18
H index
24
i10 index
1461
Citations
Deutsche Bundesbank | 18 H index 24 i10 index 1461 Citations RESEARCH PRODUCTION: 18 Articles 26 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 4 |
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) | 2 |
Journal of Applied Econometrics | 2 |
Journal of Forecasting | 2 |
Year | Title of citing document |
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2024 | Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper |
2025 | Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis. (2025). Fruhwirth-Schnatter, Sylvia ; Hosszejni, Darjus. In: Papers. RePEc:arx:papers:2211.00671. Full description at Econpapers || Download paper |
2024 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
2025 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2025). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper |
2024 | Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout. (2024). , Krist'Of ; Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2405.15579. Full description at Econpapers || Download paper |
2024 | Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765. Full description at Econpapers || Download paper |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper |
2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper |
2024 | Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52. Full description at Econpapers || Download paper |
2024 | DYFARUS: Dynamic Factor Model to Forecast GDP by Output Using Input-Output Tables. (2024). Kryzhanovskij, Oleg ; Shuvalova, Zhanna ; Murashov, Yaroslav ; Kryzhanovskiy, Oleg ; Mogilat, Anastasia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:2:p:3-25. Full description at Econpapers || Download paper |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418. Full description at Econpapers || Download paper |
2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413. Full description at Econpapers || Download paper |
2024 | Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806. Full description at Econpapers || Download paper |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper |
2024 | Which daily equity returns improve output forecasts?. (2024). Lang, William J ; Jahan-Pavar, Mohammad R. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003811. Full description at Econpapers || Download paper |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper |
2024 | A new ordinal mixed-data sampling model with an application to corporate credit rating levels. (2024). Calabrese, Raffaella ; Goldmann, Leonie ; Crook, Jonathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1111-1126. Full description at Econpapers || Download paper |
2024 | Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661. Full description at Econpapers || Download paper |
2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper |
2024 | Forecasting stock volatility using time-distance weighting fundamental’s shocks. (2024). Mei, Xueting ; Wang, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006627. Full description at Econpapers || Download paper |
2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper |
2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper |
2024 | A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957. Full description at Econpapers || Download paper |
2024 | An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409. Full description at Econpapers || Download paper |
2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper |
2024 | Effect of electricity policy uncertainty and carbon emission prices on electricity demand in China based on mixed-frequency data models. (2024). Wang, Jie ; Liu, Qibo ; Lu, Wanbo. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001188. Full description at Econpapers || Download paper |
2024 | Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684. Full description at Econpapers || Download paper |
2024 | Carbon dioxide emissions and economic growth: New evidence from GDP forecasting. (2024). Feng, Lin ; Ma, Feng ; Lu, Fei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002609. Full description at Econpapers || Download paper |
2025 | Identifying Useful Indicators for Nowcasting GDP in Sweden. (2025). Mazur, Stepan ; Karlsson, Sune ; Raftab, Mariya. In: Working Papers. RePEc:hhs:oruesi:2025_004. Full description at Econpapers || Download paper |
2024 | Exploring Nowcasting Techniques for Real-Time GDP Estimation in Bhutan. (2024). Phuntsho, Karma Minjur. In: MPRA Paper. RePEc:pra:mprapa:121380. Full description at Econpapers || Download paper |
2024 | A High-frequency Monthly Measure of Real Economic Activity in Pakistan. (2024). Mahmood, Asif ; Masood, Hina. In: MPRA Paper. RePEc:pra:mprapa:121838. Full description at Econpapers || Download paper |
2024 | Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator. (2024). Hartigan, Luke ; Rosewall, Tom. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-04. Full description at Econpapers || Download paper |
2024 | Bayesian Exploratory Factor Analysis via Gibbs Sampling. (2024). Verbeke, Geert ; Lesaffre, Emmanuel ; Quintero, Adrian. In: Journal of Educational and Behavioral Statistics. RePEc:sae:jedbes:v:49:y:2024:i:1:p:121-142. Full description at Econpapers || Download paper |
2025 | Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0. Full description at Econpapers || Download paper |
2024 | Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6. Full description at Econpapers || Download paper |
2025 | Threshold mixed data sampling logit model with an application to forecasting US bank failures. (2025). Bai, Jianming ; Ren, Mingjian ; Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:1:d:10.1007_s00181-024-02639-3. Full description at Econpapers || Download paper |
2024 | Forecasting Annual Inflation Using Weekly Money Supply. (2024). Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:1:d:10.1007_s40953-023-00376-5. Full description at Econpapers || Download paper |
2024 | Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3. Full description at Econpapers || Download paper |
2024 | Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates. (2024). Omer, Talha ; Sjolander, Par ; Mnsson, Kristofer ; Golam, B M. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:5:d:10.1007_s00362-023-01520-2. Full description at Econpapers || Download paper |
2024 | Bayesian (non-)unique sparse factor modelling. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2304r. Full description at Econpapers || Download paper |
2024 | A geometric approach to factor model identification. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406. Full description at Econpapers || Download paper |
2025 | A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r. Full description at Econpapers || Download paper |
2024 | Statistical Early Warning Models with Applications. (2024). Koopman, Siem Jan ; Bos, Niels ; Harlaar, Lucas P ; van den Brakel, Jan A ; Bijleveld, Frits D. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240037. Full description at Econpapers || Download paper |
2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
2024 | Don€™t Ruin the Surprise: Temporal Aggregation Bias in Structural Innovations. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0149. Full description at Econpapers || Download paper |
2024 | An unrestricted MIDAS ordered logit model with applications to credit ratings. (2024). Zhao, Tingting ; Xu, Qifa ; Hu, Dan ; Jiang, Cuixia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2722-2739. Full description at Econpapers || Download paper |
2024 | The predictive power of commodity prices for future economic growth: Evaluating the role of economic development. (2024). Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3040-3062. Full description at Econpapers || Download paper |
2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
2024 | Panel data nowcasting: The case of price–earnings ratios. (2024). Babii, Andrii ; Ball, Ryan T ; Striaukas, Jonas ; Ghysels, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307. Full description at Econpapers || Download paper |
2024 | Forecasting GDP in Europe with textual data. (2024). Barbaglia, Luca ; Consoli, Sergio ; Manzan, Sebastiano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:338-355. Full description at Econpapers || Download paper |
2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
2024 | Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801. Full description at Econpapers || Download paper |
2024 | Forecasting regional industrial production with novel high‐frequency electricity consumption data. (2024). Lehmann, Robert ; Mohrle, Sascha. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1918-1935. Full description at Econpapers || Download paper |
2025 | Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting. (2025). Schweikert, Karsten ; Franjic, Domenic. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:255-269. Full description at Econpapers || Download paper |
2025 | Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach. (2025). Luo, Shunfei ; Cao, Yan ; Zhuo, Xingxuan. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:459-473. Full description at Econpapers || Download paper |
2025 | Economic Forecasting With German Newspaper Articles. (2025). Wintter, Simon ; Berger, Tino. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:497-512. Full description at Econpapers || Download paper |
2025 | Step by Step—A Quarterly Evaluation of EU Commissions GDP Forecasts. (2025). Heinisch, Katja. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1026-1041. Full description at Econpapers || Download paper |
2024 | Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP. (2024). Holtemöller, Oliver ; Holtemoller, Oliver ; Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:287749. Full description at Econpapers || Download paper |
2024 | Step by step - A quarterly evaluation of EU Commissions GDP forecasts. (2024). Heinisch, Katja. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304456. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2000 | Forecasting Trend Output in the Euro Area In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
2002 | Forecasting Trend Output in the Euro Area..(2002) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2000 | Forecasting trend output in the Euro area.(2000) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2002 | Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 26 |
2002 | Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?.(2002) In: HWWA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2015 | Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 159 |
2010 | Factor 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] | article | 197 |
2008 | Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
2008 | Factor-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 nother version. Agregated cites: 44 | paper | |
2007 | Factor-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 nother version. Agregated cites: 44 | paper | |
2009 | Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2009 | Pooling 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 nother version. Agregated cites: 22 | paper | |
2009 | Pooling 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 nother version. Agregated cites: 22 | paper | |
2009 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 219 |
2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | article | |
2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | article | |
2009 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 219 | paper | |
2012 | U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2011 | U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2001 | Trend 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] | article | 0 |
2010 | Factor forecasting using international targeted predictors: The case of German GDP In: Economics Letters. [Full Text][Citation analysis] | article | 58 |
2009 | Factor 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 nother version. Agregated cites: 58 | paper | |
2019 | Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 34 |
2008 | Real-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] | article | 172 |
2016 | A comparison of MIDAS and bridge equations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
2008 | Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2004 | Estimating 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 einfachere Modelle? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 18 |
2011 | Forecasting 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] | article | 11 |
2007 | Forecasting German GDP using alternative factor models based on large datasets In: Journal of Forecasting. [Full Text][Citation analysis] | article | 138 |
2005 | Forecasting 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 nother version. Agregated cites: 138 | paper | |
2005 | Out-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] | article | 32 |
2003 | Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
2008 | Measuring 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] | article | 9 |
2013 | Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES In: Journal of Applied Econometrics. [Citation analysis] | article | 90 |
2017 | Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
2006 | Real-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] | paper | 17 |
2007 | Reconsidering 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] | paper | 11 |
2009 | MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 20 |
2021 | Precision-based sampling with missing observations: A factor model application In: Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | MIDAS and bridge equations In: Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2012 | Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2014 | MIDAS 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. [Full Text][Citation analysis] | paper | 9 |
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