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 1 1 2 59 1 2 19 99
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 1 1 147 1 4 25 368
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 0 2 14 35
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 1 8 556
Factor forecasting using international targeted predictors: the case of German GDP 0 0 1 149 0 5 17 477
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 0 8 37 456
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 3 17 414
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 0 1 13 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 3 202 1 4 20 722
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 0 3 14 181
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 1 1 12 929
Forecasting Trend Output in the Euro Area 0 0 0 1 1 3 15 23
Forecasting trend output in the Euro area 0 0 0 25 1 3 13 168
MIDAS and bridge equations 0 1 1 370 2 11 32 1,434
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 0 2 112 0 6 17 311
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 2 5 458 2 11 39 1,160
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 3 136 3 4 15 429
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 1 1 12 496
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 2 2 7 325
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 0 2 8 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 1 5 12 272
Precision-based sampling with missing observations: A factor model application 0 0 0 33 1 5 15 66
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 0 1 22 973
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 1 6 17 315
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 2 11 44 371
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 10 594 2 5 55 2,076
Total Working Papers 3 7 35 4,261 23 110 519 13,675

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 8 111 1 18 47 333
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 0 2 14 130
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 0 69 2 6 25 244
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 1 1 10 151
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 1 11 218 2 8 47 555
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 0 2 14 212
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 0 4 19 463
Forecasting Trend Output in the Euro Area 0 0 0 1 0 2 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 3 10 438
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 0 4 16 85
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 6 196 2 9 45 749
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 1 1 71 2 9 21 349
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 7 131
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 0 0 12 415
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 4 7 189
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 2 2 193 1 5 16 425
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 0 4 12 150
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 4 6 8 164 8 17 37 442
Total Journal Articles 7 14 39 1,706 19 98 368 5,738

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Statistics updated 2026-06-04