Michiel De Pooter
Names
first: |
Michiel |
last: |
De Pooter |
Contact
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
- website
- location: Washington, District of Columbia (United States)
Research profile
author of:
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Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information
by De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick
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Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
by Michiel D. de Pooter & Rengert Segers
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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
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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
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Term structure forecasting using macro factors and forecast combination
by Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk
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Term structure forecasting using macro factors and forecast combination
by Michiel De Pooter & Francesco Ravazzolo & Dick Van Dijk
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An improved methodology to measure flag performance for the shipping industry
by Perepelkin, Mihail & Knapp, Sabine & Perepelkin, German & de Pooter, Michiel
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Bayesian near-boundary analysis in basic macroeconomic time series models
by de Pooter, M. D. & Ravazzolo, F. & Segers, R. & van Dijk, H. K.
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A method to measure flag performance for the shipping industry
by Perepelkin, M. & Knapp, S. & Perepelkin, G. & de Pooter, M. D.
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Testing for changes in volatility in heteroskedastic time series - a further examination
by de Pooter, M. D. & van Dijk, D. J. C.
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Gibbs sampling in econometric practice
by de Pooter, M. D. & Segers, R. & van Dijk, H. K.
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Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?
by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak
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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
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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
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The Liquidity Effects of Official Bond Market Intervention
by Michiel De Pooter & Robert F. Martin & Seth Pruitt
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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
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Examining the Nelson-Siegel Class of Term Structure Models
by Michiel De Pooter
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Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
by Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak
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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
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Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
by Martin Martens & Dick van Dijk & Michiel de Pooter
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Monetary Policy Surprises and Monetary Policy Uncertainty
by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
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The Liquidity Effects of Official Bond Market Intervention
by De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth
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Measuring Monetary Policy Spillovers between U.S. and German Bond Yields
by Stephanie E. Curcuru & Michiel De Pooter & George Eckerd
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International Spillovers of Monetary Policy
by John Ammer & Michiel De Pooter & Christopher J. Erceg & Steven B. Kamin
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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
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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
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Monetary Policy Uncertainty and Monetary Policy Surprises
by Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu
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Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference
by Michiel De Pooter