Michiel De Pooter : Citation Profile

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

13

H index

14

i10 index

597

Citations

RESEARCH PRODUCTION:

7

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 28
   Journals where Michiel De Pooter has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 7 (1.16 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde371
   Updated: 2026-01-10    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

Modugno, Michele (3)

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)

Santucci de Magistris, Paolo (12)

Grassi, Stefano (11)

Asai, Manabu (10)

Diebold, Francis (9)

Bollerslev, Tim (9)

Caporin, Massimiliano (9)

Cites to:

Swanson, Eric (23)

Diebold, Francis (23)

Bollerslev, Tim (16)

Gürkaynak, Refet (16)

Svensson, Lars (14)

Piazzesi, Monika (13)

Bauer, Michael (13)

van Dijk, Herman (12)

Andersen, Torben (11)

Rudebusch, Glenn (10)

Fleming, Michael (10)

Main data

Where Michiel De Pooter has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

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

Recent works citing Michiel De Pooter (2025 and 2024)

YearTitle of citing document
2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2024The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market. (2024). Kitamura, Tomiyuki ; Fukuma, Noritaka ; Matsuda, Naoki ; Watanabe, Kota ; Maehashi, Kohei ; Takemura, Keita. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e09.

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2025Skewed Interest Rate Expectations and Effects of Central Banks Market Operations: Empirical Findings Using Granular Transaction Data. (2025). Sone, Taihei ; Sasaki, Takatoshi ; Miyakawa, Daisuke ; Maehashi, Kohei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e07.

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2024A statistical approach to identifying ECB monetary policy. (2024). Fonseca, Luís ; Brand, Claus ; Bitter, Lea ; Akkaya, Yildiz. In: Working Paper Series. RePEc:ecb:ecbwps:20242994.

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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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2024The effect of monetary policy on inflation expectations: Evidence from a financial traders survey. (2024). Pedersen, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:137:y:2024:i:c:s0264999324001342.

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2025Monetary policy uncertainty and corporate credit financing in China: The role of accounting information quality. (2025). Yang, Miao ; Li, Xiao-Lin ; Zhao, Chen ; Ge, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s026499932400347x.

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2025The international spillovers of US monetary policy uncertainty: Is it a dilemma or trilemma for monetary policy?. (2025). Luo, Jingru ; Liu, Jingting ; Alba, Joseph D ; Wang, Peiming. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001178.

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2025Does one size fit all? The country-specific effects of ECB monetary policy. (2025). Tavlas, George ; Wang, Yongli ; Hall, Stephen G ; Gefang, Deborah. In: European Economic Review. RePEc:eee:eecrev:v:175:y:2025:i:c:s0014292125000753.

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2024Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2024Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico. (2024). Zhu, Simon ; Beauregard, Remy ; Fischer, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000886.

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2025Can bilateral RMB swap reduce monetary policy spillovers from the United States to China?. (2025). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Cheng, Feiyang ; Zhang, MI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000472.

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2025Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China. (2025). Fan, Jiacheng ; Lin, Jianhao ; Zhang, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002851.

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2024How do Treasury dealers manage their positions?. (2024). Fleming, Michael ; Rosenberg, Joshua ; Nguyen, Giang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:158:y:2024:i:c:s0304405x24001089.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2024Liquidity in the German corporate bond market: Has the CSPP made a difference?. (2024). Boneva, Lena ; Islami, Mevlud ; Schlepper, Kathi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001347.

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2025A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213.

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2025Does monetary policy uncertainty moderate the transmission of policy shocks to government bond yields?. (2025). Wang, Ben Zhe ; Ying, Shan ; Sheen, Jeffrey ; Gu, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000567.

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2025Stock market responses to monetary policy shocks: Firm-level evidence. (2025). Spagnolo, Nicola ; Arin, Kerim ; Polyzos, Efstathios ; Kaplan, Samuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000600.

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2024Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.

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2024Same actions, different effects: The conditionality of monetary policy instruments. (2024). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000497.

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2025The nexus of peer-to-peer lending and monetary policy transmission: Evidence from the Peoples Republic of China. (2025). Beirne, John ; Renzhi, Nuobu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001076.

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

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2024The asymmetric response of sovereign credit default swaps spreads to risk aversion, investor sentiment and monetary policy shocks. (2024). Haddou, Samira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:244-272.

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2024Spillover effects of multidimensional information in Fed statements on Chinas bond market. (2024). Chen, Xiaoli ; Liu, Chunzi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:712-741.

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2025Deficiency performance analysis of flag states using inspection data: A case study of Paris and Tokyo MoUs. (2025). Xu, Lang ; Shi, Meiyu ; Chen, Jihong ; Fu, Shanshan. In: Transport Policy. RePEc:eee:trapol:v:165:y:2025:i:c:p:42-57.

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2025The Evolution of Inflation Targeting from the 1990s to 2020s: Developments and New Challenges. (2025). Kiley, Michael ; Mishkin, Frederic S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-25.

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2025Optimal Time Varying Parameters in Yield Curve Modeling and Forecasting: A Simulation Study on BRICS Countries. (2025). Resta, Marina ; Castello, Oleksandr. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10619-z.

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2024Decomposing Uncertainty in Macro-Finance Term Structure Models. (2024). Byrne, Joseph ; Cao, Shuo. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:14:y:2024:i:3:p:428-449..

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2024Test for conditional quantile change in general conditional heteroscedastic time series models. (2024). Kim, Chang Kyeom ; Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00889-z.

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2025Central bank information effects in Japan: the role of uncertainty channel. (2025). Morita, Hiroshi ; Matsumoto, Ryo ; Ono, Taiki. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02656-2.

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2024Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8.

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2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325.

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2024The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic. (2024). laopodis, nikiforos ; Kouretas, Georgios ; Salachas, Evangelos. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1018-1041.

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2025Reconsidering the Feds Inflation Forecasting Advantage. (2025). Guisinger, Amy ; McCracken, Michael W ; Owyang, Michael T. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:1:p:5-30.

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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]		paper26
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: 26		paper
2018The Liquidity Effects of Official Bond Market Intervention In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article69
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: 69		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]		article107
2021Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article31
2020Monetary Policy Uncertainty and Monetary Policy Surprises.(2020) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2021Reprint: Monetary policy uncertainty and monetary policy surprises In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2010An improved methodology to measure flag performance for the shipping industry In: Marine Policy.
[Full Text][Citation analysis]		article7
2008Bayesian near-boundary analysis in basic macroeconomic time-series models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter19
2008Bayesian near-boundary analysis in basic macroeconomic time series models.(2008) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
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]		paper21
2006Gibbs sampling in econometric practice In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper1
2025Gauging the Sentiment of Federal Open Market Committee Communications through the Eyes of the Financial Press In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2018Monetary Policy Surprises and Monetary Policy Uncertainty In: FEDS Notes.
[Full Text][Citation analysis]		paper8
2021Questions and Answers: The Information Content of the Post-FOMC Meeting Press Conference In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2014Are Long-Term Inflation Expectations Well Anchored in Brazil, Chile and Mexico? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper40
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: 40		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]		paper10
2016International Spillovers of Monetary Policy In: IFDP Notes.
[Full Text][Citation analysis]		paper16
2018Unlocking the Treasury Market through TRACE In: Liberty Street Economics.
[Full Text][Citation analysis]		paper2
2018Breaking Down TRACE Volumes Further In: Liberty Street Economics.
[Full Text][Citation analysis]		paper7
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]		article60
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: 60		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]		paper58

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