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 3 57 1 2 6 80
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 3 146 0 0 12 342
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 1 2 2 21
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 0 2 548
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 1 1 144 1 2 4 418
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 93 0 1 5 397
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 218 0 0 4 713
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 2 199 0 0 6 702
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 1 98 1 1 3 166
Forecasting German GDP using alternative factor models based on large datasets 0 0 1 320 0 0 3 916
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 1 3 5 369 2 7 19 1,398
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 1 5 107 1 6 11 290
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 2 2 5 451 2 6 19 1,117
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 1 133 0 0 3 414
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 2 120 1 2 11 482
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 2 122 1 2 4 318
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 82 0 0 0 284
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 0 86 0 0 0 259
Precision-based sampling with missing observations: A factor model application 0 0 1 33 1 2 6 50
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 2 2 2 418 2 3 4 950
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 1 6 99 1 5 21 326
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 3 25 580 2 11 77 2,009
Total Working Papers 5 13 68 4,216 17 52 224 13,121

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 1 3 6 100 3 6 22 281
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 1 1 3 116
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 4 67 0 0 9 212
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 1 141
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 3 4 14 206 5 10 44 500
Factor forecasting using international targeted predictors: The case of German GDP 0 0 0 74 0 0 1 198
Forecasting German GDP using alternative factor models based on large datasets 0 0 1 132 0 0 4 444
Forecasting Trend Output in the Euro Area 0 0 0 1 1 1 1 268
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 0 1 179 1 1 3 427
Identifying relevant and irrelevant variables in sparse factor models 0 0 1 25 0 0 3 69
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 3 12 187 2 10 36 697
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 3 69 1 6 10 326
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 2 138 0 0 3 402
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 3 4 10 182
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 1 9 187 0 4 20 404
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 1 2 7 155 1 5 21 399
Total Journal Articles 6 15 60 1,652 19 49 191 5,328

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Statistics updated 2025-03-03