Franses Philip Hans

Philip Hans Franses

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Found 33 papers in total
Panel design effects on response rates and response quality
2014
To understand changes in individuals' opinions and attitudes, it would be best to...
Does Disagreement Amongst Forecasters Have Predictive Value?
2015
In the present study we examine the predictive power of disagreement amongst...
Do statistical forecasting models for SKU‐level data benefit from including past expert knowledge?
2013
We determine whether statistical model forecasts of SKU level sales data can be...
How accurate are government forecasts of economic fundamentals? The case of Taiwan
2011
A government’s ability to forecast key economic fundamentals accurately can...
One model and various experts: Evaluating Dutch macroeconomic forecasts
2011
The Netherlands Bureau for Economic Policy Analysis (CPB) uses a large macroeconomic...
Averaging Model Forecasts and Expert Forecasts: Why Does It Work?
2011
This paper addresses a situation in which a manager has forecasts of...
When do price thresholds matter in retail categories?
2007
Marketing literature has long recognized that brand price elasticity need not be...
On SETAR non-linearity and forecasting
2003
We compare linear autoregressive (AR) models and self-exciting threshold...
Forecasting time series with long memory and level shifts
2005
It is well known that some economic time series can be described by models which allow...
Do seasonal unit roots matter for forecasting monthly industrial production?
2004
We investigate the seasonal unit root properties of monthly industrial production...
Optimal data interval for estimating advertising response
2006
The abundance of highly disaggregate data (e.g., at five-second intervals) raises the...
The M3 competition: Statistical tests of the results
2005
The main conclusions of the M3 competition were derived from the analyses of...
Do we think we make better forecasts than in the past? A survey of academics
2004
A survey of 76 members of the editorial boards of six academic journals indicates that...
Consideration sets, intentions and the inclusion of “don't know” in a two-stage model for voter choice
2005
We present a statistical model for voter choice that incorporates a consideration set...
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
2005
Seasonality often accounts for the major part of short-run movements in quarterly or...
Modeling consideration sets and brand choice using artificial neural networks
2004
Brand choice can be viewed as a two-step process. Households first construct a...
Forecasting economic and financial time-series with non-linear models
2004
In this paper we discuss the current state-of-the-art in estimating, evaluating, and...
Forecasting unemployment using an autoregression with censored latent effects parameters
2004
Monthly observed unemployment typically displays explosive behavior in recessionary...
Inflation, forecast intervals and long memory regression models
2002
We examine recursive out-of-sample forecasting of monthly postwar US core inflation...
On forecasting cointegrated seasonal time series
2001
We analyze periodic and seasonal cointegration models for bivariate quarterly observed...
Forecasting market shares from models for sales
2001
Dividing forecasts of brand sales by a forecast of category sales, when they are...
Forecasting the levels of vector autoregressive log-transformed time series
2000
In this paper we give explicit expressions for the forecasts of levels of a vector...
The impact of seasonal constants on forecasting seasonally cointegrated time series
1998
In this paper we focus on the effect of (i) deleting, (ii) restricting or (iii) not...
Forecasting long memory left–right political orientations
1999
This paper considers out-of-sample forecasting of left–right political...
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