Michel van der Wel

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Journal of Business and Economic Statistics
2025-08-25Paper
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Journal of Econometrics
2016-07-27Paper
Maximum likelihood estimation for dynamic factor models with missing data
Journal of Economic Dynamics and Control
2011-07-13Paper
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Journal of Business and Economic Statistics
2011-04-13Paper
On the cartan invariants of sl<sub>2</sub>(<sub>q</sub>)
Communications in Algebra
1982-01-01Paper


Research outcomes over time


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