Discussion of ”Elicitability and backtesting: Perspectives for banking regulation”, Annals of Applied Statistics, 2017.
Belief Elicitation with Multiple Point Predictions, (with Markus Eyting), 2018.
Interpretation of Point Forecasts with Unknown Directive, (with Matthias Katzfuss and Tilmann Gneiting), 2015 (resubmitted to Journal of the Royal Statistical Society, Series B). Accompanying R-Package PointFore available on CRAN.
Beyond Simulations: Studying the Role of Stratified Randomization and Regression Adjustments for Experimental Data, (with Simon Heß), 2016 (draft upon request).
Optimal Value-at-Risk Reports: Reducing Capital Requirements with State Dependent Forecasting, 2016 (slides upon request).
Further Research Projects
Backtestability of Risk Measures and Information Requirements
Distinguishing Reports of Central Tendency: Mean, Median and Mode
Subjective Expectations and Economic Actions: Cause and Effect in a Lab-in-the-Field Experiment
Development economics, forecast evaluation, risk measures, statistics of experimental design, subjective expectations