Christian Schumacher : Citation Profile


Are you Christian Schumacher?

Deutsche Bundesbank

13

H index

16

i10 index

856

Citations

RESEARCH PRODUCTION:

18

Articles

25

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 45
   Journals where Christian Schumacher has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 22 (2.51 %)

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   Permalink: http://citec.repec.org/psc237
   Updated: 2020-05-23    RAS profile: 2019-05-10    
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Relations with other researchers


Works with:

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)

Rua, António (30)

Foroni, Claudia (26)

Scheufele, Rolf (24)

Siliverstovs, Boriss (24)

Ferrara, Laurent (24)

Kholodilin, Konstantin (19)

Lehmann, Robert (19)

Heinisch, Katja (18)

Darné, Olivier (17)

Cites to:

Marcellino, Massimiliano (84)

Reichlin, Lucrezia (70)

Ng, Serena (50)

Giannone, Domenico (48)

Forni, Mario (45)

Watson, Mark (43)

Lippi, Marco (42)

Boivin, Jean (33)

Hallin, Marc (31)

Stock, James (27)

Bai, Jushan (24)

Main data


Where Christian Schumacher has published?


Journals with more than one article published# docs
International Journal of Forecasting4
Journal of Forecasting2
Journal of Applied Econometrics2
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
Discussion Papers / Deutsche Bundesbank3
Discussion Paper Series / Hamburg Institute of International Economics2
HWWA Discussion Papers / Hamburg Institute of International Economics (HWWA)2

Recent works citing Christian Schumacher (2019 and 2018)


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

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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

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

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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.

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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.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

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

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

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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.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020ifo Handbuch der Konjunkturumfragen. (2020). Sauer, Stefan ; Wohlrabe, Klaus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:88.

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

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

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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.

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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.

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

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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.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Forecast density combinations of dynamic models and data driven portfolio strategies. (2019). Hoogerheide, L ; Grassi, S ; Borowska, A ; Baturk, N ; van Dijk, H K. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:170-186.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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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.

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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.

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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.

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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.

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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.

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2019Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. (2019). Kang, Wanglin ; Zhao, Xin ; Ding, Lili ; Han, Meng. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:69-76.

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2019Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

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2019News implied volatility and long-term foreign exchange market volatility. (2019). Yin, Libo ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:126-142.

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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.

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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.

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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.

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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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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.

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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.

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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.

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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.

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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.

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2019Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes. (2019). Swanson, Norman R ; Guney, Ethem I ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:555-572.

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2019A comprehensive evaluation of macroeconomic forecasting methods. (2019). Kapetanios, George ; Galvo, Ana Beatriz ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1226-1239.

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2019Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Rua, Antonio ; Hassani, Hossein. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1263-1272.

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2019Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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2019Macroeconomic news and market reaction: Surprise indexes meet nowcasting. (2019). Caruso, Alberto. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1725-1734.

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2019Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.

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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Deschamps, Bruno ; Ka, Kook ; Ioannidis, Christos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2019Estimates of quarterly GDP growth using MIDAS regressions. (2019). Franses, Philip Hans ; P H, ; Ooft, G ; Bhaghoe, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:118667.

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2019Forecasting Annual Inflation in Suriname. (2019). Franses, Philip Hans ; Bhaghoe, S ; Ooft, G. In: Econometric Institute Research Papers. RePEc:ems:eureir:120337.

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2019Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components. (2019). Lingauer, Michael ; Min, Aleksey ; Ramsauer, Franz . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:31-:d:248593.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2020Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2020Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

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2019Forecasting Public Investment Using Daily Stock Returns. (2019). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-88.

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2019Nowcasting GDP Growth for Small Open Economies with a Mixed-Frequency Structural Model. (2019). Hueng, C. ; Yau, Ruey . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:1:d:10.1007_s10614-017-9697-1.

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2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach. (2019). Dimpfl, Thomas ; Langen, Tobias . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9840-7.

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2020Estimating a Dynamic Factor Model in EViews Using the Kalman Filter and Smoother. (2020). Solberger, Martin ; Spnberg, Erik. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09912-z.

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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.

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

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2019Prévoir la volatilité d’un actif financier à l’aide d’un modèle à mélange de fréquences. (2019). Ferrara, Laurent ; Marsilli, Clement ; Banulescu-Radu, Denisa. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2710.

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2019Assessing Nowcast Accuracy of US GDP Growth in Real Time: The Role of Booms and Busts. (2019). Siliverstovs, Boriss. In: Working Papers. RePEc:ltv:wpaper:201901.

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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.

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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.

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

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

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2019Mixed in New Zealand: Nowcasting Labour Markets with MIDAS. (2019). Karagedikli, Ozer ; Ozbilgin, Murat. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2019/04.

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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.

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2018Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:7:p:2729-2773..

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

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

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

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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.

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

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2019TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables. (2019). Garcia-Hiernaux, Alfredo ; Bonino-Gayoso, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:93366.

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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.

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2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein ; Rua, Antonio. In: Working Papers. RePEc:ptu:wpaper:w201913.

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2019Nowcasting Economic Growth in India: The Role of Rainfall. (2019). Sen Gupta, Abhijit ; Sengupta, Abhijit ; Iyer, Tara. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0593.

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2019Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model. (2019). Eftimoski, Dimitar. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:32-53.

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2019A novel spatial mixed frequency forecasting model with application to Chinese regional GDP. (2019). He, Guanjie ; Xiao, Zhi ; Dong, Jingrong ; Wang, Xianning. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:54-77.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019On inflation expectations in the NKPC model. (2019). Franses, Philip Hans. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1417-8.

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More than 100 citations found, this list is not complete...

Works by Christian Schumacher:


YearTitleTypeCited
2000Forecasting Trend Output in the Euro Area In: Discussion Paper Series.
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2002Forecasting Trend Output in the Euro Area..(2002) In: Journal of Forecasting.
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2000Forecasting trend output in the Euro area.(2000) In: HWWA Discussion Papers.
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2002Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? In: Discussion Paper Series.
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2002Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?.(2002) In: HWWA Discussion Papers.
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2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
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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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2008Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP In: CEPR Discussion Papers.
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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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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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2009Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers.
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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 another version. Agregated cites: 13
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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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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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2011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 104
article
2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area.(2009) In: Economics Working Papers.
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This paper has another version. Agregated cites: 104
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2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
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2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies.
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This paper has another version. Agregated cites: 37
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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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article36
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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article1
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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article128
2016A comparison of MIDAS and bridge equations In: International Journal of Forecasting.
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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 si In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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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).
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article8
2007Forecasting German GDP using alternative factor models based on large datasets In: Journal of Forecasting.
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article113
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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article31
2003Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods In: Swiss Journal of Economics and Statistics (SJES).
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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.
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article8
2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
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paper6
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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article52
2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
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article6
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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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.
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paper9
2009MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area In: Discussion Paper Series 1: Economic Studies.
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paper8
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: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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