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 11 142
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 1 1 55 2 6 26 134
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 2 4 15 192
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 8 28
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 59 0 1 14 110
Examining the Nelson-Siegel Class of Term Structure Models 1 2 3 2,155 1 3 28 5,299
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 0 4 1 4 23 30
Gibbs sampling in econometric practice 0 0 0 60 0 0 16 196
International Spillovers of Monetary Policy 1 2 17 608 3 5 54 1,247
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 10 180
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 1 67 1 1 23 145
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 1 824 4 8 20 2,430
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 1 1 11 166
Monetary Policy Uncertainty and Monetary Policy Surprises 0 0 2 94 5 5 24 195
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 2 12 498
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 1 1 1 365 2 3 20 1,321
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 0 2 12 921
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 1 11 378
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 3 18 0 1 17 49
Term structure forecasting using macro factors and forecast combination 0 0 1 157 2 4 20 351
Term structure forecasting using macro factors and forecast combination 0 0 0 101 0 4 24 325
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 0 0 12 217
The Liquidity Effects of Official Bond Market Intervention 0 0 0 73 0 2 15 189
Unlocking the Treasury Market through TRACE 0 0 0 8 0 0 13 52
Total Working Papers 3 6 32 5,568 25 58 439 14,795

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 1 7 72
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 0 39 1 3 15 190
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 1 1 2 172 1 6 17 461
Monetary policy uncertainty and monetary policy surprises 0 0 5 61 4 7 46 190
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 1 174 0 2 15 703
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 1 35 2 2 17 122
The Liquidity Effects of Official Bond Market Intervention 0 1 1 30 0 2 15 122
Total Journal Articles 1 2 11 521 8 23 132 1,860

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

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Statistics updated 2026-10-11