Marc-Oliver Pohle

Heidelberg Institute for Theoretical Studies (from arXiv:2512.14609, 2025) · ORCID · OpenAlex

10 papers in scope · 3 published · 10 on the econ.EM arXiv · 35 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

Show only papers in our arXiv econ.EM corpus (9 of 10)

Uncertainty Quantification in Forecast Comparisons

working paper2026 · arXiv

with Tanja Zahn, Sebastian Lerch

Paper profile arXiv arXiv:2605.03997

Asymptotic Inference for Rank Correlations

working paper2025 · arXiv

with Jan-Lukas Wermuth, Christian Weiß

Paper profile arXiv arXiv:2512.14609

Simultaneous Inference Bands for Autocorrelations

working paper2025 · arXiv

with Uwe Hassler, Tanja Zahn

Paper profile arXiv arXiv:2503.18560

Testing Quantile Forecast Optimality

published2024 · Journal of Business and Economic Statistics · 2 citations · first circulated 2023

with Jack Fosten, Daniel Gutknecht

Paper profile Journal of Business and Economic Statistics arXiv:2302.02747

Generalised Covariances and Correlations

working paper2023 · arXiv

with Tobias Fissler

Paper profile arXiv arXiv:2307.03594

Score-based calibration testing for multivariate forecast distributions

working paper2022 · arXiv · 10 citations

with Malte Knüppel, Fabian Krüger

Paper profile arXiv arXiv:2211.16362

Unlucky Number 13? Manipulating Evidence Subject to Snooping

published2022 · International Statistical Review · 2 citations · first circulated 2020

with Uwe Hassler

Paper profile International Statistical Review arXiv:2009.02198

Forecasting under Long Memory

published2021 · Journal of Financial Econometrics · 8 citations

with Uwe Hassler

Journal of Financial Econometrics

The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation

working paper2020 · arXiv · 11 citations

Paper profile arXiv arXiv:2005.01835

Forecasting under Long Memory and Nonstationarity

working paper2019 · arXiv · 2 citations

with Uwe Hassler

Paper profile arXiv arXiv:1910.08202

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.