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 1 5 9 140
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 1 9 17 122
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 1 4 9 186
Breaking Down TRACE Volumes Further 0 0 0 4 0 3 5 25
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 1 1 1 59 4 7 11 107
Examining the Nelson-Siegel Class of Term Structure Models 0 0 1 2,152 2 5 26 5,292
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 4 4 2 8 22 22
Gibbs sampling in econometric practice 0 0 0 60 0 9 13 193
International Spillovers of Monetary Policy 1 7 36 604 6 24 77 1,232
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 2 4 5 175
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 3 67 0 6 21 137
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 2 824 1 3 13 2,416
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 1 5 10 165
Monetary Policy Uncertainty and Monetary Policy Surprises 0 0 5 93 1 8 19 184
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 7 9 495
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 3 8 13 1,312
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 1 3 9 916
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 6 9 374
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 3 17 0 6 19 44
Term structure forecasting using macro factors and forecast combination 0 0 2 101 3 9 25 318
Term structure forecasting using macro factors and forecast combination 0 1 3 157 2 8 15 342
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 1 57 2 5 7 211
The Liquidity Effects of Official Bond Market Intervention 0 0 0 73 1 7 11 185
Unlocking the Treasury Market through TRACE 0 0 0 8 0 2 9 45
Total Working Papers 2 9 62 5,557 35 161 383 14,638

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 10 1 4 6 71
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 0 39 0 3 17 184
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 1 1 1 171 2 3 10 449
Monetary policy uncertainty and monetary policy surprises 0 1 5 58 1 15 36 167
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 0 7 10 696
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 1 35 2 7 12 115
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 0 5 14 117
Total Journal Articles 1 2 8 515 6 44 105 1,799

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 0 2 1 3 6 10
Total Chapters 0 0 0 2 1 3 6 10

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Statistics updated 2026-04-09