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Michiel De Pooter

Personal Details

First Name:Michiel
Middle Name:
Last Name:De Pooter
Suffix:
RePEc Short-ID:pde371
[This author has chosen not to make the email address public]
https://sites.google.com/site/michieldepooter/

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/



20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
  2. Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2018. "Monetary Policy Surprises and Monetary Policy Uncertainty," FEDS Notes 2018-05-18, Board of Governors of the Federal Reserve System (U.S.).
  3. Michiel De Pooter & Stephanie E. Curcuru & George Eckerd, 2018. "Measuring Monetary Policy Spillovers between U.S. and German Bond Yields," International Finance Discussion Papers 1226, Board of Governors of the Federal Reserve System (U.S.).
  4. 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, 2018. "Unlocking the Treasury Market through TRACE," Liberty Street Economics 20180928b, Federal Reserve Bank of New York.
    • Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Pete Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018. "Unlocking the Treasury Market through TRACE," FEDS Notes 2018-09-28-1, Board of Governors of the Federal Reserve System (U.S.).
  5. Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar, 2018. "Breaking Down TRACE Volumes Further," Liberty Street Economics 20181129, Federal Reserve Bank of New York.
    • Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Tony Rodrigues & Or Shachar, 2018. "Breaking Down TRACE Volumes Further," FEDS Notes 2018-11-29, Board of Governors of the Federal Reserve System (U.S.).
  6. John Ammer & Michiel De Pooter & Christopher J. Erceg & Steven B. Kamin, 2016. "International Spillovers of Monetary Policy," IFDP Notes 2016-02-08-1, Board of Governors of the Federal Reserve System (U.S.).
  7. Michiel De Pooter & Robert F. Martin & Seth Pruitt, 2015. "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138, Board of Governors of the Federal Reserve System (U.S.), revised 02 Jul 2015.
  8. Michiel De Pooter & Robert F. Martin & Seth Pruitt & DeSimone Rebecca, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.), revised 06 Jul 2015.
  9. Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak, 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.), revised 19 Mar 2014.
  10. Michiel de Pooter & Francesco Ravazzolo & Dick van Dijk, 2010. "Term structure forecasting using macro factors and forecast combination," Working Paper 2010/01, Norges Bank.
  11. 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.
  12. 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.
  13. Michiel De Pooter, 2007. "Examining the Nelson-Siegel Class of Term Structure Models," Tinbergen Institute Discussion Papers 07-043/4, Tinbergen Institute.
  14. 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.
  15. 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.
  16. Michiel D. de Pooter & René 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.

Articles

  1. De Pooter, Michiel & Martin, Robert F. & Pruitt, Seth, 2018. "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(1), pages 243-268, February.
  2. Michiel De Pooter & Patrice Robitaille & Ian Walker & Michael Zdinak, 2014. "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(2), pages 337-400, June.
  3. 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.
  4. 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.
  5. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (11) 2007-03-17 2007-04-09 2007-06-23 2009-03-28 2014-06-22 2015-07-18 2015-07-18 2016-09-25 2018-06-11 2018-06-18 2020-05-11. Author is listed
  2. NEP-MON: Monetary Economics (10) 2007-03-17 2007-04-09 2010-03-13 2014-06-22 2015-07-18 2015-07-18 2016-09-25 2018-06-11 2018-06-18 2020-05-11. Author is listed
  3. NEP-CBA: Central Banking (9) 2010-03-13 2010-05-02 2014-06-22 2015-07-18 2016-09-25 2018-06-11 2018-06-18 2020-02-10 2020-05-11. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2004-08-23 2005-11-19 2006-09-16 2009-03-28
  5. NEP-ECM: Econometrics (3) 2006-09-16 2007-03-17 2007-04-09
  6. NEP-FMK: Financial Markets (3) 2004-08-23 2005-11-19 2007-06-23
  7. NEP-FOR: Forecasting (3) 2007-04-09 2010-03-13 2010-05-02
  8. NEP-EEC: European Economics (2) 2015-07-18 2018-06-11
  9. NEP-CSE: Economics of Strategic Management (1) 2009-03-28
  10. NEP-DGE: Dynamic General Equilibrium (1) 2015-07-18
  11. NEP-GEN: Gender (1) 2020-05-11
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  13. NEP-LAM: Central & South America (1) 2014-06-22
  14. NEP-ORE: Operations Research (1) 2020-05-11

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