World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
8020
World Ranking
2645
National Ranking
78

Overview

Franz C. Palm is affiliated with Maastricht University in the Netherlands. Their research contributions primarily focus on Economics, Econometrics, and Finance, with notable work spanning Mathematics as well. The scientist's publications engage several subfields, including Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance, Management Science and Operations Research, and Epidemiology.

The central themes in their work cover Spatial and Panel Data Analysis, Monetary Policy and Economic Impact, Data-Driven Disease Surveillance, Labor Market Dynamics and Wage Inequality, Advanced Causal Inference Techniques, Retirement, Disability, and Employment, as well as Economic Policies and Impacts.

Frequent co-authors in their research include Caterina Schiavoni, Stephan Smeekes, Jan van den Brakel, Siem Jan Koopman, and Daniel Pollmann. These collaborations have resulted in multiple publications across reputable journals.

Selected recent papers by Franz C. Palm demonstrate a focus on state space models, wage dispersion, and time series analysis. These include:

  • A Dynamic Factor Model Approach to Incorporate Big Data in State Space Models for Official Statistics, 2020, Journal of the Royal Statistical Society Series A (Statistics in Society)
  • Robust Estimation of Wage Dispersion with Censored Data: An Application to Occupational Earnings Risk and Risk Attitudes, 2020, De Economist
  • Time-varying state correlations in state space models and their estimation via indirect inference, 2021, SSRN Electronic Journal
  • Consistency of averaged impulse response estimators in vector autoregressive models, 2024, Journal of Time Series Analysis
  • Time-varying correlations in multivariate unobserved components time series models, 2024, Journal of the Royal Statistical Society Series A (Statistics in Society)

The main publication venues for their work are the Journal of the Royal Statistical Society Series A (Statistics in Society), De Economist, SSRN Electronic Journal, and the Journal of Time Series Analysis.

Best Publications

  • Wald Criteria for Jointly Testing Equality and Inequality

    Unknown

  • TIME SERIES ANALYSIS AND SIMULTANEOUS EQUATION ECONOMETRIC MODELS

    Arnold Zellner;Franz Palm

  • PERSISTENCE OF INNOVATION IN DUTCH MANUFACTURING: IS IT SPURIOUS?*

    Wladimir Raymond;Pierre A. Mohnen;Franz Palm;Sybrand Schim van der Loeff

  • Tail-Index Estimates in Small Samples

    Unknown

  • Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity?

    Pierre Mohnen;Franz Palm;Sybrand Schim van der Loeff;Amaresh Tiwari

  • Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

    Unknown

  • The message in weekly exchange rates in the European Monetary System: mean reversion

    Unknown

  • Banking and Debt Crises in Europe: The Dangerous Liaisons?

    Bertrand Candelon;Franz C. Palm

  • Macroeconomic Forecasting Using Pooled International Data

    Antonio Garcia-Ferrer;Richard A. Highfield;Franz C. Palm;Arnold Zellner

  • Asymmetric Adjustment Costs in Non-linear Labour Demand Models for the Netherlands and U.K. Manufacturing Sectors.

    Unknown

  • Central Bank intervention and exchange rate volatility: its continuous and jump components

    Michel Beine;Jerome Lahaye;Sebastien Laurent;Christopher J. Neely

  • Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests

    Unknown

  • Cointegration Testing in Panels with Common Factors

    Unknown

  • 7 GARCH models of volatility

    Unknown

  • Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing

    Wladimir Raymond;Jacques Mairesse;Pierre Mohnen;Franz Palm

  • Financial Constraints and other Obstacles: Are they a Threat to Innovation Activity?

    Sybrand Schim van der Loeff;Pierre Mohnen;Franz Palm;Amaresh K. Tiwari

  • Banking and Debt Crises in Europe: The Dangerous Liaisons?

    Bertrand Candelon;Franz C. Palm;Franz C. Palm

  • Bootstrap Unit‐Root Tests: Comparison and Extensions

    Unknown

  • Financial Constraints and Other Obstacles: Are They a Threat to Innovation Activity?

    Pierre Mohnen;Franz C. Palm;Franz C. Palm;Sybrand Schim van der Loeff;Amaresh Kumar Tiwari

  • Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach

    Sébastien Laurent;Christelle Lecourt;Franz C. Palm

  • Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles

    Unknown

  • Predictive Accuracy Gain From Disaggregate Sampling in ARIMA Models

    Theo E. Nijman;Franz C. Palm

  • Sources of asymmetry in production factor dynamics

    Franz C. Palm;Franz C. Palm;Gerard A. Pfann;Gerard A. Pfann

  • Central bank FOREX interentions assessed using realized moments

    Michel Beine;Sébastien Laurent;Franz Palm

  • A Dynamic Contracting Model for Wages and Employment in Three European Economies

    David de la Croix;Franz C Palm;Gerard A Pfann

  • The Structural Econometric Time Series Analysis Approach

    Arnold Zellner;Franz C. Palm

  • Common Intraday Periodicity

    Alain Hecq;Sébastien Laurent;Franz C. Palm

  • A Classification of Dutch Manufacturing based on a Model of Innovation

    Wladimir Raymond;Pierre Mohnen;Franz Palm;Sybrand Schim van der Loeff

  • Intellectual Property in services: What do we learn from innovation surveys?

    J. Mairesse;F.C. Palm;P. Mohnen

  • The Fat-Tailedness of FX Returns

    Ronald Huisman;Kees C. G. Koedijk;Clemens J.M. Kool;Franz C. Palm;Franz C. Palm

  • Large sample estimation and testing procedures for dynamic equation systems

    Franz Palm;Arnold Zellner

  • Testing the dynamic specification of an econometric model with an application to Belgian data

    Franz Palm

  • On the univariate representation of BEKK models with common factors

    Alain Hecq;Sébastien Laurent;Franz C. Palm

  • Fat Tails in Small Sample

    Ronald Huisman;Kees C. G. Koedijk;Clemens J.M. Kool;Franz C. Palm;Franz C. Palm

  • MULTIVARIATE DYNAMIC PROBIT MODELS: AN APPLICATION TO FINANCIAL CRISES MUTATION

    Bertrand Candelon;Elena-Ivona Dumitrescu;Christophe Hurlin;Franz C. Palm

  • Generalized least squares estimation of linear models containing rational future expectations

    Theo Nijman;Franz Palm

Frequent Co-Authors

Sébastien Laurent
Sébastien Laurent Aix-Marseille University
Michel Beine
Michel Beine University of Luxembourg
Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam
Christopher J. Neely
Christopher J. Neely Federal Reserve Bank of St. Louis

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