Details about Frieder Mokinski

Access statistics for papers by Frieder Mokinski.

Last updated 2026-05-05. Update your information in the RePEc Author Service.

Short-id: pmo659

Working Papers

2025

1. Forecasting with log-linear (S)VAR models: Incorporating annual growth rate conditions
   Discussion Papers, Deutsche Bundesbank

2021

2. Corporate debt in Germany in the course of the COVID-19 pandemic: An evaluation based on the AnaCredit dataset
   Technical Papers, Deutsche Bundesbank

2017

3. A severity function approach to scenario selection
   Discussion Papers, Deutsche Bundesbank

Journal Articles

2026

1. On Adjusting the One‐Sided Hodrick–Prescott Filter
   Journal of Money, Credit and Banking, 2026, 58, (3), 919-931

2016

2. Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts
   Journal of Applied Econometrics, 2016, 31, (6), 1083-1099 View citations (11)
3. Using time-stamped survey responses to measure expectations at a daily frequency
   International Journal of Forecasting, 2016, 32, (2), 271-282 View citations (2)

2015

4. Measuring Disagreement in Qualitative Expectations
   Journal of Forecasting, 2015, 34, (5), 405-426 View citations (35)
5. The impact of fundamental and financial traders on the term structure of oil
   Energy Economics, 2015, 48, (C), 276-287 View citations (16)

2014

6. The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end
   Journal of Regulatory Economics, 2014, 45, (2), 175-193 View citations (10)

2011

7. Combining Survey Forecasts and Time Series Models: The Case of the Euribor
   Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2011, 231, (1), 63-81 View citations (3)