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 2 57 1 2 8 83
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 1 146 3 5 9 349
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 2 2 4 23
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 1 2 3 550
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 0 1 144 1 1 5 420
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 2 5 401
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 1 1 2 219 1 2 3 715
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 1 2 2 201 1 2 4 704
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 0 0 2 167
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 0 1 2 918
Forecasting Trend Output in the Euro Area 0 0 0 1 1 1 1 9
Forecasting trend output in the Euro area 0 0 0 25 0 0 0 155
MIDAS and bridge equations 0 0 4 369 1 2 16 1,406
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 2 6 112 0 4 14 298
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 2 7 456 1 6 19 1,129
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 0 0 6 485
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 1 134 0 2 2 416
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 0 2 318
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 0 2 3 287
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 1 1 1 87 1 1 2 261
Precision-based sampling with missing observations: A factor model application 0 0 0 33 0 0 4 51
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 1 1 3 419 3 6 10 957
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 2 100 0 3 10 330
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 12 585 4 11 46 2,033
Total Working Papers 4 11 45 4,239 21 57 182 13,223

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 9 106 1 6 23 294
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 0 1 3 117
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 4 69 0 2 16 223
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 0 2 142
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 4 11 212 3 8 39 521
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 0 2 3 201
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 0 2 4 447
Forecasting Trend Output in the Euro Area 0 0 0 1 0 0 1 268
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 1 1 180 0 2 4 430
Identifying relevant and irrelevant variables in sparse factor models 0 0 1 25 0 2 4 72
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 10 192 3 9 29 714
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 2 3 12 332
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 2 2 2 126
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 0 0 2 403
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 1 7 183
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 5 191 0 0 9 409
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 0 0 6 157 0 2 20 408
Total Journal Articles 1 8 51 1,680 11 42 180 5,428

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Statistics updated 2025-10-06