Evaluating probabilistic forecasts with scoringRules A Jordan, F Krüger, S Lerch Journal of Statistical Software 90, 2019 | 250 | 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 | 189 | 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 | 72 | 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 | 46* | 2020 |
Generic conditions for forecast dominance F Krüger, JF Ziegel Journal of Business & Economic Statistics 39 (4), 972-983, 2021 | 41 | 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 | 18 | 2023 |
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 | 16 | 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 |
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 |