Welcome to my website! I am Malte Knüppel, a senior economist at the Research Centre of the Deutsche Bundesbank. My research focuses on time series econometrics, especially forecasting. I am the Chair of the IIF's MacroFor section and a member of the Committee of Econometrics of the German Economic Association.
Contact details
Malte Knüppel, Postfach 10 06 02, 60006 Frankfurt am Main, Deutsche Bundesbank, Germany
Email: malte[dot]knueppel[at]bundesbank[dot]de
My CV
This is my personal website. The views expressed here do not necessarily reflect those of the Deutsche Bundesbank or the Eurosystem.
For personal views which coincide with views from the Deutsche Bundesbank, see here.
Published papers, corresponding Bundesbank DPs, and (some) codes
Approximating fixed-horizon forecasts using fixed-event forecasts, with Andreea L. Vladu, Journal of Applied Econometrics (forthcoming)
[latest version] [online appendix of latest version] [Bundesbank Discussion Paper (2016)] [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]
Bundesbank Discussion Papers not (or: not yet) published in journals
Score-based calibration testing for multivariate forecast distributions, with Fabian Krüger and Marc-Oliver Pohle
[arXiv version] [Bundesbank Discussion Paper (2022)] [R codes]Evaluating macroeconomic risk forecasts, with Guido Schultefrankenfeld
[Bundesbank Discussion Paper (2011)]Quantifying risk and uncertainty in macroeconomic forecasts, with Karl-Heinz Tödter
[Bundesbank Discussion Paper (2007)]
Work in progress
Assessing the ex-ante uncertainty in the US SPF, with Lora Pavlova
Simultaneous inference bands for the PIT histogram, with Matei Demetrescu and Felix Kießner
Seminars
IIF MacroFor online seminar. You can find the schedule for the 2024 autumn term here.
Some upcoming conferences and workshops
Associations and communities with regular conferences
Past conferences and workshops I helped to organize
Data
Business cycle chronologies
Interesting Blogs
My other research webpages