Photo of Michiel De Pooter

Michiel De Pooter

Education

  • Ph.D., Financial Econometrics, Erasmus University Rotterdam, 2007
  • M.Sc., Financial Econometrics, Erasmus University Rotterdam, 2003
Current Research Topics
  • Term Structure Modelling
  • Monetary Policy Spillovers
  • Section Chief

    Board of Governors of the Federal Reserve System

    2016 - present
  • Senior and Principal Economist

    Board of Governors of the Federal Reserve System

    2013 - 2015
  • Economist

    Board of Governors of the Federal Reserve System

    2008 - 2013
  • De Pooter, Michiel, Robert F. Martin, and Seth Pruitt (forthcoming). "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis.
  • Ammer, John, Michiel De Pooter, Christopher Erceg, and Steven Kamin (2016). "International Spillovers of Monetary Policy," IFDP Notes 2016-02-08. Board of Governors of the Federal Reserve System (U.S.).
  • De Pooter, Michiel, Rebecca DeSimone, Robert F. Martin, and Seth Pruitt (2015). "Cheap Talk and the Efficacy of the ECB's Securities Market Programme: Did Bond Purchases Matter?" International Finance Discussion Papers 1139. Washington: Board of Governors of the Federal Reserve System.
  • De Pooter, Michiel, Robert F. Martin, and Seth Pruitt (2015). "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138. Washington: Board of Governors of the Federal Reserve System.
  • De Pooter, Michiel, Patrice Robitaille, Ian Walker, and Michael Zdinak (2014). "Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?" International Journal of Central Banking, vol. 10, no. 2, pp. 337-400.
  • De Pooter, Michiel D., Patrice T. Robitaille, Ian A. Walker, and 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.).
  • 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.
  • De Pooter, Michiel D. (2007). "Examining the Nelson-Siegel Class of Term Structure Models," Discussion Papers 07-043/4. Tinbergen Institute.
  • De Pooter, Michiel (2007). "Modeling and Forecasting Stock Return Volatility and the Term Structure of Interest Rates," Ph.D dissertation, Erasmus University Rotterdam.
  • 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.
  • 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.
Last update: May 19, 2017