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Fabian Krüger
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Cited by
Year
Evaluating probabilistic forecasts with scoringRules
A Jordan, F Krüger, S Lerch
Journal of Statistical Software 90, 2019
2562019
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
1922016
Predictive inference based on Markov chain Monte Carlo output
F Krüger, S Lerch, TL Thorarinsdottir, T Gneiting
International Statistical Review 89, 274-301, 2021
1002021
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
722017
Disagreement versus uncertainty: Evidence from distribution forecasts
F Krüger, I Nolte
Journal of Banking & Finance 72, S172-S186, 2016
562016
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
442021
scoringRules: scoring rules for parametric and simulated distribution forecasts
A Jordan, F Krueger, S Lerch
R package version 0.9 3, 2017
252017
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
202015
Quantifying subjective uncertainty in survey expectations
F Krüger, L Pavlova
International Journal of Forecasting, 2023
162023
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
162023
Forecast uncertainty, disagreement, and the linear pool
M Knüppel, F Krüger
Journal of Applied Econometrics 37 (1), 23-41, 2022
152022
Forecasting conditional probabilities of binary outcomes under misspecification
G Elliott, D Ghanem, F Krüger
Review of Economics and Statistics 98 (4), 742-755, 2016
152016
Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms
F Krüger
Empirical Economics 53 (1), 235-246, 2017
122017
Combining density forecasts under various scoring rules: an analysis of UK inflation
F Krüger
Working Paper, Heidelberg Institute for Theoretical Studies, 2014
72014
Predicting the global minimum variance portfolio
L Reh, F Krüger, R Liesenfeld
Journal of Business & Economic Statistics 41 (2), 440-452, 2023
62023
Score-based calibration testing for multivariate forecast distributions
M Knüppel, F Krüger, MO Pohle
arXiv preprint arXiv:2211.16362, 2022
62022
Forecast dominance testing via sign randomization
W Ehm, F Krüger
Electronic Journal of Statistics 12 (2), 3758-3793, 2018
62018
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
42011
Prediction intervals for economic fixed-event forecasts
F Krüger, H Plett
arXiv preprint arXiv:2210.13562, 2022
12022
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Articles 1–20