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 3 4 10 86
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 0 146 3 7 10 352
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 2 4 6 25
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 1 2 550
Factor forecasting using international targeted predictors: the case of German GDP 0 0 0 148 1 1 1 461
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 144 1 2 5 421
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 3 3 8 404
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 1 1 219 1 2 3 716
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 1 2 201 2 3 4 706
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 1 1 3 168
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 0 0 2 918
Forecasting Trend Output in the Euro Area 0 0 0 1 0 1 1 9
Forecasting trend output in the Euro area 0 0 0 25 1 1 1 156
MIDAS and bridge equations 0 0 4 369 1 2 17 1,407
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 1 6 112 1 4 15 299
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 1 7 456 2 4 20 1,131
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 1 1 6 486
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 1 134 1 2 3 417
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 2 2 88 1 2 3 262
Precision-based sampling with missing observations: A factor model application 0 0 0 33 2 2 6 53
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 1 3 419 3 7 13 960
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 1 1 1 299
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 2 100 1 4 11 331
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 2 12 587 5 11 44 2,038
Total Working Papers 3 10 44 4,242 37 72 200 13,260

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 2 10 107 4 8 24 298
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 1 1 4 118
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 2 69 1 1 13 224
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 3 143
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 4 11 213 3 9 38 524
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 1 2 4 202
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 2 3 5 449
Forecasting Trend Output in the Euro Area 0 0 0 1 1 1 2 269
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 1 1 180 1 3 5 431
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 0 0 3 72
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 9 192 4 11 32 718
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 1 4 13 333
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 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 4 157 2 3 18 410
Total Journal Articles 2 8 46 1,682 22 50 184 5,450

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Statistics updated 2025-11-08