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 1 2 294
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 0 1 3 918
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 0 0 1 400
Comparison of model reduction methods for VAR processes 0 0 0 13 0 1 3 76
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 1 2 2 60
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 140 1 1 6 282
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 0 78 2 3 6 167
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 0 0 6 324
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 1 128 0 0 2 595
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 0 0 3 207
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 0 0 0 141
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 1 1 1 110 1 2 4 246
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 1 1 301
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 1 1 3 196
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 1 5 387 2 5 22 1,073
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 1 1 30 0 3 6 117
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 123 1 6 12 221
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 30 0 0 2 148
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 0 0 1 849
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 0 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 0 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 2 4 13 182 4 9 35 300
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 0 0 3 1,812
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 0 0 3 708
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 1 1 5 213
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 1 4 1,096
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 0 1 4 658
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Total Working Papers 3 7 30 4,929 14 41 147 13,776

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 0 1 4 417
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 0 2 62
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 1 1 1 4 1 1 1 53
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 1 1 1 55
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 0 3 150
Inference in VARs with conditional heteroskedasticity of unknown form 0 0 6 142 1 2 16 359
Nonlinear interest rate reaction functions for the UK 0 0 1 59 0 1 4 152
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 1 1 187
Residual autocorrelation testing for vector error correction models 0 0 1 211 1 4 7 928
Sources of German unemployment: a structural vector error correction analysis 0 0 1 127 0 0 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 1 1 1 104
Total Journal Articles 1 1 10 814 5 12 42 2,833

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Statistics updated 2025-10-06