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 2 2 3 133
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 1 2 4 109
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 1 1 4 97
Examining the Nelson-Siegel Class of Term Structure Models 0 0 5 2,152 6 6 19 5,277
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 3 4 4 0 4 7 7
Gibbs sampling in econometric practice 0 0 0 60 1 1 2 181
International Spillovers of Monetary Policy 4 10 49 595 5 16 81 1,198
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 3 6 12 125
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 1 1 823 1 3 9 2,411
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 2 155
Monetary Policy Uncertainty and Monetary Policy Surprises 0 0 8 92 2 2 13 173
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 1 4 1,301
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 1 2 6 910
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 2 367
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 1 2 2 16 3 7 13 35
Term structure forecasting using macro factors and forecast combination 0 1 2 101 0 1 12 301
Term structure forecasting using macro factors and forecast combination 0 0 2 156 1 1 8 332
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 1 57 1 1 2 206
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 0 4 39
Total Working Papers 5 19 80 5,541 28 57 211 14,384

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 1 1 2 10 1 1 2 66
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 2 39 1 4 14 176
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 0 170 0 4 5 444
Monetary policy uncertainty and monetary policy surprises 0 2 5 56 1 11 22 145
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 0 0 3 688
Reprint: Monetary policy uncertainty and monetary policy surprises 1 1 2 35 2 2 9 107
The Liquidity Effects of Official Bond Market Intervention 0 0 1 29 2 3 9 109
Total Journal Articles 2 4 12 512 7 25 64 1,735

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 1 1 5 7
Total Chapters 0 0 1 2 1 1 5 7

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Statistics updated 2025-11-08