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 9 140
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 0 54 1 4 18 123
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 0 90 2 3 11 188
Breaking Down TRACE Volumes Further 0 0 0 4 2 2 7 27
Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? 0 1 1 59 0 4 11 107
Examining the Nelson-Siegel Class of Term Structure Models 1 1 2 2,153 3 5 28 5,295
Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press 0 0 4 4 2 7 24 24
Gibbs sampling in econometric practice 0 0 0 60 2 5 15 195
International Spillovers of Monetary Policy 1 3 34 605 6 17 78 1,238
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 5 7 10 180
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 3 67 3 5 22 140
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 2 824 5 6 17 2,421
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 1 10 165
Monetary Policy Uncertainty and Monetary Policy Surprises 1 1 6 94 3 4 21 187
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 1 2 10 496
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 4 7 17 1,316
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 1 357 2 3 10 918
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 2 3 10 376
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 3 17 1 3 20 45
Term structure forecasting using macro factors and forecast combination 0 0 3 157 5 9 19 347
Term structure forecasting using macro factors and forecast combination 0 0 1 101 0 4 23 318
Testing for changes in volatility in heteroskedastic time series - a further examination 0 0 0 57 2 4 8 213
The Liquidity Effects of Official Bond Market Intervention 0 0 0 73 2 6 13 187
Unlocking the Treasury Market through TRACE 0 0 0 8 4 5 13 49
Total Working Papers 3 6 60 5,560 57 118 424 14,695

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 0 3 6 71
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 0 39 2 3 17 186
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 1 1 171 5 7 15 454
Monetary policy uncertainty and monetary policy surprises 1 1 6 59 10 15 44 177
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 1 1 1 174 4 5 13 700
Reprint: Monetary policy uncertainty and monetary policy surprises 0 0 1 35 2 4 13 117
The Liquidity Effects of Official Bond Market Intervention 0 0 0 29 3 4 15 120
Total Journal Articles 2 3 10 517 26 41 123 1,825

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 1 3 7 11
Total Chapters 0 0 0 2 1 3 7 11

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Statistics updated 2026-05-06