Research output per year
Research output per year
Personal profile
Research interests
Michel van der Wel is Vice Dean Education at the Erasmus School of Economics and Full Professor at the Econometric Institute with the Erasmus School of Economics of the Erasmus University Rotterdam. His main research areas are financial econometrics, time series econometrics, term structure modeling and the macro-finance interaction. His work has been published in journals in the fields of econometrics, economics and finance, such as the Economic Journal, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, and the Journal of Financial Markets. He teaches a course on fixed income modeling in the MSc program specializing in Quantitative Finance, and has taught numerous courses in the bachelor program of Econometrics.
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Collaborations and top research areas from the last five years
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Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques
Overes, B. H. L. & van der Wel, M., Mar 2023, In: Computational Economics. 61, 3, p. 1273-1303 31 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile1 Citation (Scopus)14 Downloads (Pure) -
Non-Standard Errors*
van Dijk, M., Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neususs, S., Razen, M., Wagner, W., Verwijmeren, P., Vogel, S., van der Wel, M., Mazzola, F., Yang, A. & Zhou, C., 2023, (Accepted/In press) In: Journal of Finance. 69 p.Research output: Contribution to journal › Article › Academic › peer-review
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Connecting Silos. On linking macroeconomics and finance, and the role of econometrics therein
van der Wel, M., 31 Jan 2020, Rotterdam: Erasmus Research Institute of Management (ERIM). (Inaugural Addresses Research in Management Series).Research output: Book/Report/Inaugural speech/Farewell speech › Inaugural speech
Open AccessFile7 Downloads (Pure) -
An Asset Pricing Approach to Testing General Term Structure Models
Christensen, BJ. & van der Wel, M., 2019, In: Journal of Financial Economics. 134, 1, p. 165-191 27 p.Research output: Contribution to journal › Article › Academic › peer-review
3 Citations (Scopus) -
What do professional forecasters actually predict?
Nibbering, D., Paap, R. & van der Wel, M., 2018, In: International Journal of Forecasting. 34, 2, p. 288-311 24 p.Research output: Contribution to journal › Article › Academic › peer-review
3 Citations (Scopus)