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

Working Papers

2021

1. Precision-based sampling with missing observations: A factor model application
   Discussion Papers, Deutsche Bundesbank View citations (8)

2019

2. A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing
   Discussion Papers, Deutsche Bundesbank

2014

3. MIDAS and bridge equations
   Discussion Papers, Deutsche Bundesbank View citations (19)
4. 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

5. Bayesian estimation of sparse dynamic factor models with order-independent identification
   Working Papers, Swiss National Bank, Study Center Gerzensee View citations (12)

2012

6. Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results
   Discussion Papers, Deutsche Bundesbank View citations (14)
7. 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

8. Factor forecasting using international targeted predictors: the case of German GDP
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (5)
   See also Journal Article Factor forecasting using international targeted predictors: The case of German GDP, Economics Letters, Elsevier (2010) View citations (53) (2010)
9. MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (20)
10. 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 (191) (2011)
11. 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 CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) View citations (25)
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2009) View citations (25)

2008

12. 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 Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2007) View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) View citations (44)
13. 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

14. 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

15. 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

16. 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 (125) (2007)

2002

17. 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

18. 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

1. 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

2. Identifying relevant and irrelevant variables in sparse factor models
   Journal of Applied Econometrics, 2017, 32, (6), 1123-1144 View citations (22)

2016

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

2015

4. 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 (159)

2013

5. 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 (92)

2011

6. 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 (11)
7. MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
   International Journal of Forecasting, 2011, 27, (2), 529-542 View citations (191)
   Also in International Journal of Forecasting, 2011, 27, (2), 529-542 (2011) View citations (204)
   See also Working Paper MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area, Economics Working Papers (2009) View citations (5) (2009)

2010

8. 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 (197)
9. Factor forecasting using international targeted predictors: The case of German GDP
   Economics Letters, 2010, 107, (2), 95-98 View citations (53)
   See also Working Paper Factor forecasting using international targeted predictors: the case of German GDP, Discussion Paper Series 1: Economic Studies (2009) View citations (5) (2009)

2008

10. 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)
11. 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 (183)

2007

12. Forecasting German GDP using alternative factor models based on large datasets
    Journal of Forecasting, 2007, 26, (4), 271-302 View citations (125)
    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

13. 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

14. 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

15. 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

16. 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

17. 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