Christian Schumacher : Citation Profile


Are you Christian Schumacher?

Deutsche Bundesbank

13

H index

14

i10 index

758

Citations

RESEARCH PRODUCTION:

17

Articles

22

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 44
   Journals where Christian Schumacher has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 21 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc237
   Updated: 2019-03-16    RAS profile: 2018-04-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Marcellino, Massimiliano (2)

Kaufmann, Sylvia (2)

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 (51)

Wohlrabe, Klaus (36)

Foroni, Claudia (25)

Scheufele, Rolf (24)

Siliverstovs, Boriss (21)

Ferrara, Laurent (19)

Lehmann, Robert (19)

Kholodilin, Konstantin (19)

Heinisch, Katja (18)

Pirschel, Inske (17)

Darné, Olivier (17)

Cites to:

Marcellino, Massimiliano (84)

Reichlin, Lucrezia (65)

Ng, Serena (48)

Giannone, Domenico (48)

Forni, Mario (40)

Watson, Mark (39)

Lippi, Marco (38)

Boivin, Jean (33)

Hallin, Marc (28)

Stock, James (24)

Banerjee, Anindya (22)

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
Economics Working Papers / European University Institute3
HWWA Discussion Papers / Hamburg Institute of International Economics (HWWA)2
Discussion Papers / Deutsche Bundesbank2

Recent works citing Christian Schumacher (2018 and 2017)


YearTitle of citing document
2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

Full description at Econpapers || Download paper

2018Big Data Econometrics: Now Casting and Early Estimates. (2018). Marcellino, Massimiliano ; Papailias, Fotis ; Mazzi, Gian Luigi ; Kapetanios, George ; Buono, Dario. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1882.

Full description at Econpapers || Download paper

2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

Full description at Econpapers || Download paper

2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

Full description at Econpapers || Download paper

2017Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio. In: Working Papers. RePEc:bdm:wpaper:2017-17.

Full description at Econpapers || Download paper

2017NOWCASTING THE NEW TURKISH GDP. (2017). Yazgan, Ege ; Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1702.

Full description at Econpapers || Download paper

2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

Full description at Econpapers || Download paper

2018Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

Full description at Econpapers || Download paper

2018A Monthly Indicator of Economic Activity for Ireland. (2018). Conefrey, Thomas ; Walsh, Graeme. In: Economic Letters. RePEc:cbi:ecolet:14/el/18.

Full description at Econpapers || Download paper

2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

Full description at Econpapers || Download paper

2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

Full description at Econpapers || Download paper

2017Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer?. (2017). Ball, Ryan ; Ghysels, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12179.

Full description at Econpapers || Download paper

2017Is Industrial Production Still the Dominant Factor for the US Economy?. (2017). Gagliardini, Patrick ; Rubin, Mirco ; Ghysels, Eric ; Andreou, Elena. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12219.

Full description at Econpapers || Download paper

2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339.

Full description at Econpapers || Download paper

2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687.

Full description at Econpapers || Download paper

2018The Forcasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13034.

Full description at Econpapers || Download paper

2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

Full description at Econpapers || Download paper

2018Nowcasting the New Turkish GDP. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00443.

Full description at Econpapers || Download paper

2018Mixed frequency models with MA components. (2018). Marcellino, Massimiliano ; Stevanovi, Dalibor ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

Full description at Econpapers || Download paper

2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

Full description at Econpapers || Download paper

2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2018A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets. (2018). Gong, Yuting ; Liang, Jufang ; Chen, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:586-598.

Full description at Econpapers || Download paper

2018Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168.

Full description at Econpapers || Download paper

2018Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate. (2018). Soybilgen, Baris ; Yazgan, Ege . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:99-108.

Full description at Econpapers || Download paper

2018Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

Full description at Econpapers || Download paper

2017Forecasting broad money velocity. (2017). Jung, Alexander. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:421-432.

Full description at Econpapers || Download paper

2017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

2017Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38.

Full description at Econpapers || Download paper

2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

Full description at Econpapers || Download paper

2019Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

Full description at Econpapers || Download paper

2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

Full description at Econpapers || Download paper

2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

Full description at Econpapers || Download paper

2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

Full description at Econpapers || Download paper

2018How can big data enhance the timeliness of official statistics?. (2018). Harchaoui, Tarek M ; Janssen, Robert V. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:225-234.

Full description at Econpapers || Download paper

2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

Full description at Econpapers || Download paper

2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

Full description at Econpapers || Download paper

2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

Full description at Econpapers || Download paper

2017Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Hengge, Martina ; Leonard, Seton . In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2017.

Full description at Econpapers || Download paper

2018Konstruktion von Sammelindikatoren für den Konjunkturverlauf bei prekärer Datenlage am Beispiel Montenegros. (2018). Graff, Michael ; Studer, Dominik. In: KOF Analysen. RePEc:kof:anskof:v:12:y:2018:i:3:p:81-91.

Full description at Econpapers || Download paper

2017Time-varying mixed frequency forecasting: A real-time experiment. (2017). Neuwirth, Stefan. In: KOF Working papers. RePEc:kof:wpskof:17-430.

Full description at Econpapers || Download paper

2018Forecasting with Many Predictors: How Useful are National and International Confidence Data?. (2018). Rherrad, Imad ; Moran, Kevin ; Nono, Simplice Aime. In: Cahiers de recherche. RePEc:lvl:crrecr:1814.

Full description at Econpapers || Download paper

2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Center for Economic Research (RECent). RePEc:mod:recent:138.

Full description at Econpapers || Download paper

2018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). di Bonaventura, Luca ; Pattarin, Francesco ; Forni, Mario. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

Full description at Econpapers || Download paper

2018Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-12.

Full description at Econpapers || Download paper

2018A simple approach to nowcasting GDP growth in CESEE economies. (2018). Riedl, Aleksandra ; Worz, Julia. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2018:i:q4/18:b:1.

Full description at Econpapers || Download paper

2017Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade. (2017). Angelopoulos, Jason . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0050-8.

Full description at Econpapers || Download paper

2017A forecasting performance comparison of dynamic factor models based on static and dynamic methods. (2017). Della Marra, Fabio. In: Economics Department Working Papers. RePEc:par:dipeco:2017-me01.

Full description at Econpapers || Download paper

2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

Full description at Econpapers || Download paper

2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

Full description at Econpapers || Download paper

2017Forecasting Tourist Arrivals in Prague: Google Econometrics. (2017). Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:83268.

Full description at Econpapers || Download paper

2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

Full description at Econpapers || Download paper

2018Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205.

Full description at Econpapers || Download paper

2018Forecasting exports with targeted predictors. (2018). Dias, Francisco ; Loureno, Nuno ; Rua, Antonio. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e201806.

Full description at Econpapers || Download paper

2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

Full description at Econpapers || Download paper

2017A Generalized Dynamic Factor Model for the U.S. Port Sector. (2017). Angelopoulos, Jason ; Chlomoudis, Costas I. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:22-37.

Full description at Econpapers || Download paper

2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

Full description at Econpapers || Download paper

2017Forecasting economic activity by Bayesian bridge model averaging. (2017). Marcellino, Massimiliano ; Moretti, Gianluca ; Bencivelli, Lorenzo . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1199-9.

Full description at Econpapers || Download paper

2018Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

Full description at Econpapers || Download paper

2018Forecasting with large datasets: compressing information before, during or after the estimation?. (2018). Wolters, Maik ; Pirschel, Inske. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1286-6.

Full description at Econpapers || Download paper

2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

Full description at Econpapers || Download paper

2019Forecasting Turkish real GDP growth in a data-rich environment. (2019). En, Bahar ; Midili, Murat . In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1357-8.

Full description at Econpapers || Download paper

2018Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.

Full description at Econpapers || Download paper

2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2018). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180026.

Full description at Econpapers || Download paper

2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies. (2018). Basturk, Nalan ; van Dijk, Herman ; Hoogerheide, Lennart ; Grassi, Stefano ; Borowska, Agnieszka. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180076.

Full description at Econpapers || Download paper

2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Charfeddine, Lanouar ; Klein, Tony ; Walther, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16.

Full description at Econpapers || Download paper

2018A note on the predictive power of survey data in nowcasting euro area GDP. (2018). Kurz-Kim, Jeong-Ryeol. In: Discussion Papers. RePEc:zbw:bubdps:102018.

Full description at Econpapers || Download paper

2018Short-term forecasting economic activity in Germany: A supply and demand side system of bridge equations. (2018). Pinkwart, Nicolas . In: Discussion Papers. RePEc:zbw:bubdps:362018.

Full description at Econpapers || Download paper

2018Large mixed-frequency VARs with a parsimonious time-varying parameter structure. (2018). Götz, Thomas ; Hauzenberger, Klemens ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:402018.

Full description at Econpapers || Download paper

2018Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420.

Full description at Econpapers || Download paper

2017Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence. (2017). Scheufele, Rolf ; Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:52017.

Full description at Econpapers || Download paper

2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Große Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

Full description at Econpapers || Download paper

2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168206.

Full description at Econpapers || Download paper

2018Factor augmented VAR revisited - A sparse dynamic factor model approach. (2018). Beyeler, Simon ; Kaufmann, Sylvia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181602.

Full description at Econpapers || Download paper

2018Weather-induced Short-term Fluctuations of Economic Output. (2018). Schreiber, Sven. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181622.

Full description at Econpapers || Download paper

Works by Christian Schumacher:


YearTitleTypeCited
2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article43
2010Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article81
2008Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper26
2008Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2009Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper13
2009Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2009Pooling versus model selection for nowcasting with many predictors: an application to German GDP.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper90
2011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
article
2011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
article
2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area.(2009) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90
paper
2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper35
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
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.
[Full Text][Citation analysis]
article0
2010Factor forecasting using international targeted predictors: The case of German GDP In: Economics Letters.
[Full Text][Citation analysis]
article31
2009Factor forecasting using international targeted predictors: the case of German GDP.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
paper
2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data In: International Journal of Forecasting.
[Full Text][Citation analysis]
article114
2016A comparison of MIDAS and bridge equations In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2008Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 In: Working Papers.
[Full Text][Citation analysis]
paper8
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 si In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article19
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).
[Full Text][Citation analysis]
article7
2002Forecasting Trend Output in the Euro Area. In: Journal of Forecasting.
[Citation analysis]
article3
2000Forecasting trend output in the Euro area.(2000) In: HWWA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2007Forecasting German GDP using alternative factor models based on large datasets In: Journal of Forecasting.
[Full Text][Citation analysis]
article108
2005Forecasting German GDP using alternative factor models based on large datasets.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 108
paper
2005Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts In: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
article28
2003Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article9
2008Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework In: Empirical Economics.
[Full Text][Citation analysis]
article8
2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
[Full Text][Citation analysis]
paper6
2013POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES In: Journal of Applied Econometrics.
[Citation analysis]
article43
2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
2006Real-time forecasting of GDP based on a large factor model with monthly and quarterly data In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper15
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.
[Full Text][Citation analysis]
paper9
2009MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
paper8
2014MIDAS and bridge equations In: Discussion Papers.
[Full Text][Citation analysis]
paper9
2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
[Full Text][Citation analysis]
paper8
2002Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models? In: HWWA Discussion Papers.
[Full Text][Citation analysis]
paper24
2014MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team