Access Statistics for Michel van der Wel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Infinite Hidden Markov Vector Autoregressive Model 0 0 0 60 0 0 7 71
An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses 0 0 0 19 0 0 3 63
Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters 0 0 1 308 1 3 25 767
Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes 0 0 0 39 1 1 7 174
Are market makers uninformed and passive? Signing trades in the absence of quotes 0 0 1 45 0 3 10 237
Connecting Silos: On linking macroeconomics and finance, and the role of econometrics therein 0 0 0 47 0 2 13 59
Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate 0 0 0 6 0 0 9 143
Dynamic Factor Analysis in The Presence of Missing Data 0 0 0 214 1 2 24 454
Dynamic Factor Models for the Volatility Surface 0 0 1 50 0 0 14 125
Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates 0 0 1 67 0 1 9 236
Economic Valuation of Liquidity Timing 0 0 0 7 0 0 9 128
Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data 0 0 0 23 0 1 18 122
Estimating Dynamic Equilibrium Models using Macro and Financial Data 0 0 0 83 0 2 15 119
Forecasting Interest Rates with Shifting Endpoints 0 0 0 80 0 2 14 215
Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model 0 0 1 92 0 2 20 204
Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities 0 0 0 65 1 1 9 98
Intraday Price Discovery in Fragmented Markets 0 0 0 29 0 0 9 119
Macro News, Riskfree Rates, and the Intermediary 0 0 0 22 0 0 11 152
Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures 0 0 0 34 0 1 10 290
Market Set-Up in Advance of Federal Reserve Policy Decisions 0 0 0 40 1 1 11 121
Maximum likelihood estimation for dynamic factor models with missing data 0 0 1 10 0 0 13 95
Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces 1 1 1 34 1 1 10 111
Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques 0 1 1 16 1 4 22 73
On the Effects of Private Information on Volatility 0 0 0 15 0 1 12 110
On the Effects of Private Information on Volatility 0 0 0 40 0 0 9 142
Predicting Covariance Matrices with Financial Conditions Indexes 0 0 0 13 0 1 6 80
Smooth Dynamic Factor Analysis with an Application to the U.S. Term Structure of Interest Rates 0 0 0 98 0 1 11 230
Structural Estimation of Dynamic Macroeconomic Models using Higher-Frequency Financial Data 0 0 0 77 0 2 16 147
What Do Professional Forecasters Actually Predict? 0 0 0 32 0 1 7 116
Why do Pit-Hours outlive the Pit? 0 0 0 9 2 9 24 85
Total Working Papers 1 2 8 1,674 9 42 377 5,086

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An asset pricing approach to testing general term structure models 0 0 1 27 0 0 11 137
Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters 0 0 2 60 1 2 26 213
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate 0 0 0 14 0 0 9 67
Economic valuation of liquidity timing 0 0 0 14 0 0 13 103
Estimating dynamic equilibrium models using mixed frequency macro and financial data 0 0 0 23 0 0 16 97
Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model 0 0 0 22 0 0 13 115
Intraday price discovery in fragmented markets 0 0 0 22 0 3 14 87
Market Set‐up in Advance of Federal Reserve Policy Rate Decisions 0 0 0 3 0 0 3 23
Maximum likelihood estimation for dynamic factor models with missing data 1 1 5 121 2 6 30 341
Order flow and volatility: An empirical investigation 0 0 1 17 2 3 22 109
Predicting volatility and correlations with Financial Conditions Indexes 0 0 0 18 0 5 16 102
What do professional forecasters actually predict? 0 0 0 5 1 1 10 94
Total Journal Articles 1 1 9 346 6 20 183 1,488

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Factor Models for the Volatility Surface☆ 0 0 1 24 0 1 10 113
Total Chapters 0 0 1 24 0 1 10 113

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07