EconPapers    
Economics at your fingertips  
 

Details about Christian Schumacher

E-mail:
Homepage:http://www.bundesbank.de/research_christian_schumacher
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Christian Schumacher.

Last updated 2017-04-03. Update your information in the RePEc Author Service.

Short-id: psc237


Jump to Journal Articles

Working Papers

2014

  1. MIDAS and bridge equations
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (7)
  2. MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area
    Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads View citations (4)

2013

  1. Bayesian estimation of sparse dynamic factor models with order-independent identification
    Working Papers, Swiss National Bank, Study Center Gerzensee Downloads View citations (5)

2012

  1. Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results
    Discussion Papers, Deutsche Bundesbank, Research Centre Downloads View citations (8)
  2. U-MIDAS: MIDAS regressions with unrestricted lag polynomials
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2011) Downloads View citations (2)

2009

  1. Factor forecasting using international targeted predictors: the case of German GDP
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (2)
    See also Journal Article in Economics Letters (2010)
  2. MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (8)
  3. MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Economics Working Papers, European University Institute (2009) Downloads View citations (2)

    See also Journal Article in International Journal of Forecasting (2011)
  4. Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
    Economics Working Papers, European University Institute Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (10)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2009) Downloads View citations (11)

2008

  1. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
    Economics Working Papers, European University Institute Downloads View citations (8)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2007) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (31)
  2. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (7)

2007

  1. Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (7)

2006

  1. Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (18)

2005

  1. Forecasting German GDP using alternative factor models based on large datasets
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (19)
    See also Journal Article in Journal of Forecasting (2007)

2002

  1. Estimating large-scale factor models for economic activity in Germany: do they outperform simpler models?
    HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) Downloads View citations (20)

2000

  1. Forecasting trend output in the Euro area
    HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) Downloads
    See also Journal Article in Journal of Forecasting (2002)

Journal Articles

2016

  1. A comparison of MIDAS and bridge equations
    International Journal of Forecasting, 2016, 32, (2), 257-270 Downloads View citations (1)

2015

  1. Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
    Journal of the Royal Statistical Society Series A, 2015, 178, (1), 57-82 Downloads View citations (25)

2013

  1. POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES
    Journal of Applied Econometrics, 2013, 28, (3), 392-411 View citations (31)

2011

  1. Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (1), 28-49 Downloads View citations (6)
  2. MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
    International Journal of Forecasting, 2011, 27, (2), 529-542 Downloads View citations (69)
    Also in International Journal of Forecasting, 2011, 27, (2), 529-542 (2011) Downloads View citations (73)

    See also Working Paper (2009)

2010

  1. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
    Oxford Bulletin of Economics and Statistics, 2010, 72, (4), 518-550 Downloads View citations (61)
  2. Factor forecasting using international targeted predictors: The case of German GDP
    Economics Letters, 2010, 107, (2), 95-98 Downloads View citations (23)
    See also Working Paper (2009)

2008

  1. Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework
    Empirical Economics, 2008, 34, (2), 357-379 Downloads View citations (8)
  2. Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
    International Journal of Forecasting, 2008, 24, (3), 386-398 Downloads View citations (110)

2007

  1. Forecasting German GDP using alternative factor models based on large datasets
    Journal of Forecasting, 2007, 26, (4), 271-302 Downloads View citations (80)
    See also Working Paper (2005)

2005

  1. Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts
    Journal of Business Cycle Measurement and Analysis, 2005, 2005, (1), 71-87 Downloads View citations (25)

2004

  1. 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?
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2004, 224, (6), 731-750 Downloads View citations (19)

2003

  1. Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods
    Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 41-53 Downloads View citations (9)

2002

  1. Forecasting Trend Output in the Euro Area
    Journal of Forecasting, 2002, 21, (8), 543-58 View citations (2)
    See also Working Paper (2000)

2001

  1. Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2001, 70, (3), 352-363 Downloads
 
Page updated 2017-09-21