| Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements M Martens, D Van Dijk, M De Pooter International Journal of forecasting 25 (2), 282-303, 2009 | 199 | 2009 |
| Predicting the daily covariance matrix for s&p 100 stocks using intraday data—but which frequency to use? M Pooter, M Martens, D Dijk Econometric Reviews 27 (1-3), 199-229, 2008 | 173 | 2008 |
| Examining the Nelson-Siegel class of term structure models: In-sample fit versus out-of-sample forecasting performance M De Pooter Available at SSRN 992748, 2007 | 166 | 2007 |
| Modeling and forecasting S&P 500 volatility: Long memory, structural breaks and nonlinearity M Martens, D Van Dijk, M De Pooter Tinbergen Institute discussion paper, 2004 | 121 | 2004 |
| Term structure forecasting using macro factors and forecast combination M De Pooter, F Ravazzolo, DJC Van Dijk FRB International Finance Discussion Paper, 2010 | 90 | 2010 |
| The liquidity effects of official bond market intervention M De Pooter, RF Martin, S Pruitt Journal of Financial and Quantitative Analysis 53 (1), 243-268, 2018 | 80 | 2018 |
| Are long-term inflation expectations well anchored in Brazil, Chile, and Mexico? M De Pooter, P Robitaille, I Walker, M Zdinak 35th issue (June 2014) of the International Journal of Central Banking, 2018 | 73 | 2018 |
| International spillovers of monetary policy J Ammer, M De Pooter, CJ Erceg, SB Kamin IFDP Notes, 2016 | 72 | 2016 |
| Reprint: Monetary policy uncertainty and monetary policy surprises M De Pooter, G Favara, M Modugno, J Wu Journal of International Money and Finance 114, 102401, 2021 | 71 | 2021 |
| Testing for changes in volatility in heteroskedastic time series-a further examination M De Pooter, D Van Dijk Report/Econometric Institute, Erasmus University Rotterdam, 2004 | 62 | 2004 |
| An improved methodology to measure flag performance for the shipping industry M Perepelkin, S Knapp, G Perepelkin, M De Pooter Marine Policy 34 (3), 395-405, 2010 | 51 | 2010 |
| Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information M De Pooter, F Ravazzolo, D van Dijk Tinbergen Institute Discussion paper, 2006 | 47 | 2006 |
| The liquidity effects of official bond market intervention MD Pooter, RF Martin, S Pruitt Federal Reserve System: Board of Governors, 2015 | 41 | 2015 |
| Measuring monetary policy spillovers between us and german bond yields SE Curcuru, M De Pooter, G Eckerd | 31 | 2018 |
| Predicting the daily covariance matrix for S&P 100 stocks using intraday data-But which frequency to use? M De Pooter, M Martens, D van Dijk Tinbergen Institute discussion paper, 2005 | 28 | 2005 |
| The effects of official bond market intervention in Europe M De Pooter, R Martin, S Pruitt Federal Reserve Board of Governors mimeo, 2012 | 26 | 2012 |
| Bayesian near-boundary analysis in basic macroeconomic time-series models M De Pooter, F Ravazzolo, R Segers, HK Van Dijk Bayesian Econometrics, 331-402, 2008 | 24 | 2008 |
| Unlocking the Treasury market through TRACE D Brain, M De Pooter, D Dobrev, M Fleming, P Johansson, C Jones, ... | 20 | 2018 |
| Cheap Talk and the Efficacy of the ECB's Securities Market Programme: Did Bond Purchases Matter? M De Pooter, R De Simone, RF Martin, S Pruitt | 19 | 2015 |
| International spillovers of monetary policy (No. 2016-02-08-1) J Ammer, M De Pooter, CJ Erceg, SB Kamin Board of Governors of the Federal Reserve System (US), 2016 | 18 | 2016 |
