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 1 10 141
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 1 6 22 129
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 1 1 12 189
Breaking Down TRACE Volumes Further 0 0 0 4 0 1 8 28
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 0 1 59 0 2 13 109
Examining the Nelson-Siegel Class of Term Structure Models 0 0 1 2,153 0 1 25 5,296
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 3 4 0 2 23 26
Gibbs sampling in econometric practice 0 0 0 60 0 1 16 196
International Spillovers of Monetary Policy 1 2 22 607 2 6 62 1,244
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 10 180
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 3 67 0 4 25 144
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 2 824 0 1 14 2,422
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 10 165
Monetary Policy Uncertainty and Monetary Policy Surprises 0 0 2 94 0 3 19 190
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 0 10 496
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 0 2 18 1,318
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 1 2 12 920
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 11 377
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 1 4 18 0 3 20 48
Term structure forecasting using macro factors and forecast combination 0 0 1 157 0 0 16 347
Term structure forecasting using macro factors and forecast combination 0 0 1 101 1 4 22 322
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 0 4 12 217
The Liquidity Effects of Official Bond Market Intervention 0 0 0 73 0 0 13 187
Unlocking the Treasury Market through TRACE 0 0 0 8 0 3 13 52
Total Working Papers 1 3 41 5,563 6 48 416 14,743

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 1 10 1 1 7 72
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 0 39 1 2 16 188
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 171 3 4 18 458
Monetary policy uncertainty and monetary policy surprises 0 2 7 61 1 7 50 184
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 1 174 0 1 13 701
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 1 35 0 3 15 120
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 0 0 14 120
Total Journal Articles 0 2 11 519 6 18 133 1,843

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 0 2 0 0 5 11
Total Chapters 0 0 0 2 0 0 5 11

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Statistics updated 2026-08-07