| Autor/en |
Titel |
Journal |
Links |
| Krüger, F., Plett, H. |
Prediction Intervals for Economic Fixed-Event Forecasts |
Annals of Applied Statistics, forthcoming. |
[preprint]
[code] |
| Krüger, F., Pavlova, L. |
Quantifying Subjective Uncertainty in Survey Expectations |
International Journal of Forecasting 40, 796-810, 2024 |
[paper]
[code] |
| Bracher, J., Koster, N., Krüger, F., Lerch, S. |
Learning to Forecast: The Probabilistic Time Series Forecasting Challenge |
The American Statistician 78, 115-127, 2024 |
[paper]
[preprint]
[code] |
| Bracher, J., Rüter, L., Krüger, F., Lerch, S., Schienle, M. |
Direction Augmentation in the Evaluation of Armed Conflict Predictions |
International Interactions 49, 989-1004, 2023 |
[paper]
[preprint]
[code] |
| Reh, L., Krüger, F., Liesenfeld, R. |
Predicting the Global Minimum Variance Portfolio |
Journal of Business & Economic Statistics 41, 440-452, 2023 |
[paper] |
| Grothe, O., Kächele, F., Krüger, F. |
From Point Forecasts to Multivariate Probabilistic Forecasts: The Schaake Shuffle for Day-Ahead Electricity Price Forecasting |
Energy Economics 120, 106602, 2023 |
[paper]
[code] |
| Hoffmann, M., Moench, E., Pavlova, L., Schultefrankenfeld, G. |
Would Households Understand Average Inflation Targeting? |
Journal of Monetary Economics 129, S52-S66, 2022 |
[paper] |
| Koster, N., Grothe, O., Rettinger, A. |
Signing the Supermask: Keep, Hide, Invert |
International Conference on Learning Representations (ICLR) 2022 |
[paper]
[preprint]
[code] |
| Knüppel, M., Krüger, F. |
Forecast Uncertainty, Disagreement, and the Linear Pool |
Journal of Applied Econometrics 37, 23-41, 2022 |
[paper]
[preprint]
[supplement] |
| Krüger, F., Ziegel, J.F. |
Generic Conditions for Forecast Dominance |
Journal of Business & Economic Statistics 39, 972-983, 2021 |
[paper]
[preprint][supplement and replication] |
| Krüger, F., Lerch, S., Thorarinsdottir, T.L., Gneiting, T. |
Predictive Inference based on Markov Chain Monte Carlo Output |
International Statistical Review 89, 274-301, 2021 |
[paper]
[preprint][replication] |
| Ziegel, J.F., Krüger, F., Jordan, A., Fasciati, F. |
Robust Forecast Evaluation of Expected Shortfall |
Journal of Financial Econometrics 18, 95-120, 2020 |
[paper] |
| Jordan, A., Krüger, F., Lerch, S. |
Evaluating Probabilistic Forecasts with scoringRules |
Journal of Statistical Software 90, 2019 |
[paper]
[R package] |
| Ehm, W., Krüger, F. |
Forecast Dominance Testing via Sign Randomization |
Electronic Journal of Statistics 12, 3758-3793, 2018 |
[paper] |
| Krüger, F., Clark, T.E., Ravazzolo, F. |
Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts |
Journal of Business & Economic Statistics 35, 470-485, 2017 |
[paper] |
| Krüger, F. |
Survey-based Forecast Distributions for Euro Area Growth and Inflation: Ensembles versus Histograms |
Empirical Economics 53, 235-246, 2017 |
[paper] |
| Elliott, G., Ghanem, D.A., Krüger, F. |
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification |
Review of Economics and Statistics 98, 742-755, 2016 |
[paper] [replication] |
| Krüger, F., Nolte, I. |
Disagreement versus Uncertainty: Evidence from Distribution Forecasts |
Journal of Banking and Finance 72, S172-S186, 2016 |
[paper] |
| Ehm, W., Gneiting, T., Jordan, A., Krüger, F. |
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings |
Journal of the Royal Statistical Society (Series B) 78, 505-562, 2016 |
[paper]
[R package] |
