Access Statistics for Christian Schumacher

Author contact details at EconPapers.

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 9 38 38 1 10 16 16
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 3 8 138 0 5 25 302
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 0 0 0 4 4
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 1 1 1 99 2 2 5 534
Factor forecasting using international targeted predictors: the case of German GDP 1 1 3 141 2 2 9 427
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 1 2 3 133 3 7 12 358
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 79 0 0 4 344
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 1 3 7 194 4 11 28 617
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 7 10 22 120 17 28 79 397
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 2 4 89 2 7 15 133
Forecasting German GDP using alternative factor models based on large datasets 0 0 1 302 2 3 9 862
Forecasting Trend Output in the Euro Area 0 0 0 0 0 0 2 2
Forecasting trend output in the Euro area 0 0 2 25 0 0 4 151
MIDAS and bridge equations 5 16 47 295 22 57 286 1,049
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 2 3 68 2 6 15 148
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 3 11 380 2 12 45 862
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 4 118 3 8 17 319
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 2 106 4 13 31 340
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 115 0 1 9 292
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 80 2 3 8 257
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 1 4 85 0 2 12 236
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 1 8 386 2 4 23 870
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 1 1 67 1 2 3 282
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 12 61 5 12 41 188
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 6 38 291 11 42 179 842
Total Working Papers 21 64 221 3,410 87 237 881 9,832


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 13 41 0 4 30 104
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 24 1 1 1 104
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 1 7 10 10 2 14 22 22
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 1 29 1 2 4 117
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 6 12 99 7 15 32 233
Factor forecasting using international targeted predictors: The case of German GDP 0 1 2 67 1 2 6 173
Forecasting German GDP using alternative factor models based on large datasets 0 0 3 122 0 1 11 405
Forecasting Trend Output in the Euro Area 0 0 0 1 0 0 2 263
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 0 2 171 0 0 5 406
Identifying relevant and irrelevant variables in sparse factor models 0 1 4 13 0 1 10 37
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 3 14 106 4 21 64 366
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 3 35 2 6 25 172
Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework 0 0 1 39 1 1 3 114
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 1 129 0 1 7 382
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 3 12 138
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 1 4 15 131 1 9 31 271
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 2 28 0 0 7 132
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 1 6 23 68 1 8 43 191
Total Journal Articles 4 30 106 1,113 21 89 315 3,630


Statistics updated 2019-09-09