Mitarbeiter

Dr. Malte Knüppel

• Deutsche Bundesbank
• Central Office, Research Centre
• Wilhelm Epstein Str. 14
• 60431 Frankfurt am Main
•  
• +49 69 9566-2324
• +49 69 9566-4026
• Malte Knüppel

Research Interests

• Business cycle analysis
• Markov-regime-switching, testing for asymmetries
• DSGE models with asymmetries
• Forecasting and forecast uncertainty

Selected Publications and Working Papers

• Jordà, Ò., M. Knüppel and M. Marcellino (2010), Empirical simultaneous confidence regions for path-forecasts, Deutsche Bundesbank Discussion Paper, Economic Series, No. 06/2010.
• Knüppel, M. (2009), Efficient estimation of forecast uncertainty based on recent forecast errors, Deutsche Bundesbank Discussion Paper, Economic Series, No. 28/2009.
• Knüppel, M. and G. Schultefrankenfeld (2008), How informative are macroeconomic risk forecasts? An examination of the Bank of England's inflation forecasts, Deutsche Bundesbank Discussion Paper, Economic Series, No. 14/2008.
• Knüppel, M. (2008), Can capacity constraints explain asymmetries of the business cycle?, Deutsche Bundesbank Discussion Paper, Economic Series, No. 01/2008.
• Knüppel, M. and K.-H. Tödter (2007), Quantifying risk and uncertainty in macroeconomic forecasts, Deutsche Bundesbank Discussion Paper, Economic Series, No. 25/2007.
• Lucke, B. and M. Knüppel (2007), Unternehmensgrößenklassen im ifo-Konjunkturtest: eine Burns-Mitchell-Analyse, in: U. Heilemann and C. Weihs (eds.), Classification and Clustering in Business Cycle Analysis, Duncker & Humbolt, Berlin.
• Knüppel, M. (2004), Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept, Deutsche Bundesbank Discussion Paper, Economic Series, No. 41/2004, strongly revised version in Journal of Business & Economic Statistics, 2009, 27(4).