Browsing All of EconStor by Author Schumacher, Christian


Showing results 21 to 36 of 36
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Year of PublicationTitleAuthor(s)
2003Konjunkturschlaglicht: Revision der EZB-Strategie?Schumacher, Christian; Fieber, Eva-Ulrike
2005Forecasting German GDP using alternative factor models based on large datasetsSchumacher, Christian
2006Real-time forecasting of GDP based on a large factor model with monthly and quarterly dataSchumacher, Christian; Breitung, Jörg
2007Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDPMarcellino, Massimiliano; Schumacher, Christian
2007Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilitiesScharnagl, Michael; Schumacher, Christian
2009MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro areaKuzin, Vladimir N.; Marcellino, Massimiliano; Schumacher, Christian
2009Pooling versus model selection for nowcasting with many predictors: an application to German GDPKuzin, Vladimir N.; Marcellino, Massimiliano; Schumacher, Christian
2009Factor forecasting using international targeted predictors: the case of German GDPSchumacher, Christian
2010Finding good predictors for inflation by shotgun stochastic searchScharnagl, Michael; Schumacher, Christian
2011U-MIDAS: MIDAS regressions with unrestricted lag polynomialsForoni, Claudia; Marcellino, Massimiliano; Schumacher, Christian
2012Finding relevant variables in sparse Bayesian factor models: Economic applications and simulation resultsKaufmann, Sylvia; Schumacher, Christian
2013Bayesian estimation of sparse dynamic factor models with order-independent identificationKaufmann, Sylvia; Schumacher, Christian
2014MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro areaSchumacher, Christian
2014MIDAS and bridge equationsSchumacher, Christian
2019A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothingHauber, Philipp; Schumacher, Christian; Zhang, Jiachun
2021Precision-based sampling with missing observations: A factor model applicationHauber, Philipp; Schumacher, Christian