Approximating fixed-horizon forecasts using fixed-event forecasts, with Andreea L. Vladu, Journal of Applied Econometrics (2025), Vol. 40(4), pp. 359-379.
[DOI link, open access] [Bundesbank Discussion Paper (2016)] [some codes]
Forecast uncertainty, disagreement, and the linear pool, with Fabian Krüger, Journal of Applied Econometrics (2022), Vol. 37(1), pp. 23-41.
[DOI link, open access] [Bundesbank Discussion Paper] [codes]
How far can we forecast? Statistical tests of the predictive content, with Jörg Breitung, Journal of Applied Econometrics (2021), Vol. 36(4), pp. 369-392.
[DOI link, open access] [Bundesbank Discussion Paper] [Bundesbank Research Brief] [codes]
Assessing the uncertainty in central banks’ inflation outlooks, with Guido Schultefrankenfeld, International Journal of Forecasting (2019), Vol. 35(4), pp. 1748-1769.
[DOI link] [Bundesbank Discussion Paper]
Forecast-error-based estimation of forecast uncertainty when the horizon is increased, International Journal of Forecasting (2018), Vol. 34(1), pp. 105-116.
[DOI link] [Bundesbank Discussion Paper] [codes]
Interest rate assumptions and predictive accuracy of central bank forecasts, with Guido Schultefrankenfeld, Empirical Economics (2017), Vol. 53(1), pp. 195-215.
[DOI Link] [Bundesbank Discussion Paper with slightly different title]
Evaluating the calibration of multi-step-ahead density forecasts using raw moments, Journal of Business & Economic Statistics (2015), Vol. 33(2), pp. 270-281.
[DOI link] [Bundesbank Discussion Paper] [MATLAB codes] [R codes by Fabian Krüger]
Can capacity constraints explain asymmetries of the business cycle?, Macroeconomic Dynamics (2014), Vol. 18(1), pp. 65-92.
[DOI link] [Bundesbank Discussion Paper]
Efficient estimation of forecast uncertainty based on recent forecast errors, International Journal of Forecasting (2014), Vol. 30(2), pp. 257-267.
[DOI link] [Bundesbank Discussion Paper]
Empirical simultaneous prediction regions for path-forecasts, with Òscar Jordà and Massimiliano Marcellino, International Journal of Forecasting (2013), Vol. 29(3), 456-468.
[DOI link] [Bundesbank Discussion Paper]
How informative are central bank assessments of macroeconomic risks?, with Guido Schultefrankenfeld, International Journal of Central Banking (2012), Vol. 8(3), pp. 87-139.
[link] [Bundesbank Discussion Paper with slightly different title]
Testing business cycle asymmetries based on autoregressions with a Markov-switching intercept, Journal of Business & Economic Statistics (2009), Vol. 27(4), pp. 544-552.
[DOI link] [Bundesbank Discussion Paper]
