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 0 53 0 0 2 103
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 2 87 0 0 3 171
Breaking Down TRACE Volumes Further 0 0 0 2 0 0 5 16
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 57 0 1 6 90
Examining the Nelson-Siegel Class of Term Structure Models 2 2 5 2,142 4 5 20 5,241
Gibbs sampling in econometric practice 0 0 0 58 0 0 3 176
International Spillovers of Monetary Policy 8 22 76 463 10 39 174 933
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 2 4 62 0 4 17 99
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 5 822 0 0 9 2,391
Monetary Policy Surprises and Monetary Policy Uncertainty 1 1 1 95 1 2 9 150
Monetary Policy Uncertainty and Monetary Policy Surprises 0 1 8 73 1 2 20 145
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 1 5 1,294
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 356 0 1 5 900
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 0 0 363
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 2 13 0 1 6 16
Term structure forecasting using macro factors and forecast combination 0 0 2 95 2 3 11 275
Term structure forecasting using macro factors and forecast combination 0 1 2 154 1 2 5 323
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 56 0 0 5 201
The Liquidity Effects of Official Bond Market Intervention 1 2 5 71 1 3 8 168
Unlocking the Treasury Market through TRACE 1 1 1 7 1 1 8 32
Total Working Papers 13 33 118 5,345 21 65 322 13,865

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 0 37 0 0 1 156
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 1 1 1 168 1 1 3 432
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 0 1 7 680
The Liquidity Effects of Official Bond Market Intervention 0 3 6 24 0 5 14 88
Total Journal Articles 1 4 7 410 1 7 25 1,420

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Statistics updated 2023-05-07