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Fabian Krüger

Karlsruhe Institute of Technology (from arXiv:2412.09430, 2024) · ORCID · OpenAlex

22 papers in scope · 20 published · 4 on the econ.EM arXiv · 537 citations · h-index 12 (over the papers listed here)

Related authors

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

  1. Marc-Oliver Pohle
  2. Malte Knüppel
  3. Sebastian Lerch
  4. Tanja Zahn
  5. Mikael Frenette
  6. Florens Odendahl
  7. Fabian Kächele
  8. Aaron Mora
  9. Uwe Hassler
  10. Oliver Grothe
  11. Christopher Kath
  12. Francis X. Diebold
  13. Karin Klieber
  14. Florian Ziel
  15. Philippe Goulet Coulombe
  16. Jan-Lukas Wermuth
  17. Kevin Berk
  18. Maximilian Göbel
  19. Simon Hirsch
  20. Felix Müsgens

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

(4 of 22)

Simple macroeconomic forecast distributions for the G7 economies
published2025 · The Annals of Applied Statistics · 1 citations · first circulated 2024
with F Becker, Melanie Schienle
The Annals of Applied Statistics
Simplifying Random Forests’ Probabilistic Forecasts
published2025 · The American Statistician · 1 citations · first circulated 2024
with Nils Köster, Nils Koster
The American Statistician
A Kernel Score Perspective on Forecast Disagreement and the Linear Pool
working paper2024 · arXiv
Paper profile arXiv arXiv:2412.09430
Prediction intervals for economic fixed-event forecasts
published2024 · The Annals of Applied Statistics · 2 citations · first circulated 2022
with Hendrik Plett
Paper profile The Annals of Applied Statistics arXiv:2210.13562
Quantifying subjective uncertainty in survey expectations
published2023 · International Journal of Forecasting · 14 citations · first circulated 2020
with Lora Pavlova
International Journal of Forecasting
Learning to Forecast: The Probabilistic Time Series Forecasting Challenge
published2023 · The American Statistician · 3 citations · first circulated 2022
with Johannes Bracher, Nils Köster, Sebastian Lerch
The American Statistician
From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
published2023 · Energy Economics · 37 citations · first circulated 2022
with Oliver Grothe, Fabian Kächele
Paper profile Energy Economics arXiv:2204.10154
Score-based calibration testing for multivariate forecast distributions
working paper2022 · arXiv · 10 citations
with Malte Knüppel, Marc-Oliver Pohle
Paper profile arXiv arXiv:2211.16362
Predicting the Global Minimum Variance Portfolio
published2022 · Journal of Business and Economic Statistics · 16 citations · first circulated 2020
with Laura Reh, Roman Liesenfeld
Journal of Business and Economic Statistics
Predictive Inference Based on Markov Chain Monte Carlo Output
published2020 · International Statistical Review · 12 citations
with Sebastian Lerch, Thordis L. Thorarinsdottir, Tilmann Gneiting
International Statistical Review
Generic Conditions for Forecast Dominance
published2020 · Journal of Business and Economic Statistics · 44 citations · first circulated 2018
with Johanna F. Ziegel
Journal of Business and Economic Statistics
Evaluating Probabilistic Forecasts with scoringRules
published2019 · Journal of Statistical Software · 224 citations · first circulated 2017
with Alexander I. Jordan, Sebastian Lerch
Journal of Statistical Software
Forecast Uncertainty, Disagreement, and the Linear Pool
published2019 · Journal of Applied Econometrics · 2 citations
with Malte Knüppel
Journal of Applied Econometrics
Robust Forecast Evaluation of Expected Shortfall*
published2018 · Journal of Financial Econometrics · 24 citations
with Johanna F. Ziegel, Alexander I. Jordan, Fernando Fasciati
Journal of Financial Econometrics
Forecast dominance testing via sign randomization
published2018 · Electronic Journal of Statistics
with Werner Ehm
Electronic Journal of Statistics
Evaluation of probabilistic forecasts with the scoringRules package
published2017 · EGUGA
with Alexander I. Jordan, Sebastian Lerch
no link
Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms
published2017 · Empirical Economics · 20 citations
Empirical Economics
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification
published2016 · The Review of Economics and Statistics · 15 citations · first circulated 2015
with Graham Elliott, Dalia Ghanem
The Review of Economics and Statistics
Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations and Forecast Rankings
published2016 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 16 citations · first circulated 2015
with Werner Ehm, Tilmann Gneiting, Alexander I. Jordan
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
published2015 · Journal of Business and Economic Statistics · 55 citations · first circulated 2014
with Todd E. Clark, Francesco Ravazzolo, Fabian Krueger, Fabian Kruger
Journal of Business and Economic Statistics
Disagreement versus uncertainty: Evidence from distribution forecasts
published2015 · Journal of Banking & Finance · 38 citations
with Ingmar Nolte
Journal of Banking & Finance
Combining Survey Forecasts and Time Series Models: The Case of the Euribor
published2011 · Jahrbücher für Nationalökonomie und Statistik · 3 citations · first circulated 2010
with Winfried Pohlmeier, Frieder Mokinski, Fabian Krueger
Jahrbücher für Nationalökonomie und Statistik

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.