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Schumacher, Christian's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
503 |
Total
Citations
72 |
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1.
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Schumacher, Christian
Deutsche Bundesbank Breitung, Jörg
University of Bonn
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130
(110,451)
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17
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Monthly GDP, EM algorithm, principal components, factor models
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2.
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Estimating Large-Scale Factor Models for Economic Activity in
Germany: Do They Outperform Simpler Models?
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Schumacher, Christian
Deutsche Bundesbank Dreger, Christian
German Institute for Economic Research (DIW Berlin)
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Posted:
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03 Feb 03
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Last Revised:
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17 Nov 08
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120
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4
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Schumacher, Christian
Deutsche Bundesbank Dreger, Christian
German Institute for Economic Research (DIW Berlin)
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0
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Factor models, Principal components, forecasting accuracy
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Schumacher, Christian
Deutsche Bundesbank Dreger, Christian
German Institute for Economic Research (DIW Berlin)
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120
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4
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Factor models, Principal components, forecasting accuracy
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3.
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Measuring Uncertainty of the Euro Area NAIRU: Monte Carlo and Empirical Evidence for Alternative Confidence Intervals in a State Space Framework
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Schumacher, Christian
Deutsche Bundesbank
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Posted:
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24 May 05
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Last Revised:
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17 Jun 08
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77
(161,024)
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1
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Schumacher, Christian
Deutsche Bundesbank
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28 Feb 07
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Last Revised:
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17 Jun 08
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25
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1
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State space models, NAIRU, filter uncertainty, estimation uncertainty
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Schumacher, Christian
Deutsche Bundesbank
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52
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1
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State space models, NAIRU, filter uncertainty, estimation uncertainty
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4.
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Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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Posted:
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19 Feb 08
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Last Revised:
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18 Sep 08
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69
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17
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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2
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17
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business cycle, large factor models, MIDAS, missing values, mixed-frequency data, nowcasting
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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67
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17
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MIDAS, large factor models, nowcasting, mixed-frequency data, missing values
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5.
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Schumacher, Christian
Deutsche Bundesbank
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59
(185,059)
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State space models, NAIRU, filter uncertainty, estimation uncertainty
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6.
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Scharnagl, Michael
Deutsche Bundesbank Schumacher, Christian
Deutsche Bundesbank
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35
(230,461)
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4
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inflation forecasting, monetary indicators, Bayesian Model Averaging, inclusion probability
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7.
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Kuzin, Vladimir
German Institute for Economic Research (DIW Berlin) Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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4
(327,614)
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10
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euro area growth, MIDAS, mixed-frequency data, mixed-frequency VAR, nowcasting
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8.
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Kuzin, Vladimir
German Institute for Economic Research (DIW Berlin) Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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4
(327,614)
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1
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factor models, forecast combination, forecast pooling, MIDAS, mixed-frequency data, model selection, nowcasting
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9.
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Foroni, Claudia
affiliation not provided to SSRN Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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3
(330,630)
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2
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distributed lag polynomals, Mixed data sampling, nowcasting, time aggregation
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10.
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Marcellino, Massimiliano Giuseppe
Bocconi University - Department of Economics Schumacher, Christian
Deutsche Bundesbank
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2
(335,378)
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16
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11.
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Schumacher, Christian
Deutsche Bundesbank
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06 Sep 07
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Last Revised:
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14 Jun 08
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factor models, static and dynamic factors, principal components, forecasting accuracy
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