Malte Knüppel
(Malte Knueppel)
Personal Details
First Name: | Malte |
Middle Name: | |
Last Name: | Knüppel |
Suffix: | |
RePEc Short-ID: | pkn23 |
[This author has chosen not to make the email address public] | |
http://www.bundesbank.de/research_malte_knueppel | |
Terminal Degree: | 2004 Fachbereich Volkswirtschaftslehre; Universität Hamburg (from RePEc Genealogy) |
Affiliation
Deutsche Bundesbank
Frankfurt, Germanyhttp://www.bundesbank.de/
0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018.
"Assessing the uncertainty in central banks' inflation outlooks,"
Discussion Papers
56/2018, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Breitung, Jörg & Knüppel, Malte, 2018. "How far can we forecast? Statistical tests of the predictive content," Discussion Papers 07/2018, Deutsche Bundesbank.
- Knüppel, Malte & Krüger, Fabian, 2017.
"Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168294, Verein für Socialpolitik / German Economic Association.
- Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
- Knüppel, Malte & Vladu, Andreea L., 2016. "Approximating fixed-horizon forecasts using fixed-event forecasts," Discussion Papers 28/2016, Deutsche Bundesbank.
- Knüppel, Malte, 2014.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
Discussion Papers
40/2014, Deutsche Bundesbank.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013.
"The empirical (ir)relevance of the interest rate assumption for central bank forecasts,"
Discussion Papers
11/2013, Deutsche Bundesbank.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
- 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.
- 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.
- 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.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011.
"How informative are central bank assessments of macroeconomic risks?,"
Discussion Paper Series 1: Economic Studies
2011,13, Deutsche Bundesbank.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies 2011,14, Deutsche Bundesbank.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010.
"Empirical simultaneous confidence regions for path-forecasts,"
Discussion Paper Series 1: Economic Studies
2010,06, Deutsche Bundesbank.
- 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.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
- Knüppel, Malte, 2009.
"Efficient estimation of forecast uncertainty based on recent forecast errors,"
Discussion Paper Series 1: Economic Studies
2009,28, Deutsche Bundesbank.
- Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
- 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.
- Knüppel, Malte, 2008.
"Can capacity constraints explain asymmetries,"
Discussion Paper Series 1: Economic Studies
2008,01, Deutsche Bundesbank.
- Knüppel, Malte, 2014. "Can Capacity Constraints Explain Asymmetries Of The Business Cycle?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 65-92, January.
- Knüppel, Malte & Tödter, Karl-Heinz, 2007. "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies 2007,25, Deutsche Bundesbank.
- 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.
- 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.
Articles
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019.
"Assessing the uncertainty in central banks’ inflation outlooks,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
- 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.
- Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
- 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.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
- 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.
- 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.
- Knüppel, Malte, 2014.
"Efficient estimation of forecast uncertainty based on recent forecast errors,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
- Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
- Knüppel, Malte, 2014.
"Can Capacity Constraints Explain Asymmetries Of The Business Cycle?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 65-92, January.
- Knüppel, Malte, 2008. "Can capacity constraints explain asymmetries," Discussion Paper Series 1: Economic Studies 2008,01, Deutsche Bundesbank.
- 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.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
- 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.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank.
- 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.
- 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.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018.
"Assessing the uncertainty in central banks' inflation outlooks,"
Discussion Papers
56/2018, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
Cited by:
- Galvao, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2020. "Does Judgment Improve Macroeconomic Density Forecasts?," EMF Research Papers 33, Economic Modelling and Forecasting Group.
- Breitung, Jörg & Knüppel, Malte, 2018.
"How far can we forecast? Statistical tests of the predictive content,"
Discussion Papers
07/2018, Deutsche Bundesbank.
Cited by:
- Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019. "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers 2019-04, Department of Economics and Business Economics, Aarhus University.
- Abad, Jorge & Suarez, Javier, 2018.
"The Procyclicality of Expected Credit Loss Provisions,"
CEPR Discussion Papers
13135, C.E.P.R. Discussion Papers.
- Jorge Abad & Javier Suarez, 2018. "The Procyclicality of Expected Credit Loss Provisions," Working Papers wp2018_1806, CEMFI.
- M. Chudý & S. Karmakar & W. B. Wu, 2020. "Long-term prediction intervals of economic time series," Empirical Economics, Springer, vol. 58(1), pages 191-222, January.
- Knüppel, Malte & Krüger, Fabian, 2017.
"Forecast Uncertainty, Disagreement, and Linear Pools of Density Forecasts,"
VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking
168294, Verein für Socialpolitik / German Economic Association.
- Knüppel, Malte & Krüger, Fabian, 2019. "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers 28/2019, Deutsche Bundesbank.
Cited by:
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018.
"Assessing the uncertainty in central banks' inflation outlooks,"
Discussion Papers
56/2018, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Knüppel, Malte & Vladu, Andreea L., 2016.
"Approximating fixed-horizon forecasts using fixed-event forecasts,"
Discussion Papers
28/2016, Deutsche Bundesbank.
Cited by:
- Joscha Beckmann & Robert L. Czudaj, 2018.
"Monetary Policy Shocks, Expectations, And Information Rigidities,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2158-2176, October.
- Joscha Beckmann & Robert Czudaj, 2018. "Monetary policy shocks, expectations and information rigidities," Chemnitz Economic Papers 019, Department of Economics, Chemnitz University of Technology.
- Czudaj, Robert & Beckmann, Joscha, 2018. "Monetary policy shocks, expectations and information rigidities," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181573, Verein für Socialpolitik / German Economic Association.
- Tatjana Dahlhaus & Julia Schaumburg & Tatevik Sekhposyan, 2021. "Networking the Yield Curve: Implications for Monetary Policy," Staff Working Papers 21-4, Bank of Canada.
- Barbara Rossi & Tatevik Sekhposyan, 2017. "Macroeconomic uncertainty indices for the Euro Area and its individual member countries," Empirical Economics, Springer, vol. 53(1), pages 41-62, August.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016.
"Inflation expectations, disagreement, and monetary policy,"
Discussion Papers
31/2016, Deutsche Bundesbank.
- Hoffmann, Mathias & Hürtgen, Patrick, 2016. "Inflation expectations, disagreement, and monetary policy," Economics Letters, Elsevier, vol. 146(C), pages 59-63.
- Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
- Camba-Méndez, Gonzalo & Werner, Thomas, 2017. "The inflation risk premium in the post-Lehman period," Working Paper Series 2033, European Central Bank.
- Boonlert Jitmaneeroj & Michael Lamla, 2018.
"The Implications of Central Bank Transparency for Uncertainty and Disagreement,"
KOF Working papers
18-445, KOF Swiss Economic Institute, ETH Zurich.
- Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019. "The implications of central bank transparency for uncertainty and disagreement," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 222-240.
- Jitmaneeroj, Boonlert & Lamla, Michael J & Wood, Andrew, 2018. "The Implications of Central Bank Transparency for Uncertainty and Disagreement," Essex Finance Centre Working Papers 23347, University of Essex, Essex Business School.
- David L. Reifschneider & Peter Tulip, 2017.
"Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach,"
Finance and Economics Discussion Series
2017-020, Board of Governors of the Federal Reserve System (U.S.).
- David Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach," RBA Research Discussion Papers rdp2017-01, Reserve Bank of Australia.
- Joscha Beckmann & Robert L. Czudaj, 2018.
"Monetary Policy Shocks, Expectations, And Information Rigidities,"
Economic Inquiry, Western Economic Association International, vol. 56(4), pages 2158-2176, October.
- Knüppel, Malte, 2014.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
Discussion Papers
40/2014, Deutsche Bundesbank.
- 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.
Cited by:
- Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012, Board of Governors of the Federal Reserve System (U.S.).
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013.
"The empirical (ir)relevance of the interest rate assumption for central bank forecasts,"
Discussion Papers
11/2013, Deutsche Bundesbank.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
Cited by:
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013.
"The empirical (ir)relevance of the interest rate assumption for central bank forecasts,"
Discussion Papers
11/2013, Deutsche Bundesbank.
- 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.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018.
"Assessing the uncertainty in central banks' inflation outlooks,"
Discussion Papers
56/2018, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Monica Jain & Christopher S. Sutherland, 2018.
"How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?,"
Staff Working Papers
18-2, Bank of Canada.
- Monica Jain & Christopher S. Sutherland, 2020. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 179-218, October.
- Otmar Issing, 2013. "A New Paradigm for Monetary Policy?," International Finance, Wiley Blackwell, vol. 16(2), pages 273-288, June.
- Guido Schultefrankenfeld, 2020.
"Appropriate monetary policy and forecast disagreement at the FOMC,"
Empirical Economics, Springer, vol. 58(1), pages 223-255, January.
- Schultefrankenfeld, Guido, 2017. "Appropriate monetary policy and forecast disagreement at the FOMC," Discussion Papers 39/2017, Deutsche Bundesbank.
- Issing, Otmar, 2013. "A new paradigm for monetary policy?," CFS Working Paper Series 2013/02, Center for Financial Studies (CFS).
- Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
- Marc-Oliver Pohle, 2020. "The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation," Papers 2005.01835, arXiv.org.
- 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.
- 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.
Cited by:
- Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
- Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
- Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Knüppel, Malte, 2014.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
Discussion Papers
40/2014, Deutsche Bundesbank.
- 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.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, May.
- Veiga, Helena & Ruiz, Esther & Gonçalves Mazzeu, Joao Henrique, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
- 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.
- 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.
Cited by:
- Delle Monache, Davide & Petrella, Ivan, 2017.
"Adaptive models and heavy tails with an application to inflation forecasting,"
International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
- Davide Delle Monache & Ivan Petrella, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," BCAM Working Papers 1603, Birkbeck Centre for Applied Macroeconomics.
- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive models and heavy tails with an application to inflation forecasting," MPRA Paper 75424, University Library of Munich, Germany.
- Delle Monache, Davide & Petrella, Ivan, 2016. "Adaptive Models and Heavy Tails with an Application to Inflation Forecasting," EMF Research Papers 13, Economic Modelling and Forecasting Group.
- Rodríguez, Gabriel, 2017. "Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 393-420.
- Barbara Rossi & Tatevik Sekhposyan, 2014.
"Alternative tests for correct specification of conditional predictive densities,"
Economics Working Papers
1416, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2017.
- Rossi, Barbara & Sekhposyan, Tatevik, 2019. "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, vol. 208(2), pages 638-657.
- Barbara Rossi & Tatevik Sekhposyan, 2015. "Alternative Tests for Correct Specification of Conditional Predictive Densities," Working Papers 758, Barcelona Graduate School of Economics.
- Clements, Michael P., 2012.
"Subjective and Ex Post Forecast Uncertainty: US Inflation and Output Growth,"
Economic Research Papers
270629, University of Warwick - Department of Economics.
- Clements, Michael P, 2012. "Subjective and Ex Post Forecast Uncertainty : US Inflation and Output Growth," The Warwick Economics Research Paper Series (TWERPS) 995, University of Warwick, Department of Economics.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014.
"Combined Density Nowcasting in an uncertain economic environment,"
Working Paper
2014/17, Norges Bank.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Combined Density Nowcasting in an Uncertain Economic Environment," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.
- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2018. "Combined Density Nowcasting in an Uncertain Economic Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 131-145, January.
- Gelain, Paolo & Iskrev, Nikolay & J. Lansing, Kevin & Mendicino, Caterina, 2019. "Inflation dynamics and adaptive expectations in an estimated DSGE model," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 258-277.
- Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014.
"Density forecasts with MIDAS models,"
Working Paper
2014/10, Norges Bank.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2017. "Density Forecasts With Midas Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(4), pages 783-801, June.
- Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo, 2014. "Density forecasts with MIDAS models," Working Papers No 3/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Gaglianone, Wagner Piazza & Marins, Jaqueline Terra Moura, 2017.
"Evaluation of exchange rate point and density forecasts: An application to Brazil,"
International Journal of Forecasting, Elsevier, vol. 33(3), pages 707-728.
- Wagner Piazza Gaglianone & Gabriel Jaqueline Terra Moura Marins, 2016. "Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil," Working Papers Series 446, Central Bank of Brazil, Research Department.
- Fabio Busetti, 2014.
"Quantile aggregation of density forecasts,"
Temi di discussione (Economic working papers)
979, Bank of Italy, Economic Research and International Relations Area.
- Fabio Busetti, 2017. "Quantile Aggregation of Density Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 495-512, August.
- Buncic, Daniel & Müller, Oliver, 2017. "Measuring the output gap in Switzerland with linear opinion pools," Economic Modelling, Elsevier, vol. 64(C), pages 153-171.
- Michael Clements, 2016.
"Are Macroeconomic Density Forecasts Informative?,"
ICMA Centre Discussion Papers in Finance
icma-dp2016-02, Henley Business School, Reading University.
- Clements, Michael P., 2018. "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 181-198.
- Horatio Cuesdeanu & Jens Carsten Jackwerth, 2018. "The pricing kernel puzzle in forward looking data," Review of Derivatives Research, Springer, vol. 21(3), pages 253-276, October.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011.
"How informative are central bank assessments of macroeconomic risks?,"
Discussion Paper Series 1: Economic Studies
2011,13, Deutsche Bundesbank.
- 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.
Cited by:
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018.
"Assessing the uncertainty in central banks' inflation outlooks,"
Discussion Papers
56/2018, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019. "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Schultefrankenfeld Guido, 2013.
"Forecast uncertainty and the Bank of England’s interest rate decisions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
- Schultefrankenfeld, Guido, 2010. "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies 2010,27, Deutsche Bundesbank.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020.
"Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors,"
The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
- Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 201715R, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
- Galbraith, John W. & van Norden, Simon, 2019. "Asymmetry in unemployment rate forecast errors," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1613-1626.
- Geoff Kenny & Thomas Kostka & Federico Masera, 2015.
"Density characteristics and density forecast performance: a panel analysis,"
Empirical Economics, Springer, vol. 48(3), pages 1203-1231, May.
- Kenny, Geoff & Kostka, Thomas & Masera, Federico, 2014. "Density characteristics and density forecast performance: a panel analysis," Working Paper Series 1679, European Central Bank.
- Andrade, P. & Ghysels, E. & Idier, J., 2012. "Tails of Inflation Forecasts and Tales of Monetary Policy," Working papers 407, Banque de France.
- Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk, 2018. "The Evolution of Forecast Density Combinations in Economics," Tinbergen Institute Discussion Papers 18-069/III, Tinbergen Institute.
- Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
- Berg, Tim Oliver & Henzel, Steffen, 2013.
"Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?,"
VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order
79783, Verein für Socialpolitik / German Economic Association.
- Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
- Tim Oliver Berg & Steffen Henzel, 2013. "Point and Density Forecasts for the Euro Area Using Many Predictors: Are Large BVARs Really Superior?," ifo Working Paper Series 155, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Ohnsorge,Franziska Lieselotte & Stocker,Marc & Some,Modeste Y., 2016. "Quantifying uncertainties in global growth forecasts," Policy Research Working Paper Series 7770, The World Bank.
- Knüppel, Malte, 2014.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
Discussion Papers
40/2014, Deutsche Bundesbank.
- 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.
- Michael Clements, 2016.
"Are Macroeconomic Density Forecasts Informative?,"
ICMA Centre Discussion Papers in Finance
icma-dp2016-02, Henley Business School, Reading University.
- Clements, Michael P., 2018. "Are macroeconomic density forecasts informative?," International Journal of Forecasting, Elsevier, vol. 34(2), pages 181-198.
- Galvao, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2020. "Does Judgment Improve Macroeconomic Density Forecasts?," EMF Research Papers 33, Economic Modelling and Forecasting Group.
- Andrew Binning & Junior Maih, 2016. "Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?," Working Paper 2016/13, Norges Bank.
- G. Kenny, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 500-504, October.
- Tim Oliver Berg & Steffen Henzel, 2014.
"Point and Density Forecasts for the Euro Area Using Bayesian VARs,"
CESifo Working Paper Series
4711, CESifo.
- Berg, Tim O. & Henzel, Steffen R., 2015. "Point and density forecasts for the euro area using Bayesian VARs," International Journal of Forecasting, Elsevier, vol. 31(4), pages 1067-1095.
- David L. Reifschneider & Peter Tulip, 2017.
"Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach,"
Finance and Economics Discussion Series
2017-020, Board of Governors of the Federal Reserve System (U.S.).
- David Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach," RBA Research Discussion Papers rdp2017-01, Reserve Bank of Australia.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011.
"Evaluating macroeconomic risk forecasts,"
Discussion Paper Series 1: Economic Studies
2011,14, Deutsche Bundesbank.
Cited by:
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011.
"How informative are central bank assessments of macroeconomic risks?,"
Discussion Paper Series 1: Economic Studies
2011,13, Deutsche Bundesbank.
- 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.
- Schultefrankenfeld Guido, 2013.
"Forecast uncertainty and the Bank of England’s interest rate decisions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
- Schultefrankenfeld, Guido, 2010. "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies 2010,27, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011.
"How informative are central bank assessments of macroeconomic risks?,"
Discussion Paper Series 1: Economic Studies
2011,13, Deutsche Bundesbank.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010.
"Empirical simultaneous confidence regions for path-forecasts,"
Discussion Paper Series 1: Economic Studies
2010,06, Deutsche Bundesbank.
- 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.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
Cited by:
- Sinclair, Tara M. & Stekler, H.O., 2013.
"Examining the quality of early GDP component estimates,"
International Journal of Forecasting, Elsevier, vol. 29(4), pages 736-750.
- Tara M. Sinclair & H.O. Stekler, 2011. "Examining the Quality of Early GDP Component Estimates," Working Papers 2011-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting, revised Dec 2011.
- Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
- Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
- Constantin Burgi, 2016. "What Do We Lose When We Average Expectations?," Working Papers 2016-013, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren, 2015.
"Evaluating a vector of the Fed’s forecasts,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 157-164.
- Tara Sinclair & Herman O. Stekler & Warren Carrow, 2012. "Evaluating a Vector of the Fed's Forecasts," Working Papers 2012-3, The George Washington University, Institute for International Economic Policy.
- Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012. "Evaluating A Vector Of The Fed’S Forecasts," Working Papers 2012-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018.
"DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation,"
Bank of England working papers
716, Bank of England.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020. "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, vol. 16(C), pages 1-27.
- Knüppel, Malte, 2014.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
Discussion Papers
40/2014, Deutsche Bundesbank.
- 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.
- Tara M. Sinclair & H.O. Stekler, 2011. "Differences in Early GDP Component Estimates Between Recession and Expansion," Working Papers 2011-05, The George Washington University, Institute for International Economic Policy.
- Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Michael Wolf & Dan Wunderli, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 352-376, May.
- Thomai Filippeli, 2011. "Theoretical Priors for BVAR Models & Quasi-Bayesian DSGE Model Estimation," 2011 Meeting Papers 396, Society for Economic Dynamics.
- Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers E2018/5, Cardiff University, Cardiff Business School, Economics Section.
- Michael Wolf & Dan Wunderli, 2012. "Bootstrap joint prediction regions," ECON - Working Papers 064, Department of Economics - University of Zurich, revised May 2013.
- Veiga, Helena & Ruiz, Esther & Gonçalves Mazzeu, Joao Henrique, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
- Knüppel, Malte, 2009.
"Efficient estimation of forecast uncertainty based on recent forecast errors,"
Discussion Paper Series 1: Economic Studies
2009,28, Deutsche Bundesbank.
- Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
Cited by:
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020.
"Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors,"
The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
- Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 201715R, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland.
- Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
- Lee, Seohyun, 2017. "Three essays on uncertainty: real and financial effects of uncertainty shocks," MPRA Paper 83617, University Library of Munich, Germany.
- Travis J. Berge, 2020. "Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate," Finance and Economics Discussion Series 2020-012, Board of Governors of the Federal Reserve System (U.S.).
- Knüppel, Malte, 2014.
"Forecast-error-based estimation of forecast uncertainty when the horizon is increased,"
Discussion Papers
40/2014, Deutsche Bundesbank.
- 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.
- Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
- Knüppel, Malte, 2014.
"Efficient estimation of forecast uncertainty based on recent forecast errors,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
- Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
- David L. Reifschneider & Peter Tulip, 2017.
"Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserve's Approach,"
Finance and Economics Discussion Series
2017-020, Board of Governors of the Federal Reserve System (U.S.).
- David Reifschneider & Peter Tulip, 2017. "Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach," RBA Research Discussion Papers rdp2017-01, Reserve Bank of Australia.
- 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.
Cited by:
- Schultefrankenfeld Guido, 2013.
"Forecast uncertainty and the Bank of England’s interest rate decisions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
- Schultefrankenfeld, Guido, 2010. "Forecast uncertainty and the Bank of England interest rate decisions," Discussion Paper Series 1: Economic Studies 2010,27, Deutsche Bundesbank.
- Karolina Tura-Gawron, 2016. "Credibility Of Central Banks Inflation Forecasts," GUT FME Working Paper Series A 37, Faculty of Management and Economics, Gdansk University of Technology.
- Bratu, Mihaela, 2013. "The Assessment And Improvement Of The Accuracy For The Forecast Intervals," Working Papers of Macroeconomic Modelling Seminar 132602, Institute for Economic Forecasting.
- Tura-Gawron, Karolina, 2019. "Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution," Journal of Macroeconomics, Elsevier, vol. 62(C).
- Mihaela BRATU, 2012. "The prediction of inflation in Romania in uncertainty conditions," EuroEconomica, Danubius University of Galati, issue 1(31), pages 87-94, February.
- Schultefrankenfeld Guido, 2013.
"Forecast uncertainty and the Bank of England’s interest rate decisions,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(1), pages 1-20, February.
- Knüppel, Malte, 2008.
"Can capacity constraints explain asymmetries,"
Discussion Paper Series 1: Economic Studies
2008,01, Deutsche Bundesbank.
- Knüppel, Malte, 2014. "Can Capacity Constraints Explain Asymmetries Of The Business Cycle?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 65-92, January.
Cited by:
- Baum, Anja & Koester, Gerrit B., 2011. "The impact of fiscal policy on economic activity over the business cycle - evidence from a threshold VAR analysis," Discussion Paper Series 1: Economic Studies 2011,03, Deutsche Bundesbank.
- Moritz A. Roth, 2018. "International co-movements in recessions," Working Papers 1804, Banco de España;Working Papers Homepage.
- Chacko George & Florian Kuhn, 2019.
"Business Cycle Implications of Capacity Constraints under Demand Shocks,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 32, pages 94-121, April.
- Chacko George & Florian Kuhn, 2019. "Code and data files for "Business Cycle Implications of Capacity Constraints under Demand Shocks"," Computer Codes 17-108, Review of Economic Dynamics.
- Atolia, Manoj & Gibson, John & Marquis, Milton, 2018. "Asymmetry And The Amplitude Of Business Cycle Fluctuations: A Quantitative Investigation Of The Role Of Financial Frictions," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 279-306, March.
- Xu Zhang & Xiaoxing Liu & Jianqin Hang & Dengbao Yao, 2018. "The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach," Applied Economics, Taylor & Francis Journals, vol. 50(4), pages 407-425, January.
- Knüppel, Malte & Tödter, Karl-Heinz, 2007.
"Quantifying risk and uncertainty in macroeconomic forecasts,"
Discussion Paper Series 1: Economic Studies
2007,25, Deutsche Bundesbank.
Cited by:
- Maximiano Pinheiro & Paulo Esteves, 2012.
"On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information,"
Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
- Paulo Esteves & Maximiano Pinheiro, 2008. "On the uncertainty and risks of macroeconomic forecasts: Combining judgements with sample and model information," Working Papers w200821, Banco de Portugal, Economics and Research Department.
- Maximiano Pinheiro & Paulo Esteves, 2012.
"On the uncertainty and risks of macroeconomic forecasts: combining judgements with sample and model information,"
Empirical Economics, Springer, vol. 42(3), pages 639-665, June.
- 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.
- 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.
Cited by:
- Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.
- Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers 07-38, Bank of Canada.
- Narayan, Paresh Kumar & Popp, Stephan, 2009. "Investigating business cycle asymmetry for the G7 countries: Evidence from over a century of data," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 583-591, October.
- Alexandra Krystalogianni & Sotiris Tsolacos, 2005. "Regime switching in yield structures and real estate investment," Journal of Property Research, Taylor & Francis Journals, vol. 21(4), pages 279-299, May.
- Apergis, Nicholas & Eleftheriou, Sofia, 2016. "Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample," Economic Modelling, Elsevier, vol. 57(C), pages 164-170.
Articles
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019.
"Assessing the uncertainty in central banks’ inflation outlooks,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
See citations under working paper version above.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
- 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.
See citations under working paper version above.
- Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank.
- 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.
See citations under working paper version above.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
- 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.
See citations under working paper version above.
- 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.
- Knüppel, Malte, 2014.
"Efficient estimation of forecast uncertainty based on recent forecast errors,"
International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
See citations under working paper version above.
- Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank.
- Knüppel, Malte, 2014.
"Can Capacity Constraints Explain Asymmetries Of The Business Cycle?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(1), pages 65-92, January.
See citations under working paper version above.
- Knüppel, Malte, 2008. "Can capacity constraints explain asymmetries," Discussion Paper Series 1: Economic Studies 2008,01, Deutsche Bundesbank.
- 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.
See citations under working paper version above.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank.
- 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.
- Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical Simultaneous Confidence Regions for Path-Forecasts," CEPR Discussion Papers 7797, C.E.P.R. Discussion Papers.
- 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.
See citations under working paper version above.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank.
- 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.
See citations under working paper version above.Sorry, no citations of articles recorded.
- 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.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 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.- NEP-FOR: Forecasting (14) 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. Author is listed
- NEP-ECM: Econometrics (9) 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. Author is listed
- NEP-CBA: Central Banking (6) 2008-03-25 2008-09-20 2010-05-22 2013-04-27 2014-02-02 2019-02-11. Author is listed
- NEP-MAC: Macroeconomics (6) 2007-11-03 2008-03-25 2008-09-20 2012-06-13 2014-02-02 2016-08-21. Author is listed
- NEP-MON: Monetary Economics (4) 2008-09-20 2013-04-27 2014-02-02 2019-02-11
- NEP-ETS: Econometric Time Series (3) 2009-11-07 2012-02-20 2018-05-21
- NEP-DGE: Dynamic General Equilibrium (1) 2008-03-25
- NEP-RMG: Risk Management (1) 2008-09-20
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