? Applied Economics, 21(1):61--66.

Boswijk, H., Franses, P.H. and van Dijk, D. (2010). Cointegration in a historical perspective Journal of Econometrics, 158(1):156--159.

Boswijk, H., Franses, P.H. and van Dijk, D. (2010). Twenty years of cointegration Journal of Econometrics, 158(1):1--2.

Franses, P.H. and Legerstee, R.(. (2010). A unifying view on multi-step forecasting using an autoregression Journal of Economic Surveys, 24(3):389--401.

Franses, P.H. and Legerstee, R.(. (2010). Do experts adjustments on model-based SKU-level forecasts improve forecast quality? Journal of Forecasting, 29(3):331--340.

Nalbantov, G., Franses, P.H., Groenen, P. and Bioch, J.(. (2010). Estimating the Market Share Attraction Model using Support Vector Regressions Econometric Reviews, 29(5/6):688--716.

van Nierop, E., Bronnenberg, B., Paap, R., Franses, P.H. and Wedel, M. (2010). Retrieving Unobserved Consideration Sets from Household Panel Data Journal of Marketing Research, 47(1):63--74.

Chintagunta, P., Franses, P.H. and Paap, R. (2009). Introduction to the Special Issue on New Econometric Models in Marketing Journal of Applied Econometrics, 24(3):375--376.

Donkers, B., van Diepen, M. and Franses, P.H. (2009). Dynamic and Competitive Effects of Direct Mailings: A Charitable Giving Application Journal of Marketing Research, 46(1):120--133.

Franses, P.H. and Legerstee, R.(. (2009). Properties of expert adjustments on model-based SKU-level forecasts International Journal of Forecasting, 25(1):35--47.

Hafner, C.(. and Franses, P.H. (2009). A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets Econometric Reviews, 28(6):612--631.

Prins, R., Verhoef, P. and Franses, P.H. (2009). The impact of adoption timing on new service usage and early disadoption International Journal of Research in Marketing, 26(4):304--313.

Sandor, Z.(. and Franses, P.H. (2009). Consumer Price Evaluations Through Choice Experiments Journal of Applied Econometrics, 24(3):517--535.

van Damme, E., Fase, M., Franses, P.H., Theeuwes, J. and Swank, J. (2009). Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008 De Economist, 157:267--269.

van Diepen, M., Donkers, B. and Franses, P.H. (2009). Does Irritation Induced by Charitable Direct Mailings Reduce Donations? International Journal of Research in Marketing, 26(3):180--188.

Franses, P.H., van der Leij, M. and Paap, R. (2008). A Simple Test for GARCH Against a Stochastic Volatility Model Journal of Financial Econometrics, 6(3):291--306.

Franses, P.H. (2008). Merging models and experts International Journal of Forecasting, 24(1):31--33.

ten Cate, A. and Franses, P.H. (2008). Error-correction modelling in descrete and continuous time Economics Letters, 101(2):140--141.

van Nierop, E., Fok, D. and Franses, P.H. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements Marketing Science, 27(6):1065--1082.

van Oest, R.(. and Franses, P.H. (2008). Measuring changes in consumer confidence Journal of Economic Psychology, 29(3):255--275.

Fok, D. and Franses, P.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.

Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.

Franses, P.H. and Kunst, R. (2007). Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe? Economic Modelling, 24(6):954--968.

Franses, P.H. and Kippers, J. (2007). An empirical analysis of euro cash payments European Economic Review, 51(8):1985--1997.

Franses, P.H. (2007). Estimating the stock of postwar Dutch postal stamps Applied Economics, 39(8):943--946.

Franses, P.H. and van Oest, R.(. (2007). On the econometrics of the geometric lag model Economics Letters, 95(2):291--296.

Pauwels, K., Srinivasan, S.(. and Franses, P.H. (2007). When do price thresholds matter in retail categories? Marketing Science, 26(1):83--100.

Stremersch, S., Tellis, G., Franses, P.H. and Binken, J. (2007). Indirect Network Effects in New Product Growth Journal of Marketing, 71(3):52--74.

Bijwaard, G., Franses, P.H. and Paap, R. (2006). Modeling purchases as repeated events Journal of Business and Economic Statistics, 24(4):487--502.

Boswijk, H. and Franses, P.H. (2006). Robust inference on average economic growth. Oxford Bulletin of Economics and Statistics, 68:345--370.

Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562.

Fok, D., Horvath, C., Paap, R. and Franses, P.H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes Journal of Marketing Research, 43(3):443--461.

Franses, P.H. (2006). Empirical causality between bigger banknotes and inflation Applied Economics Letters, 13:751--752.

Tellis, G. and Franses, P.H. (2006). Optimal data interval for estimating advertising response Marketing Science, 25(3):217--229.

Franses, P.H. and Dijk, D. (2006). A simple test for PPP among traded goods Applied Economics, 16(1/2):19--27.

Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.

Fok, D., van Dijk, D. and Franses, P.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.

Fok, D., van Dijk, D. and Franses, P.H. (2005). Forecasting aggregate using panels of nonlinear time series International Journal of Forecasting, 21(4):785--794.

Franses, P.H. (2005). Diagnostics, expectations and endogeneity Journal of Marketing Research, 42(1):27--29.

Franses, P.H. and Hyung, N.(. (2005). Forecasting time series with long memory and level shifts Journal of Forecasting, 24(1):1--16.

Franses, P.H. (2005). On the use of econometric models for policy simulation in marketing Journal of Marketing Research, 42(1):4--14.

Franses, P.H. and van Dijk, D. (2005). The forecasting performance of various models for seasonality and non-linearity for quarterly industrial production International Journal of Forecasting, 21(2):87--102.

Franses, P.H. and van Oest, R.(. (2005). Which brands gain share from which brands? Inference from store-level scanner data Quantitative Marketing and Economics, 3(3):281--304.

Koning, A., Franses, P.H., Hibon, M. and Stekler, H. (2005). The M3 competition: statistical test of results International Journal of Forecasting, 21(3):397--409.

Paap, R., van Nierop, E., van Heerde, H., Wedel, M., Franses, P.H. and Alsem, K. (2005). Consideration sets, intentions and the inclusion of 'don't know' in a two-stage model for voter choice International Journal of Forecasting, 21(1):53--71.

Paap, R., Franses, P.H. and van Dijk, D. (2005). Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method Journal of Development Economics, 77(2):553--570.

van Dijk, D., van Dijk, H. and Franses, P.H. (2005). On the dynamics of business cycle analysis; Editors' introduction Journal of Applied Econometrics, 20(2):147--150.

Vogelsang, T. and Franses, P.H. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24.

Clements, M.(., Franses, P.H. and Swanson, N. (2004). Forecasting economic and financial time-series with non-linear models International Journal of Forecasting, 20(2):169--183.

Fok, D. and Franses, P.H. (2004). Analyzing the effects of a brand introduction on competitive structure using a market share attraction model International Journal of Research in Marketing, 21(2):159--177.

Franses, P.H., Paap, R. and Vroomen, B. (2004). Forecasting unemployment using an autoregression with censored latent effects parameters International Journal of Forecasting, 20(2):255--271.

Kawasaki, Y. and Franses, P.H. (2004). Do seasonal unit roots matter for forecasting monthly industrial production? Journal of Forecasting, 23(2):77--88.

Vroomen, B., Franses, P.H. and Nierop, E. (2004). Modeling consideration sets and brand choice using artificial neural networks European Journal of Operational Research, 154(1):206--217.

Wuyts, S.(., Stremersch, S., van den Bulte, C. and Franses, P.H. (2004). Vertical marketing systems for complex products: A triadic perspective Journal of Marketing Research, 41(4):479--487.

Franses, P.H., Dijk, D. and Lucas, A.(. (2004). Short patches of outliers, ARCH and volatility modelling Applied Economics, 14(4):221--231.

Bos, C.(., Franses, P.H. and Ooms, M.(. (2002). Inflation, forecast intervals and long memory regression models International Journal of Forecasting, 18:243--264.

Clements, M.(., Franses, P.H., Smith, J. and van Dijk, D. (2003). On SETAR non-linearity and forecasting Journal of Forecasting, 22(5):359--376.

Donkers, B., Franses, P.H. and Verhoef, P. (2003). Selective Sampling for Binary Choice Models Journal of Marketing Research, 40(4):492--497.

van Dijk, D. and Franses, P.H. (2003). Selecting a nonlinear time series model using weighted tests of equal forecast accuracy Oxford Bulletin of Economics and Statistics, 65(Supplement):727--744.

Franses, P.H. and Paap, R. (2002). Censored latent effects autoregression, with an application to us unemployment Journal of Applied Econometrics, 17:347--366.

Franses, P.H. and McAleer, M. (2002). Financial volatility: an introduction Journal of Applied Econometrics, 17(5):419--424.

Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.

Koopman, S. and Franses, P. (2002). Constructing seasonally adjusted data with time-varying confidence intervals Oxford Bulletin of Economics and Statistics, 64(5):509--526.

van Dijk, D., Franses, P.H. and Paap, R. (2002). A nonlinear long memory model, with an application to US unemployment Journal of Econometrics, 110(2):135--165.

van Dijk, D.J.C., Teräsvirta, T. and Franses, P.H.B.F. (2002). Smooth transition autoregressive models Econometric Reviews, 21(1):1--47.

Bod, P., Blitz, D., Franses, P.H. and Kluitman, R. (2002). An unbiased variance estimator for overlapping returns Applied Economics, 12:155--158.

van Dijk, D., Teräsvirta, T. and Franses, P.H. (2002). Smooth transition autoregressive models - a survey of recent developments Econometric Reviews, 21(1):1--47.

Fok, D. and Franses, P.H. (2001). Forecasting market shares from models for sales International Journal of Forecasting, 17(1):121--128.

Franses, P.H. (2001). How to deal with intercept and trend in practical cointegration analysis? Applied Economics, 33(5):577--580.

Hobijn, B. and Franses, P.H. (2001). Are living standards converging? Structural Change and Economic Dynamics, 12:171--200.

Rothman, P., van Dijk, D. and Franses, P.H. (2001). Multivariate star analysis of money-output relationship Macroeconomic Dynamics, 5:506--532.

Arino, M. and Franses, P.H. (2000). Forecasting the levels of vector autoregressive log-transformed time series International Journal of Forecasting, 16:111--116.

Franses, P.H. and Taylor, A. (2000). Determining the order of differencing in seasonal time series processes Econometrics Journal, 3(2):250--264.

Groenen, P. and Franses, P.H. (2000). Visualizing time-varying correlations across stock market Journal of Empirical Finance, 7(2):155--172.

Hobijn, B. and Franses, P.H. (2000). Asymptotically perfect and relative convergence of productivity Journal of Applied Econometrics, 15:59--81.

Paap, R. and Franses, P.H. (2000). A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables Journal of Applied Econometrics, 15(6):717--744.

Taylor, N., van Dijk, D., Franses, P.H. and Lucas, A.(. (2000). SETS, arbitrage activity, and stock price dynamics Journal of Banking and Finance, 24(8):1289--1306.

Franses, P.H. and Paap, R. (2000). Modelling day-of-the-week seasonality in the S&P 500 index Applied Economics, 10:483--488.

Bos, C.(., Franses, P.H. and Ooms, M.(. (1999). Long memory and level shifts: Re-analyzing inflation rates Empirical Economics, 24:427--449.

Eisinga, R., Franses, P.H. and Ooms, M.(. (1999). Forecasting long memory left-right political orientations International Journal of Forecasting, 15:185--199.

Franses, P.H. and Ghijsels, H. (1999). Additive outliers, GARCH and forecasting volatility International Journal of Forecasting, 15:1--9.

Franses, P.H. and Paap, R. (1999). Does seasonal adjustment influence the dating if business cycle turning points? Journal of Macroeconomics, 21:79--92.

Franses, P.H. and Paap, R. (1999). Does seasonality influence the dating of business cycle turning points? Journal of Macroeconomics, 21:79--92.

Franses, P.H. and Kunst, R. (1999). On the role of seasonal intercepts in seasonal cointegration Oxford Bulletin of Economics and Statistics, 61(3):409--433.

Franses, P.H. and Paap, R. (1999). On trends and constants in periodic autoregressions Econometric Reviews, 18:271--286.

Franses, P.H., Kloek, T. and Lucas, A.(. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89:293--315.

van Dijk, D. and Franses, P.H. (1999). Modeling multiple regimes in the business cycle Macroeconomic Dynamics, 3:311--340.

van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562.

van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.

Breitung, J. and Franses, P.H. (1998). On Phillips-Perron-type tests for seasonal unit roots Econometric Theory, 14:200--221.

Franses, P.H. and Koehler, A. (1998). A model selection strategy for time series with increasing seasonal variation International Journal of Forecasting, 14:405--414.

Franses, P.H. and McAleer, M. (1998). Cointegration analysis of seasonal time series Journal of Economic Surveys, 12(5):651--678.

Franses, P.H. and Vogelsang, T. (1998). On seasonal cycles, unit roots, and mean shifts Review of Economics and Statistics, :231--240.

Franses, P.H. and Koop, G. (1998). On the sensivity of unit root inference to nonlinear data transformations Economics Letters, 59:7--15.

Franses, P.H. and Lucas, A.(. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468.

Franses, P.H. and van Homelen, P. (1998). On forecasting exchange rates using neural networks Applied Economics, 8:589--596.

Franses, P.H. and van Griensven, K. (1998). Forecasting exchange rates using neural networks for technical trading rules Studies in Nonlinear Dynamics and Econometrics, 2(4):109--114.

Kunst, R. and Franses, P.H. (1998). The impact of seasonal constants on forecasting seasonally cointegrated time series Journal of Forecasting, 17:109--124.

Franses, P.H., Boswijk, H. and Haldrup, N. (1997). Multiple unit roots in periodic autoregression Journal of Econometrics, 80:167--193.

Franses, P.H. and Koop, G. (1997). A Bayesian analysis of periodic integration Journal of Forecasting, 16:509--532.

Franses, P.H. and Veenstra, A. (1997). A co-integration approach to forecasting freight rates in the dry bulk shipping sector Transportation Research. Part A, Policy and Practice, 31(6):447--458.

Franses, P.H. and Ooms, M.(. (1997). A periodic long memory model for quarterly UK inflation International Journal of Forecasting, 13:117--126.

Franses, P.H., Hoek, H. and Paap, R. (1997). Bayesian analysis of seasonal unit roots and seasonal mean shifts Journal of Econometrics, 78:359--380.

Franses, P.H. and de Gooijer, J. (1997). Forecasting and seasonality; editors' introduction to special issue International Journal of Forecasting, 13:303--305.

Franses, P.H. and Breitung, J. (1997). Impulse response functions for periodic integration Economics Letters, 55:35--40.

Franses, P.H. and Draisma, G. (1997). Recognizing changing seasonal patterns using artificial neural networks Journal of Econometrics, 81:273--280.

Franses, P.H., van Ieperen, R., Menkveld, B., Martens, M. and Kofman, P. (1997). Volatility transmission and patterns in Bund futures Journal of Financial Research, 20:459--482.

Kofman, P., Franses, P.H. and van Ieperen, R. (1997). Volatility transmission and patterns in bund futures markets Journal of Financial Research, 20:459--482.

Ooms, M.(. and Franses, P.H. (1997). On periodic correlations between estimated seasonal and nonseasonal components for US and German unemployment Journal of Business and Economic Statistics, 15(4):470--481.

Franses, P.H., Hoek, H. and Paap, R. (1997). Mean shifts, unit roots and forecasting seasonal time series International Journal of Forecasting, 13:355--366.

Franses, P.H. (1996). Multi-step forecast error variances for periodically integrated time series Journal of Forecasting, 15:83--95.

Franses, P.H. (1996). Recent advances in modelling seasonality Journal of Economic Surveys, 10:298--345.

Franses, P.H. and Kleibergen, F.(. (1996). Unit roots in the Nelson-Plosser data: do they matter for forecasting? International Journal of Forecasting, 12:283--288.

van Dijk, D. and Franses, P.H. (1996). Forecasting stock market volatility using (nonlinear) GARCH models Journal of Forecasting, 15:229--235.

Franses, P.H. and Boswijk, H. (1995). Periodic cointegration: representation and inference Review of Economics and Statistics, LXXVII(3):436--454.

Franses, P.H. and Boswijk, H. (1995). Testing for periodic integration Economics Letters, 48:241--248.

Franses, P.H. (1995). A differencing test Econometric Reviews, 14(2):183--193.

Franses, P.H. (1995). A vector of quarters representation for bivariate time series Econometric Reviews, 14(1):55--63.

Franses, P.H. (1995). IGARCH and variance change in the US long-run interest rate Applied Economics Letters, 2:113--114.

Franses, P.H. (1995). Quarterly US unemployment: cycles, seasons and asymmetries Empirical Economics, 20:717--725.

Franses, P.H. and Paap, R. (1995). Seasonality and stochastic trends in German consumption and income Empirical Economics, 20:109--132.

Franses, P.H., Hylleberg, S. and Lee, H. (1995). Spurious deterministic seasonality Economics Letters, 48:249--256.

Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.

Franses, P.H. and Paap, R. (1994). Model selection in periodic autoregressions Oxford Bulletin of Economics and Statistics, 56:421--439.

Franses, P.H. (1994). Modeling new product sales: an application of cointegration analysis International Journal of Research in Marketing, :.

Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration Journal of Business and Economic Statistics, 12:471--478.