Malte Knüppel : Citation Profile


Are you Malte Knüppel?

Deutsche Bundesbank

4

H index

2

i10 index

64

Citations

RESEARCH PRODUCTION:

9

Articles

17

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 4
   Journals where Malte Knüppel has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (9.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkn23
   Updated: 2019-05-18    RAS profile: 2019-05-16    
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Relations with other researchers


Works with:

Schultefrankenfeld, Guido (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Malte Knüppel.

Is cited by:

Stekler, Herman (5)

Sinclair, Tara (5)

Tulip, Peter (4)

Clements, Michael (4)

Aastveit, Knut Are (4)

Bürgi, Constantin (3)

Schultefrankenfeld, Guido (3)

Clark, Todd (2)

Kenny, Geoff (2)

Esteves, Paulo (2)

Abad, Jorge (2)

Cites to:

Clements, Michael (14)

Wallis, Kenneth (13)

Lahiri, Kajal (7)

Tulip, Peter (7)

Mitchell, James (6)

Leeper, Eric (6)

Andrews, Donald (5)

Diebold, Francis (5)

Timmermann, Allan (5)

Schultefrankenfeld, Guido (5)

Christiano, Lawrence (5)

Main data


Where Malte Knüppel has published?


Journals with more than one article published# docs
International Journal of Forecasting3

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank9
Discussion Papers / Deutsche Bundesbank5

Recent works citing Malte Knüppel (2018 and 2017)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2018International co-movements in recessions. (2018). Roth, Moritz. In: Working Papers. RePEc:bde:wpaper:1804.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135.

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2018ASYMMETRY AND THE AMPLITUDE OF BUSINESS CYCLE FLUCTUATIONS: A QUANTITATIVE INVESTIGATION OF THE ROLE OF FINANCIAL FRICTIONS. (2018). Marquis, Milton ; Gibson, John ; Atolia, Manoj. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:22:y:2018:i:02:p:279-306_00.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; Delle Monache, Davide. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2018Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Clark, Todd ; Mertens, Elmar ; McCracken, Michael W. In: Working Papers (New Series). RePEc:fip:fedcwq:171501.

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2017Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David L. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-20.

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2018The pricing kernel puzzle in forward looking data. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-017-9140-8.

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2017Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun. In: MPRA Paper. RePEc:pra:mprapa:83617.

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2017Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-01.

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2019Business Cycle Implications of Capacity Constraints under Demand Shocks. (2019). Kuhn, Florian ; George, Chacko. In: Review of Economic Dynamics. RePEc:red:issued:17-108.

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2017Macroeconomic uncertainty indices for the Euro Area and its individual member countries. (2017). Sekhposyan, Tatevik ; Rossi, Barbara. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1248-z.

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2018Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:131-145.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). Mitchell, James ; van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2017Density Forecasts With Midas Models. (2017). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:32:y:2017:i:4:p:783-801.

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2017Appropriate monetary policy and forecast disagreement at the FOMC. (2017). Schultefrankenfeld, Guido. In: Discussion Papers. RePEc:zbw:bubdps:392017.

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Works by Malte Knüppel:


YearTitleTypeCited
2009Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept In: Journal of Business & Economic Statistics.
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article1
2010Empirical Simultaneous Confidence Regions for Path-Forecasts In: CEPR Discussion Papers.
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paper8
2010Empirical simultaneous confidence regions for path-forecasts.(2010) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 8
paper
2014CAN CAPACITY CONSTRAINTS EXPLAIN ASYMMETRIES OF THE BUSINESS CYCLE? In: Macroeconomic Dynamics.
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article2
2013Empirical simultaneous prediction regions for path-forecasts In: International Journal of Forecasting.
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article2
2014Efficient estimation of forecast uncertainty based on recent forecast errors In: International Journal of Forecasting.
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article3
2009Efficient estimation of forecast uncertainty based on recent forecast errors.(2009) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 3
paper
2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased In: International Journal of Forecasting.
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article0
2014Forecast-error-based estimation of forecast uncertainty when the horizon is increased.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2012How Informative Are Central Bank Assessments of Macroeconomic Risks? In: International Journal of Central Banking.
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article12
2011How informative are central bank assessments of macroeconomic risks?.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 12
paper
2017Graham Elliott and Allan Timmermann: Economic Forecasting In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article0
2017Interest rate assumptions and predictive accuracy of central bank forecasts In: Empirical Economics.
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article1
2015Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments In: Journal of Business & Economic Statistics.
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article15
2011Evaluating the calibration of multi-step-ahead density forecasts using raw moments.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 15
paper
2011Evaluating macroeconomic risk forecasts In: Discussion Paper Series 1: Economic Studies.
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paper1
2004Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept In: Discussion Paper Series 1: Economic Studies.
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paper4
2007Quantifying risk and uncertainty in macroeconomic forecasts In: Discussion Paper Series 1: Economic Studies.
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paper2
2008Can capacity constraints explain asymmetries In: Discussion Paper Series 1: Economic Studies.
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paper2
2008How informative are macroeconomic risk forecasts? An examination of the Bank of Englands inflation forecasts In: Discussion Paper Series 1: Economic Studies.
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paper3
2018How far can we forecast? Statistical tests of the predictive content In: Discussion Papers.
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paper3
2013The empirical (ir)relevance of the interest rate assumption for central bank forecasts In: Discussion Papers.
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paper2
2013The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts.(2013) In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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This paper has another version. Agregated cites: 2
paper
2016Approximating fixed-horizon forecasts using fixed-event forecasts In: Discussion Papers.
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paper3
2018Assessing the uncertainty in central banks inflation outlooks In: Discussion Papers.
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paper0
2017Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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paper0

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