Schmitz, Luca. 2026 "How the Fed missed Inflation Risks using a High-Dimensional Distributional VAR (HiDVAR)" Read current draft!
Schmitz, Luca & Wieland, Volker. 2026 "Many Models, Little Certainty: Lessons from 25 years of Real-Time Macroeconomic Forecasting in the US." Project Website (WIP)
Schmitz, Luca. 2025. 'History does not repeat itself, but it rhymes: A VAR Dirichlet Process Mixture Approach to Macroeconomic Forecasting', June 2025