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 0 57 1 5 9 87
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 0 146 3 9 13 355
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 3 7 9 28
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 1 2 550
Factor forecasting using international targeted predictors: the case of German GDP 0 0 0 148 1 2 2 462
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 144 9 11 14 430
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 2 5 10 406
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 1 2 2 220 2 4 5 718
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 1 2 201 1 4 5 707
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 3 4 6 171
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 3 3 5 921
Forecasting Trend Output in the Euro Area 0 0 0 1 2 3 3 11
Forecasting trend output in the Euro area 0 0 0 25 0 1 1 156
MIDAS and bridge equations 0 0 3 369 3 5 19 1,410
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 0 6 112 1 2 16 300
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 7 456 3 6 23 1,134
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 0 1 6 486
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 2 135 3 4 6 420
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 1 1 3 319
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 2 2 5 289
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 2 2 88 1 3 4 263
Precision-based sampling with missing observations: A factor model application 0 0 0 33 1 3 6 54
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 1 3 419 1 7 14 961
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 0 1 1 299
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 3 101 3 4 13 334
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 3 11 588 7 16 47 2,045
Total Working Papers 4 11 43 4,246 56 114 247 13,316

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 1 10 107 4 9 27 302
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 2 3 5 120
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 2 69 1 2 13 225
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 3 143
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 2 12 214 4 10 38 528
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 1 2 5 203
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 0 2 5 449
Forecasting Trend Output in the Euro Area 0 0 0 1 2 3 4 271
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 0 1 180 0 1 5 431
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 2 2 5 74
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 3 6 16 336
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 9 193 3 10 34 721
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 3 3 127
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 4 4 5 407
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 0 5 183
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 5 191 1 1 10 410
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 2 2 2 140
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 1 1 5 158 4 6 20 414
Total Journal Articles 3 6 48 1,685 34 67 205 5,484

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Statistics updated 2025-12-06