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

• CV

Teaching activities

• International Economics - MPhil program Tinbergen Institute
• Research Seminar in International Economics - MSc University of Amsterdam (UvA)
• International Money - 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.

• Advance praise (as on the back cover of the book)

• Richard - software for tennis probabilities (zip; 1.8 MB): user-friendly interface, source code, and documentation

• Data (zip; 21 MB)

• Mathematical derivations

• Additions and corrections

Reviews

• John Wooders - Journal of Economic Literature

• Eric Melse - Economisch Statistische Berichten (in Dutch)

     Robert Schewior - 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:

• Jan Magnus

• Franc Klaassen

Publications (work in progress: see bottom)

Tennis and statistics

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.

• Working paper version 2010, which is a revised version of Tinbergen Institute Discussion Paper 04-119/4, University of Amsterdam.

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.

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.

• English version: The probability of winning in the Federer-Nadal Wimbledon 2007 final.

• Winning probabilities of the Federer-Nadal Wimbledon Finals 2007 & 2008.

• Klaassen, F. and J.R. Magnus, Tussen gevoel en ratio – De wetenschappelijke kijk op Federer-Nadal, Tennis Magazine, 6, 12-13.

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

• Magnus, J. and F. Klaassen (2008), Myths in Tennis, in: J. Albert and R.H. Koning (eds.), Statistical Thinking in Sports, Boca Raton: Chapman & Hall/CRC (Taylor & Francis Group), 217-240.

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.

• Data OBES paper.

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.

• Unpublished appendices Economic Policy paper

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.

• Klaassen, F.J.G.M. and J.R. Magnus (2003), On the Probability of Winning a Tennis Match, Medicine and Science in Tennis, 8, 10-11.

• Reprinted in: AENORM, 47, May 2005, 47-49.

• Also in: Medium Econometrische Toepassingen (MET), 14(4), 12-14.

• Klaassen, F.J.G.M. and J.R. Magnus (2003), Forecasting in Tennis, in: S. Miller (ed.), Tennis Science & Technology 2, London: International Tennis Federation, 333-340.

• Presentation at ITF congress in London on July 29, 2003 (PowerPoint).

• Becker-Agassi in-play forecasting graph in Volkskrant 1995.

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

• Klaassen, F.J.G.M. and J.R. Magnus (2000), How to Reduce the Service Dominance in Tennis? Empirical Results from Four Years at Wimbledon, in: S.J. Haake and A.O. Coe (eds.), Tennis Science & Technology, Oxford: Blackwell Science, 277-284.

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.

• Magnus, J.R., F.J.G.M. Klaassen and R. van Gelder (1998), Game, Set & Match, Psychologie, 17, July-August, 60-62.

• Magnus, J.R. and F.J.G.M. Klaassen (1997), Testing Some Common Tennis Hypotheses: Four Years at Wimbledon, Proceedings from the 51st session of the International Statistical Institute, 9-37.

• Magnus, J.R. and F.J.G.M. Klaassen (1997), Wat Tenniscommentatoren Niet Weten - Een Analyse van Vier Jaar Wimbledon, Kwantitatieve Methoden, 54, 55-62. Reply in Kwantitatieve Methoden, 54, 67.

 

Work in progress

• F. Klaassen (2011), Identifying the Weights in Exchange Market Pressure, Tinbergen Institute Discussion Paper 2011-030/2.

• M. Bun and F. Klaassen (2002), The Importance of Dynamics in Panel Gravity Models of Trade, mimeo, University of Amsterdam.

• K. Chaudhuri and F. Klaassen (2001), Have East Asian Stock Markets Calmed Down? Evidence from a Regime-Switching Model, mimeo, University of Amsterdam.

• F. Klaassen (1999), Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model, CentER for Economic Research, Tilburg University, Discussion Paper 1999-10.

• F. Klaassen (1999), Purchasing Power Parity: Evidence from a New Test, CentER for Economic Research, Tilburg University, Discussion Paper 1999-9.

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.

• J.R. Magnus and F. Klaassen (1996), Testing some common tennis hypotheses: Four Years at Wimbledon, CentER for Economic Research, Tilburg University, Discussion Paper 1996-73.

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.

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