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 1 131
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? 0 0 1 54 0 0 2 105
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 90 0 0 1 177
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 1 1 58 0 3 4 96
Examining the Nelson-Siegel Class of Term Structure Models 0 0 4 2,151 3 5 16 5,270
Gibbs sampling in econometric practice 0 0 0 60 0 0 2 180
International Spillovers of Monetary Policy 8 18 51 579 12 30 92 1,172
Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling 0 0 0 0 0 0 1 170
Measuring Monetary Policy Spillovers between U.S. and German Bond Yields 0 0 1 64 0 2 9 118
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity 0 0 0 822 0 2 3 2,404
Monetary Policy Surprises and Monetary Policy Uncertainty 0 0 0 95 0 0 2 155
Monetary Policy Uncertainty and Monetary Policy Surprises 2 2 6 90 2 3 9 168
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 0 3 486
Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? 0 0 0 364 0 0 3 1,299
Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information 0 0 0 356 0 2 5 908
Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information 0 0 0 141 0 1 2 366
Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference 0 0 0 14 1 1 7 26
Term structure forecasting using macro factors and forecast combination 0 1 4 100 4 7 16 299
Term structure forecasting using macro factors and forecast combination 2 2 2 156 3 4 8 331
Testing for changes in volatility in heteroskedastic time series - a further examination 0 1 1 57 0 1 1 205
The Liquidity Effects of Official Bond Market Intervention 0 1 1 73 0 1 1 174
Unlocking the Treasury Market through TRACE 0 0 0 8 0 0 1 36
Total Working Papers 12 26 73 5,512 25 63 190 14,296

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 1 9 0 1 1 65
Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? 0 0 2 39 1 4 11 170
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements 0 0 1 170 0 0 3 439
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? 0 0 0 173 0 1 5 687
The Liquidity Effects of Official Bond Market Intervention 0 0 1 29 1 3 7 106
Total Journal Articles 0 1 5 420 2 9 27 1,467

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Statistics updated 2025-06-06