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Michiel De Pooter

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This is information that was supplied by Michiel De Pooter in registering through RePEc. If you are Michiel De Pooter , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Michiel
Middle Name:
Last Name: De Pooter
Suffix:

RePEc Short-ID: pde371

Email: [This author has chosen not to make the email address public]
Homepage: http://people.few.eur.nl/depooter
Postal Address:
Phone:

Affiliation

Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Location: Rotterdam, Netherlands
Homepage: http://www.econometric-institute.org/
Email:
Phone: 010 - 40 81278
Fax: 010 - 40 89162
Postal: Burgemeester Oudlaan 50, 3062 PA Rotterdam
Handle: RePEc:edi:eieurnl (more details at EDIRC)

Works

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Working papers

  1. De Pooter, Michiel & Robitaille, Patrice & Walker, Ian & Zdinak, Michael, 2014. "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?," International Finance Discussion Papers 1098, Board of Governors of the Federal Reserve System (U.S.).
  2. Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," Working Paper 2010/01, Norges Bank.
  3. Perepelkin, M. & Knapp, S. & Perepelkin, G. & de Pooter, M.D., 2009. "A method to measure flag performance for the shipping industry," Econometric Institute Research Papers EI 2009-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.
  6. Michiel D. de Pooter & Ren� Segers & Herman K. van Dijk, 2006. "On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute.
  7. de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006. "Gibbs sampling in econometric practice," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  8. De Pooter, Michiel & Ravazzolo, Francesco & van Dijk, Dick, 2006. "Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information," MPRA Paper 2512, University Library of Munich, Germany, revised 03 Mar 2007.
  9. Michiel de Pooter & Martin Martens & Dick van Dijk, 2005. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?," Tinbergen Institute Discussion Papers 05-089/4, Tinbergen Institute, revised 03 Jan 2006.
  10. Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute.
  11. de Pooter, M.D. & van Dijk, D.J.C., 2004. "Testing for changes in volatility in heteroskedastic time series - a further examination," Econometric Institute Research Papers EI 2004-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. Michiel D. de Pooter & Rengert Segers, 2004. "Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling," Computing in Economics and Finance 2004 82, Society for Computational Economics.

Articles

  1. Perepelkin, Mihail & Knapp, Sabine & Perepelkin, German & de Pooter, Michiel, 2010. "An improved methodology to measure flag performance for the shipping industry," Marine Policy, Elsevier, vol. 34(3), pages 395-405, May.
  2. Martens, Martin & van Dijk, Dick & de Pooter, Michiel, 2009. "Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements," International Journal of Forecasting, Elsevier, vol. 25(2), pages 282-303.
  3. Michiel de Pooter & Martin Martens & Dick van Dijk, 2008. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 199-229.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2010-03-13 2010-05-02 2014-06-22. Author is listed
  2. NEP-ECM: Econometrics (3) 2006-09-16 2007-03-17 2007-04-09. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2004-08-23 2005-11-19 2006-09-16. Author is listed
  4. NEP-FIN: Finance (2) 2004-08-23 2005-11-19
  5. NEP-FMK: Financial Markets (3) 2004-08-23 2005-11-19 2007-06-23. Author is listed
  6. NEP-FOR: Forecasting (5) 2007-03-17 2007-04-09 2007-06-23 2010-03-13 2010-05-02. Author is listed
  7. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  8. NEP-LAM: Central & South America (1) 2014-06-22
  9. NEP-MAC: Macroeconomics (4) 2007-03-17 2007-04-09 2007-06-23 2014-06-22. Author is listed
  10. NEP-MON: Monetary Economics (4) 2007-03-17 2007-04-09 2010-03-13 2014-06-22. Author is listed

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