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Information about:
Christian Schumacher

Personal Details | Affiliation | Works
This is information that was supplied by Christian Schumacher in registering through RePEc. If you are Christian Schumacher , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Christian
Middle Name:
Last Name: Schumacher
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RePEc Short-ID: psc237

Email:
Homepage: http://www.bundesbank.de/vfz/vfz_mitarbeiter_schumacher.php
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  2. Schumacher, Christian, 2009. "Factor forecasting using international targeted predictors: the case of German GDP," Discussion Paper Series 1: Economic Studies 2009,10, Deutsche Bundesbank, Research Centre. [Downloadable!]

  3. Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2009. "MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area," Discussion Paper Series 1: Economic Studies 2009,07, Deutsche Bundesbank, Research Centre. [Downloadable!]

  4. Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers ECO2008/16, European University Institute. [Downloadable!]
    Other versions:

  5. Scharnagl, Michael & Schumacher, Christian, 2007. "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies 2007,09, Deutsche Bundesbank, Research Centre. [Downloadable!]

  6. Schumacher, Christian & Breitung, Jörg, 2006. "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies 2006,33, Deutsche Bundesbank, Research Centre. [Downloadable!]

  7. Schumacher, Christian, 2005. "Forecasting German GDP using alternative factor models based on large datasets," Discussion Paper Series 1: Economic Studies 2005,24, Deutsche Bundesbank, Research Centre. [Downloadable!]
    Published as:

  8. Dreger, Christian & Schumacher, Christian, 2002. "Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?," Discussion Paper Series 26321, Hamburg Institute of International Economics. [Downloadable!]

  9. Christian Dreger & Christian Schumacher, 2000. "Zur empirischen Evidenz der Cobb-Douglas-Technologie in gesamtdeutschen Zeitreihen," IWH Discussion Papers 113, Halle Institute for Economic Research. [Downloadable!]

  10. Schumacher, Christian, 2000. "Forecasting Trend Output in the Euro Area," Discussion Paper Series 26245, Hamburg Institute of International Economics. [Downloadable!]
    Published as:

Articles

  1. Christian Schumacher, 2008. "Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework," Empirical Economics, Springer, vol. 34(2), pages 357-379, March. [Downloadable!] (restricted)

  2. Schumacher, Christian & Breitung, Jörg, 2008. "Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data," International Journal of Forecasting, Elsevier, vol. 24(3), pages 386-398. [Downloadable!] (restricted)

  3. Christian Schumacher, 2007. "Forecasting German GDP using alternative factor models based on large datasets," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(4), pages 271-302. [Downloadable!]
    Other versions:

  4. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March. [Downloadable!]

  5. Schumacher, Christian, 2002. "Forecasting Trend Output in the Euro Area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 543-58, December.
    Other versions:

  6. Christian Schumacher, 2001. "Trend and Cycle in the Euro-Area: A Permanent-Transitory Decomposition Using a Cointegrated VAR Model," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 352-363.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2006-11-18 2007-06-02 2009-02-28 2009-03-07 2009-06-10 2009-06-10 Author is listed
  2. NEP-ECM: Econometrics (9) 2006-08-05 2006-11-18 2007-06-02 2008-02-16 2008-04-12 2009-02-28 2009-06-10 2009-06-10 2009-06-10 Author is listed
  3. NEP-EEC: European Economics (3) 2007-06-02 2009-06-10 2009-06-10 Author is listed
  4. NEP-ETS: Econometric Time Series (6) 2006-08-05 2006-11-18 2008-02-16 2009-02-28 2009-06-10 2009-06-10 Author is listed
  5. NEP-FOR: Forecasting (10) 2006-08-05 2006-11-18 2007-06-02 2008-03-15 2008-04-12 2009-02-28 2009-03-07 2009-06-10 2009-06-10 2009-06-10 Author is listed
  6. NEP-MAC: Macroeconomics (8) 2006-08-05 2006-11-18 2007-06-02 2008-02-16 2008-03-15 2008-04-12 2009-02-28 2009-03-07 Author is listed
  7. NEP-MON: Monetary Economics (1) 2007-06-02
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This page was last updated on 2009-11-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.