Gerhard Rünstler

European Central Bank

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

14

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1,140

CITATIONS
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Top 5,389

in Total Papers Citations

95

Scholarly Papers (14)

1.
Downloads 168 (164,408)
Citation 17

Short-term Forecasts of Euro Area GDP Growth

ECB Working Paper No. 949
Number of pages: 31 Posted: 16 Nov 2008
European Central Bank (ECB), European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and European Central Bank
Downloads 164 (168,973)
Citation 17

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Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News

Short-Term Forecasts of Euro Area GDP Growth

CEPR Discussion Paper No. DP6746
Number of pages: 25 Posted: 10 Jun 2008
European Central Bank (ECB), European Central Bank (ECB), Federal Reserve Banks - Federal Reserve Bank of New York, London Business School and European Central Bank
Downloads 4 (602,764)
Citation 17
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Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data

2.

Short-Term Estimates of Euro Area Real GDP by Means of Monthly Data

ECB Working Paper No. 276
Number of pages: 34 Posted: 20 Jan 2004
Franck Sédillot and Gerhard Rünstler
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) and European Central Bank
Downloads 149 (182,970)
Citation 11

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Conjunctural analysis, bridge equations, incomplete monthly information

3.

The Information Content of Real-Time Output Gap Estimates: An Application to the Euro Area

ECB Working Paper No. 182
Number of pages: 45 Posted: 28 May 2003
Gerhard Rünstler
European Central Bank
Downloads 132 (201,766)
Citation 12

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Output gap, UOC models, Filtering and information, Inflation dynamics

4.

Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model

ECB Working Paper No. 953
Number of pages: 31 Posted: 31 Jan 2009
Elena Angelini, Marta Banbura and Gerhard Rünstler
European Central Bank (ECB), European Central Bank and European Central Bank
Downloads 131 (203,001)
Citation 6

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dynamic factor models, interpolation, nowcasting

5.

Short-Term Forecasting of GDP Using Large Monthly Datasets - A Pseudo Real-Time Forecast Evaluation Exercise

ECB Occasional Paper No. 84
Number of pages: 25 Posted: 18 Jun 2008
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 128 (206,809)
Citation 9

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Bridge models, Dynamic factor models, real-time data flow

6.

A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP

ECB Working Paper No. 751
Number of pages: 36 Posted: 31 May 2007
Marta Banbura and Gerhard Rünstler
European Central Bank and European Central Bank
Downloads 114 (225,605)
Citation 23

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dynamic factor models, forecasting, filter weights

7.

Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise

National Bank of Belgium Working Paper No. 133
Number of pages: 31 Posted: 03 Oct 2010
French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), European Central Bank (ECB), Bank of Italy, Sveriges Riksbank - Monetary Policy, Vytautas Magnus University, European University Institute, Bank of Portugal - Economic Research Department, European Central Bank, J. W. Goethe University Frankfurt and National Bank of Belgium
Downloads 97 (252,470)
Citation 9

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

8.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, European Central Bank (ECB), Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 73 (300,307)

Abstract:

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financial cycles, synchronicity, real-time estimates, DSGE models

9.

Business, Housing and Credit Cycles

ECB Working Paper No. 1915
Number of pages: 50 Posted: 19 Jun 2016
Gerhard Rünstler and Marente Vlekke
European Central Bank and CPB Netherlands Bureau of Economic Policy Analysis
Downloads 70 (307,417)

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unobserved components models, model-based filters, financial cycles, credit cycle, house prices

10.

Short-Term Forecasting of GDP Using Large Monthly Datasets: A Pseudo Real-Time Forecast Evaluation Exercise

Banque de France Working Paper No. 215
Number of pages: 29 Posted: 21 Sep 2010
affiliation not provided to SSRN, European Central Bank, Bank of Italy, Sveriges Riksbank - Monetary Policy, Vilnius university, European University Institute, Bank of Portugal - Economic Research Department, J. W. Goethe University Frankfurt, European Central Bank (ECB) and National Bank of Belgium
Downloads 29 (441,570)
Citation 5

Abstract:

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Bridge models, Dynamic factor models, real-time data flow

11.

Network Dependence in the Euro Area Money Market

ECB Working Paper No. 1887
Number of pages: 27 Posted: 25 Apr 2016
Gerhard Rünstler
European Central Bank
Downloads 22 (477,386)

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Euro area money markets, financial crisis, network analysis, spatial regressions

12.

On the Design of Data Sets for Forecasting with Dynamic Factor Models

ECB Working Paper No. 1893
Number of pages: 32 Posted: 26 Apr 2016
Gerhard Rünstler
European Central Bank
Downloads 18 (499,322)

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Dynamic factor models, forecasting, variable selection, LARS

13.

Modelling Phase Shifts Among Stochastic Cycles

Econometrics Journal, Vol. 7, No. 1, pp. 232-248, June 2004
Number of pages: 17 Posted: 04 Aug 2004
Gerhard Rünstler
European Central Bank
Downloads 9 (548,872)
Citation 3
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Structural time series model, stylised business cycle facts

14.

The Transmission Channels of Monetary, Macro- and Microprudential Policies and Their Interrelations

ECB Occasional Paper No. 191
Posted: 13 Jun 2017
European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)

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Central bank policies, non-standard measures, banking, financial regulation, DSGE models