Research Interests

• Forecasting
• Business cycle analysis
• Monetary Policy

Refereed Publications

• Knüppel, M. and G. Schultefrankenfeld (2019), Assessing the uncertainty in central banks’ inflation outlooks, International Journal of Forecasting, Vol. 35(4), pp. 1748-1769.
• Knüppel, M. (2018), Forecast-error-based estimation of forecast uncertainty when the horizon is increased, International Journal of Forecasting, Vol. 34(1), pp. 105-116.
  You can download MATLAB codes for this paper at the end of this website.
• Knüppel, M. and G. Schultefrankenfeld (2017), Interest rate assumptions and predictive accuracy of central bank forecasts, Empirical Economics, Vol. 53(1), pp. 195-215.
• Knüppel, M. (2015), Evaluating the Calibration of Multi-Step-Ahead Density Forecasts Using Raw Moments, Journal of Business & Economic Statistics, Vol. 33(2), pp. 270-281.
  You can download MATLAB codes and R codes for this paper at the end of this website.
• Knüppel, M. (2014), Efficient estimation of forecast uncertainty based on recent forecast errors, International Journal of Forecasting, Vol. 30(2), pp. 257-267.
  You can download MATLAB codes for this paper at the end of this website.
• Knüppel, M. (2014), Can capacity constraints explain asymmetries of the business cycle?, Macroeconomic Dynamics, Vol. 18(01), pp. 65-92.
• Jordà, Ò., M. Knüppel and M. Marcellino (2013), Empirical Simultaneous Prediction Regions for Path-Forecasts, International Journal of Forecasting, Vol. 29(3), pp. 456-468.
• 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.
• Knüppel, M. (2009), Testing Business Cycle Asymmetries Based on Autoregressions With a Markov-Switching Intercept, Journal of Business & Economic Statistics, Vol. 27(4), pp. 544-552.
  You can download MATLAB codes for this paper at the end of this website.

Other Working Papers and Publications

• 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.

Presentations

• 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