Thomas Knetsch

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

15

DOWNLOADS

445

SSRN CITATIONS
Rank 32,513

SSRN RANKINGS

Top 32,513

in Total Papers Citations

2

CROSSREF CITATIONS

18

Scholarly Papers (15)

1.

Assessing House Prices in Germany: Evidence from an Estimated Stock-Flow Model Using Regional Data

Bundesbank Discussion Paper No. 46/2013
Number of pages: 45 Posted: 21 Jun 2016
Florian Kajuth, Thomas Knetsch and Nicolas Pinkwart
Deutsche Bundesbank, Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 117 (246,748)
Citation 2

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fundamental house prices, regional house prices, housing demand and supply

Evaluating the German Inventory Cycle - Using Data from the Ifo Business Survey

CESifo Working Paper Series No. 1202
Number of pages: 39 Posted: 09 Jun 2004
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 92 (292,813)

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inventory investment, revisions, composite indices, canonical correlation, factor models, national accounts data, Ifo business survey, Germany

Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey

Bundesbank Series 1 Discussion Paper No. 2004,10
Number of pages: 48 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 5 (667,304)

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inventory investment, revisions, composite indices, canonical correlation, factor models, national accounts data, Ifo business survey, Germany

3.

Google Data in Bridge Equation Models for German GDP

Bundesbank Discussion Paper No. 18/2017
Number of pages: 58 Posted: 30 Jun 2017
Thomas Götz and Thomas Knetsch
Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Downloads 55 (386,146)

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Big Data, Bridge Equation Models, Forecasting, Principal Components Analysis, Partial Least Squares, LASSO, Boosting

4.

Forecasting the Price of Crude Oil Via Convenience Yield Predictions

Bundesbank Series 1 Discussion Paper No. 2006,12
Number of pages: 44 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 40 (440,649)

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oil price forecasts, rational commodity pricing, convenience yield, single-equation model

5.

A User Cost Approach to Capital Measurement in Aggregate Production Functions

Bundesbank Discussion Paper No. 01/2012E
Number of pages: 44 Posted: 21 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 34 (466,222)

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Capital stock, aggregation, production function, TFP, Kapitalstock, Aggregation, Produktionsfunktion, TFP

6.

On the Dynamics of the Investment Income Balance

Bundesbank Discussion Paper No. 21/2016
Number of pages: 41 Posted: 11 Jul 2016
Thomas Knetsch and Arne Nagengast
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank - Economics Department
Downloads 33 (470,832)

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Investment income balance, Return differential, Exorbitant privilege, International risk sharing

7.

Integration of Stochastic Effects and Data Uncertainties into the Design of Process Equipment

Risk Analysis, Vol. 25, No. 1, pp. 189-198, February 2005
Number of pages: 10 Posted: 08 May 2006
Thomas Knetsch and Ulrich Hauptmanns
Deutsche Bundesbank - Economics Department and University of Magdeburg - Department of Process Design and Safety
Downloads 18 (554,057)
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8.

Das Erwerbspersonenpotenzial Zu Vollzeitäquivalenten: Messkonzept, Projektion Und Anwendungsbeispiele

Bundesbank Discussion Paper No. 26/2013
Number of pages: 29 Posted: 21 Jun 2016
Thomas Knetsch, Katja Sonderhof and Wolfram Kempe
Deutsche Bundesbank - Economics Department, Leibniz Universität Hannover and IZA Institute of Labor Economics
Downloads 9 (611,713)

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Erwerbspersonenpotenzial, Arbeitsangebot, Zuwanderung, Alterung

9.

Trend and Cycle Features in German Residential Investment Before and after Reunification

Bundesbank Series 1 Discussion Paper No. 2010,10
Number of pages: 44 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 9 (611,713)

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Residential investment, vector autoregression, trend-cycle decomposition, Germany

10.

Ein Nutzungskostenbasierter Ansatz Zur Messung Des Faktors Kapital in Aggregierten Produktionsfunktionen

Bundesbank Discussion Paper No. 01/2012
Number of pages: 44 Posted: 21 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 8 (618,435)

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Kapitalstock, Aggregation, Produktionsfunktion, TFP, Capital stock, aggregation, production function, TFP

11.

The Inventory Cycle of the German Economy

Bundesbank Series 1 Discussion Paper No. 2004,09
Number of pages: 40 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 8 (618,435)

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inventory fluctuations, business cycles, data quality, composite index, Germany

12.

Supply-Side Effects of Strong Energy Price Hikes in German Industry and Transportation

Bundesbank Series 1 Discussion Paper No. 2009,26
Number of pages: 44 Posted: 08 Jun 2016
Thomas Knetsch and Alexander Molzahn
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 6 (631,919)

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Energy prices, supply of goods and services, income distribution

13.

Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy

Bundesbank Series 1 Discussion Paper No. 2005,39
Number of pages: 64 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 5 (638,830)

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cointegration, trend-cycle decomposition, cohesion, bootstrap

14.

How to Treat Benchmark Revisions? The Case of German Production and Orders Statistics

Bundesbank Series 1 Discussion Paper No. 2006,38
Number of pages: 52 Posted: 08 Jun 2016
Thomas Knetsch and Hans-Eggert Reimers
Deutsche Bundesbank - Economics Department and Hochschule Wismar
Downloads 4 (645,964)

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real-time data, benchmark revisions, industrial production, orders

15.

Dealing with Benchmark Revisions in Real-Time Data: The Case of German Production and Orders Statistics

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 2, pp. 209-235, April 2009
Number of pages: 27 Posted: 27 Apr 2009
Thomas Knetsch and Hans-Eggert Reimers
Deutsche Bundesbank - Economics Department and Hochschule Wismar
Downloads 2 (663,307)
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