Access Statistics for Ralf Brüggemann

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Small Monetary System for the Euro Area Based on German Data 0 0 1 138 0 0 2 403
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 0 1 293
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 1 1 4 918
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 0 1 1 400
Comparison of model reduction methods for VAR processes 0 0 0 13 0 0 3 75
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 1 1 1 59
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 78 0 1 5 164
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 2 140 0 1 6 281
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 0 2 6 324
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 1 1 128 0 1 2 595
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 0 0 0 141
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 0 0 3 207
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 0 109 0 0 2 244
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 0 300
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 0 2 195
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 2 5 386 0 4 20 1,068
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 1 1 2 30 3 3 8 117
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 123 3 4 11 218
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 30 0 0 3 148
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 0 0 2 849
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 1 1 1 392
Nonlinear Interest Rate Reaction Functions for the UK 0 0 1 112 0 0 2 317
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 1 1 2 328
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 0 0 0 408
Projection estimators for structural impulse responses 0 1 13 178 1 7 34 292
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 1 570 0 1 4 1,812
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 0 0 4 708
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 0 1 4 212
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 0 0 1 320 0 0 3 1,095
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 1 202
Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe 0 0 2 259 1 1 4 658
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Total Working Papers 1 6 32 4,923 12 31 141 13,747

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A small monetary system for the euro area based on German data 0 0 0 139 1 1 4 417
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 1 2 62
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 0 3 0 0 0 52
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 0 0 0 54
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 1 3 150
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 6 142 0 4 16 357
Nonlinear interest rate reaction functions for the UK 0 0 1 59 1 1 4 152
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 0 0 186
Residual autocorrelation testing for vector error correction models 0 0 1 211 0 0 5 924
Sources of German unemployment: a structural vector error correction analysis 0 1 1 127 0 2 2 357
Special Issue on Economic Forecasts: Guest Editorial 0 0 0 0 0 0 0 9
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 0 0 103
Total Journal Articles 0 3 9 813 2 10 36 2,823

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05