Malte Knüppel

Deutsche Bundesbank - Research Centre

Wilhelm-Epstein-Str. 14

D-60431 Frankfurt/Main

Germany

SCHOLARLY PAPERS

14

DOWNLOADS

195

CITATIONS

1

Scholarly Papers (14)

1.

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 88 (229,297)

Abstract:

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 European University Institute
Downloads 6 (547,081)

Abstract:

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 European University Institute
Downloads 5 (552,213)

Abstract:

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

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 Economist
Downloads 5 (552,213)

Abstract:

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 Economist

Abstract:

4.

Empirical Simultaneous Confidence Regions for Path-Forecasts

CEPR Discussion Paper No. DP7797
Number of pages: 51 Posted: 19 May 2010
University of California, Davis - Department of Economics, Deutsche Bundesbank - Research Centre and European University Institute
Downloads 2 (544,625)
Citation 1
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Abstract:

forecast uncertainty, path forecast, Scheffe;'s S-method, simultaneous confidence region

5.

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 L. Vladu
Deutsche Bundesbank - Research Centre and Deutsche Bundesbank
Downloads 0 (483,376)

Abstract:

survey expectations, forecast disagreement

6.

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 0 (518,558)

Abstract:

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

7.

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 Economist
Downloads 0 (527,691)

Abstract:

Forecast Accuracy, Density Forecasts, Projections

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 0 (467,690)

Abstract:

density forecast evaluation, normality tests

9.

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 0 (493,735)

Abstract:

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

10.

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 Economist
Downloads 0 (527,691)

Abstract:

forecast evaluation, risk forecasts, inflation forecasts

11.

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 0 (518,558)

Abstract:

Capacity utilization, capacity constraints, asymmetry, RBC model

12.

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 Economist
Downloads 0 (523,147)

Abstract:

forecast evaluation, asymmetric densities, skewness

13.

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 0 (532,278)

Abstract:

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

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 0 (544,625)

Abstract:

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