Details about Malte Knüppel

Access statistics for papers by Malte Knüppel.

Last updated 2025-03-18. Update your information in the RePEc Author Service.

Short-id: pkn23

Working Papers

2023

1. Score-based calibration testing for multivariate forecast distributions
   Papers, arXiv.org
   Also in Discussion Papers, Deutsche Bundesbank (2022)

2021

2. The ECB’s price stability framework: past experience, and current and future challenges
   Occasional Paper Series, European Central Bank View citations (20)

2019

3. Forecast uncertainty, disagreement, and the linear pool
   Discussion Papers, Deutsche Bundesbank View citations (1)
   Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) View citations (1)
   See also Journal Article Forecast uncertainty, disagreement, and the linear pool, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (2) (2022)

2018

4. Assessing the uncertainty in central banks' inflation outlooks
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Assessing the uncertainty in central banks’ inflation outlooks, International Journal of Forecasting, Elsevier (2019) View citations (1) (2019)
5. How far can we forecast? Statistical tests of the predictive content
   Discussion Papers, Deutsche Bundesbank View citations (8)
   See also Journal Article How far can we forecast? Statistical tests of the predictive content, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (10) (2021)

2016

6. Approximating fixed-horizon forecasts using fixed-event forecasts
   Discussion Papers, Deutsche Bundesbank View citations (21)

2014

7. Forecast-error-based estimation of forecast uncertainty when the horizon is increased
   Discussion Papers, Deutsche Bundesbank
   See also Journal Article Forecast-error-based estimation of forecast uncertainty when the horizon is increased, International Journal of Forecasting, Elsevier (2018) View citations (4) (2018)

2013

8. The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts
   VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association
   Also in Discussion Papers, Deutsche Bundesbank (2013) View citations (3)
   See also Journal Article Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Springer (2017) View citations (13) (2017)

2012

9. Empirical simultaneous prediction regions for path-forecasts
   Working Paper Series, Federal Reserve Bank of San Francisco
   See also Journal Article Empirical simultaneous prediction regions for path-forecasts, International Journal of Forecasting, Elsevier (2013) View citations (12) (2013)

2011

10. Evaluating macroeconomic risk forecasts
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (3)
11. Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)
    See also Journal Article Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) View citations (27) (2015)
12. How informative are central bank assessments of macroeconomic risks?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (1)
    See also Journal Article How Informative Are Central Bank Assessments of Macroeconomic Risks?, International Journal of Central Banking, International Journal of Central Banking (2012) View citations (21) (2012)

2010

13. Empirical Simultaneous Confidence Regions for Path-Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (15)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) View citations (12)
    See also Journal Article Empirical simultaneous prediction regions for path-forecasts, International Journal of Forecasting, Elsevier (2013) View citations (12) (2013)

2009

14. Efficient estimation of forecast uncertainty based on recent forecast errors
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)
    See also Journal Article Efficient estimation of forecast uncertainty based on recent forecast errors, International Journal of Forecasting, Elsevier (2014) View citations (9) (2014)

2008

15. Can capacity constraints explain asymmetries
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)
    See also Journal Article CAN CAPACITY CONSTRAINTS EXPLAIN ASYMMETRIES OF THE BUSINESS CYCLE?, Macroeconomic Dynamics, Cambridge University Press (2014) View citations (3) (2014)
16. How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)

2007

17. Quantifying risk and uncertainty in macroeconomic forecasts
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (2)

2004

18. Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)
    See also Journal Article Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (1) (2009)

Journal Articles

2022

1. Forecast uncertainty, disagreement, and the linear pool
   Journal of Applied Econometrics, 2022, 37, (1), 23-41 View citations (2)
   See also Working Paper Forecast uncertainty, disagreement, and the linear pool, Discussion Papers (2019) View citations (1) (2019)

2021

2. How far can we forecast? Statistical tests of the predictive content
   Journal of Applied Econometrics, 2021, 36, (4), 369-392 View citations (10)
   See also Working Paper How far can we forecast? Statistical tests of the predictive content, Discussion Papers (2018) View citations (8) (2018)

2019

3. Assessing the uncertainty in central banks’ inflation outlooks
   International Journal of Forecasting, 2019, 35, (4), 1748-1769 View citations (1)
   See also Working Paper Assessing the uncertainty in central banks' inflation outlooks, Discussion Papers (2018) (2018)

2018

4. Forecast-error-based estimation of forecast uncertainty when the horizon is increased
   International Journal of Forecasting, 2018, 34, (1), 105-116 View citations (4)
   See also Working Paper Forecast-error-based estimation of forecast uncertainty when the horizon is increased, Discussion Papers (2014) (2014)

2017

5. Graham Elliott and Allan Timmermann: Economic Forecasting
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2017, 237, (1), 63-65
6. Interest rate assumptions and predictive accuracy of central bank forecasts
   Empirical Economics, 2017, 53, (1), 195-215 View citations (13)
   See also Working Paper The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts, VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order (2013) (2013)

2015

7. Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments
   Journal of Business & Economic Statistics, 2015, 33, (2), 270-281 View citations (27)
   See also Working Paper Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Discussion Paper Series 1: Economic Studies (2011) View citations (2) (2011)

2014

8. CAN CAPACITY CONSTRAINTS EXPLAIN ASYMMETRIES OF THE BUSINESS CYCLE?
   Macroeconomic Dynamics, 2014, 18, (1), 65-92 View citations (3)
   See also Working Paper Can capacity constraints explain asymmetries, Discussion Paper Series 1: Economic Studies (2008) View citations (2) (2008)
9. Efficient estimation of forecast uncertainty based on recent forecast errors
   International Journal of Forecasting, 2014, 30, (2), 257-267 View citations (9)
   See also Working Paper Efficient estimation of forecast uncertainty based on recent forecast errors, Discussion Paper Series 1: Economic Studies (2009) View citations (2) (2009)

2013

10. Empirical simultaneous prediction regions for path-forecasts
    International Journal of Forecasting, 2013, 29, (3), 456-468 View citations (12)
    See also Working Paper Empirical Simultaneous Confidence Regions for Path-Forecasts, CEPR Discussion Papers (2010) View citations (15) (2010)
    Working Paper Empirical simultaneous prediction regions for path-forecasts, Working Paper Series (2012) (2012)

2012

11. How Informative Are Central Bank Assessments of Macroeconomic Risks?
    International Journal of Central Banking, 2012, 8, (3), 87-139 View citations (21)
    See also Working Paper How informative are central bank assessments of macroeconomic risks?, Discussion Paper Series 1: Economic Studies (2011) View citations (1) (2011)

2009

12. Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept
    Journal of Business & Economic Statistics, 2009, 27, (4), 544-552 View citations (1)
    See also Working Paper Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept, Discussion Paper Series 1: Economic Studies (2004) View citations (5) (2004)