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 1 37 0 0 3 130
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 53 0 0 0 103
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 2 89 0 0 5 176
Breaking Down TRACE Volumes Further 0 0 1 3 1 1 2 18
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 0 57 0 0 2 92
Examining the Nelson-Siegel Class of Term Structure Models 1 1 5 2,147 1 2 12 5,253
Gibbs sampling in econometric practice 0 1 2 60 0 1 2 178
International Spillovers of Monetary Policy 3 14 58 521 9 34 132 1,065
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 0 169
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 1 63 0 1 9 108
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 0 822 0 1 8 2,399
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 3 153
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 10 83 0 1 12 157
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 1 1 1 483
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 1 364 0 0 2 1,296
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 0 1 3 903
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 1 364
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 1 14 0 1 3 19
Term structure forecasting using macro factors and forecast combination 0 0 0 95 0 1 4 279
Term structure forecasting using macro factors and forecast combination 0 0 0 154 0 0 0 323
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 56 2 2 3 204
The Liquidity Effects of Official Bond Market Intervention 0 0 1 72 1 1 4 172
Unlocking the Treasury Market through TRACE 0 0 1 8 0 0 3 35
Total Working Papers 4 18 84 5,429 15 49 214 14,079


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? 0 0 0 37 0 0 3 159
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 1 1 1 169 1 2 3 435
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 0 0 2 682
The Liquidity Effects of Official Bond Market Intervention 0 1 4 28 0 1 11 99
Total Journal Articles 1 2 5 415 1 3 19 1,439


Statistics updated 2024-05-04