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 2 3 133
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 2 4 6 111
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 90 2 2 3 179
Breaking Down TRACE Volumes Further 0 0 0 4 0 0 1 20
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 58 2 3 6 99
Examining the Nelson-Siegel Class of Term Structure Models 0 0 5 2,152 5 11 24 5,282
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 4 4 4 4 11 11
Gibbs sampling in econometric practice 0 0 0 60 1 2 3 182
International Spillovers of Monetary Policy 0 5 42 595 1 9 70 1,199
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 1 1 1 171
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 1 1 4 67 3 6 14 128
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 1 823 1 2 10 2,412
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 1 1 2 156
Monetary Policy Uncertainty and Monetary Policy Surprises 0 0 8 92 1 3 13 174
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 0 1 486
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 2 2 6 1,303
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 1 2 7 911
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 1 2 3 368
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 2 16 0 3 12 35
Term structure forecasting using macro factors and forecast combination 0 0 2 156 1 2 8 333
Term structure forecasting using macro factors and forecast combination 0 1 2 101 5 6 17 306
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 1 57 0 1 2 206
The Liquidity Effects of Official Bond Market Intervention 0 0 1 73 2 2 3 176
Unlocking the Treasury Market through TRACE 0 0 0 8 2 2 6 41
Total Working Papers 1 8 74 5,542 38 72 232 14,422

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 1 2 10 0 1 2 66
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 1 39 0 2 13 176
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 0 170 1 1 6 445
Monetary policy uncertainty and monetary policy surprises 0 1 5 56 5 12 26 150
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 1 1 4 689
Reprint: Monetary policy uncertainty and monetary policy surprises 0 1 2 35 1 3 8 108
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 3 6 9 112
Total Journal Articles 0 3 10 512 11 26 68 1,746

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 0 1 5 7
Total Chapters 0 0 1 2 0 1 5 7

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Statistics updated 2025-12-06