Michiel De Pooter
Names
| first: |
Michiel |
| last: |
De Pooter |
Identifer
Contact
Affiliations
-
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- Term structure forecasting using macro factors and forecast combination (RePEc:bno:worpap:2010_01)
by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk - The Liquidity Effects of Official Bond Market Intervention (RePEc:cup:jfinqa:v:53:y:2018:i:01:p:243-268_00)
by De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth - Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements (RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303)
by Martens, Martin & van Dijk, Dick & de Pooter, Michiel - An improved methodology to measure flag performance for the shipping industry (RePEc:eee:marpol:v:34:y:2010:i:3:p:395-405)
by Perepelkin, Mihail & Knapp, Sabine & Perepelkin, German & de Pooter, Michiel - Bayesian near-boundary analysis in basic macroeconomic time series models (RePEc:ems:eureir:13055)
by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K. - A method to measure flag performance for the shipping industry (RePEc:ems:eureir:14704)
by Perepelkin, M. & Knapp, S. & Perepelkin, G. & de Pooter, M.D. - Testing for changes in volatility in heteroskedastic time series - a further examination (RePEc:ems:eureir:1627)
by de Pooter, M.D. & van Dijk, D.J.C. - Gibbs sampling in econometric practice (RePEc:ems:eureir:7743)
by de Pooter, M.D. & Segers, R. & van Dijk, H.K. - Monetary Policy Uncertainty and Monetary Policy Surprises (RePEc:fip:fedgfe:2020-32)
by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu - Monetary Policy Surprises and Monetary Policy Uncertainty (RePEc:fip:fedgfn:2018-05-18)
by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu - Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference (RePEc:fip:fedgfn:2021-10-12)
by Michiel De Pooter - Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? (RePEc:fip:fedgif:1098)
by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak - The Liquidity Effects of Official Bond Market Intervention (RePEc:fip:fedgif:1138)
by Michiel De Pooter & Robert F. Martin & Seth Pruitt - Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? (RePEc:fip:fedgif:1139)
by Michiel De Pooter & Robert F. Martin & Seth Pruitt & DeSimone Rebecca - Measuring Monetary Policy Spillovers between U.S. and German Bond Yields (RePEc:fip:fedgif:1226)
by Stephanie E. Curcuru & Michiel De Pooter & George Eckerd - Term structure forecasting using macro factors and forecast combination (RePEc:fip:fedgif:993)
by Michiel De Pooter & Francesco Ravazzolo & Dick Van Dijk - International Spillovers of Monetary Policy (RePEc:fip:fedgin:2016-02-08-1)
by John Ammer & Michiel De Pooter & Christopher J. Erceg & Steven B. Kamin - Unlocking the Treasury Market through TRACE (RePEc:fip:fednls:87277)
by Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Anthony P. Rodrigues & Or Shachar - Breaking Down TRACE Volumes Further (RePEc:fip:fednls:87297)
by Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar - Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico? (RePEc:ijc:ijcjou:y:2014:q:2:a:14)
by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak - Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information (RePEc:pra:mprapa:2512)
by De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick - Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling (RePEc:sce:scecf4:82)
by Michiel D. de Pooter & Rengert Segers - Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:199-229)
by Michiel de Pooter & Martin Martens & Dick van Dijk - Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity (RePEc:tin:wpaper:20040067)
by Martin Martens & Dick van Dijk & Michiel de Pooter - Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use? (RePEc:tin:wpaper:20050089)
by Michiel de Pooter & Martin Martens & Dick van Dijk - On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling (RePEc:tin:wpaper:20060076)
by Michiel D. de Pooter & René Segers & Herman K. van Dijk - Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information (RePEc:tin:wpaper:20070028)
by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk - Examining the Nelson-Siegel Class of Term Structure Models (RePEc:tin:wpaper:20070043)
by Michiel De Pooter