Access Statistics for Michiel De Pooter

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A method to measure flag performance for the shipping industry 0 0 0 37 0 1 1 131
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 1 54 0 0 2 105
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 90 0 0 1 177
Breaking Down TRACE Volumes Further 0 0 1 4 0 0 2 20
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 1 1 58 0 3 4 96
Examining the Nelson-Siegel Class of Term Structure Models 0 1 4 2,151 1 4 14 5,267
Gibbs sampling in econometric practice 0 0 0 60 0 0 2 180
International Spillovers of Monetary Policy 3 13 50 571 5 23 95 1,160
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 1 170
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 1 1 64 2 3 10 118
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 0 822 1 2 5 2,404
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 1 2 155
Monetary Policy Uncertainty and Monetary Policy Surprises 0 2 5 88 1 3 9 166
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 1 3 486
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 0 1 3 1,299
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 1 3 5 908
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 2 366
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 0 14 0 1 6 25
Term structure forecasting using macro factors and forecast combination 0 0 0 154 1 2 5 328
Term structure forecasting using macro factors and forecast combination 1 1 5 100 2 4 16 295
Testing for changes in volatility in heteroskedastic time series - a further examination 1 1 1 57 1 1 1 205
The Liquidity Effects of Official Bond Market Intervention 0 1 1 73 0 1 2 174
Unlocking the Treasury Market through TRACE 0 0 0 8 0 0 1 36
Total Working Papers 5 21 71 5,500 16 55 192 14,271

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An improved methodology to measure flag performance for the shipping industry 0 1 1 9 0 1 1 65
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 1 2 39 2 5 10 169
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 170 0 0 4 439
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 1 2 5 687
The Liquidity Effects of Official Bond Market Intervention 0 0 1 29 2 2 6 105
Total Journal Articles 0 2 5 420 5 10 26 1,465

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Statistics updated 2025-05-12