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Malte Knüppel
(Malte Knueppel)

Personal Details

First Name:Malte
Middle Name:
Last Name:Knueppel
Suffix:
RePEc Short-ID:pkn23
[This author has chosen not to make the email address public]
https://sites.google.com/view/malteknueppel-research/home
Bluesky: @knueppel.bsky.social
Terminal Degree:2004 Fachbereich Volkswirtschaftslehre; Universität Hamburg (from RePEc Genealogy)

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022. "Score-based calibration testing for multivariate forecast distributions," Papers 2211.16362, arXiv.org, revised Dec 2023.
  2. Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
  3. Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
  4. Breitung, Jörg & Knüppel, Malte, 2018. "How far can we forecast? Statistical tests of the predictive content," Discussion Papers 07/2018, Deutsche Bundesbank.
  5. Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
  6. Knüppel, Malte & Vladu, Andreea L., 2016. "Approximating fixed-horizon forecasts using fixed-event forecasts," Discussion Papers 28/2016, Deutsche Bundesbank.
  7. Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
  8. Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
  9. Òscar Jordà & Malte Knuppel & Massimiliano Marcellino, 2012. "Empirical simultaneous prediction regions for path-forecasts," Working Paper Series 2012-05, Federal Reserve Bank of San Francisco.
  10. Knüppel, Malte, 2011. "Evaluating the calibration of multi-step-ahead density forecasts using raw moments," Discussion Paper Series 1: Economic Studies 2011,32, Deutsche Bundesbank.
  11. Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank.
  12. Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies 2011,14, Deutsche Bundesbank.
  13. Marcellino, Massimiliano & Knüppel, Malte & Jordà , Òscar, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
  14. Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
  15. Knüppel, Malte, 2008. "Can capacity constraints explain asymmetries," Discussion Paper Series 1: Economic Studies 2008,01, Deutsche Bundesbank.
  16. Knüppel, Malte & Schultefrankenfeld, Guido, 2008. "How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts," Discussion Paper Series 1: Economic Studies 2008,14, Deutsche Bundesbank.
  17. Knüppel, Malte & Tödter, Karl-Heinz, 2007. "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies 2007,25, Deutsche Bundesbank.
  18. Knüppel, Malte, 2004. "Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept," Discussion Paper Series 1: Economic Studies 2004,41, Deutsche Bundesbank.

Articles

  1. Malte Knüppel & Andreea L. Vladu, 2025. "Approximating Fixed‐Horizon Forecasts Using Fixed‐Event Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(4), pages 359-379, June.
  2. Malte Knüppel & Fabian Krüger, 2022. "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 23-41, January.
  3. Jörg Breitung & Malte Knüppel, 2021. "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(4), pages 369-392, June.
  4. Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
  5. Knüppel, Malte, 2018. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," International Journal of Forecasting, Elsevier, vol. 34(1), pages 105-116.
  6. Knüppel Malte, 2017. "Graham Elliott and Allan Timmermann: Economic Forecasting," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 237(1), pages 63-65, February.
  7. Malte Knüppel & Guido Schultefrankenfeld, 2017. "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
  8. Malte Knüppel, 2015. "Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 270-281, April.
  9. Knüppel, Malte, 2014. "Can Capacity Constraints Explain Asymmetries Of The Business Cycle?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 65-92, January.
  10. Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
  11. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2013. "Empirical simultaneous prediction regions for path-forecasts," International Journal of Forecasting, Elsevier, vol. 29(3), pages 456-468.
  12. Malte Knüppel & Guido Schultefrankenfeld, 2012. "How Informative Are Central Bank Assessments of Macroeconomic Risks?," International Journal of Central Banking, International Journal of Central Banking, vol. 8(3), pages 87-139, September.
  13. Knüppel, Malte, 2009. "Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 544-552.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 18 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (16) 2007-11-03 2008-09-20 2009-11-07 2010-05-22 2012-02-20 2012-06-13 2013-04-27 2014-02-02 2015-01-31 2016-08-21 2017-11-05 2018-05-21 2019-02-11 2019-09-02 2023-01-09 2023-02-06. Author is listed
  2. NEP-ECM: Econometrics (10) 2007-11-03 2009-11-07 2010-05-22 2012-02-20 2012-06-13 2015-01-31 2017-11-05 2018-05-21 2019-09-02 2023-01-09. Author is listed
  3. NEP-CBA: Central Banking (7) 2008-03-25 2008-09-20 2010-05-22 2013-04-27 2014-02-02 2019-02-11 2021-09-27. Author is listed
  4. NEP-MAC: Macroeconomics (7) 2007-11-03 2008-03-25 2008-09-20 2012-06-13 2014-02-02 2016-08-21 2021-09-27. Author is listed
  5. NEP-MON: Monetary Economics (5) 2008-09-20 2013-04-27 2014-02-02 2019-02-11 2021-09-27. Author is listed
  6. NEP-ETS: Econometric Time Series (3) 2009-11-07 2012-02-20 2018-05-21
  7. NEP-RMG: Risk Management (2) 2008-09-20 2023-01-09
  8. NEP-DGE: Dynamic General Equilibrium (1) 2008-03-25
  9. NEP-EEC: European Economics (1) 2021-09-27
  10. NEP-ISF: Islamic Finance (1) 2021-09-27

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