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 0 5 408
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 0 8 302
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 1 1 12 412
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 0 1 10 928
Comparison of model reduction methods for VAR processes 0 0 0 13 1 2 15 91
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 0 21 81
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 141 0 1 12 294
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 79 0 0 8 175
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 1 2 17 341
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 1 129 0 0 7 602
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 2 5 16 223
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 0 0 3 144
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 0 110 0 3 15 261
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 5 306
Forecasting euro-area variables with German pre-EMU data 1 1 1 56 3 3 13 209
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 5 392 1 6 60 1,133
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 0 30 1 2 22 139
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 4 25 246
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 0 1 15 163
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 1 460 0 2 17 866
Lag selection in subset VAR models with an application to a US monetary system 0 0 1 114 0 0 18 410
Nonlinear Interest Rate Reaction Functions for the UK 0 0 0 112 1 1 14 331
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 0 1 11 339
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 0 1 22 430
Projection estimators for structural impulse responses 1 1 4 186 1 3 25 325
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 1 1 14 1,826
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 2 3 11 719
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 2 2 11 224
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 0 6 1,102
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 6 208
Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe 0 0 0 259 0 0 11 669
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 9 333
Total Working Papers 2 2 15 4,944 18 45 464 14,240

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 4 15 432
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 1 12 74
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 0 4 0 13 20 73
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 0 0 11 66
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 2 16 166
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 6 148 2 6 32 391
Nonlinear interest rate reaction functions for the UK 0 0 0 59 0 1 14 166
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 0 18 205
Residual autocorrelation testing for vector error correction models 0 0 7 218 1 3 29 957
Sources of German unemployment: a structural vector error correction analysis 0 0 0 127 2 2 17 374
Special Issue on Economic Forecasts: Guest Editorial 0 0 0 0 0 0 2 11
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 2 2 10 114
Total Journal Articles 0 2 13 827 8 34 196 3,029

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Statistics updated 2026-10-11