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 1 1 58 4 8 12 91
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 0 0 146 2 8 15 357
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 2 7 11 30
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 0 0 2 550
Factor forecasting using international targeted predictors: the case of German GDP 0 0 0 148 1 3 3 463
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 4 14 17 434
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 2 7 12 408
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 1 2 220 1 4 6 719
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 1 1 3 202 4 7 9 711
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 4 8 10 175
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 0 3 5 921
Forecasting Trend Output in the Euro Area 0 0 0 1 2 4 5 13
Forecasting trend output in the Euro area 0 0 0 25 3 4 4 159
MIDAS and bridge equations 0 0 1 369 4 8 20 1,414
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 0 5 112 1 3 15 301
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 7 456 4 9 23 1,138
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 2 135 2 6 8 422
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 2 3 7 488
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 1 2 4 320
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 0 2 5 289
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 1 2 88 1 3 5 264
Precision-based sampling with missing observations: A factor model application 0 0 0 33 1 4 7 55
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 3 419 2 6 16 963
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 2 3 3 301
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 5 12 590 8 20 52 2,053
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 3 101 3 7 14 337
Total Working Papers 4 11 42 4,250 60 153 290 13,376

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 10 108 3 11 28 305
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 3 6 8 123
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 2 69 2 4 15 227
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 1 3 143
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 2 4 14 216 6 13 42 534
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 2 4 7 205
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 2 4 7 451
Forecasting Trend Output in the Euro Area 0 0 0 1 1 4 5 272
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 1 1 2 181 1 2 6 432
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 1 3 6 75
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 7 193 4 11 32 725
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 3 7 16 339
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 1 2 4 128
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 2 6 7 409
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 0 4 183
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 5 191 2 3 10 412
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 1 3 3 141
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 5 158 0 6 17 414
Total Journal Articles 4 9 49 1,689 34 90 220 5,518

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09