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 36 0 0 1 123
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 1 52 0 1 10 90
Bayesian near-boundary analysis in basic macroeconomic time series models 0 1 5 83 0 2 12 165
Breaking Down TRACE Volumes Further 0 0 1 1 0 0 5 5
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 2 3 56 2 6 23 75
Examining the Nelson-Siegel Class of Term Structure Models 0 0 8 2,119 1 1 31 5,161
Gibbs sampling in econometric practice 0 0 0 55 1 1 7 159
International Spillovers of Monetary Policy 3 10 59 247 9 28 134 435
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 2 2 6 168
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 4 51 2 2 19 44
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 1 3 4 803 2 7 23 2,339
Monetary Policy Surprises and Monetary Policy Uncertainty 0 1 20 87 0 4 39 105
Monetary Policy Uncertainty and Monetary Policy Surprises 0 6 34 34 4 12 30 30
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 1 1 1 138 2 2 6 479
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 360 1 4 15 1,277
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 3 353 2 3 16 878
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 1 140 4 5 13 356
Term structure forecasting using macro factors and forecast combination 0 0 1 151 1 2 10 311
Term structure forecasting using macro factors and forecast combination 0 1 2 92 2 4 17 248
Testing for changes in volatility in heteroskedastic time series - a further examination 0 1 4 53 2 5 23 182
The Liquidity Effects of Official Bond Market Intervention 1 3 5 63 2 6 16 139
Unlocking the Treasury Market through TRACE 0 0 5 5 1 4 10 10
Total Working Papers 6 29 161 4,979 40 101 466 12,779


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 1 59
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 1 35 0 3 13 140
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 1 4 159 3 4 20 401
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 170 1 1 7 659
The Liquidity Effects of Official Bond Market Intervention 0 0 2 10 0 1 14 54
Total Journal Articles 0 1 7 382 4 9 55 1,313


Statistics updated 2020-09-04