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 1 3 404
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 1 1 3 295
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 0 3 6 921
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 1 2 3 402
Comparison of model reduction methods for VAR processes 0 0 0 13 1 5 8 81
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 1 3 5 63
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 140 1 3 8 285
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 0 78 2 3 8 170
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 3 8 12 332
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 1 128 1 1 3 596
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 1 3 5 210
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 110 1 6 10 252
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 1 301
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 1 1 2 197
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 2 6 389 11 22 38 1,095
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 1 30 0 5 10 122
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 1 4 5 152
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 123 2 6 15 227
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 2 3 4 852
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 3 8 9 400
Nonlinear Interest Rate Reaction Functions for the UK 0 0 0 112 2 7 8 324
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 3 8 10 336
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 4 6 6 414
Projection estimators for structural impulse responses 0 1 10 183 2 9 32 309
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 1 4 5 1,816
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 0 3 3 711
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 1 3 6 216
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 5 1,097
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 3 3 7 661
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 2 4 4 328
Total Working Papers 0 3 26 4,932 51 136 245 13,912

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 4 6 421
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 1 3 63
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 4 0 2 3 55
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 2 4 5 59
Forecasting euro area variables with German pre-EMU data 0 0 0 44 2 4 6 154
Inference in VARs with conditional heteroskedasticity of unknown form 0 0 3 142 4 10 18 369
Nonlinear interest rate reaction functions for the UK 0 0 1 59 1 1 4 153
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 2 4 5 191
Residual autocorrelation testing for vector error correction models 2 5 6 216 4 10 15 938
Sources of German unemployment: a structural vector error correction analysis 0 0 1 127 3 3 5 360
Special Issue on Economic Forecasts: Guest Editorial 0 0 0 0 0 1 1 10
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 3 4 5 108
Total Journal Articles 2 5 12 819 21 48 76 2,881

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Statistics updated 2026-01-09