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Dr Guido Schultefrankenfeld

Research Interests

  • Forecasting
  • Empirical Monetary Economics

Refereed Publications

  • Knüppel, M. and G. Schultefrankenfeld (2017), Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Vol. 53(1), pp. 195-215.
  • Schultefrankenfeld, G. (2013), Forecast uncertainty and the Bank of England's interest rate decisions, Studies in Nonlinear Dynamics and Econometrics, Vol. 17(1), pp. 1-20.
  • Knüppel, M. and G. Schultefrankenfeld (2012), How informative are central bank assessments of macroeconomic risks?, International Journal of Central Banking, Vol. 8(3), pp. 87-139.

Other Working Papers and Publications

  • Schultefrankenfeld, Guido (2013), Essays on Central Bank Forecasting, Dissertation, http://dokumentix.ub.uni-siegen.de/opus/volltexte/2014/799/.
  • The empirical (ir)relevance of the interest rate assumption for central bank forecasts, with Malte Knüppel, Bundesbank Discussion Paper 11/2013.
  • Evaluating macroeconomic risk forecasts, with Malte Knüppel, Bundesbank Discussion Paper 14/2011.
  • How informative are central bank assessments of macroeconomic risks?, with Malte Knüppel, Bundesbank Discussion Paper 13/2011.
  • Forecast uncertainty and the Bank of England interest rate decisions, Bundesbank Discussion Paper 27/2010.
  • How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts, with Malte Knüppel, Bundesbank Discussion Paper 14/2008.

Presentations

  • St. Louis Fed Conference on Central Bank Forecasting (2017 -scheduled-, St. Louis); Jahrestagung Verein für Socialpolitik (2017 -scheduled-, Wien); 17th International Symposium on Forecasting (ISF 2017, Cairns); 15th International Symposium on Forecasting (ISF 2015, Riverside); 20th Conference on Computing in Economics and Finance (CEF 2014, Oslo); Joint workshop of Norgesbank and Bundesbank (2014, Oslo); Money Macro and Finance Annual Conference (MMF 2013, London); Annual Congress of the European Economic Association (EEA 2013, Gothenburg); 18th Conference on Computing in Economics and Finance (CEF 2012, Prague); 7.Workshop Makroökonomik und Konjunktur, ifo Institute (2012, Dresden); OeNB-SNB-Bundesbank Workshop (2011, Brunnen); 5.Workshop Makroökonomik und Konjunktur, ifo Institute (2010, Dresden); 11th IWH-CIREQ Macroeconometric Workshop (2010, Halle); University of Siegen Research Colloquium (2009, Siegen); MAGKS PhD Colloquium University of Gießen (2009, Gießen); Jahrestagung Verein für Socialpolitik (2008, Graz).

Additional information

Contact

Guido Schultefrankenfeld

Dr Guido Schultefrankenfeld

+49 69 9566-8727

+49 69 9566-4026

Address

Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany