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 0 130
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 1 1 90 0 1 1 177
Breaking Down TRACE Volumes Further 0 0 1 4 0 1 3 20
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 0 57 0 0 1 93
Examining the Nelson-Siegel Class of Term Structure Models 1 4 5 2,151 2 7 14 5,265
Gibbs sampling in econometric practice 0 0 0 60 0 1 2 180
International Spillovers of Monetary Policy 3 8 48 561 5 13 98 1,142
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 1 1 1 64 1 2 8 116
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 0 822 0 0 4 2,402
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 1 1 2 155
Monetary Policy Uncertainty and Monetary Policy Surprises 2 4 6 88 2 4 9 165
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 1 1 4 486
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 1 2 3 1,299
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 1 2 4 906
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 0 2 365
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 1 14 1 2 7 25
Term structure forecasting using macro factors and forecast combination 0 0 0 154 1 2 4 327
Term structure forecasting using macro factors and forecast combination 0 0 4 99 1 3 13 292
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 56 0 0 2 204
The Liquidity Effects of Official Bond Market Intervention 0 0 0 72 0 0 2 173
Unlocking the Treasury Market through TRACE 0 0 0 8 0 1 1 36
Total Working Papers 7 18 68 5,486 17 43 187 14,233

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 0 8 0 0 0 64
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 1 1 2 39 2 3 7 166
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 2 170 0 0 6 439
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 1 1 4 686
The Liquidity Effects of Official Bond Market Intervention 0 0 1 29 0 0 4 103
Total Journal Articles 1 1 5 419 3 4 21 1,458

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Statistics updated 2025-03-03