Michel van der Wel

Michel van der Wel is a Full Professor at the Econometrics Institute within the Erasmus School of Economics, Erasmus University Rotterdam, where he also serves as Vice Dean Education. He is an active researcher and educator in the fields of financial econometrics and macro-finance.

• Full Professor, Econometrics Institute, Erasmus School of Economics
• Vice Dean Education, Erasmus School of Economics
• Research Focus: Financial Econometrics, Time Series, Term Structure, Macro-Finance

His research interests lie at the intersection of econometrics, finance, and macroeconomics. He specializes in modeling financial time series, particularly yield curves and volatility, with a focus on the implications of monetary policy and macroeconomic conditions on financial markets. His work often employs advanced econometric techniques to analyze asset pricing, term structure dynamics, and financial stability.

The recent trends in his publications show a strong emphasis on modeling challenges during periods of low interest rates, including the zero lower bound, as well as the use of machine learning in credit risk assessment and the macroeconomic impacts of central bank interventions. His work bridges theoretical econometrics with practical financial applications.

Michel van der Wel has published in leading journals such as the Journal of Finance, Journal of Econometrics, and Journal of Financial Economics. His research has been widely cited and downloaded, indicating significant academic impact.

He supervises academic work and contributes to doctoral and master’s education, particularly in quantitative finance. While specific grant details are not listed, his collaborative and policy-relevant research suggests involvement in funded research projects. He has delivered an inaugural speech on integrating macroeconomics and finance through econometrics, underscoring his leadership in the field.

He is associated with key research centers at Erasmus University, including the Erasmus Research Institute of Management (ERIM), and collaborates extensively with other leading economists and financial researchers across Europe.