What drives euro area financial market developments? The role of US spillovers and global risk L Brandt, AS Guilhem, M Schröder, I Van Robays ECB Working Paper, 2021 | 9 | 2021 |
Nowcasting GDP with a pool of factor models and a fast estimation algorithm S Eraslan, M Schröder International Journal of Forecasting 39 (3), 1460-1476, 2023 | 7 | 2023 |
Probabilistic quantile factor analysis D Korobilis, M Schröder arXiv preprint arXiv:2212.10301, 2022 | 5 | 2022 |
Nowcasting GDP with a large factor model space S Eraslan, M Schröder Deutsche Bundesbank Discussion Paper, 2019 | 4 | 2019 |
Monitoring multicountry macroeconomic risk D Korobilis, M Schröder arXiv preprint arXiv:2305.09563, 2023 | 1 | 2023 |
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach D Korobilis, M Schröder Journal of Econometrics, 105730, 2024 | | 2024 |
Mixing it up: Inflation at risk M Schröder | | 2023 |