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 2 42 42 2 7 28 28
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 4 138 0 1 15 305
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 0 0 2 7 7
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 1 99 0 1 7 536
Factor forecasting using international targeted predictors: the case of German GDP 0 0 1 141 2 4 13 438
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 3 3 5 136 8 9 27 375
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 79 0 1 10 353
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 2 5 10 199 5 13 45 643
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 4 8 30 134 14 29 108 452
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 2 3 5 92 2 6 18 141
Forecasting German GDP using alternative factor models based on large datasets 0 2 4 305 3 8 16 873
Forecasting Trend Output in the Euro Area 0 0 0 0 0 1 2 4
Forecasting trend output in the Euro area 0 0 0 25 0 0 0 151
MIDAS and bridge equations 2 4 29 303 14 43 220 1,137
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 1 2 7 72 2 5 19 157
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 3 6 17 388 10 24 62 891
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 4 7 122 4 11 26 332
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 4 108 2 5 37 350
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 115 0 2 8 295
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 2 81 7 8 17 268
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 85 1 1 10 239
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 6 387 2 6 26 881
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 1 67 0 3 11 291
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 2 13 65 4 8 44 202
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 7 23 54 322 21 66 219 945
Total Working Papers 27 65 244 3,505 103 264 995 10,294


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 2 7 16 53 3 15 38 128
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 24 1 1 4 107
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 1 5 19 19 3 17 63 63
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 30 0 0 7 122
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 3 14 105 2 8 40 251
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 67 1 2 8 177
Forecasting German GDP using alternative factor models based on large datasets 1 1 3 123 2 3 11 410
Forecasting Trend Output in the Euro Area 0 0 0 1 0 1 1 264
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 1 2 172 0 1 6 410
Identifying relevant and irrelevant variables in sparse factor models 1 1 5 15 1 1 8 41
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 1 4 36 3 8 27 183
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 2 6 17 114 7 21 78 400
Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework 0 0 0 39 0 0 2 115
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 1 1 1 130 2 2 7 386
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 5 12 144
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 1 15 137 2 6 33 286
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 28 0 0 1 133
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 4 29 79 4 11 49 214
Total Journal Articles 12 31 127 1,172 32 102 395 3,834


Statistics updated 2020-02-04