Christian Schumacher

Economics and Econometrics · Social Science Research Network · 2001–2019

A researcher in the Science corpus: 7 papers; trusts 23 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 82 citations into it; #3,712 of 23,481 by trust here, #6,146 by citations
• Finance — 40 citations into it; #3,339 of 10,518 by trust here, #3,280 by citations
• Management Science and Operations Research — 20 citations into it

Whom Christian Schumacher trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. James H. Stock
2. Massimiliano Marcellino
3. Jushan Bai
4. Ben S. Bernanke
5. Mark W. Watson
6. Eric Ghysels
7. Domenico Giannone
8. Marta Bańbura
9. Jean Boivin
10. Roberto S. Mariano

Who trusts Christian Schumacher overall

1. Eric Ghysels
2. Marta Bańbura
3. Claudia Foroni
4. Michael P. Clements
5. Massimiliano Marcellino
6. Jennie Bai
7. Sainan Jin
8. C. V. Nieuwenhuyze
9. M. Modugno
10. Yoshimasa Uematsu

Papers from Christian Schumacher's perspective

Ordered by how strongly the researchers Christian Schumacher trusts endorse each paper. Same corpus, a different order for every researcher.

1. Macroeconomic Forecasting Using Diffusion Indexes
2. Monetary Policy in a Data-Rich Environment
3. Inferential Theory for Factor Models of Large Dimensions
4. Macroeconomic Forecasting With Mixed-Frequency Data
5. Real Time Forecasts of Inflation: The Role of Financial Variables
6. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
7. Forecasting Using Principal Components From a Large Number of Predictors
8. Determining the Number of Factors in Approximate Factor Models
9. Some Consequences of Temporal Aggregation in Empirical Analysis
10. Midas Vs. Mixed-Frequency VAR: Nowcasting GDP in the Euro Area

Their papers

• Factor-Midas for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (2010) — 333 citations
• Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data (2008) — 262 citations
• Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (2015) — 263 citations
• Midas Vs. Mixed-Frequency VAR: Nowcasting GDP in the Euro Area (2011) — 327 citations
• Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification (2019) — 48 citations
• Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models? (2002) — 55 citations
• The No Free Lunch and problem description length (2001) — 177 citations