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 0 1 131
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 1 1 3 108
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 0 4 0 0 1 20
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 58 0 0 4 96
Examining the Nelson-Siegel Class of Term Structure Models 0 0 5 2,152 0 0 14 5,271
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 4 4 4 0 7 7 7
Gibbs sampling in econometric practice 0 0 0 60 0 0 1 180
International Spillovers of Monetary Policy 1 10 46 591 3 17 80 1,193
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 0 170
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 2 3 66 0 4 12 122
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 1 1 823 0 4 8 2,410
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 2 155
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 8 92 0 2 12 171
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 0 1 486
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 0 2 5 1,301
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 0 1 5 909
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 3 367
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 1 15 0 4 13 32
Term structure forecasting using macro factors and forecast combination 0 0 2 156 0 0 7 331
Term structure forecasting using macro factors and forecast combination 1 1 2 101 1 1 12 301
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 1 57 0 0 1 205
The Liquidity Effects of Official Bond Market Intervention 0 0 1 73 0 0 1 174
Unlocking the Treasury Market through TRACE 0 0 0 8 0 2 4 39
Total Working Papers 2 20 76 5,536 6 46 198 14,356

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 0 1 9 0 0 1 65
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 2 39 1 4 14 175
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 170 0 5 8 444
Monetary policy uncertainty and monetary policy surprises 1 2 7 56 6 10 27 144
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 0 1 4 688
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 1 34 0 0 9 105
The Liquidity Effects of Official Bond Market Intervention 0 0 1 29 1 1 7 107
Total Journal Articles 1 2 13 510 8 21 70 1,728

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian near-boundary analysis in basic macroeconomic time-series models 0 0 1 2 0 0 4 6
Total Chapters 0 0 1 2 0 0 4 6

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Statistics updated 2025-10-06