Michel van der Wel

Economics and Econometrics · 2010–2017

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 34 citations into it; #18,915 of 23,481 by trust here, #20,730 by citations
• Finance — 28 citations into it
• Management Science and Operations Research — 14 citations into it

Whom Michel van der Wel trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. G. Duffee
2. Tilmann Gneiting
3. R. Giacomini
4. S. Kozicki

Who trusts Michel van der Wel overall

1. James W. Taylor

Papers from Michel van der Wel's perspective

Ordered by how strongly the researchers Michel van der Wel trusts endorse each paper. Same corpus, a different order for every researcher.

1. Term premia and interest rate forecasts in affine models
2. Tests of Conditional Predictive Ability
3. Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
4. Shifting endpoints in the term structure of interest rates
5. Combining forecast densities from VARs with uncertain instabilities
6. Estimating the Dimension of a Model
7. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
8. Generalized autoregressive conditional heteroskedasticity
9. A Reality Check for Data Snooping
10. Strictly Proper Scoring Rules, Prediction, and Estimation

Their papers

• Combining density forecasts using focused scoring rules (2017) — 51 citations
• Forecasting Interest Rates with Shifting Endpoints (2012) — 60 citations
• Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters (2010) — 182 citations