Thomas Knetsch

Deutsche Bundesbank - Economics Department

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

SCHOLARLY PAPERS

17

DOWNLOADS

598

SSRN CITATIONS
Rank 33,341

SSRN RANKINGS

Top 33,341

in Total Papers Citations

7

CROSSREF CITATIONS

18

Scholarly Papers (17)

1.

Assessing House Prices in Germany: Evidence from an Estimated Stock-Flow Model Using Regional Data

Bundesbank Discussion Paper No. 46/2013
Number of pages: 45 Posted: 21 Jun 2016
Florian Kajuth, Thomas Knetsch and Nicolas Pinkwart
Deutsche Bundesbank, Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 177 (207,800)
Citation 2

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fundamental house prices, regional house prices, housing demand and supply

Evaluating the German Inventory Cycle - Using Data from the Ifo Business Survey

Number of pages: 39 Posted: 09 Jun 2004
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 93 (339,760)
Citation 1

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inventory investment, revisions, composite indices, canonical correlation, factor models, national accounts data, Ifo business survey, Germany

Evaluating the German Inventory Cycle Using Data from the Ifo Business Survey

Bundesbank Series 1 Discussion Paper No. 2004,10
Number of pages: 48 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 5 (771,608)

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inventory investment, revisions, composite indices, canonical correlation, factor models, national accounts data, Ifo business survey, Germany

3.

Google Data in Bridge Equation Models for German GDP

Bundesbank Discussion Paper No. 18/2017
Number of pages: 58 Posted: 30 Jun 2017
Thomas Götz and Thomas Knetsch
Deutsche Bundesbank and Deutsche Bundesbank - Economics Department
Downloads 73 (389,277)
Citation 2

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Big Data, Bridge Equation Models, Forecasting, Principal Components Analysis, Partial Least Squares, LASSO, Boosting

4.

Forecasting the Price of Crude Oil Via Convenience Yield Predictions

Bundesbank Series 1 Discussion Paper No. 2006,12
Number of pages: 44 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 55 (449,368)
Citation 1

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oil price forecasts, rational commodity pricing, convenience yield, single-equation model

5.

A User Cost Approach to Capital Measurement in Aggregate Production Functions

Bundesbank Discussion Paper No. 01/2012E
Number of pages: 44 Posted: 21 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 41 (507,190)

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Capital stock, aggregation, production function, TFP, Kapitalstock, Aggregation, Produktionsfunktion, TFP

6.

On the Dynamics of the Investment Income Balance

Bundesbank Discussion Paper No. 21/2016
Number of pages: 41 Posted: 11 Jul 2016
Thomas Knetsch and Arne Nagengast
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank - Economics Department
Downloads 37 (526,214)

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Investment income balance, Return differential, Exorbitant privilege, International risk sharing

7.

Das Erwerbspersonenpotenzial Zu Vollzeitäquivalenten: Messkonzept, Projektion Und Anwendungsbeispiele

Bundesbank Discussion Paper No. 26/2013
Number of pages: 29 Posted: 21 Jun 2016
Thomas Knetsch, Katja Sonderhof and Wolfram Kempe
Deutsche Bundesbank - Economics Department, Leibniz Universität Hannover and IZA Institute of Labor Economics
Downloads 22 (614,069)

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Erwerbspersonenpotenzial, Arbeitsangebot, Zuwanderung, Alterung

8.

Compilation of Commercial Property Price Indices for Germany Tailored for Policy Use

Deutsche Bundesbank Discussion Paper No. 25/2020
Number of pages: 28 Posted: 30 Apr 2020
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 19 (634,754)

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Commercial property price indices, private data, stock weighting, policy use

9.

Integration of Stochastic Effects and Data Uncertainties into the Design of Process Equipment

Risk Analysis, Vol. 25, No. 1, pp. 189-198, February 2005
Number of pages: 10 Posted: 08 May 2006
Thomas Knetsch and Ulrich Hauptmanns
Deutsche Bundesbank - Economics Department and University of Magdeburg - Department of Process Design and Safety
Downloads 18 (641,831)
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10.

Ein Nutzungskostenbasierter Ansatz Zur Messung Des Faktors Kapital in Aggregierten Produktionsfunktionen

Bundesbank Discussion Paper No. 01/2012
Number of pages: 44 Posted: 21 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 11 (693,666)

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Kapitalstock, Aggregation, Produktionsfunktion, TFP, Capital stock, aggregation, production function, TFP

11.

Trend and Cycle Features in German Residential Investment Before and after Reunification

Bundesbank Series 1 Discussion Paper No. 2010,10
Number of pages: 44 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 10 (701,320)

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Residential investment, vector autoregression, trend-cycle decomposition, Germany

12.

The Inventory Cycle of the German Economy

Bundesbank Series 1 Discussion Paper No. 2004,09
Number of pages: 40 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 9 (709,170)

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inventory fluctuations, business cycles, data quality, composite index, Germany

13.

Supply-Side Effects of Strong Energy Price Hikes in German Industry and Transportation

Bundesbank Series 1 Discussion Paper No. 2009,26
Number of pages: 44 Posted: 08 Jun 2016
Thomas Knetsch and Alexander Molzahn
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 8 (716,785)

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Energy prices, supply of goods and services, income distribution

14.

Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy

Bundesbank Series 1 Discussion Paper No. 2005,39
Number of pages: 64 Posted: 08 Jun 2016
Thomas Knetsch
Deutsche Bundesbank - Economics Department
Downloads 7 (724,695)

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cointegration, trend-cycle decomposition, cohesion, bootstrap

15.

How to Treat Benchmark Revisions? The Case of German Production and Orders Statistics

Bundesbank Series 1 Discussion Paper No. 2006,38
Number of pages: 52 Posted: 08 Jun 2016
Thomas Knetsch and Hans-Eggert Reimers
Deutsche Bundesbank - Economics Department and Hochschule Wismar
Downloads 6 (732,559)

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real-time data, benchmark revisions, industrial production, orders

16.

Quantifying Bias and Inaccuracy of Upper-Level Aggregation in HICPs for Germany and the Euro Area

Deutsche Bundesbank Discussion Paper No. 06/2021
Number of pages: 40 Posted: 30 Mar 2021
Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 5 (740,435)

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17.

Dealing with Benchmark Revisions in Real-Time Data: The Case of German Production and Orders Statistics

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 2, pp. 209-235, April 2009
Number of pages: 27 Posted: 27 Apr 2009
Thomas Knetsch and Hans-Eggert Reimers
Deutsche Bundesbank - Economics Department and Hochschule Wismar
Downloads 2 (765,609)
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