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 1 1 138 1 2 2 403
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 1 1 1 293
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 1 2 3 917
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 0 0 0 399
Comparison of model reduction methods for VAR processes 0 0 0 13 0 0 2 73
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 0 0 58
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 1 139 1 3 5 280
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 78 0 0 7 162
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 1 141 2 4 9 322
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 0 127 1 1 3 594
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 1 3 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 0 0 1 109 2 2 5 244
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 2 2 195
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 1 6 383 1 6 29 1,060
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 2 29 2 3 10 114
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 1 7 123 0 3 14 213
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 1 2 30 0 2 6 148
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 1 459 0 0 2 848
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 0 0 0 391
Nonlinear Interest Rate Reaction Functions for the UK 0 1 2 112 1 2 4 317
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 1 92 0 1 2 327
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 2 14 175 1 9 39 283
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 1 570 0 1 5 1,811
Sources of German unemployment: A structural vector error correction analysis 0 0 1 131 0 2 6 708
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 0 0 4 210
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 1 1 1 320 1 1 2 1,093
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 1 2 202
Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe 2 2 2 259 2 2 2 656
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Total Working Papers 3 11 46 4,914 18 53 169 13,701

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 1 139 0 2 7 416
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 1 1 1 61
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 3 0 0 2 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 2 149
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 12 139 1 3 28 352
Nonlinear interest rate reaction functions for the UK 0 0 0 58 0 1 1 149
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 0 1 186
Residual autocorrelation testing for vector error correction models 0 1 2 211 0 2 6 924
Sources of German unemployment: a structural vector error correction analysis 0 0 0 126 0 0 3 355
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 16 808 2 10 51 2,810

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Statistics updated 2025-03-03