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Malte Knüppel

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

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

Affiliation

Frankfurt, Germany
http://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)

Works

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Working Papers

  1. Knüppel, Malte & Vladu, Andreea L., 2016. "Approximating fixed-horizon forecasts using fixed-event forecasts," Discussion Papers 28/2016, Deutsche Bundesbank, Research Centre.
  2. Knüppel, Malte, 2014. "Forecast-error-based estimation of forecast uncertainty when the horizon is increased," Discussion Papers 40/2014, Deutsche Bundesbank, Research Centre.
  3. Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank, Research Centre.
  4. 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, Research Centre.
  5. Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "How informative are central bank assessments of macroeconomic risks?," Discussion Paper Series 1: Economic Studies 2011,13, Deutsche Bundesbank, Research Centre.
  6. Knüppel, Malte & Schultefrankenfeld, Guido, 2011. "Evaluating macroeconomic risk forecasts," Discussion Paper Series 1: Economic Studies 2011,14, Deutsche Bundesbank, Research Centre.
  7. Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano, 2010. "Empirical simultaneous confidence regions for path-forecasts," Discussion Paper Series 1: Economic Studies 2010,06, Deutsche Bundesbank, Research Centre.
  8. Knüppel, Malte, 2009. "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies 2009,28, Deutsche Bundesbank, Research Centre.
  9. 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, Research Centre.
  10. Knüppel, Malte, 2008. "Can capacity constraints explain asymmetries," Discussion Paper Series 1: Economic Studies 2008,01, Deutsche Bundesbank, Research Centre.
  11. Knüppel, Malte & Tödter, Karl-Heinz, 2007. "Quantifying risk and uncertainty in macroeconomic forecasts," Discussion Paper Series 1: Economic Studies 2007,25, Deutsche Bundesbank, Research Centre.
  12. 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, Research Centre.

Articles

  1. 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.
  2. Knüppel, Malte, 2014. "Efficient estimation of forecast uncertainty based on recent forecast errors," International Journal of Forecasting, Elsevier, vol. 30(2), pages 257-267.
  3. Knüppel, Malte, 2014. "Can Capacity Constraints Explain Asymmetries Of The Business Cycle?," Macroeconomic Dynamics, Cambridge University Press, vol. 18(01), pages 65-92, January.
  4. 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.
  5. 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.
  6. 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.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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 (9) 2007-11-03 2008-09-20 2009-11-07 2010-05-22 2012-02-20 2013-04-27 2014-02-02 2015-01-31 2016-08-21. Author is listed
  2. NEP-CBA: Central Banking (5) 2008-03-25 2008-09-20 2010-05-22 2013-04-27 2014-02-02. Author is listed
  3. NEP-ECM: Econometrics (5) 2007-11-03 2009-11-07 2010-05-22 2012-02-20 2015-01-31. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2007-11-03 2008-03-25 2008-09-20 2014-02-02 2016-08-21. Author is listed
  5. NEP-MON: Monetary Economics (3) 2008-09-20 2013-04-27 2014-02-02. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2009-11-07 2012-02-20
  7. NEP-DGE: Dynamic General Equilibrium (1) 2008-03-25
  8. NEP-RMG: Risk Management (1) 2008-09-20

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