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Details about Malte Knüppel

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

Access statistics for papers by Malte Knüppel.

Last updated 2020-02-04. Update your information in the RePEc Author Service.

Short-id: pkn23


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Working Papers

2019

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

2018

  1. Assessing the uncertainty in central banks' inflation outlooks
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2019)
  2. How far can we forecast? Statistical tests of the predictive content
    Discussion Papers, Deutsche Bundesbank Downloads View citations (4)

2016

  1. Approximating fixed-horizon forecasts using fixed-event forecasts
    Discussion Papers, Deutsche Bundesbank Downloads View citations (9)

2014

  1. Forecast-error-based estimation of forecast uncertainty when the horizon is increased
    Discussion Papers, Deutsche Bundesbank Downloads
    See also Journal Article in International Journal of Forecasting (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 in Empirical Economics (2017)

2012

  1. Empirical simultaneous prediction regions for path-forecasts
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads View citations (7)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2010) Downloads View citations (6)

    See also Journal Article in International Journal of Forecasting (2013)

2011

  1. Evaluating macroeconomic risk forecasts
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (2)
  2. Evaluating the calibration of multi-step-ahead density forecasts using raw moments
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2015)
  3. How informative are central bank assessments of macroeconomic risks?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (2)
    See also Journal Article in International Journal of Central Banking (2012)

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 in International Journal of Forecasting (2014)

2008

  1. Can capacity constraints explain asymmetries
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (2)
    See also Journal Article in Macroeconomic Dynamics (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 (4)
    See also Journal Article in Journal of Business & Economic Statistics (2009)

Journal Articles

2019

  1. Assessing the uncertainty in central banks’ inflation outlooks
    International Journal of Forecasting, 2019, 35, (4), 1748-1769 Downloads
    See also Working Paper (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 (1)
    See also Working Paper (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 (7)
    See also Working Paper (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 (14)
    See also Working Paper (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 (2008)
  2. Efficient estimation of forecast uncertainty based on recent forecast errors
    International Journal of Forecasting, 2014, 30, (2), 257-267 Downloads View citations (7)
    See also Working Paper (2009)

2013

  1. Empirical simultaneous prediction regions for path-forecasts
    International Journal of Forecasting, 2013, 29, (3), 456-468 Downloads View citations (7)
    See also Working Paper (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 (17)
    See also Working Paper (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 (2004)
 
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