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 0 138 0 1 2 405
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 3 5 298
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 1 5 9 926
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 0 6 9 408
Comparison of model reduction methods for VAR processes 0 0 0 13 0 6 13 87
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 2 13 18 76
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 1 79 1 4 11 174
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 1 2 141 0 5 10 290
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 1 6 16 338
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 1 2 129 0 4 6 600
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 0 6 9 216
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 0 1 1 142
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 110 2 6 14 258
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 4 5 305
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 7 9 204
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 2 7 391 6 18 52 1,113
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 1 30 3 12 20 134
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 9 23 236
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 1 9 13 161
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 1 4 7 856
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 0 5 14 405
Nonlinear Interest Rate Reaction Functions for the UK 0 0 0 112 0 3 10 327
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 0 2 11 338
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 1 11 17 425
Projection estimators for structural impulse responses 0 1 7 184 1 9 33 318
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 0 6 11 1,822
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 0 2 5 713
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 1 4 10 220
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 0 0 0 320 0 5 8 1,102
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 3 3 205
Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe 0 0 0 259 1 6 10 667
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 1 5 329
Total Working Papers 0 6 21 4,938 23 186 389 14,098

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 6 11 427
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 6 8 69
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 4 0 3 6 58
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 1 5 10 64
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 6 11 160
Inference in VARs with conditional heteroskedasticity of unknown form 1 3 6 145 1 8 25 377
Nonlinear interest rate reaction functions for the UK 0 0 1 59 0 11 14 164
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 9 14 200
Residual autocorrelation testing for vector error correction models 0 0 5 216 1 11 25 949
Sources of German unemployment: a structural vector error correction analysis 0 0 1 127 0 6 11 366
Special Issue on Economic Forecasts: Guest Editorial 0 0 0 0 0 1 2 11
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 1 4 9 112
Total Journal Articles 1 3 14 822 4 76 146 2,957

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Statistics updated 2026-04-09