1. Home
  2. Economic Research
  3. Meet the Economists

Meet the Economists

Photo of Michiel De Pooter

Michiel De Pooter

Assistant Director Monetary and Financial Market Analysis Section Monetary Affairs
michiel.d.depooter@frb.gov

Education

  • Ph.D., Financial Econometrics, Erasmus University Rotterdam, 2007
  • M.Sc., Financial Econometrics, Erasmus University Rotterdam, 2003
Current Research Topics
  • Monetary Policy Spillovers, Textual Analysis
  • Interest Rate Term Structure Modelling
  • Assistant Director

    Board of Governors of the Federal Reserve System

    2020 - present
  • Section Chief

    Board of Governors of the Federal Reserve System

    2016 - 2019
  • 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, Giovanni Favara, Michele Modugno, and Jason Wu (2020). "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032. Board of Governors of the Federal Reserve System (U.S.).
  • Brain, Doug, Michiel De Pooter, Dobrislav Dobrev, Michael Fleming, Pete Johansson, Collin Jones, Frank Keane, Michael Puglia, Liza Reiderman, Tony Rodrigues, and Or Shachar (2018). "Unlocking the Treasury Market through TRACE," FEDS Notes 2018-09-28. Board of Governors of the Federal Reserve System (U.S.).
  • Brain, Doug, Michiel De Pooter, Dobrislav Dobrev, Michael Fleming, Peter Johansson, Frank Keane, Michael Puglia, Tony Rodrigues, and Or Shachar (2018). "Breaking Down TRACE Volumes Further," FEDS Notes 2018-11-29. Board of Governors of the Federal Reserve System (U.S.).
  • Curcuru, Stephanie E., Michiel De Pooter, and George Eckerd (2018). "Measuring Monetary Policy Spillovers between U.S. and German Bond Yields," International Finance Discussion Papers 1226. Board of Governors of the Federal Reserve System (U.S.).
  • De Pooter, Michiel, Giovanni Favara, Michele Modugno, and Jason Wu (2018). "Monetary Policy Surprises and Monetary Policy Uncertainty," FEDS Notes 2018-05-18. Board of Governors of the Federal Reserve System (U.S.).
  • De Pooter, Michiel, Robert F. Martin, and Seth Pruitt (2018). "The Liquidity Effects of Official Bond Market Intervention," Journal of Financial and Quantitative Analysis, vol. 53, no. 1, pp. 243-268.
  • 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. Board of Governors of the Federal Reserve System (U.S.).
  • De Pooter, Michiel, Robert F. Martin, and Seth Pruitt (2015). "The Liquidity Effects of Official Bond Market Intervention," International Finance Discussion Papers 1138. Board of Governors of the Federal Reserve System (U.S.).
  • 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: September 14, 2020