D-Index & Metrics Best Publications
Economics and Finance
Netherlands
2023

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 69 Citations 19,689 649 World Ranking 307 National Ranking 5

Research.com Recognitions

Awards & Achievements

2023 - Research.com Economics and Finance in Netherlands Leader Award

2022 - Research.com Economics and Finance in Netherlands Leader Award

2011 - Royal Netherlands Academy of Arts and Sciences

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Law
  • Econometrics

The scientist’s investigation covers issues in Econometrics, Series, Autoregressive model, Statistics and Nonlinear system. His work deals with themes such as Univariate, Monte Carlo method and Time series, which intersect with Econometrics. His Series study incorporates themes from Convergence, Model selection, Seasonality and Autocorrelation.

His Autoregressive model study combines topics from a wide range of disciplines, such as Sample, Applied mathematics and STAR model. His Statistics research incorporates themes from Variance and Core inflation. His Nonlinear system research is multidisciplinary, relying on both Volatility and Linear model.

His most cited work include:

  • SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (955 citations)
  • The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: Does age of relationship matter (584 citations)
  • Nonlinear time series models in empirical finance (514 citations)

What are the main themes of his work throughout his whole career to date?

Philip Hans Franses mainly focuses on Econometrics, Series, Statistics, Autoregressive model and Seasonality. Philip Hans Franses has included themes like Outlier and Time series in his Econometrics study. In his work, Representation is strongly intertwined with Inference, which is a subfield of Series.

Statistics is a component of his Unit root and Statistical hypothesis testing studies. He regularly ties together related areas like STAR model in his Autoregressive model studies. As part of his studies on Seasonality, Philip Hans Franses often connects relevant areas like Seasonal adjustment.

He most often published in these fields:

  • Econometrics (58.01%)
  • Series (17.89%)
  • Statistics (15.51%)

What were the highlights of his more recent work (between 2013-2021)?

  • Econometrics (58.01%)
  • Inflation (3.52%)
  • Monetary economics (2.48%)

In recent papers he was focusing on the following fields of study:

His primary areas of investigation include Econometrics, Inflation, Monetary economics, Statistics and Real gross domestic product. The concepts of his Econometrics study are interwoven with issues in Multivariate statistics and Unemployment. In his research on the topic of Inflation, Real interest rate is strongly related with Sample.

The Monetary economics study combines topics in areas such as Index, Payment, Asset and Inefficiency. His work in Real gross domestic product tackles topics such as Test which are related to areas like Forecast bias. His biological study spans a wide range of topics, including Financial market and Stock market.

Between 2013 and 2021, his most popular works were:

  • A note on the Mean Absolute Scaled Error (52 citations)
  • Live audience responses to live televised election debates: time series analysis of issue salience and party salience on audience behavior (20 citations)
  • Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes ☆ (19 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Law
  • Econometrics

Econometrics, Statistics, Financial market, Econometric model and Volatility are his primary areas of study. The Forecast error research Philip Hans Franses does as part of his general Econometrics study is frequently linked to other disciplines of science, such as Frequency data, therefore creating a link between diverse domains of science. His work on Spurious relationship as part of general Statistics study is frequently linked to Panel design, Panel survey and Pre whitening, bridging the gap between disciplines.

Philip Hans Franses interconnects Benchmarking, Statistical model, Data set and Consensus forecast in the investigation of issues within Econometric model. His Volatility study integrates concerns from other disciplines, such as Early warning system and Financial crisis. His Early warning system research focuses on subjects like Financial economics, which are linked to Liberian dollar, Spillover effect and Series.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Non-Linear Time Series Models in Empirical Finance

Philip Hans Franses;Dick van Dijk.
(2000)

1669 Citations

Non-Linear Time Series Models in Empirical Finance

Philip Hans Franses;Dick van Dijk.
(2000)

1622 Citations

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk;Timo Teräsvirta;Philip Hans Franses.
Econometric Reviews (2002)

1530 Citations

The effect of relational constructs on customer referrals and number of services purchased from a multiservice provider: Does age of relationship matter

Peter C. Verhoef;Philip Hans Franses;Janny C. Hoekstra.
Journal of the Academy of Marketing Science (2002)

1097 Citations

Econometric Methods with Applications in Business and Economics

Christiaan Heij;Paul de Boer;Philip Hans Franses;Teun Kloek.
Research Papers in Economics (2004)

808 Citations

Time Series Models for Business and Economic Forecasting

Philip Hans Franses;Dick van Dijk;Anne Opschoor.
(1998)

724 Citations

Forecasting stock market volatility using (non-linear) Garch models

Philip Hans Franses;Dick Van Dijk.
Journal of Forecasting (1996)

499 Citations

The impact of satisfaction and payment equity on cross-buying: A dynamic model for a multi-service provider

Peter C. Verhoef;Philip Hans Franses;Janny C. Hoekstra.
Journal of Retailing (2001)

431 Citations

The impact of brand equity and the hedonic level of products on consumer stock-out reactions

Laurens M. Sloot;Peter C. Verhoef;Philip Hans Franses.
Journal of Retailing (2005)

401 Citations

Quantitative Models in Marketing Research

Philip Hans Franses;Richard Paap.
(2010)

398 Citations

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