Access Statistics for Malte Knüppel

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating fixed-horizon forecasts using fixed-event forecasts 0 0 0 81 0 2 12 199
Assessing the uncertainty in central banks' inflation outlooks 0 0 0 36 0 1 22 78
Can capacity constraints explain asymmetries 0 0 0 39 0 0 7 198
Efficient estimation of forecast uncertainty based on recent forecast errors 0 0 0 64 0 0 8 270
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 1 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 1 14 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 0 8 150
Evaluating macroeconomic risk forecasts 0 0 1 32 0 1 15 136
Evaluating the calibration of multi-step-ahead density forecasts using raw moments 0 0 0 67 0 1 28 173
Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts 0 0 0 36 0 0 8 73
Forecast uncertainty, disagreement, and the linear pool 0 0 0 33 3 5 13 71
Forecast-error-based estimation of forecast uncertainty when the horizon is increased 0 0 0 93 0 2 16 159
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 0 1 11 180
How informative are central bank assessments of macroeconomic risks? 0 0 0 13 0 0 10 107
How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts 0 0 0 89 0 0 11 241
Quantifying risk and uncertainty in macroeconomic forecasts 0 0 0 184 0 0 8 690
Score-based calibration testing for multivariate forecast distributions 0 0 1 17 0 3 21 45
Score-based calibration testing for multivariate forecast distributions 0 0 2 22 2 7 27 63
Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept 0 0 0 131 0 0 15 383
The ECB’s price stability framework: past experience, and current and future challenges 0 0 1 61 3 7 53 254
The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts 0 0 0 40 0 0 27 169
The empirical (ir)relevance of the interest rate assumption for central bank forecasts 0 0 0 60 0 3 16 227
Total Working Papers 0 0 5 1,307 8 35 363 4,104

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts 0 0 1 2 0 2 32 34
Assessing the uncertainty in central banks’ inflation outlooks 0 0 0 3 1 1 9 79
CAN CAPACITY CONSTRAINTS EXPLAIN ASYMMETRIES OF THE BUSINESS CYCLE? 0 0 0 9 0 0 12 47
Efficient estimation of forecast uncertainty based on recent forecast errors 0 0 0 25 0 0 9 137
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 2 11 110
Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments 0 0 0 19 0 1 15 88
Forecast uncertainty, disagreement, and the linear pool 0 0 0 2 0 1 14 28
Forecast-error-based estimation of forecast uncertainty when the horizon is increased 0 0 0 14 0 0 13 75
Graham Elliott and Allan Timmermann: Economic Forecasting 0 0 0 18 0 0 1 61
How Informative Are Central Bank Assessments of Macroeconomic Risks? 0 0 0 18 3 4 19 121
How far can we forecast? Statistical tests of the predictive content 0 1 1 8 1 2 20 69
Interest rate assumptions and predictive accuracy of central bank forecasts 0 0 0 24 4 14 29 190
Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept 0 0 0 25 0 0 9 103
Total Journal Articles 0 1 2 194 9 27 193 1,142

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Statistics updated 2026-08-07