Christian Schumacher - Central Bank Research Hub

Papers by year: All | 2012 | 2009 | 2008 | 2007 | 2006 | 2005

	Title	Other author(s)
Full text	Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results Deutsche Bundesbank Discussion Papers [View] (Paper: 29/2012, 23.11.2012)	Sylvia Kaufmann
Full text	U-MIDAS: MIDAS regressions with unrestricted lag polynomials Deutsche Bundesbank Discussion Papers [View] (Paper: 201135, 06.02.2012) JEL: C53, E37	Claudia Foroni Massimiliano Marcellino
Full text	Factor forecasting using international targeted predictors:the case of German GDP Deutsche Bundesbank Discussion Papers [View] (Paper: 200910, 04.05.2009) JEL: C53, E27, F47
Full text	MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area Deutsche Bundesbank Discussion Papers [View] (Paper: 200907, 20.03.2009) JEL: C53, E37	Massimiliano Marcellino Vladimir Kuzin
Full text	Pooling versus model selection for nowcasting with many predictors: an application to German GDP Deutsche Bundesbank Discussion Papers [View] (Paper: 200903, 05.03.2009) JEL: C53, E37	Massimiliano Marcellino Vladimir Kuzin
Full text	Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP Deutsche Bundesbank Discussion Papers [View] (Paper: 200734, 21.01.2008) JEL: C53, E37	Massimiliano Marcellino
Full text	Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities Deutsche Bundesbank Discussion Papers [View] (Paper: 200709, 04.05.2007) JEL: C11, C52, E31, E37	Michael Scharnagl
Full text	Real-time forecasting of GDP based on a large factor model with monthly and quarterly data Deutsche Bundesbank Discussion Papers [View] (Paper: 200633, 30.10.2006)	Jörg Breitung
Full text	Forecasting German GDP using alternative factor models based on large datasets Deutsche Bundesbank Discussion Papers [View] (Paper: 200524, 24.09.2005)

Papers by year: All | 2012 | 2009 | 2008 | 2007 | 2006 | 2005