Christian Schumacher : Citation Profile

Deutsche Bundesbank

18

H index

24

i10 index

1461

Citations

RESEARCH PRODUCTION:

18

Articles

26

Papers

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 69
   Journals where Christian Schumacher has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 22 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc237
   Updated: 2025-05-10    RAS profile: 2024-07-15    
   Missing citations? Add them    Incorrect content? Let us know

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 (36)

Ferrara, Laurent (35)

Rua, António (30)

Scheufele, Rolf (28)

Guérin, Pierre (28)

Siliverstovs, Boriss (28)

Lehmann, Robert (26)

Heinisch, Katja (25)

Duarte, Cláudia (22)

Cites to:

Marcellino, Massimiliano (99)

Reichlin, Lucrezia (95)

Giannone, Domenico (62)

Forni, Mario (53)

Lippi, Marco (52)

Ng, Serena (51)

Watson, Mark (48)

Hallin, Marc (39)

Boivin, Jean (34)

Stock, James (32)

Bai, Jushan (25)

Main data

Where Christian Schumacher has published?

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

Working Papers Series with more than one paper published# docs
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank8
Discussion Papers / Deutsche Bundesbank4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Economics Working Papers / European University Institute3
HWWA Discussion Papers / Hamburg Institute of International Economics (HWWA)2
Discussion Paper Series / Hamburg Institute of International Economics2

Recent works citing Christian Schumacher (2025 and 2024)

YearTitle of citing document
2024Unit Averaging for Heterogeneous Panels. (2024). Brownlees, Christian ; Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.14205.

Full description at Econpapers || Download paper

2024Reservoir 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

2025Cover 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

2024Hierarchical 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

2025GDP 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

2024Bayesian 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

2024Generating 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

2024Nowcasting 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

2024Dual 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

2025High-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

2024Nowcasting 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

2024Forecasting 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

2024DYFARUS: 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

2024Future 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

2024The 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

2024The 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

2024Harnessing 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

2024Predicting 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

2024Which 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

2024Advances 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

2024A 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

2024Does 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

2024Volatility 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

2024Forecasting 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

2024Back 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

2024Words 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

2024A 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

2024An 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

2024Factor-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

2024Effect 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

2024Forecasting 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

2024Carbon 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

2025Identifying 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

2024Exploring 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

2024A 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

2024Nowcasting 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

2024Bayesian 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

2025Nowcasting 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

2024Benchmarking 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

2025Threshold 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

2024Forecasting 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

2024Spanish 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

2024Improved 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

2024Bayesian (non-)unique sparse factor modelling. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2304r.

Full description at Econpapers || Download paper

2024A geometric approach to factor model identification. (2024). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406.

Full description at Econpapers || Download paper

2025A geometric approach to factor model identification. (2025). Kaufmann, Sylvia ; Pape, Markus. In: Working Papers. RePEc:szg:worpap:2406r.

Full description at Econpapers || Download paper

2024Statistical 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

2024Forecasts 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

2024Don€™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

2024An 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

2024The 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

2024Nonlinearities 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

2024Panel 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

2024Forecasting 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

2024Nowcasting 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

2024Forecasts 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

2024Forecasting 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

2025Predictor 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

2025Exploring 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

2025Economic 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

2025Step 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

2024Forecasting 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

2024Step 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

Works by Christian Schumacher:

YearTitleTypeCited
2000Forecasting Trend Output in the Euro Area In: Discussion Paper Series.
[Full Text][Citation analysis]		paper6
2002Forecasting Trend Output in the Euro Area..(2002) In: Journal of Forecasting.
[Citation analysis]
This paper has nother version. Agregated cites: 6		article
2000Forecasting trend output in the Euro area.(2000) In: HWWA Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper26
2002Estimating 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
2015Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article159
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]		article197
2008Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
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 nother version. Agregated cites: 44		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 nother version. Agregated cites: 44		paper
2009Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
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 nother version. Agregated cites: 22		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 nother version. Agregated cites: 22		paper
2009MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper219
2011MIDAS 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
2011MIDAS 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
2009MIDAS 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
2012U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper45
2011U-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
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]		article58
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 nother version. Agregated cites: 58		paper
2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
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]		article172
2016A comparison of MIDAS and bridge equations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article32
2008Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 In: Working Papers.
[Full Text][Citation analysis]		paper10
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 einfachere Modelle? In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article18
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]		article11
2007Forecasting German GDP using alternative factor models based on large datasets In: Journal of Forecasting.
[Full Text][Citation analysis]		article138
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 nother version. Agregated cites: 138		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]		article32
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]		article9
2013Bayesian estimation of sparse dynamic factor models with order-independent identification In: Working Papers.
[Full Text][Citation analysis]		paper12
2013POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES In: Journal of Applied Econometrics.
[Citation analysis]		article90
2017Identifying relevant and irrelevant variables in sparse factor models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article21
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]		paper17
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]		paper11
2009MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper20
2021Precision-based sampling with missing observations: A factor model application In: Discussion Papers.
[Full Text][Citation analysis]		paper8
2019A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2014MIDAS and bridge equations In: Discussion Papers.
[Full Text][Citation analysis]		paper19
2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results In: Discussion Papers.
[Full Text][Citation analysis]		paper13
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.
[Full Text][Citation analysis]		paper9

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team