Christian Schumacher - Central Bank Research Hub

Papers by year: All | 2014 | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2005

Title Other author(s)

MIDAS and bridge equations

Deutsche Bundesbank Discussion Papers [View] (Paper: 26/2014, 21.10.2014)

JEL: C51, C53, E37

Finding relevant variables in sparse Bayesian factor models: economic applications and simulation results

Deutsche Bundesbank Discussion Papers [View] (Paper: 29/2012, 23.11.2012)

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 201135, 06.02.2012)

JEL: C53, E37

U-MIDAS: MIDAS regressions with unrestricted lag polynomials

Deutsche Bundesbank Discussion Papers [View] (Paper: 35/2011, 21.12.2011)

JEL: C53, E37

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

MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area

Deutsche Bundesbank Discussion Papers [View] (Paper: 200907, 20.03.2009)

JEL: C53, E37

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

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

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

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)

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 | 2014 | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2005