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 3 5 8 138
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 6 10 14 119
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 3 8 8 185
Breaking Down TRACE Volumes Further 0 0 0 4 3 5 5 25
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 58 3 6 10 103
Examining the Nelson-Siegel Class of Term Structure Models 0 0 2 2,152 3 13 27 5,290
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 4 4 3 10 17 17
Gibbs sampling in econometric practice 0 0 0 60 6 9 10 190
International Spillovers of Monetary Policy 5 7 44 602 13 23 84 1,221
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 2 3 3 173
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 1 4 67 4 10 20 135
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 1 2 824 2 4 13 2,415
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 4 9 10 164
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 7 93 7 10 20 183
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 6 8 9 494
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 5 8 11 1,309
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 1 1 357 2 5 10 915
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 5 6 8 373
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 3 17 4 7 18 42
Term structure forecasting using macro factors and forecast combination 1 1 3 157 4 6 12 338
Term structure forecasting using macro factors and forecast combination 0 0 2 101 5 13 23 314
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 1 57 3 3 5 209
The Liquidity Effects of Official Bond Market Intervention 0 0 1 73 3 7 8 181
Unlocking the Treasury Market through TRACE 0 0 0 8 1 5 8 44
Total Working Papers 6 13 75 5,554 100 193 361 14,577

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 2 10 1 2 4 68
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 1 39 2 7 19 183
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 0 170 1 3 8 447
Monetary policy uncertainty and monetary policy surprises 1 2 5 58 10 17 32 162
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 6 7 10 695
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 2 35 5 6 13 113
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 4 7 13 116
Total Journal Articles 1 2 10 514 29 49 99 1,784

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 8
Total Chapters 0 0 1 2 1 1 5 8

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Statistics updated 2026-02-12