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 6 9 139
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 2 10 16 121
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 0 6 8 185
Breaking Down TRACE Volumes Further 0 0 0 4 0 5 5 25
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 58 0 4 10 103
Examining the Nelson-Siegel Class of Term Structure Models 0 0 1 2,152 0 8 25 5,290
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 4 4 3 9 20 20
Gibbs sampling in econometric practice 0 0 0 60 3 11 13 193
International Spillovers of Monetary Policy 1 8 42 603 5 27 84 1,226
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 2 3 173
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 3 67 2 9 21 137
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 1 2 824 0 3 13 2,415
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 8 9 164
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 5 93 0 9 18 183
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 1 9 9 495
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 0 6 10 1,309
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 1 1 357 0 4 9 915
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 5 8 373
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 3 17 2 9 19 44
Term structure forecasting using macro factors and forecast combination 0 0 2 101 1 9 23 315
Term structure forecasting using macro factors and forecast combination 0 1 3 157 2 7 13 340
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 1 57 0 3 5 209
The Liquidity Effects of Official Bond Market Intervention 0 0 1 73 3 8 11 184
Unlocking the Treasury Market through TRACE 0 0 0 8 1 4 9 45
Total Working Papers 1 13 69 5,555 26 181 370 14,603

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 2 4 6 70
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 0 39 1 8 18 184
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 0 170 0 2 8 447
Monetary policy uncertainty and monetary policy surprises 0 2 5 58 4 16 36 166
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 1 7 10 696
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 2 35 0 5 13 113
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 1 5 14 117
Total Journal Articles 0 2 9 514 9 47 105 1,793

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 2 6 9
Total Chapters 0 0 1 2 1 2 6 9

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Statistics updated 2026-03-04