Michiel De Pooter

Names

Contact

Affiliations

• Federal Reserve Board (Board of Governors of the Federal Reserve System)
  • website
  • location: Washington, District of Columbia (United States)

Research profile

author of:

• Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
  by De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick
• Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
  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?
  by Michiel de Pooter & Martin Martens & Dick van Dijk
• Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
  by Martens, Martin & van Dijk, Dick & de Pooter, Michiel
• Term structure forecasting using macro factors and forecast combination
  by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
• Term structure forecasting using macro factors and forecast combination
  by Michiel De Pooter & Francesco Ravazzolo & Dick Van Dijk
• An improved methodology to measure flag performance for the shipping industry
  by Perepelkin, Mihail & Knapp, Sabine & Perepelkin, German & de Pooter, Michiel
• Bayesian near-boundary analysis in basic macroeconomic time series models
  by de Pooter, M. D. & Ravazzolo, F. & Segers, R. & van Dijk, H. K.
• A method to measure flag performance for the shipping industry
  by Perepelkin, M. & Knapp, S. & Perepelkin, G. & de Pooter, M. D.
• Testing for changes in volatility in heteroskedastic time series - a further examination
  by de Pooter, M. D. & van Dijk, D. J. C.
• Gibbs sampling in econometric practice
  by de Pooter, M. D. & Segers, R. & van Dijk, H. K.
• Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?
  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
  by Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk
• On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
  by Michiel D. de Pooter & René Segers & Herman K. van Dijk
• The Liquidity Effects of Official Bond Market Intervention
  by Michiel De Pooter & Robert F. Martin & Seth Pruitt
• Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?
  by Michiel de Pooter & Martin Martens & Dick van Dijk
• Examining the Nelson-Siegel Class of Term Structure Models
  by Michiel De Pooter
• Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
  by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak
• Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?
  by Michiel De Pooter & Robert F. Martin & Seth Pruitt & DeSimone Rebecca
• Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
  by Martin Martens & Dick van Dijk & Michiel de Pooter
• Monetary Policy Surprises and Monetary Policy Uncertainty
  by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
• The Liquidity Effects of Official Bond Market Intervention
  by De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth
• Measuring Monetary Policy Spillovers between U.S. and German Bond Yields
  by Stephanie E. Curcuru & Michiel De Pooter & George Eckerd
• International Spillovers of Monetary Policy
  by John Ammer & Michiel De Pooter & Christopher J. Erceg & Steven B. Kamin
• Breaking Down TRACE Volumes Further
  by Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar
• Unlocking the Treasury Market through TRACE
  by 10 authorsDoug 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
• Monetary Policy Uncertainty and Monetary Policy Surprises
  by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
• Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference
  by Michiel De Pooter