Details about Christian Schumacher
Access statistics for papers by Christian Schumacher.
Last updated 2024-07-15. Update your information in the RePEc Author Service.
Short-id: psc237
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Working Papers
2021
- Precision-based sampling with missing observations: A factor model application
Discussion Papers, Deutsche Bundesbank View citations (8)
2019
- A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing
Discussion Papers, Deutsche Bundesbank
2014
- MIDAS and bridge equations
Discussion Papers, Deutsche Bundesbank View citations (19)
- MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association View citations (9)
2013
- Bayesian estimation of sparse dynamic factor models with order-independent identification
Working Papers, Swiss National Bank, Study Center Gerzensee View citations (12)
2012
- Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results
Discussion Papers, Deutsche Bundesbank View citations (14)
- U-MIDAS: MIDAS regressions with unrestricted lag polynomials
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (35)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2011) View citations (16)
2009
- Factor forecasting using international targeted predictors: the case of German GDP
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (4)
See also Journal Article Factor forecasting using international targeted predictors: The case of German GDP, Economics Letters, Elsevier (2010) View citations (51) (2010)
- MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (20)
- MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
Economics Working Papers, European University Institute View citations (5)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (23)
See also Journal Article MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area, International Journal of Forecasting, Elsevier (2011) View citations (188) (2011)
- Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
Economics Working Papers, European University Institute View citations (28)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009) View citations (25) CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (25)
2008
- Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
Economics Working Papers, European University Institute View citations (34)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (44) Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (9)
- 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 View citations (11)
2007
- 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 View citations (11)
2006
- Real-time forecasting of GDP based on a large factor model with monthly and quarterly data
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (20)
2005
- Forecasting German GDP using alternative factor models based on large datasets
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (23)
See also Journal Article Forecasting German GDP using alternative factor models based on large datasets, Journal of Forecasting, John Wiley & Sons, Ltd. (2007) View citations (122) (2007)
2002
- Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?
Discussion Paper Series, Hamburg Institute of International Economics View citations (13)
Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2002) View citations (20)
2000
- Forecasting Trend Output in the Euro Area
Discussion Paper Series, Hamburg Institute of International Economics View citations (3)
Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2000) View citations (3)
See also Journal Article Forecasting Trend Output in the Euro Area, Journal of Forecasting, John Wiley & Sons, Ltd. (2002) View citations (3) (2002)
Journal Articles
2019
- Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Journal of Econometrics, 2019, 210, (1), 116-134 View citations (35)
2017
- Identifying relevant and irrelevant variables in sparse factor models
Journal of Applied Econometrics, 2017, 32, (6), 1123-1144 View citations (22)
2016
- A comparison of MIDAS and bridge equations
International Journal of Forecasting, 2016, 32, (2), 257-270 View citations (31)
2015
- Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
Journal of the Royal Statistical Society Series A, 2015, 178, (1), 57-82 View citations (157)
2013
- 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 (90)
2011
- 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 View citations (9)
- MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
International Journal of Forecasting, 2011, 27, (2), 529-542 View citations (188)
Also in International Journal of Forecasting, 2011, 27, (2), 529-542 (2011) View citations (201)
See also Working Paper MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area, Economics Working Papers (2009) View citations (5) (2009)
2010
- 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 View citations (194)
- Factor forecasting using international targeted predictors: The case of German GDP
Economics Letters, 2010, 107, (2), 95-98 View citations (51)
See also Working Paper Factor forecasting using international targeted predictors: the case of German GDP, Discussion Paper Series 1: Economic Studies (2009) View citations (4) (2009)
2008
- 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 View citations (9)
- 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 View citations (180)
2007
- Forecasting German GDP using alternative factor models based on large datasets
Journal of Forecasting, 2007, 26, (4), 271-302 View citations (122)
See also Working Paper Forecasting German GDP using alternative factor models based on large datasets, Discussion Paper Series 1: Economic Studies (2005) View citations (23) (2005)
2005
- 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 View citations (31)
2004
- 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 View citations (19)
2003
- Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods
Swiss Journal of Economics and Statistics (SJES), 2003, 139, (I), 41-53 View citations (9)
2002
- Forecasting Trend Output in the Euro Area
Journal of Forecasting, 2002, 21, (8), 543-58 View citations (3)
See also Working Paper Forecasting Trend Output in the Euro Area, Discussion Paper Series (2000) View citations (3) (2000)
2001
- 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
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