skip to main navigation skip to secondary navigation skip to content
Board of Governors of the Federal Reserve System
skip to content

TheEconomists

Photo of Michiel De Pooter

michiel.d.depooter@frb.gov
Education
  • Ph.D., Financial Econometrics, Erasmus University Rotterdam, 2007
  • M.Sc., Financial Econometrics, Erasmus University Rotterdam, 2003
    • Economist

      Board of Governors of the Federal Reserve System

    • 2008 - present
  • De Pooter, Michiel D., Francesco Ravazzolo, and Dick van Dijk (2010). "Term Structure Forecasting using Macro Factors and Forecast Combination," International Finance Discussion Papers 993. Board of Governors of the Federal Reserve System (U.S.).
  • Martens, Martin, Dick van Dijk, and Michiel de Pooter (2009). "Forecasting S&P 500 Volatility: Long Memory, Level Shifts, Leverage Effects, Day-of-the-Week Seasonality, and Macroeconomic Announcements," International Journal of Forecasting, vol. 25, no. 2, pp. 282-303.
  • de Pooter, Michiel, Francesco Ravazzolo, Rene Segers, and Herman K. van Dijk (2008). "Bayesian Near-Boundary Analysis in Basic Macroeconomic Time-Series Models," in Chib, ,Siddhartha, Griffiths William, Koop Gary and Terrell Dek eds., Bayesian Econometrics. Advances in Econometrics, vol. 23. Bingley, U.K: Emerald, JAI Press; distributed by Turpin Distribution, Bedfordshire, U.K, pp. 331-402.
  • de Pooter, Michiel, Martin Martens, and Dick van Dijk (2008). "Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data--but which Frequency to use?" Econometric Reviews, vol. 27, no. 1-3, pp. 199-229.
  • de Pooter, Michiel D., Francesco Ravazzolo, and Dick van Dijk (2007). "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4. Tinbergen Institute.
  • Pooter, Michiel De (2007). "Examining the Nelson-Siegel Class of Term Structure Models," Discussion Papers 07-043/4. Tinbergen Institute.
  • de Pooter, Michiel D., Rene Segers, and 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.
  • de Pooter, Michiel, Martin Martens, and 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.
  • Martens, Martin, Dick van Dijk, and 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.
Skip stay connected section
Last update: December 9, 2013