| Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP* M Marcellino, C Schumacher Oxford Bulletin of Economics and Statistics 72 (4), 518-550, 2010 | 419 | 2010 |
| MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area V Kuzin, M Marcellino, C Schumacher International Journal of Forecasting 27 (2), 529-542, 2011 | 403 | 2011 |
| Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials C Foroni, M Marcellino, C Schumacher Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2015 | 368 | 2015 |
| Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data C Schumacher, J Breitung International Journal of Forecasting 24 (3), 386-398, 2008 | 304 | 2008 |
| Forecasting German GDP using alternative factor models based on large datasets C Schumacher Journal of Forecasting 26 (4), 271-302, 2007 | 220 | 2007 |
| Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries V Kuzin, M Marcellino, C Schumacher Journal of Applied Econometrics 28 (3), 392-411, 2013 | 194* | 2013 |
| A comparison of MIDAS and bridge equations C Schumacher International Journal of Forecasting 32 (2), 257-270, 2016 | 105* | 2016 |
| Factor forecasting using international targeted predictors: the case of German GDP C Schumacher Economics Letters 107 (2), 95-98, 2010 | 93 | 2010 |
| Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?/Die Schätzung von großen Faktormodellen für die deutsche … C Schumacher, C Dreger Jahrbücher für Nationalökonomie und Statistik 224 (6), 731-750, 2004 | 78 | 2004 |
| Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification S Kaufmann, C Schumacher Journal of Econometrics 210 (1), 116-134, 2019 | 66* | 2019 |
| Identifying relevant and irrelevant variables in sparse factor models S Kaufmann, C Schumacher Journal of Applied Econometrics 32 (6), 1123-1144, 2017 | 57* | 2017 |
| Out-of-sample performance of leading indicators for the German business cycle: single vs. combined forecasts C Dreger, C Schumacher Journal of Business Cycle Measurement and Analysis 2005 (1), 71-87, 2005 | 51 | 2005 |
| Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities M Scharnagl, C Schumacher Bundesbank Series 1 Discussion Paper, 2007 | 20 | 2007 |
| MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area C Schumacher Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, 2014 | 19 | 2014 |
| Alternative Schätzansätze für das Produktionspotenzial im Euroraum C Schumacher Nomos-Verlag-Ges., 2002 | 15 | 2002 |
| Forecasting with factor models estimated on large datasets: A review of the recent literature and evidence for German GDP C Schumacher Jahrbücher für Nationalökonomie und Statistik 231 (1), 28-49, 2011 | 14 | 2011 |
| Forecasting trend output in the Euro area C Schumacher Journal of Forecasting 21 (8), 543-558, 2002 | 14 | 2002 |
| Measuring uncertainty of the euro area NAIRU: Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework C Schumacher Empirical Economics 34 (2), 357-379, 2008 | 13 | 2008 |
| Are real interest rates cointegrated? Further evidence based on paneleconometric methods C Dreger, C Schumacher REVUE SUISSE D ECONOMIE ET DE STATISTIQUE 139 (1), 41-54, 2003 | 10 | 2003 |
| Comments on “Short-term inflation projections: A Bayesian vector autoregressive approach” C Schumacher International Journal of Forecasting 30 (3), 645-647, 2014 | 1 | 2014 |
Massimiliano MarcellinoUniversità BocconiVerified email at unibocconi.it
