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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, Netherlands
http://www.econometric-institute.org/
RePEc:edi:eieurnl (more details at EDIRC)

(50%) Tinbergen Instituut

Amsterdam, Netherlands
http://www.tinbergen.nl/
RePEc:edi:tinbenl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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

  1. 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.
  2. 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.
  3. 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.

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

  1. 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.

    Cited by:

    1. Wu, Hung-Che & Ai, Chi-Han & Cheng, Ching-Chan, 2019. "Experiential quality, experiential psychological states and experiential outcomes in an unmanned convenience store," Journal of Retailing and Consumer Services, Elsevier, vol. 51(C), pages 409-420.
    2. Chi-Wei Su & Xian-Li Meng & Ran Tao & Muhammad Umar, 2023. "Chinese consumer confidence: A catalyst for the outbound tourism expenditure?," Tourism Economics, , vol. 29(3), pages 696-717, May.

  2. 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:

    1. 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.
    2. 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.

  3. 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:

    1. 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.

  4. 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:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. 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.
    9. 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.
    10. 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.
    11. Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, vol. 4(1), pages 1-20, March.
    12. Nomen Nescio, 2013. "Nomen Nescio," Tinbergen Institute Discussion Papers 12-095 not issued, Tinbergen Institute.
    13. 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.

  5. 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.

    Cited by:

    1. 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.
    2. Jia Liu & John M. Maheu & Yong Song, 2024. "Identification and forecasting of bull and bear markets using multivariate returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 723-745, August.
    3. 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.
    4. 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.
    5. Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
    6. Marcos Bujosa & Antonio García‐Ferrer & Aránzazu de Juan & Antonio Martín‐Arroyo, 2020. "Evaluating early warning and coincident indicators of business cycles using smooth trends," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 1-17, January.
    7. Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013. "Clustered housing cycles," Working Papers 2013-021, Federal Reserve Bank of St. Louis.
    8. 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.
    9. 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.
    10. Bram van Os & Dick van Dijk, 2020. "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers 20-057/VI, Tinbergen Institute, revised 14 Dec 2020.
    11. 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).
    12. 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 Kiel).
    13. Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
    14. Sergey Smirnov, 2011. "Those Unpredictable Recessions," HSE Working papers WP BRP 02/EC/2011, National Research University Higher School of Economics.
    15. Sylvia Kaufmann, 2016. "Hidden Markov models in time series, with applications in economics," Working Papers 16.06, Swiss National Bank, Study Center Gerzensee.
    16. Camacho, Maximo, 2013. "Mixed-frequency VAR models with Markov-switching dynamics," Economics Letters, Elsevier, vol. 121(3), pages 369-373.

  6. 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:

    1. 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.
    2. 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.
    3. Michiel de Pooter & Francesco Ravazzolo & Rene Segers & Herman K. van Dijk, 2008. "Bayesian near-boundary analysis in basic macroeconomic time-series models," Advances in Econometrics, in: Bayesian Econometrics, pages 331-402, Emerald Group Publishing Limited.

  7. 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.

    Cited by:

    1. Bernardi Mauro & Della Corte Giuseppe & Proietti Tommaso, 2011. "Extracting the Cyclical Component in Hours Worked," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(3), pages 1-28, May.

Articles

  1. 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.
    See citations under working paper version above.
  2. 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.

    Cited by:

    1. 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.
    2. 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.

  3. 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.

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.
  1. NEP-ECM: Econometrics (2) 2006-09-16 2016-03-06
  2. NEP-ETS: Econometric Time Series (2) 2006-09-16 2009-03-28
  3. NEP-MAC: Macroeconomics (2) 2009-03-28 2016-03-06
  4. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2006-09-16
  5. NEP-MKT: Marketing (1) 2009-03-28

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