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Publications by Philip Hans Franses

Seasonality and Stochastic Trends in German Consumption and Income, 1960.1?1987.4

Empirical Economics

Social Sciences

English

Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Communications in Statistics - Theory and Methods

English

How Accurate Are Government Forecasts of Economic Fundamentals? The Case of Taiwan

SSRN Electronic Journal

English

Bayesian Model Averaging in the Presence of Structural Breaks

SSRN Electronic Journal

English

A Dynamic Utility Maximization Model for Product Category Consumption

SSRN Electronic Journal

English

Nonlinearity and Forecasting Aspects of Periodically Integrated Autoregressions

English