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 0 2 57 1 2 7 82
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 3 146 1 2 13 345
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 0 0 2 21
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 1 1 2 549
Factor forecasting using international targeted predictors: the case of German GDP 0 0 0 148 0 0 1 460
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 144 0 1 4 419
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 93 2 4 7 401
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 218 1 1 5 714
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 1 1 2 200 1 1 5 703
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 0 0 2 167
Forecasting German GDP using alternative factor models based on large datasets 0 0 1 320 1 1 3 918
Forecasting Trend Output in the Euro Area 0 0 0 1 0 0 0 8
Forecasting trend output in the Euro area 0 0 0 25 0 0 0 155
MIDAS and bridge equations 0 0 4 369 1 5 16 1,405
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 1 3 6 111 1 3 13 295
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 3 8 455 4 7 19 1,127
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 1 120 0 3 9 485
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 1 134 1 1 2 415
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 1 122 0 0 3 318
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 0 0 1 285
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 0 86 0 0 1 260
Precision-based sampling with missing observations: A factor model application 0 0 0 33 0 0 6 51
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 2 418 2 2 6 953
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 0 0 1 298
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 3 99 0 1 10 327
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 3 15 585 5 12 51 2,027
Total Working Papers 4 11 54 4,232 22 47 189 13,188

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 2 9 105 2 4 23 290
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 1 1 4 117
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 2 6 69 2 6 18 223
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? 0 0 0 34 0 1 2 142
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 2 11 209 2 9 43 515
Factor forecasting using international targeted predictors: The case of German GDP 0 1 1 75 1 2 3 200
Forecasting German GDP using alternative factor models based on large datasets 0 0 1 132 1 2 6 446
Forecasting Trend Output in the Euro Area 0 0 0 1 0 0 1 268
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 0 0 179 0 0 2 428
Identifying relevant and irrelevant variables in sparse factor models 0 0 1 25 2 3 4 72
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 12 191 2 4 29 707
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 0 1 10 329
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 0 0 0 124
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 1 138 0 0 3 403
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 0 6 182
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 2 7 191 0 2 13 409
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 0 0 0 138
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 7 157 1 6 22 407
Total Journal Articles 2 12 59 1,674 14 41 189 5,400

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Statistics updated 2025-08-05