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Malte Knüppel

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Malte Knüppel

Research Interests

Forecasting
Business cycle analysis
Monetary Policy

Refereed Publications
You can download MATLAB codes for selected papers at the end of this website.
Forecast Uncertainty, Disagreement, and the Linear Pool Knüppel M., Krüger F.

2022 | Journal of Applied Econometrics, Vol. 37(1), pp. 23-41.

How far can we forecast? Statistical tests of the predictive content Breitung J., Knüppel M.

2021 | Journal of Applied Econometrics, Vol. 36(4), pp. 369-392.

Assessing the uncertainty in central banks inflation outlooks Knüppel M., Schultefrankenfeld G.

2019 | International Journal of Forecasting, Vol. 35(4), pp. 1748-1769.

Forecast-error-based estimation of forecast uncertainty when the horizon is increased Knüppel M.

2018 | International Journal of Forecasting, Vol. 34(1), pp. 105-116.

Interest rate assumptions and predictive accuracy of central bank forecasts Knüppel M., Schultefrankenfeld G.

2017 | Empirical Economics, Vol. 53(1), pp. 195-215.

Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments Knüppel M.

2015 | Journal of Business & Economic Statistics, Vol. 33(2), pp. 270-281.

Can Capacity Constraints Explain Asymmetries of the Business Cycle? Knüppel M.

2014 | Macroeconomic Dynamics, Vol. 18(1), pp. 65-92.

Efficient Estimation of Forecast Uncertainty Based on Recent Forecast Errors Knüppel M.

2014 | International Journal of Forecasting, Vol. 30(2), pp. 257-267.

Empirical Simultaneous Prediction Regions for Path-Forecasts Jordà Ò., Knüppel M., Marcellino M.

2013 | International Journal of Forecasting, Vol. 29(3), pp. 456-468.

How informative are central bank assessments of macroeconomic risks? Knüppel M., Schultefrankenfeld G.

2012 | International Journal of Central Banking, Vol. 8(3), pp. 87-139.

Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept Knüppel M.

2009 | Journal of Business & Economic Statistics, Vol. 27(4), pp. 544-552.
Other Working Papers and Publications
Book Review: Graham Elliott and Allan Timmermann, Economic Forecasting Knüppel M.

2017 | Book Review, Jahrbücher für Nationalökonomie und Statistik.

Unternehmensgrößenklassen im ifo-Konjunkturtest: eine Burns-Mitchell-Analyse Lucke B., Knüppel M.

2007 | in: U. Heilemann and C. Weihs (eds.), Classification and Clustering in Business Cycle Analysis, Duncker & Humbolt, Berlin.
Presentations
- 2020: Virtual International Symposium on Forecasting, Rio de Janeiro
- 2019: International Symposium on Forecasting, Thessaloniki; Forecasting at Central Banks Conference, Ottawa
- 2018: Barcelona Summer Forum - Time Series Econometrics and Applications for Macroeconomics and Finance, Barcelona; Statistische Woche, Linz
- 2017: Forecasting at Central Banks Conference, St. Louis
- 2016: ECB Workshop on Forecasting Techniques, Frankfurt; Conference of the International Association for Applied Econometrics, Milan; International Symposium on Forecasting, Santander
- 2015: Conference of the International Association for Applied Econometrics, Thessaloniki; NBER-NSF Conference on Time Series, Vienna
- 2013: Econometric Society European Meeting, Gothenburg; Jahrestagung des Vereins für Socialpolitik, Düsseldorf
- 2012: Workshop on “Uncertainty and Forecasting in Macroeconomics”, co-organized by the Deutsche Bundesbank, Eltville; International Symposium on Forecasting, Boston
- 2011: International Symposium on Forecasting, Prague
- 2010: International Conference on Computing in Economics and Finance (CEF), London; Eurostat Colloquium, Luxembourg; World Congress Econometric Society, Shanghai; NBER - NSF Time Series Conference, Durham; Jahrestagung des Vereins für Socialpolitik, Kiel;
- 2009: Conference on “Forecasting and Monetary Policy”, co-organized by the Deutsche Bundesbank, Berlin
- 2005: European Economic Association Annual Meeting, Amsterdam; Jahrestagung des Vereins für Socialpolitik, Bonn; ZEI Summer School, Bad Honnef
- 2004: Econometric Society European Meeting, Madrid
Research Brief
The trouble with predictions Research Brief | 18th edition – April 2018

25.04.2018 Jörg Breitung, Malte Knüppel
Discussion Papers
Score-based calibration testing for multivariate forecast distributions Discussion paper 50/2022: Malte Knüppel, Fabian Krüger, Marc-Oliver Pohle

23.12.2022 50/2022 | 1 MB, PDF

Forecast uncertainty, disagreement, and the linear pool Discussion paper 28/2019: Malte Knüppel, Fabian Krüger

23.08.2019 28/2019 | 3 MB, PDF

Assessing the uncertainty in central banks‘ inflation outlooks Discussion paper 56/2018: Malte Knüppel, Guido Schultefrankenfeld

25.01.2019 56/2018 | 641 KB, PDF

How far can we forecast? Statistical tests of the predictive content Discussion paper 07/2018: Jörg Breitung, Malte Knüppel

25.04.2018 07/2018 | 760 KB, PDF

Approximating fixed-horizon forecasts using fixed-event forecasts Discussion paper 28/2016: Malte Knüppel, Andreea L. Vladu

10.08.2016 28/2016 | 471 KB, PDF

Forecast-error-based estimation of forecast uncertainty when the horizon is increased Discussion paper 40/2014: Malte Knüppel

20.01.2015 40/2014 | 505 KB, PDF

The empirical (ir)relevance of the interest rate assumption for central bank forecasts Discussion paper 11/2013: Malte Knüppel, Guido Schultefrankenfeld

19.04.2013 11/2013 | 681 KB, PDF

Evaluating the calibration of multi-step-ahead density forecasts using raw moments Discussion paper 32/2011: Malte Knüppel

30.12.2011 32/2011 | 453 KB, PDF

Evaluating macroeconomic risk forecasts Discussion paper 14/2011: Malte Knüppel, Guido Schultefrankenfeld

27.06.2011 14/2011 | 236 KB, PDF

How informative are central bank assessments of macroeconomic risks? Discussion paper 13/2011: Malte Knüppel, Guido Schultefrankenfeld

24.06.2011 13/2011 | 405 KB, PDF

Empirical simultaneous confidence regions for path-forecasts Discussion paper 06/2010: Òscar Jordà, Malte Knüppel, Massimiliano Marcellino

07.05.2010 06/2010 | 2 MB, PDF

Efficient estimation of forecast uncertainty based on recent forecast errors Discussion paper 28/2009: Malte Knüppel

06.10.2009 28/2009 | 474 KB, PDF

How informative are macroeconomic risk forecasts? An examination of the Bank of England’s inflation forecasts Discussion paper 14/2008: Malte Knüppel, Guido Schultefrankenfeld

04.08.2008 14/2008 | 551 KB, PDF

Can capacity constraints explain asymmetries of the business cycle? Discussion paper 01/2008: Malte Knüppel

15.02.2008 01/2008 | 384 KB, PDF

Quantifying risk and uncertainty in macroeconomic forecasts Discussion paper 25/2007: Malte Knüppel, Karl-Heinz Tödter

21.09.2007 25/2007 | 581 KB, PDF

Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept Discussion paper 41/2004: Malte Knüppel

30.12.2004 41/2004 | 499 KB, PDF

Codes and Datasets

MATLAB codes for 'Forecast-error-based estimation of forecast uncertainty when the horizon is increased' and 'Efficient estimation of forecast uncertainty based on recent forecast errors'

26.10.2017 | 237 KB, ZIP
MATLAB codes for 'Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments'

15.08.2014 | 4 KB, ZIP
R codes for 'Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments'

15.11.2014 | 6 KB, ZIP
MATLAB codes for 'Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept'

14.08.2014 | 7 KB, ZIP

Contact

Dr Malte Knüppel Deutsche Bundesbank, Research Centre

+49 69 9566-32324

E-Mail

Address

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany

Curriculum Vitae

Economist in the Research Centre
since 2003

29.07.2022 | 124 KB, PDF

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