Rene Segers
Personal Details
First Name: | Rene |
Middle Name: | |
Last Name: | Segers |
Suffix: | |
RePEc Short-ID: | pse130 |
http://people.few.eur.nl/rsegers/ | |
Affiliation
(50%) Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Rotterdam, Netherlandshttp://www.econometric-institute.org/
: 010 - 40 81278
010 - 40 89162
Burgemeester Oudlaan 50, 3062 PA Rotterdam
RePEc:edi:eieurnl (more details at EDIRC)
(50%) Tinbergen Instituut
Amsterdam, Netherlandshttp://www.tinbergen.nl/
: +31 (0)20 598 4580
Gustav Mahlerplein 117, 1082 MS Amsterdam
RePEc:edi:tinbenl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014.
"A Novel Approach to Measuring Consumer Confidence,"
Econometric Institute Research Papers
EI 2014-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017. "A novel approach to measuring consumer confidence," Econometrics and Statistics, Elsevier, vol. 4(C), pages 121-129.
- de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012. "Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies," ERIM Report Series Research in Management ERS-2012-013, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Franses, Ph.H.B.F. & Segers, R., 2008. "Seasonality in revisions of macroeconomic data," Econometric Institute Research Papers EI 2008-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Research Papers EI 2008-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paap, R. & Segers, R. & van Dijk, D.J.C., 2007.
"Do leading indicators lead peaks more than troughs?,"
Econometric Institute Research Papers
EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
- de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006. "Gibbs sampling in econometric practice," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
- Michiel D. de Pooter & Rengert Segers, 2004. "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004 82, Society for Computational Economics.
Articles
- Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017.
"A novel approach to measuring consumer confidence,"
Econometrics and Statistics,
Elsevier, vol. 4(C), pages 121-129.
- de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014. "A Novel Approach to Measuring Consumer Confidence," Econometric Institute Research Papers EI 2014-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Rene Segers & Philip Hans Franses, 2014.
"Panel design effects on response rates and response quality,"
Statistica Neerlandica,
Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, February.
- Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paap, Richard & Segers, Rene & van Dijk, Dick, 2009.
"Do Leading Indicators Lead Peaks More Than Troughs?,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 27(4), pages 528-543.
- Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- de Groot, E.A. & Renes, S. & Segers, R. & Franses, Ph.H.B.F., 2012.
"Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies,"
ERIM Report Series Research in Management
ERS-2012-013, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Cited by:
- Denice Bodeutsch & Philip Hans Franses, 2016.
"Risk Attitudes In The Board Room And Company Performance: Evidence For An Emerging Economy,"
Annals of Financial Economics (AFE),
World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-14, December.
- Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015. "Risk attitudes in the board room and company performance: Evidence for an emerging economy," Econometric Institute Research Papers EI 2015-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Bodeutsch, D.S. & Franses, Ph.H.B.F., 2015. "Risk attitudes in company boardrooms in a developing country," Econometric Institute Research Papers EI 2015-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Denice Bodeutsch & Philip Hans Franses, 2016.
"Risk Attitudes In The Board Room And Company Performance: Evidence For An Emerging Economy,"
Annals of Financial Economics (AFE),
World Scientific Publishing Co. Pte. Ltd., vol. 11(04), pages 1-14, December.
- Franses, Ph.H.B.F. & Segers, R., 2008.
"Seasonality in revisions of macroeconomic data,"
Econometric Institute Research Papers
EI 2008-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Cited by:
- Andres Fernandez & Norman R. Swanson, 2009.
"Real-time datasets really do make a difference: definitional change, data release, and forecasting,"
Working Papers
09-28, Federal Reserve Bank of Philadelphia.
- Norman R. Swanson & Andres Fernandez, 2011. "Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting," Departmental Working Papers 201113, Rutgers University, Department of Economics.
- Andres Fernandez & Norman R. Swanson, 2009.
"Real-time datasets really do make a difference: definitional change, data release, and forecasting,"
Working Papers
09-28, Federal Reserve Bank of Philadelphia.
- de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008.
"Bayesian near-boundary analysis in basic macroeconomic time series models,"
Econometric Institute Research Papers
EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Cited by:
- Yu-Fan Huang & Sui Luo, 2018. "Potential output and inflation dynamics after the Great Recession," Empirical Economics, Springer, vol. 55(2), pages 495-517, September.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
"Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.
- Massimo Guidolin & Francesco Ravazzolo & Andrea Donato Tortora, 2011. "A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets," Working Papers 2011-003, Federal Reserve Bank of St. Louis.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
"Combination Schemes for Turning Point Predictions,"
Tinbergen Institute Discussion Papers
11-123/4, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
- Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014. "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers 14-119/III, Tinbergen Institute, revised 14 Sep 2014.
- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014.
"Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,"
Econometric Reviews,
Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.
- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012. "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2015.
"Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section,"
Working Papers
550, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2013. "Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section," Working Paper 2013/19, Norges Bank.
- Daniele Bianchi & Massimo Guidolin & Francesco Ravazzolo, 2017. "Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 110-129, January.
- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
Econometrics,
MDPI, Open Access Journal, vol. 4(1), pages 1-20, March.
- Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van, 2016. "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum 013, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
- Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
- Luo, Sui & Startz, Richard, 2014. "Is it one break or ongoing permanent shocks that explains U.S. real GDP?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 155-163.
- Paap, R. & Segers, R. & van Dijk, D.J.C., 2007.
"Do leading indicators lead peaks more than troughs?,"
Econometric Institute Research Papers
EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paap, Richard & Segers, Rene & van Dijk, Dick, 2009. "Do Leading Indicators Lead Peaks More Than Troughs?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 528-543.
Cited by:
- Makram El-Shagi & Gregor von Schweinitz, 2016.
"Qual VAR revisited: Good forecast, bad story,"
Journal of Applied Economics,
Universidad del CEMA, vol. 19, pages 293-322, November.
- El-Shagi, Makram & von Schweinitz, Gregor, 2012. "Qual VAR Revisited: Good Forecast, Bad Story," IWH Discussion Papers 12/2012, Halle Institute for Economic Research (IWH).
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013.
"Measuring and predicting heterogeneous recessions,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Henri Nyberg, 2010. "Dynamic probit models and financial variables in recession forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 215-230.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar, 2012.
"Extracting nonlinear signals from several economic indicators,"
CEPR Discussion Papers
8865, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015. "Extracting Nonlinear Signals from Several Economic Indicators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1073-1089, November.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España;Working Papers Homepage.
- Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2013.
"Clustered housing cycles,"
Working Papers
2013-021, Federal Reserve Bank of St. Louis, revised 10 May 2017.
- Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013. "Clustered Housing Cycles," Discussion Papers 2013/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
- Hernandez-Murillo, Ruben & Owyang, Michael T. & Rubio, Margarita, 2015. "Clustered Housing Cycles," Working Papers (Old Series) 1524, Federal Reserve Bank of Cleveland.
- Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters,in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8 Bank for International Settlements.
- Catherine Doz & Anna Petronevich, 2017. "On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study," PSE Working Papers halshs-01592863, HAL.
- Sylvia Kaufmann, 2008.
"Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data,"
Working Papers
144, Oesterreichische Nationalbank (Austrian Central Bank).
- Sylvia Kaufmann, 2010. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 309-344.
- Dovern, Jonas & Ziegler, Christina, 2008.
"Predicting growth rates and recessions: assessing US leading indicators under real-time conditions,"
Kiel Working Papers
1397, Kiel Institute for the World Economy (IfW).
- Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(4), pages 293-318.
- Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.
- Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
- Camacho, Maximo, 2013. "Mixed-frequency VAR models with Markov-switching dynamics," Economics Letters, Elsevier, vol. 121(3), pages 369-373.
- de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006.
"Gibbs sampling in econometric practice,"
Econometric Institute Research Papers
EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Cited by:
- Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
- Jakob R. Munch & Daniel X., 2008.
"Decomposing Firm-level Sales Variation,"
EPRU Working Paper Series
2009-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jun 2009.
- Munch, Jakob R. & Nguyen, Daniel X., 2014. "Decomposing firm-level sales variation," Journal of Economic Behavior & Organization, Elsevier, vol. 106(C), pages 317-334.
- de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Articles
- Rene Segers & Philip Hans Franses, 2014.
"Panel design effects on response rates and response quality,"
Statistica Neerlandica,
Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, February.
- Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
Cited by:
- Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Research Papers EI 2008-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Segers, Rene & Franses, Philip Hans & de Bruijn, Bert, 2017.
"A novel approach to measuring consumer confidence,"
Econometrics and Statistics,
Elsevier, vol. 4(C), pages 121-129.
- de Bruijn, L.P. & Segers, R. & Franses, Ph.H.B.F., 2014. "A Novel Approach to Measuring Consumer Confidence," Econometric Institute Research Papers EI 2014-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Paap, Richard & Segers, Rene & van Dijk, Dick, 2009.
"Do Leading Indicators Lead Peaks More Than Troughs?,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 27(4), pages 528-543.
See citations under working paper version above.
- Paap, R. & Segers, R. & van Dijk, D.J.C., 2007. "Do leading indicators lead peaks more than troughs?," Econometric Institute Research Papers EI 2007-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (3) 2009-03-28 2009-03-28 2016-03-06
- NEP-ECM: Econometrics (2) 2006-09-16 2016-03-06
- NEP-ETS: Econometric Time Series (2) 2006-09-16 2009-03-28
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
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