Michiel De Pooter

发表

Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity

Dick J. C. van Dijk, M. Martens, Michiel De Pooter, 2004 .

On the Practice of Bayesian Inference in Basic Economic Time Series Models Using Gibbs Sampling

Michiel De Pooter, H. van Dijk, R. Segers, 2006 .

Examining the Nelson-Siegel Class of Term Structure Models: In-Sample Fit versus Out-of-Sample Forecasting Performance

Michiel De Pooter, 2007 .

Monetary Policy Uncertainty and Monetary Policy Surprises

M. Modugno, Michiel De Pooter, Jason Wu, 2020, Journal of International Money and Finance.

Cheap Talk and the Efficacy of the ECB's Securities Market Programme: Did Bond Purchases Matter?

Michiel De Pooter, Seth Pruitt, Robert F. Martin, 2015 .

Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?

Michiel De Pooter, I. Walker, Patrice T. Robitaille, 2014 .

The Liquidity Effects of Official Bond Market Intervention

Michiel De Pooter, Seth Pruitt, Robert F. Martin, 2016 .

Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?

Dick J. C. van Dijk, M. Martens, Michiel De Pooter, 2005 .

Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information

F. Ravazzolo, Dick J. C. van Dijk, Michiel De Pooter, 2007 .

Term Structure Forecasting Using Macro Factors and Forecast Combination

F. Ravazzolo, Dick J. C. van Dijk, Michiel De Pooter, 2010 .

Measuring Monetary Policy Spillovers between U.S. And German Bond Yields

Michiel De Pooter, Stephanie E. Curcuru, George Eckerd, 2018 .