Institution: Erasmus Universiteit Rotterdam
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://personal.eur.nl/vanderwel
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 3.36 | 0.67 | 0.00 | 4.04 | 66% |
| All Time | 0.00 | 3.36 | 3.53 | 0.00 | 6.90 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2019 | An asset pricing approach to testing general term structure models | Journal of Financial Economics | A | 2 |
| 2018 | What do professional forecasters actually predict? | International Journal of Forecasting | B | 3 |
| 2016 | Estimating dynamic equilibrium models using mixed frequency macro and financial data | Journal of Econometrics | A | 3 |
| 2013 | Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model | International Journal of Forecasting | B | 2 |
| 2013 | Economic valuation of liquidity timing | Journal of Banking & Finance | B | 4 |
| 2012 | Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate | Journal of Financial and Quantitative Analysis | B | 3 |
| 2011 | Maximum likelihood estimation for dynamic factor models with missing data | Journal of Economic Dynamics and Control | B | 3 |