Access Statistics for Christian Schumacher

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing 0 1 2 59 0 1 17 99
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 1 147 1 2 24 369
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 0 1 15 36
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 0 7 556
Factor forecasting using international targeted predictors: the case of German GDP 0 0 1 149 0 1 18 478
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 0 0 37 456
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 1 14 415
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 0 0 12 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 2 202 1 2 20 723
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 1 1 15 182
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 0 1 11 929
Forecasting Trend Output in the Euro Area 0 0 0 1 0 1 15 23
Forecasting trend output in the Euro area 0 0 0 25 0 1 13 168
MIDAS and bridge equations 0 0 1 370 1 5 32 1,437
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 0 1 112 0 0 16 311
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 1 3 458 0 4 35 1,162
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 1 121 1 2 12 497
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 2 3 137 2 6 17 432
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 4 9 327
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 0 0 8 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 0 1 12 272
Precision-based sampling with missing observations: A factor model application 0 0 0 33 0 1 15 66
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 1 1 21 974
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 1 4 20 318
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 1 3 45 372
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 9 594 2 7 54 2,081
Total Working Papers 1 5 31 4,263 12 50 514 13,702

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of MIDAS and bridge equations 0 0 6 111 3 6 48 338
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 1 2 15 132
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 1 1 70 2 5 24 247
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? / Die Schätzung von großen Faktormodellen für die deutsche Volkswirtschaft: Übertreffen sie einfachere Modelle? 1 2 2 36 1 4 12 154
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 2 10 219 1 7 45 560
Factor forecasting using international targeted predictors: The case of German GDP 0 0 0 75 1 1 13 213
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 0 1 18 464
Forecasting Trend Output in the Euro Area 0 0 0 1 0 0 9 277
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 0 2 181 0 0 10 438
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 0 1 14 86
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 6 197 1 8 48 755
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 1 71 2 6 24 353
Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework 0 0 0 43 1 1 8 132
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 2 2 14 417
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 2 9 191
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 1 3 194 0 3 18 427
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 1 1 13 151
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 8 11 168 4 16 43 450
Total Journal Articles 4 17 42 1,716 21 66 385 5,785

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Statistics updated 2026-08-07