Malte Knüppel

Deutsche Bundesbank - Research Centre

Wilhelm-Epstein-Str. 14

D-60431 Frankfurt/Main

Germany

http://sites.google.com/view/malteknueppel-research/home

SCHOLARLY PAPERS

16

DOWNLOADS

885

SSRN CITATIONS
Rank 25,059

SSRN RANKINGS

Top 25,059

in Total Papers Citations

21

CROSSREF CITATIONS

27

Scholarly Papers (16)

1.

How Far Can We Forecast? Statistical Tests of the Predictive Content

Deutsche Bundesbank Discussion Paper No. 07/2018
Number of pages: 44 Posted: 10 May 2018
Jörg Breitung and Malte Knüppel
University of Cologne and Deutsche Bundesbank - Research Centre
Downloads 128 (408,928)

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Hypothesis Testing, Predictive Accuracy, Informativeness

2.

Business Cycle Properties of Firm Data Classified by Size: A Burns-Mitchell Analysis (Unternehmensgrößenklassen im ifo-Konjunkturtest: Eine Burns-Mitchell-Analyse)

Schriftenreihe des Rheinisch-Westfälischen Instituts für Wirtschaftsforschung, Neue Folge, 2005
Number of pages: 23 Posted: 08 Dec 2005
Bernd Lucke and Malte Knüppel
University of Hamburg - Faculty of Economics and Business Administration and Deutsche Bundesbank - Research Centre
Downloads 120 (429,122)

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3.

Approximating Fixed-Horizon Forecasts Using Fixed-Event Forecasts

Bundesbank Discussion Paper No. 28/2016
Number of pages: 38 Posted: 05 Oct 2016
Malte Knüppel and Andreea Vladu
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 105 (473,489)

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survey expectations, forecast disagreement

4.

Forecast-Error-Based Estimation of Forecast Uncertainty When the Horizon is Increased

Bundesbank Discussion Paper No. 40/2014
Number of pages: 27 Posted: 21 Jun 2016
Malte Knüppel
Deutsche Bundesbank - Research Centre
Downloads 63 (641,236)
Citation 1

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multi-step-ahead forecasts, forecast error variance, SUR

5.

The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts

Bundesbank Discussion Paper No. 11/2013
Number of pages: 46 Posted: 21 Jun 2016
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 63 (641,236)

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Forecast Accuracy, Density Forecasts, Projections

Empirical Simultaneous Confidence Regions for Path-Forecasts

Number of pages: 60 Posted: 17 Oct 2015
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 29 (896,026)
Citation 4

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path forecast, forecast uncertainty, simultaneous confidence region, Scheffé’s S-method, Mahalanobis distance, false discovery rate

Empirical Simultaneous Confidence Regions for Path-Forecasts

Bundesbank Series 1 Discussion Paper No. 2010,06
Number of pages: 60 Posted: 08 Jun 2016
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 29 (896,026)
Citation 2

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Path forecast, forecast uncertainty, simultaneous confidence region, Scheffé's S-method, Mahalanobis distance, false discovery rate

7.

Assessing the Uncertainty in Central Banks' Inflation Outlooks

Deutsche Bundesbank Discussion Paper No. 56/2018
Number of pages: 51 Posted: 11 Feb 2019 Last Revised: 18 Nov 2021
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 53 (696,211)
Citation 2

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Density Forecasts, Fan Charts, Forecast Optimality, Forecast Accuracy

8.

Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments

Bundesbank Series 1 Discussion Paper No. 2011,32
Number of pages: 84 Posted: 08 Jun 2016
Malte Knüppel
Deutsche Bundesbank - Research Centre
Downloads 51 (708,472)
Citation 14

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density forecast evaluation, normality tests

How Informative are Macroeconomic Risk Forecasts? An Examination of the Bank of England's Inflation Forecasts

Bundesbank Series 1 Discussion Paper No. 2008,14
Number of pages: 48 Posted: 08 Jun 2016
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 41 (794,945)

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Forecast evaluation, risk forecasts, Bank of England inflation forecasts

How Informative are Central Bank Assessments of Macroeconomic Risks?

International Journal of Central Banking, Vol. 8(3), 87-139, 2012
Posted: 09 Aug 2015 Last Revised: 13 Sep 2016
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank

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10.

Quantifying Risk and Uncertainty in Macroeconomic Forecasts

Bundesbank Series 1 Discussion Paper No. 2007,25
Number of pages: 56 Posted: 08 Jun 2016
Malte Knüppel and Karl-Heinz Tödter
Deutsche Bundesbank - Research Centre and affiliation not provided to SSRN
Downloads 38 (796,968)

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Macroeconomic forecasts, stochastic forecast intervals, risk, uncertainty, asymmetrically weighted normal distribution, asymmetric bootstrap

11.

Evaluating Macroeconomic Risk Forecasts

Bundesbank Series 1 Discussion Paper No. 2011,14
Number of pages: 44 Posted: 08 Jun 2016
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 36 (812,279)

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forecast evaluation, asymmetric densities, skewness

12.

How Informative are Central Bank Assessments of Macroeconomic Risks?

Bundesbank Series 1 Discussion Paper No. 2011,13
Number of pages: 76 Posted: 08 Jun 2016
Malte Knüppel and Guido Schultefrankenfeld
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 36 (812,279)

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forecast evaluation, risk forecasts, inflation forecasts

13.

Can Capacity Constraints Explain Asymmetries

Bundesbank Series 1 Discussion Paper No. 2008,01
Number of pages: 48 Posted: 08 Jun 2016
Malte Knüppel
Deutsche Bundesbank - Research Centre
Downloads 32 (844,571)

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Capacity utilization, capacity constraints, asymmetry, RBC model

14.

Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors

Bundesbank Series 1 Discussion Paper No. 2009,28
Number of pages: 68 Posted: 08 Jun 2016
Malte Knüppel
Deutsche Bundesbank - Research Centre
Downloads 31 (852,905)
Citation 3

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Multi-step-ahead forecasts, forecast error variance, GLS, SUR

15.

Testing for Business Cycle Asymmetries Based on Autoregressions with a Markov-Switching Intercept

Bundesbank Series 1 Discussion Paper No. 2004,41
Number of pages: 56 Posted: 08 Jun 2016
Malte Knüppel
Deutsche Bundesbank - Research Centre
Downloads 28 (878,938)

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asymmetry, deepness, steepness, Markov-switching, business cycles

16.

Empirical Simultaneous Confidence Regions for Path-Forecasts

CEPR Discussion Paper No. DP7797
Number of pages: 51 Posted: 19 May 2010
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Deutsche Bundesbank - Research Centre and Bocconi University - Department of Economics
Downloads 2 (1,123,559)
Citation 3
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forecast uncertainty, path forecast, Scheffe;'s S-method, simultaneous confidence region