Follow
Michiel De Pooter
Michiel De Pooter
Amazon Web Services
Verified email at amazon.com - Homepage
Title
Cited by
Cited by
Year
Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
M Martens, D Van Dijk, M De Pooter
International Journal of forecasting 25 (2), 282-303, 2009
1802009
Predicting the daily covariance matrix for s&p 100 stocks using intraday data—but which frequency to use?
M Pooter, M Martens, D Dijk
Econometric Reviews 27 (1-3), 199-229, 2008
1562008
Examining the Nelson-Siegel class of term structure models: In-sample fit versus out-of-sample forecasting performance
M De Pooter
Available at SSRN 992748, 2007
1482007
Modeling and forecasting S&P 500 volatility: Long memory, structural breaks and nonlinearity
M Martens, M De Pooter, DJC Van Dijk
Tinbergen Institute discussion paper, 2004
1132004
The liquidity effects of official bond market intervention
M De Pooter, RF Martin, S Pruitt
Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018
932018
Term structure forecasting using macro factors and forecast combination
M De Pooter, F Ravazzolo, DJC Van Dijk
FRB International Finance Discussion Paper, 2010
782010
International spillovers of monetary policy
J Ammer, M De Pooter, CJ Erceg, SB Kamin
IFDP Notes, 2016
592016
Are long-term inflation expectations well anchored in Brazil, Chile and Mexico?
M De Pooter, PT Robitaille, I Walker, M Zdinak
De Pooter, M., P. Robitaille, I. Walker, and M. Zdinak, 337-400, 2014
582014
Are long-term inflation expectations well anchored in Brazil, Chile and Mexico?
M De Pooter, PT Robitaille, I Walker, M Zdinak
De Pooter, M., P. Robitaille, I. Walker, and M. Zdinak, 337-400, 2014
582014
Testing for changes in volatility in heteroskedastic time series-a further examination
M De Pooter, D Van Dijk
Report/Econometric Institute, Erasmus University Rotterdam, 2004
562004
An improved methodology to measure flag performance for the shipping industry
M Perepelkin, S Knapp, G Perepelkin, M De Pooter
Marine Policy 34 (3), 395-405, 2010
402010
Predicting the term structure of interest rates: Incorporating parameter uncertainty, model uncertainty and macroeconomic information
M De Pooter, F Ravazzolo, DJC Van Dijk
Model Uncertainty and Macroeconomic Information (October 25, 2007), 2007
402007
Predicting the daily covariance matrix for S&P 100 stocks using intraday data-But which frequency to use?
M De Pooter, M Martens, DJC van Dijk
Tinbergen Institute discussion paper, 2005
282005
Reprint: Monetary policy uncertainty and monetary policy surprises
M De Pooter, G Favara, M Modugno, J Wu
Journal of International Money and Finance 114, 102401, 2021
272021
The effects of official bond market intervention in Europe
M De Pooter, R Martin, S Pruitt
Federal Reserve Board of Governors mimeo, 2012
242012
Bayesian near-boundary analysis in basic macroeconomic time-series models
M De Pooter, F Ravazzolo, R Segers, HK Van Dijk
Bayesian Econometrics, 2008
222008
Cheap Talk and the Efficacy of the ECB's Securities Market Programme: Did Bond Purchases Matter?
M De Pooter, DS Rebecca, RF Martin, S Pruitt
182015
Unlocking the treasury market through trace
D Brain, M De Pooter, D Dobrev, MJ Fleming, P Johansson, C Jones, ...
Tony and Shachar, Or, Unlocking the Treasury Market Through Trace (September …, 2018
112018
International Spillovers of Monetary Policy.(No. 2016-02-08-1)
J Ammer, M De Pooter, CJ Erceg, SB Kamin
Washington: Board of Governors of the Federal Reserve System (US). models, 2016
112016
Predicting the term structure of interest rates
M De Pooter, F Ravazzolo, D van Dijk
Working Paper, 2007
112007
The system can't perform the operation now. Try again later.
Articles 1–20