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 36 0 0 0 127
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 1 53 0 2 3 103
Bayesian near-boundary analysis in basic macroeconomic time series models 0 1 2 87 0 1 2 170
Breaking Down TRACE Volumes Further 0 0 0 2 0 0 6 16
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 57 0 1 7 89
Examining the Nelson-Siegel Class of Term Structure Models 0 0 5 2,140 1 5 28 5,236
Gibbs sampling in econometric practice 0 0 0 58 1 3 4 176
International Spillovers of Monetary Policy 6 20 81 434 11 48 188 873
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 0 169
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 1 3 60 0 4 15 93
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 1 6 820 0 1 9 2,388
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 94 0 3 11 148
Monetary Policy Uncertainty and Monetary Policy Surprises 1 4 12 72 1 8 30 143
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 1 139 0 0 1 482
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 2 363 0 0 5 1,293
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 356 0 0 4 899
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 0 1 363
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 6 12 1 1 11 14
Term structure forecasting using macro factors and forecast combination 0 1 2 95 1 4 9 272
Term structure forecasting using macro factors and forecast combination 0 1 1 153 1 2 4 321
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 56 0 1 5 200
The Liquidity Effects of Official Bond Market Intervention 0 0 3 69 0 0 6 165
Unlocking the Treasury Market through TRACE 0 0 1 6 0 1 8 31
Total Working Papers 7 29 128 5,303 17 85 357 13,771

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 0 8 0 0 0 64
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 1 37 0 1 3 156
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 167 1 1 6 431
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 1 173 0 1 5 676
The Liquidity Effects of Official Bond Market Intervention 0 2 4 20 0 5 11 81
Total Journal Articles 0 2 7 405 1 8 25 1,408

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Statistics updated 2023-01-04