Christian Schumacher
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Christian |
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Schumacher |
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author of:
- Forecasting Trend Output in the Euro Area (RePEc:ags:hwwadp:26245)
by Schumacher, Christian - Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? (RePEc:ags:hwwadp:26321)
by Dreger, Christian & Schumacher, Christian - Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (RePEc:bla:jorssa:v:178:y:2015:i:1:p:57-82)
by Claudia Foroni & Massimiliano Marcellino & Christian Schumacher - Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP (RePEc:bla:obuest:v:72:y:2010:i:4:p:518-550)
by Massimiliano Marcellino & Christian Schumacher - Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP (RePEc:cpr:ceprdp:6708)
by Schumacher, Christian & Marcellino, Massimiliano - Pooling versus model selection for nowcasting with many predictors: An application to German GDP (RePEc:cpr:ceprdp:7197)
by Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir - MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area (RePEc:cpr:ceprdp:7445)
by Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir - U-MIDAS: MIDAS regressions with unrestricted lag polynomials (RePEc:cpr:ceprdp:8828)
by Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia - Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model (RePEc:diw:diwvjh:70-30-5)
by Christian Schumacher - Factor forecasting using international targeted predictors: The case of German GDP (RePEc:eee:ecolet:v:107:y:2010:i:2:p:95-98)
by Schumacher, Christian - Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (RePEc:eee:econom:v:210:y:2019:i:1:p:116-134)
by Kaufmann, Sylvia & Schumacher, Christian - Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398)
by Schumacher, Christian & Breitung, Jörg - MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (RePEc:eee:intfor:v:27:y::i:2:p:529-542)
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian - MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542)
by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian - A comparison of MIDAS and bridge equations (RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270)
by Schumacher, Christian - Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (RePEc:eui:euiwps:eco2008/16)
by Massimiliano Marcellino & Christian Schumacher - Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP (RePEc:eui:euiwps:eco2009/13)
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher - MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area (RePEc:eui:euiwps:eco2009/32)
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher - Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 (RePEc:igi:igierp:333)
by Massimiliano Marcellino & Christian Schumacher - 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 ei (RePEc:jns:jbstat:v:224:y:2004:i:6:p:731-750)
by Schumacher Christian & Dreger Christian - Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP (RePEc:jns:jbstat:v:231:y:2011:i:1:p:28-49)
by Schumacher Christian - Forecasting Trend Output in the Euro Area (RePEc:jof:jforec:v:21:y:2002:i:8:p:543-58)
by Schumacher, Christian - Forecasting German GDP using alternative factor models based on large datasets (RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302)
by Christian Schumacher - Out-of-sample Performance of Leading Indicators for the German Business Cycle: Single vs. Combined Forecasts (RePEc:oec:stdkaa:5km7v183qs0v)
by Christian Dreger & Christian Schumacher - Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods (RePEc:ses:arsjes:2003-i-2)
by Christian Dreger & Christian Schumacher - Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework (RePEc:spr:empeco:v:34:y:2008:i:2:p:357-379)
by Christian Schumacher - Bayesian estimation of sparse dynamic factor models with order-independent identification (RePEc:szg:worpap:1304)
by Sylvia Kaufmann & Christian Schumacher - Pooling Versus Model Selection For Nowcasting Gdp With Many Predictors: Empirical Evidence For Six Industrialized Countries (RePEc:wly:japmet:v:28:y:2013:i:3:p:392-411)
by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher - Identifying relevant and irrelevant variables in sparse factor models (RePEc:wly:japmet:v:32:y:2017:i:6:p:1123-1144)
by Sylvia Kaufmann & Christian Schumacher - U-MIDAS: MIDAS regressions with unrestricted lag polynomials (RePEc:zbw:bubdp1:201135)
by Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian - Forecasting German GDP using alternative factor models based on large datasets (RePEc:zbw:bubdp1:4218)
by Schumacher, Christian - Real-time forecasting of GDP based on a large factor model with monthly and quarterly data (RePEc:zbw:bubdp1:5097)
by Schumacher, Christian & Breitung, Jörg - Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities (RePEc:zbw:bubdp1:5573)
by Scharnagl, Michael & Schumacher, Christian - Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP (RePEc:zbw:bubdp1:7034)
by Marcellino, Massimiliano & Schumacher, Christian - Pooling versus model selection for nowcasting with many predictors: an application to German GDP (RePEc:zbw:bubdp1:7572)
by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian - MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area (RePEc:zbw:bubdp1:7576)
by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian - Factor forecasting using international targeted predictors: the case of German GDP (RePEc:zbw:bubdp1:7579)
by Schumacher, Christian - Precision-based sampling with missing observations: A factor model application (RePEc:zbw:bubdps:112021)
by Hauber, Philipp & Schumacher, Christian - A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing (RePEc:zbw:bubdps:152019)
by Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun - MIDAS and bridge equations (RePEc:zbw:bubdps:262014)
by Schumacher, Christian - Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation results (RePEc:zbw:bubdps:292012)
by Kaufmann, Sylvia & Schumacher, Christian - Forecasting trend output in the Euro area (RePEc:zbw:hwwadp:26245)
by Schumacher, Christian - Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models? (RePEc:zbw:hwwadp:26321)
by Dreger, Christian & Schumacher, Christian - MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area (RePEc:zbw:vfsc14:100289)
by Schumacher, Christian