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Details about Malte Knüppel

E-mail:
Homepage:https://sites.google.com/view/malteknueppel-research/home
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Malte Knüppel.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: pkn23


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Working Papers

2023

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

2021

  1. The ECB’s price stability framework: past experience, and current and future challenges
    Occasional Paper Series, European Central Bank Downloads View citations (18)

2019

  1. Forecast uncertainty, disagreement, and the linear pool
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
    Also in VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association (2017) Downloads View citations (1)

    See also Journal Article Forecast uncertainty, disagreement, and the linear pool, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) Downloads View citations (2) (2022)

2018

  1. Assessing the uncertainty in central banks' inflation outlooks
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article Assessing the uncertainty in central banks’ inflation outlooks, International Journal of Forecasting, Elsevier (2019) Downloads View citations (1) (2019)
  2. How far can we forecast? Statistical tests of the predictive content
    Discussion Papers, Deutsche Bundesbank Downloads 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) Downloads View citations (8) (2021)

2016

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

2014

  1. Forecast-error-based estimation of forecast uncertainty when the horizon is increased
    Discussion Papers, Deutsche Bundesbank Downloads
    See also Journal Article Forecast-error-based estimation of forecast uncertainty when the horizon is increased, International Journal of Forecasting, Elsevier (2018) Downloads View citations (3) (2018)

2013

  1. 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 Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2013) Downloads View citations (3)

    See also Journal Article Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Springer (2017) Downloads View citations (12) (2017)

2012

  1. Empirical simultaneous prediction regions for path-forecasts
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    See also Journal Article Empirical simultaneous prediction regions for path-forecasts, International Journal of Forecasting, Elsevier (2013) Downloads View citations (11) (2013)

2011

  1. Evaluating macroeconomic risk forecasts
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (3)
  2. Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads 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) Downloads View citations (26) (2015)
  3. How informative are central bank assessments of macroeconomic risks?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads 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) Downloads View citations (22) (2012)

2010

  1. Empirical Simultaneous Confidence Regions for Path-Forecasts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) Downloads View citations (12)

    See also Journal Article Empirical simultaneous prediction regions for path-forecasts, International Journal of Forecasting, Elsevier (2013) Downloads View citations (11) (2013)

2009

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

2008

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

2007

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

2004

  1. Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads 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) Downloads View citations (1) (2009)

Journal Articles

2022

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

2021

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

2019

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

2018

  1. Forecast-error-based estimation of forecast uncertainty when the horizon is increased
    International Journal of Forecasting, 2018, 34, (1), 105-116 Downloads View citations (3)
    See also Working Paper Forecast-error-based estimation of forecast uncertainty when the horizon is increased, Discussion Papers (2014) Downloads (2014)

2017

  1. Graham Elliott and Allan Timmermann: Economic Forecasting
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2017, 237, (1), 63-65 Downloads
  2. Interest rate assumptions and predictive accuracy of central bank forecasts
    Empirical Economics, 2017, 53, (1), 195-215 Downloads View citations (12)
    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) Downloads (2013)

2015

  1. Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments
    Journal of Business & Economic Statistics, 2015, 33, (2), 270-281 Downloads View citations (26)
    See also Working Paper Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Discussion Paper Series 1: Economic Studies (2011) Downloads View citations (2) (2011)

2014

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

2013

  1. Empirical simultaneous prediction regions for path-forecasts
    International Journal of Forecasting, 2013, 29, (3), 456-468 Downloads View citations (11)
    See also Working Paper Empirical Simultaneous Confidence Regions for Path-Forecasts, CEPR Discussion Papers (2010) Downloads View citations (15) (2010)
    Working Paper Empirical simultaneous prediction regions for path-forecasts, Working Paper Series (2012) Downloads (2012)

2012

  1. How Informative Are Central Bank Assessments of Macroeconomic Risks?
    International Journal of Central Banking, 2012, 8, (3), 87-139 Downloads View citations (22)
    See also Working Paper How informative are central bank assessments of macroeconomic risks?, Discussion Paper Series 1: Economic Studies (2011) Downloads View citations (1) (2011)

2009

  1. Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept
    Journal of Business & Economic Statistics, 2009, 27, (4), 544-552 Downloads 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) Downloads View citations (5) (2004)
 
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