Michiel De Pooter : Citation Profile

Are you Michiel De Pooter?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

12

H index

12

i10 index

537

Citations

RESEARCH PRODUCTION:

5

Articles

23

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 31
   Journals where Michiel De Pooter has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 5 (0.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde371
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michiel De Pooter.

Is cited by:

van Dijk, Herman (14)

Medeiros, Marcelo (13)

Santucci de Magistris, Paolo (13)

Ravazzolo, Francesco (12)

GUPTA, RANGAN (12)

Grassi, Stefano (11)

Asai, Manabu (10)

Bollerslev, Tim (9)

Diebold, Francis (9)

Caporin, Massimiliano (9)

Baştürk, Nalan (8)

Cites to:

van Dijk, Herman (28)

Diebold, Francis (23)

Bollerslev, Tim (16)

Piazzesi, Monika (13)

Andersen, Torben (11)

Ang, Andrew (10)

Rudebusch, Glenn (10)

Kleibergen, Frank (9)

Geweke, John (9)

Harvey, Campbell (8)

Hansen, Peter (8)

Main data

Where Michiel De Pooter has published?

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute5
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)5
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute4
Liberty Street Economics / Federal Reserve Bank of New York2
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Michiel De Pooter (2024 and 2023)

YearTitle of citing document
2023Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Yield curve sensitivity to investor positioning around economic shocks. (2023). Stoja, Evarist ; Saha, Shreyosi ; Kinston, Rafael ; Boneva, Leva ; Altmeyer, Patrick. In: Bank of England working papers. RePEc:boe:boeewp:1029.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2024The Term Structure of Monetary Policy Uncertainty. (2024). Herriford, Trenton ; Bundick, Brent ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188923002099.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2023Building optimal regime-switching portfolios. (2023). Bucci, Andrea ; Ciciretti, Vito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001723.

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2023Euro area sovereign bond risk premia before and during the Covid-19 pandemic. (2023). Schwaab, Bernd ; Corradin, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000314.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

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2023How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Diaz, Antonio ; Alonso, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006722.

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2023The Bank of Japans equity purchases and stock illiquidity. (2023). Yamada, Kazuo ; Takahashi, Hidenori ; Leung, Woon Sau ; el Kalak, Izidin. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s138641812200060x.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks. (2023). Ruman, Asif M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000902.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625.

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2023Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms. (2023). Cho, Dooyeon ; Im, Pullip. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001614.

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2023Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663.

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2023Do central bank words matter in emerging markets? Evidence from Mexico. (2023). Solis, Pavel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:78:y:2023:i:c:s0164070423000708.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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2023Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317.

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2023Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market. (2023). Weigerding, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:244-264.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Ma, Feng ; Liu, Jing ; Xu, Yanyan ; Chu, Jielei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2023Dealer Capacity and U.S. Treasury Market Functionality. (2023). van Tassel, Peter ; Shachar, OR ; Nelson, Claire ; Keane, Frank M ; Fleming, Michael J ; Duffie, Darrell. In: Staff Reports. RePEc:fip:fednsr:96553.

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2023Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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2023Not all ECB meetings are created equal. (2023). Tillmann, Peter ; Kandemir, Sinem. In: MAGKS Papers on Economics. RePEc:mar:magkse:202312.

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2023Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286.

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2023Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122.

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2023The influence of negative interest rates on life insurance companies. (2023). Grochola, Nicolaus. In: ICIR Working Paper Series. RePEc:zbw:icirwp:279897.

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Works by Michiel De Pooter:

YearTitleTypeCited
2010Term structure forecasting using macro factors and forecast combination In: Working Paper.
[Full Text][Citation analysis]		paper23
2010Term structure forecasting using macro factors and forecast combination.(2010) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2018The Liquidity Effects of Official Bond Market Intervention In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article64
2015The Liquidity Effects of Official Bond Market Intervention.(2015) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements In: International Journal of Forecasting.
[Full Text][Citation analysis]		article104
2010An improved methodology to measure flag performance for the shipping industry In: Marine Policy.
[Full Text][Citation analysis]		article6
2008Bayesian near-boundary analysis in basic macroeconomic time series models In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper19
2009A method to measure flag performance for the shipping industry In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2004Testing for changes in volatility in heteroskedastic time series - a further examination In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper20
2006Gibbs sampling in econometric practice In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper1
2020Monetary Policy Uncertainty and Monetary Policy Surprises In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper18
2018Monetary Policy Surprises and Monetary Policy Uncertainty In: FEDS Notes.
[Full Text][Citation analysis]		paper9
2021Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2014Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper35
2014Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile, and Mexico?.(2014) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2015Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2018Measuring Monetary Policy Spillovers between U.S. and German Bond Yields In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper9
2016International Spillovers of Monetary Policy In: IFDP Notes.
[Full Text][Citation analysis]		paper14
2018Unlocking the Treasury Market through TRACE In: Liberty Street Economics.
[Full Text][Citation analysis]		paper4
2018Breaking Down TRACE Volumes Further In: Liberty Street Economics.
[Full Text][Citation analysis]		paper6
2007Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information In: MPRA Paper.
[Full Text][Citation analysis]		paper20
2007Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2004Learning the Shape of the Likelihood of Typical Econometric Models using Gibbs Sampling In: Computing in Economics and Finance 2004.
[Citation analysis]		paper0
2008Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? In: Econometric Reviews.
[Full Text][Citation analysis]		article57
2006Predicting the Daily Covariance Matrix for S&P 100 Stocks using Intraday Data - But which Frequency to use?.(2006) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2004Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper67
2006On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2007Examining the Nelson-Siegel Class of Term Structure Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper57

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