Thomas Knetsch

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

16

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1,115

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in Total Papers Citations

12

CROSSREF CITATIONS

16

Scholarly Papers (16)

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 306 (159,516)
Citation 2

Abstract:

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

2.

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 121 (366,391)
Citation 1

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

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

Number of pages: 39 Posted: 09 Jun 2004
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 105 (408,012)
Citation 2

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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 15 (887,651)
Citation 2

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

4.

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 118 (373,205)
Citation 3

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

5.

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 73 (508,110)

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Erwerbspersonenpotenzial, Arbeitsangebot, Zuwanderung, Alterung

6.

Compilation of Commercial Property Price Indices for Germany Tailored for Policy Use

Deutsche Bundesbank Discussion Paper No. 25/2020
Number of pages: 28 Posted: 30 Apr 2020
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 72 (512,003)

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Commercial property price indices, private data, stock weighting, policy use

7.

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 60 (562,669)

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

8.

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 47 (627,810)

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

9.

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 35 (700,153)

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cointegration, trend-cycle decomposition, cohesion, bootstrap

10.

Quantifying Bias and Inaccuracy of Upper-Level Aggregation in HICPs for Germany and the Euro Area

Deutsche Bundesbank Discussion Paper No. 06/2021
Number of pages: 40 Posted: 30 Mar 2021
Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 27 (757,044)
Citation 2

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11.

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 27 (757,044)

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Energy prices, supply of goods and services, income distribution

12.

The Impact of Weight Shifts on Inflation: Evidence for the Euro Area HICP

Deutsche Bundesbank Discussion Paper No. 27/2022
Number of pages: 35 Posted: 30 Aug 2022
Thomas Knetsch, Patrick Schwind and Sebastian Weinand
Deutsche Bundesbank - Economics Department, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 26 (764,701)

Abstract:

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Inflation measurement, HICP, Updating of weights

13.

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 22 (796,516)

Abstract:

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

14.

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 21 (804,797)

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

15.

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 20 (813,309)

Abstract:

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

16.

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 20 (813,309)
Citation 1

Abstract:

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