Contact

Tel. +31 (0)20 525 4191, email: f.klaassen@uva.nl

Current position

Professor of International Economics & Director of MInt

Research

Fellowship: Tinbergen Institute
Interests: Empirical analysis of exchange rates, trade, currency crises, exchange market pressure, fiscal policy, the euro, and tennis.

Short Biography

• Professor, University of Amsterdam, 2012 to date
• Associate professor, University of Amsterdam, 2003-2012
• Postdoc, University of Amsterdam, 1999-2003
• PhD in Econometrics-Economics, CentER, Tilburg University, 1999
• MSc Economics, CentER, Tilburg University, 1995
• MSc Econometrics, CentER, Tilburg University, 1993.

Curriculum Vitae

Teaching activities

• International Economics - MPhil program Tinbergen Institute
• Research Seminar in International Economics - MSc University of Amsterdam (UvA)
• International Money and Finance - BSc UvA
• European Economic Integration - BSc UvA
• International Economics - Master program in International Finance and Master of Business Administration UvA.

Analyzing Wimbledon: The Power of Statistics

By Franc Klaassen and Jan R. Magnus (2014), Oxford University Press: New York.

Richard - software for tennis probabilities

Reviews

     Amazon

Selected interviews

     CNN - Open Court

Comments

The authors accept no responsibility for any errors or malfunctions in the data or software.

Comments and suggestions are welcome; please send them to one of our email addresses:

Publications (work in progress: see bottom)

Exchange rate management

Klaassen, F. and K. Mavromatis (2024). Exchange market pressure in interest rate rules Journal of International Financial Markets, Institutions & Money, 93, 102005.

Pension reform

Beetsma, R., F. Klaassen, W. Romp and R. van Maurik (2020). What drives pension reforms in the OECD? Economic Policy, 35, 357-402.

Brexit

Beetsma, R., F. Klaassen and R. Teulings (2016), The Dutch position in the Brexit negotiations, in: C. Wyplosz (ed.), What To Do With the UK? EU Perspectives on Brexit, London: CEPR Press, 91-98.

Tennis and statistics

Klaassen, F. and J.R. Magnus (2015), Does the `serving-first advantage' actually exist? In A. Northover (ed.), The OUPblog Tenth Anniversary Book http://blog.oup.com/2015/07/best-oupblog-articles-ten-years/, New York: Oxford University Press, 104-106.

Klaassen, F. and J.R. Magnus (2014), Analyzing Wimbledon, ITF Coaching and Sport Science Review, 62, 6-7.

Klaassen, F. and J.R. Magnus (2014), Analyzing Wimbledon: The power of statistics, New York: Oxford University Press. Data, software, reviews, ... : see Wimbledon tab.

Unit root testing

Boswijk, H.P. and F. Klaassen (2012), Why Frequency Matters for Unit Root Testing in Financial Time Series, Journal of Business and Economic Statistics, 30, 351-357.

Currency crises

Daniëls, T., H. Jager and F. Klaassen (2011), Currency Crises with the Threat of an Interest Rate Defence, Journal of International Economics, 85, 14-24.

Exchange market pressure

Klaassen, F. and H. Jager (2011), Definition-Consistent Measurement of Exchange Market Pressure, Journal of International Money and Finance, 30, 74-95. Revised part of: Model-free Measurement of Exchange Market Pressure.

Jager, H. and F. Klaassen (2010), Exchange Market Pressure, in S.N. Durlauf and L.E. Blume (eds.), The New Palgrave Dictionary of Economics Online Edition, Palgrave Macmillan.

SVAR identification

Beetsma R., M. Giuliodori and F. Klaassen (2009), Temporal Aggregation and SVAR Identification, with an Application to Fiscal Policy, Economics Letters, 105, 253-255.

Impact of ASEAN on trade

Bun, M.J.G., F. Klaassen and R. Tan (2009), Free Trade Areas and Intra-Regional Trade: the Case of ASEAN, Singapore Economic Review, 54, 319-334.

Optimizing behavior in tennis

Klaassen, F.J.G.M. and J.R. Magnus (2009), The Efficiency of Top Agents: An Analysis through Service Strategy in Tennis, Journal of Econometrics, 148, 72-85. 

Predicting match outcomes in tennis

Klaassen, F.J.G.M. and J.R. Magnus (2008), De kans om een tenniswedstrijd te winnen - Federer-Nadal in de finale van Wimbledon 2007, Stator, 9, 8-11.

Fiscal policy and trade 

Beetsma R., M. Giuliodori and F. Klaassen (2008), The Effects of Public Spending Shocks on Trade Balances and Budget Deficits in the European Union, Journal of the European Economic Association, 6, 414-423.

Exchange market pressure 

Jager, H. and F. Klaassen (2008), Druk op de Valutamarkt, in: W.W. Boonstra and S.C.W. Eijffinger (eds.), Een klassiek econoom met een brede blik – Opstellen aangeboden aan Hans Visser, Den Haag: Sdu Uitgevers, 133-146.

Tennis hypotheses

Impact of euro on trade 

Bun, M.J.G. and F.J.G.M. Klaassen (2007), The Euro Effect on Trade is not as Large as Commonly Thought, Oxford Bulletin of Economics and Statistics, 69, 473-496. Former title: The Importance of Accounting for Time Trends when Estimating the Euro Effect on Trade.

Earlier version: Bun, M.J.G. and F.J.G.M. Klaassen (2002), Has the Euro Increased Trade? Tinbergen Institute Discussion Paper 02-108/2, University of Amsterdam.

Fiscal policy spillovers 

Beetsma, R., M. Giuliodori and F. Klaassen (2006), Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis, Economic Policy, 21, 639-687. CEPR Discussion Paper No. 5222, Dutch Central Bank Working Paper No. 52/2005, European University Institute RSCAS Working Paper No. 2005/31.

Contagion via the forex market

Horen, N. van, H. Jager and F. Klaassen (2006), Foreign Exchange Market Contagion in the Asian Crisis: A Regression-based Approach, Review of World Economics (Weltwirtschaftliches Archiv), 142, 374-401.

Long swings in exchange rates

Klaassen, F. (2005), Long Swings in Exchange Rates: Are They Really in the Data? Journal of Business & Economic Statistics, 23, 87-95.

Impact of exchange rate risk on trade 

Klaassen, F. (2004), Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade? Journal of International Money and Finance, 23, 817-839.

Predicting match outcomes in tennis

Klaassen, F.J.G.M. and J.R. Magnus (2003), Forecasting the Winner of a Tennis Match, European Journal of Operational Research, 148, 257-267.

Regime-switching GARCH

Klaassen, F. (2002), Improving GARCH Volatility Forecasts with Regime-Switching GARCH, Empirical Economics, 27, 363-394.

Also in: J.D. Hamilton and B. Raj (eds.), Advances in Markov-Switching Models, Heidelberg: Springer-Verlag, 223-254.

Fiscal policy in EMU 

Beetsma, R., X. Debrun and F. Klaassen (2001), Is Fiscal Policy Coordination in EMU Desirable? Swedish Economic Policy Review, 8, 57-98.

Panel data

Klaassen, F.J.G.M. and J.R. Magnus (2001), Some Properties of a Generalized Two-Error Components Matrix, problem 01.5.1, Econometric Theory, 17, 1025. Solution in Econometric Theory, 18, 1274-1275.

Iid of points in tennis

Klaassen, F.J.G.M. and J.R. Magnus (2001), Are Points in Tennis Independent and Identically Distributed? Evidence from a Dynamic Binary Panel Data Model, Journal of the American Statistical Association, 96, 500-509.

Service dominance in tennis

Exchange rates and international trade (PhD thesis) 

Klaassen, F.J.G.M. (2000), Exchange Rates and Their Effects on International Trade, Amsterdam: Thesis Publishers.

Tennis hypotheses 

Magnus, J.R. and F.J.G.M. Klaassen (1999), On the Advantage of Serving First in a Tennis Set: Four Years at Wimbledon, Statistician (Journal of the Royal Statistical Society, Series D), 48, 247-256.

Magnus, J.R. and F.J.G.M. Klaassen (1999), The Effect of New Balls in Tennis: Four Years at Wimbledon, Statistician (Journal of the Royal Statistical Society, Series D), 48, 239-246.

Magnus, J.R. and F.J.G.M. Klaassen (1999), The Final Set in a Tennis Match: Four Years at Wimbledon, Journal of Applied Statistics, 26, 461-468.

Work in progress

J.R. Magnus and F. Klaassen (1998). The Importance of Breaks in Tennis: Four Years at Wimbledon. Mimeo, CentER for Economic Research, Tilburg University.

J.R. Magnus and F. Klaassen (1998). On the Existence of ‘Big Points' in Tennis: Four Years at Wimbledon. Mimeo, CentER for Economic Research, Tilburg University.

A. Kapteyn, R. Alessie and F. Klaassen (1993). De Positie van de VSB-Bank; Een Analyse m.b.v. het CBO 1988. Mimeo, Economisch Instituut Tilburg.