Rünstler, Gerhard

Research
Division
Current position
Senior Lead Economist
Fields of interest
Macroeconomics and Monetary Economics,
Mathematical and Quantitative Methods
Education
Professional experience
Teaching experience
Awards
ECB Working Paper Series
2020
2016
2008
Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
No 953
No 953
2007
2003
2002
ECB Occasional Paper Series
ECB Research bulletin
Journal publications
2018
2016
Network dependence in the euro area money market
Journal of Computational Economics and Econometrics 6(3), 294-314
On the design of data set for forecasting with dynamic factor models
Hillebrand and Koopman, Advances in Econometrics, Vol 35, Emerald Publishing
2011
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
International Journal of Forecasting 27(2), 333-46.
2010
Estimating and forecasting the euro area national accounts from a dynamic factor model
Journal of Business Cycle Measurement and Analysis 2010(1), 5-26
Short-term forecasting of GDP using large data sets: a pseudo real-time forecast evaluation exercise
Journal of Forecasting 28(7), 595-611
2004
2000
The dynamic effects of aggregate supply and demand disturbances: further evidence
Applied Economics Letters 7(1), 25-28
1999
Interest rate differentials, market integration, and the efficiency of commodity futures markets
Applied Financial Economics 9, 101-108
Other publications
2016
On the design of data set for forecasting with dynamic factor models
Advances in Econometrics Vol 25