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 1 10 141
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 4 6 21 128
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 0 2 11 188
Breaking Down TRACE Volumes Further 0 0 0 4 0 3 8 28
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 59 1 2 13 109
Examining the Nelson-Siegel Class of Term Structure Models 0 1 1 2,153 0 4 25 5,296
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 4 4 1 4 26 26
Gibbs sampling in econometric practice 0 0 0 60 1 3 16 196
International Spillovers of Monetary Policy 1 2 25 606 1 10 66 1,242
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 5 10 180
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 3 67 1 7 26 144
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 2 824 1 6 16 2,422
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 10 165
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 3 94 1 6 21 190
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 1 10 496
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 1 6 19 1,318
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 1 3 11 919
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 3 11 377
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 1 1 4 18 3 4 20 48
Term structure forecasting using macro factors and forecast combination 0 0 1 157 0 5 16 347
Term structure forecasting using macro factors and forecast combination 0 0 1 101 0 3 21 321
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 0 6 12 217
The Liquidity Effects of Official Bond Market Intervention 0 0 0 73 0 2 13 187
Unlocking the Treasury Market through TRACE 0 0 0 8 1 7 15 52
Total Working Papers 2 5 46 5,562 18 99 427 14,737

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 0 0 6 71
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 0 39 1 3 16 187
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 171 1 6 16 455
Monetary policy uncertainty and monetary policy surprises 1 3 7 61 3 16 49 183
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 1 1 174 1 5 14 701
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 1 35 0 5 15 120
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 0 3 14 120
Total Journal Articles 1 4 11 519 6 38 130 1,837

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 0 1 5 11
Total Chapters 0 0 0 2 0 1 5 11

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Statistics updated 2026-07-10