Michel van der Wel

Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data

Max Ole Liemen, Michel van der Wel, Olaf Posch, 2018 .

What do professional forecasters actually predict

Michel van der Wel, Richard Paap, Didier Nibbering, 2018 .

Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques pdf

Michel van der Wel, Bart H.L. Overes, Michel van der Wel, 2021, Computational Economics.

Customer Flow, Intermediaries, and the Discovery of the Equilibrium Riskfree Rate*

Michel van der Wel, Asani Sarkar, Albert J. Menkveld, 2008 .

Combining Density Forecasts using Focused Scoring Rules

Michel van der Wel, Dick van Dijk, Anne Opschoor, 2015 .

Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates

Siem Jan Koopman, Michel van der Wel, Borus Jungbacker, 2009 .