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 1 58 0 5 18 98
Bayesian estimation of sparse dynamic factor models with order-independent identification 0 1 1 147 2 5 24 367
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? 0 0 0 1 2 3 14 35
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? 0 0 0 99 1 1 8 556
Factor forecasting using international targeted predictors: the case of German GDP 0 1 1 149 2 6 17 477
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 3 13 38 456
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 2 4 17 414
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 1 2 13 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 3 202 3 6 19 721
Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results 0 0 0 98 2 3 14 181
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 320 0 0 11 928
Forecasting Trend Output in the Euro Area 0 0 0 1 1 3 14 22
Forecasting trend output in the Euro area 0 0 0 25 2 2 12 167
MIDAS and bridge equations 0 1 1 370 6 12 32 1,432
MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area 0 0 4 112 5 7 19 311
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 1 5 457 7 9 38 1,158
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 0 0 13 495
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 2 135 1 1 12 426
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 0 5 323
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 2 3 8 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 2 4 11 271
Precision-based sampling with missing observations: A factor model application 0 0 0 33 1 4 14 65
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 1 3 22 973
Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities 0 0 0 67 3 10 16 314
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 2 12 594 1 8 59 2,074
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 6 15 43 369
Total Working Papers 1 6 37 4,258 56 129 511 13,652

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 8 111 11 22 46 332
Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods 0 0 0 26 2 4 14 130
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification 0 0 2 69 3 5 25 242
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 4 9 150
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 1 10 217 2 10 47 553
Factor forecasting using international targeted predictors: The case of German GDP 0 0 1 75 1 5 14 212
Forecasting German GDP using alternative factor models based on large datasets 0 0 0 132 4 8 19 463
Forecasting Trend Output in the Euro Area 0 0 0 1 1 2 9 277
Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP 0 0 2 181 1 5 10 438
Identifying relevant and irrelevant variables in sparse factor models 0 0 0 25 3 6 16 85
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 1 6 195 5 9 44 747
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 0 70 5 7 19 347
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 1 7 131
Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts 0 0 0 138 0 2 12 415
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 6 7 189
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 2 2 4 193 4 6 17 424
Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model 0 0 0 29 3 5 12 150
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 2 4 160 4 16 33 434
Total Journal Articles 4 8 37 1,699 50 123 360 5,719

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Statistics updated 2026-05-06