Fabian Krüger

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Sebastian LerchKarlsruhe Institute of TechnologyVerifierad e-postadress på kit.edu
Tilmann GneitingHeidelberg Institute for Theoretical Studies (HITS), Karlsruhe Institute of Technology (KIT)Verifierad e-postadress på h-its.org
Johanna ZiegelProfessor of Statistics, ETH ZurichVerifierad e-postadress på ethz.ch
Prof. Dr. Ingmar NolteProfessor of Finance and Econometrics, Lancaster University Management School, Lancaster UniversityVerifierad e-postadress på lancaster.ac.uk
Thordis L. ThorarinsdottirUniversity of OsloVerifierad e-postadress på uio.no
Malte KnüppelDeutsche BundesbankVerifierad e-postadress på bundesbank.de
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-BolzanoVerifierad e-postadress på unibz.it
Todd ClarkFederal Reserve Bank of ClevelandVerifierad e-postadress på clev.frb.org
Dalia GhanemAssociate Professor, Agricultural and Resource Economics, University of California, DavisVerifierad e-postadress på ucdavis.edu
Graham ElliottUniversity of California, San DiegoVerifierad e-postadress på ucsd.edu
Laura RehUniversity of CologneVerifierad e-postadress på statistik.uni-koeln.de
Roman LiesenfeldUniversität zu Köln, Institut für Ökonometrie und StatistikVerifierad e-postadress på statistik.uni-koeln.de
Winfried PohlmeierProfessor of Economics and Econometrics, University of KonstanzVerifierad e-postadress på uni-konstanz.de
Frieder MokinskiBundesbankVerifierad e-postadress på bundesbank.de

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Fabian Krüger

Karlsruhe Institute of Technology

Verifierad e-postadress på kit.edu - Startsida

Time Series Econometrics Forecasting Macroeconomics


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Evaluating probabilistic forecasts with scoringRules A Jordan, F Krüger, S Lerch Journal of Statistical Software 90, 2019	240	2019
Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings W Ehm, T Gneiting, A Jordan, F Krüger Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2016	180	2016
Predictive inference based on Markov chain Monte Carlo output F Krüger, S Lerch, TL Thorarinsdottir, T Gneiting International Statistical Review 89, 274-301, 2021	102	2021
Using entropic tilting to combine BVAR forecasts with external nowcasts F Krüger, TE Clark, F Ravazzolo Journal of Business & Economic Statistics 35 (3), 470-485, 2017	70	2017
Disagreement versus uncertainty: Evidence from distribution forecasts F Krüger, I Nolte Journal of Banking & Finance 72, S172-S186, 2016	57	2016
Robust forecast evaluation of expected shortfall JF Ziegel, F Krüger, A Jordan, F Fasciati Journal of Financial Econometrics 18 (1), 95-120, 2020	45*	2020
Generic conditions for forecast dominance F Krüger, JF Ziegel Journal of Business & Economic Statistics 39 (4), 972-983, 2021	38	2021
scoringRules: scoring rules for parametric and simulated distribution forecasts A Jordan, F Krueger, S Lerch R package version 0.9 3, 2017	25	2017
bvarsv: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters F Krueger R package: cran. r-project. org/package= bvarsv, 2015	21	2015
Quantifying subjective uncertainty in survey expectations F Krüger, L Pavlova International Journal of Forecasting, 2023	17	2023
Forecasting conditional probabilities of binary outcomes under misspecification G Elliott, D Ghanem, F Krüger Review of Economics and Statistics 98 (4), 742-755, 2016	15	2016
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting O Grothe, F Kächele, F Krüger Energy Economics 120, 106602, 2023	14	2023
Forecast uncertainty, disagreement, and the linear pool M Knüppel, F Krüger Journal of Applied Econometrics 37 (1), 23-41, 2022	14	2022
Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms F Krüger Empirical Economics 53 (1), 235-246, 2017	12	2017
Combining density forecasts under various scoring rules: an analysis of UK inflation F Krüger Working Paper, Heidelberg Institute for Theoretical Studies, 2014	7	2014
Predicting the global minimum variance portfolio L Reh, F Krüger, R Liesenfeld Journal of Business & Economic Statistics 41 (2), 440-452, 2023	6	2023
Forecast dominance testing via sign randomization W Ehm, F Krüger Electronic Journal of Statistics 12 (2), 3758-3793, 2018	6	2018
Score-based calibration testing for multivariate forecast distributions M Knüppel, F Krüger, MO Pohle arXiv preprint arXiv:2211.16362, 2022	5	2022
Combining survey forecasts and time series models: the case of the Euribor F Krüger, F Mokinski, W Pohlmeier Jahrbücher für Nationalökonomie und Statistik, 63-81, 2011	4	2011
Four Essays on Probabilistic Forecasting in Econometrics F Krüger	1	2013

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