Christian Schumacher : Citation Profile


Are you Christian Schumacher?

Deutsche Bundesbank

17

H index

23

i10 index

1335

Citations

RESEARCH PRODUCTION:

18

Articles

25

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 70
   Journals where Christian Schumacher has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 21 (1.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc237
   Updated: 2024-01-16    RAS profile: 2019-05-10    
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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 Christian Schumacher.

Is cited by:

Marcellino, Massimiliano (65)

Foroni, Claudia (38)

Wohlrabe, Klaus (38)

Ferrara, Laurent (33)

Rua, António (30)

Siliverstovs, Boriss (28)

Scheufele, Rolf (28)

Guérin, Pierre (28)

Lehmann, Robert (25)

Heinisch, Katja (25)

Darné, Olivier (21)

Cites to:

Marcellino, Massimiliano (97)

Reichlin, Lucrezia (95)

Giannone, Domenico (62)

Forni, Mario (53)

Lippi, Marco (52)

Ng, Serena (50)

Watson, Mark (47)

Hallin, Marc (39)

Boivin, Jean (33)

Stock, James (31)

Galvão, Ana (24)

Main data


Where Christian Schumacher has published?


Journals with more than one article published# docs
International Journal of Forecasting4
Journal of Applied Econometrics2
Journal of Forecasting2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank8
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Economics Working Papers / European University Institute3
Discussion Papers / Deutsche Bundesbank3
HWWA Discussion Papers / Hamburg Institute of International Economics (HWWA)2
Discussion Paper Series / Hamburg Institute of International Economics2

Recent works citing Christian Schumacher (2024 and 2023)


YearTitle of citing document
2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023When it counts -- Econometric identification of the basic factor model based on GLT structures. (2023). Lopes, Hedibert Freitas ; Hosszejni, Darjus ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2301.06354.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172.

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2023Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis. (2023). Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2303.00473.

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2023GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

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2023.

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2023Nowcasting Key Australian Macroeconomic Variables. (2023). Anthonisz, Michael. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:3:p:371-380.

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2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

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2023Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023.

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2023Application of Markov-Switching MIDAS models to nowcasting of GDP and its components. (2023). Stankevich, Ivan. In: Applied Econometrics. RePEc:ris:apltrx:0474.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

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2023Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors. (2023). Ames, Matthew ; Peters, Gareth W ; Chalkiadakis, Ioannis. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00079-9.

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2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2023The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5.

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2023Time varying dynamics of globalization effect in India. (2023). Kumar, Nand ; Gupta, Shikha. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:1:d:10.1007_s10258-020-00190-4.

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2023Mixed frequency composite indicators for measuring public sentiment in the EU. (2023). Scepi, Germana ; Spano, Maria ; Misuraca, Michelangelo ; Mattera, Raffaele. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01468-9.

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2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

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2023Real?time macroeconomic projection using narrative central bank communication. (2023). Chen, Liangyuan ; Zhang, Yifan ; Fan, Jiacheng ; Lin, Jianhao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:202-221.

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2023Identifying and interpreting the factors in factor models via sparsity: Different approaches. (2023). Doz, Catherine ; Despois, Thomas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:533-555.

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2023Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576.

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2023Nowcasting from cross?sectionally dependent panels. (2023). Nandi, Shaoni ; Fosten, Jack. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:898-919.

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2023Nowcasting inflation with Lasso?regularized vector autoregressions and mixed frequency data. (2023). Tancioni, Massimiliano ; Ciganovic, Milos ; Aliaj, Tesi. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:464-480.

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2023.

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Works by Christian Schumacher:


YearTitleTypeCited
2000Forecasting Trend Output in the Euro Area In: Discussion Paper Series.
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paper6
2002Forecasting Trend Output in the Euro Area..(2002) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 6
article
2000Forecasting trend output in the Euro area.(2000) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 6
paper
2002Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? In: Discussion Paper Series.
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paper27
2002Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?.(2002) In: HWWA Discussion Papers.
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This paper has nother version. Agregated cites: 27
paper
2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
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article128
2010Factor MIDAS for Nowcasting and Forecasting with Ragged?Edge Data: A Model Comparison for German GDP In: Oxford Bulletin of Economics and Statistics.
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article180
2008Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP In: CEPR Discussion Papers.
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paper44
2008Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP.(2008) In: Economics Working Papers.
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paper
2007Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP.(2007) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 44
paper
2009Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers.
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paper21
2009Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP.(2009) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2009Pooling versus model selection for nowcasting with many predictors: an application to German GDP.(2009) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 21
paper
2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area In: CEPR Discussion Papers.
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2011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 197
article
2011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 197
article
2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area.(2009) In: Economics Working Papers.
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2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
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paper45
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 45
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2001Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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2010Factor forecasting using international targeted predictors: The case of German GDP In: Economics Letters.
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article52
2009Factor forecasting using international targeted predictors: the case of German GDP.(2009) In: Discussion Paper Series 1: Economic Studies.
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2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics.
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article26
2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data In: International Journal of Forecasting.
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article162
2016A comparison of MIDAS and bridge equations In: International Journal of Forecasting.
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article27
2008Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 In: Working Papers.
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2004Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? / Die Schätzung von großen Faktormodellen für die deutsche Volkswirtschaft: Übertreffen sie ei In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2011Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article9
2007Forecasting German GDP using alternative factor models based on large datasets In: Journal of Forecasting.
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article132
2005Forecasting German GDP using alternative factor models based on large datasets.(2005) In: Discussion Paper Series 1: Economic Studies.
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2005Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts In: Journal of Business Cycle Measurement and Analysis.
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article32
2003Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods In: Swiss Journal of Economics and Statistics (SJES).
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2008Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework In: Empirical Economics.
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2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
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2013POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES In: Journal of Applied Econometrics.
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2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
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2006Real-time forecasting of GDP based on a large factor model with monthly and quarterly data In: Discussion Paper Series 1: Economic Studies.
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2007Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities In: Discussion Paper Series 1: Economic Studies.
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2009MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area In: Discussion Paper Series 1: Economic Studies.
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2019A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing In: Discussion Papers.
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2014MIDAS and bridge equations In: Discussion Papers.
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2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
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2014MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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