Concepedia

Christian Schumacher

CS

18

Publications

1.6K

Citations

15

H-Index

2003

Active since

Affiliations

Deutsche Bundesbank(Current)

Bocconi University

Technical University of Darmstadt

Centre for Economic Policy Research

European University Institute

Christian Schumacher is an author at Deutsche Bundesbank specializing in engineering, statistics, and econometrics.

Top concepts

EngineeringBusinessEconomicsStatisticsEconometricsForecastingMacroeconomicsPredictive AnalyticsEconomic AnalysisData Science

Publications per year

2003–2023

18

Publications

18

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

Massimiliano Marcellino, Christian Schumacher · International Journal of Forecasting · 2010 · 317 citations

Econometric Model, Economics, Mixed-frequency Var +10

Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*

Massimiliano Marcellino, Christian Schumacher · Oxford Bulletin of Economics and Statistics · 2010 · 296 citations

Forecasting Methodology, Engineering, Factor Models +17

Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials

Claudia Foroni, Massimiliano Marcellino, Christian Schumacher · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2013 · 273 citations

Parameter Estimation, Engineering, Midas Regressions +17

Forecasting German GDP using alternative factor models based on large datasets

Christian Schumacher · Journal of Forecasting · 2007 · 165 citations

Forecasting Methodology, Engineering, Factor Models +21

POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES

Massimiliano Marcellino, Christian Schumacher · Journal of Applied Econometrics · 2012 · 122 citations

Forecasting Methodology, Engineering, Macroeconomic Forecasting +20

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