Econometric forecasting



Topics

Leading indicator and factor models

Time series and structural model forecasts

Measuring forecasting uncertainty



Research fellowship

Euro area business cycle network

European forecasting network

Euroframe




Some references

Estimating large scale factor models for economic activity in Germany
Journal for Economics and Statistics 224, 2004, 731-750 (with Schumacher)


The out-of-sample performance of leading indicators for the German business cycle
Journal of Business cycle Analysis and Measurement 2, 2005, 71-88 (with Schumacher)


A macroeconometric model for the euro area
Journal of Policy Modelling 29, 2007, 1-13 (with Marcellino)


Evaluation of forecasting services of the DG Economic and Financial Affairs
European Commission, DG ECFIN, 2007 (with De Biolley, Fritsche, Steinherr)


Forecasting private consumption by consumer surveys
Journal of Forecasting 32, 2013, 10-18 (with Kholodilin)


Money demand and the role of monetary indicators to forecast euro area inflation
International Journal of Forecasting 30, 2014, 303-312 (with Wolters)




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