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 1 58 4 10 17 97
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 0 146 2 9 22 364
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 1 5 12 33
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 5 7 555
Factor forecasting using international targeted predictors: the case of German GDP 1 1 1 149 1 10 12 472
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 5 18 30 448
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 1 5 14 411
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 1 7 12 725
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 1 3 202 3 11 16 718
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 0 7 12 178
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 0 7 12 928
Forecasting Trend Output in the Euro Area 0 0 0 1 1 9 12 20
Forecasting trend output in the Euro area 0 0 0 25 0 9 10 165
MIDAS and bridge equations 0 0 0 369 3 13 25 1,423
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 0 5 112 1 5 15 305
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 5 456 0 15 32 1,149
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 0 9 13 495
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 2 135 0 5 11 425
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 4 5 323
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 1 2 7 291
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 0 4 8 267
Precision-based sampling with missing observations: A factor model application 0 0 0 33 0 7 11 61
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 2 11 22 972
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 5 10 11 309
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 6 26 34 360
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 5 13 593 5 26 62 2,071
Total Working Papers 2 8 38 4,254 42 249 444 13,565

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 9 109 5 13 34 315
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 2 8 12 128
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 2 69 1 13 26 238
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 4 7 9 150
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 3 11 217 4 19 47 547
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 3 7 12 210
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 4 10 15 459
Forecasting Trend Output in the Euro Area 0 0 0 1 0 4 7 275
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 1 2 181 2 4 8 435
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 2 7 12 81
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 1 70 0 4 14 340
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 7 194 2 19 43 740
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 4 7 131
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 2 8 13 415
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 2 2 3 185
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 4 191 2 10 16 420
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 1 6 8 146
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 0 3 158 7 11 26 425
Total Journal Articles 1 7 40 1,692 44 156 312 5,640

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Statistics updated 2026-03-04