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Details about Michiel De Pooter

Homepage:http://people.few.eur.nl/depooter
Workplace:Econometrisch Instituut (Econometric Institute), Faculteit der Economische Wetenschappen (Erasmus School of Economics), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)

Access statistics for papers by Michiel De Pooter.

Last updated 2015-07-23. Update your information in the RePEc Author Service.

Short-id: pde371


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Working Papers

2015

  1. Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. The Liquidity Effects of Official Bond Market Intervention
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (11)

2014

  1. Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (14)
    See also Journal Article in International Journal of Central Banking (2014)

2010

  1. Term structure forecasting using macro factors and forecast combination
    Working Paper, Norges Bank Downloads View citations (6)
    Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2010) Downloads View citations (10)

2009

  1. A method to measure flag performance for the shipping industry
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads

2008

  1. Bayesian near-boundary analysis in basic macroeconomic time series models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (18)

2007

  1. Examining the Nelson-Siegel Class of Term Structure Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)
  2. Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (13)

2006

  1. Gibbs sampling in econometric practice
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
  2. On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  3. Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    See also Journal Article in Econometric Reviews (2008)

2004

  1. Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling
    Computing in Economics and Finance 2004, Society for Computational Economics
  2. Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)
  3. Testing for changes in volatility in heteroskedastic time series - a further examination
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (9)

Journal Articles

2014

  1. Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?
    International Journal of Central Banking, 2014, 10, (2), 337-400 Downloads View citations (7)
    See also Working Paper (2014)

2010

  1. An improved methodology to measure flag performance for the shipping industry
    Marine Policy, 2010, 34, (3), 395-405 Downloads View citations (3)

2009

  1. Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
    International Journal of Forecasting, 2009, 25, (2), 282-303 Downloads View citations (54)

2008

  1. Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?
    Econometric Reviews, 2008, 27, (1-3), 199-229 Downloads View citations (29)
    See also Working Paper (2006)
 
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