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 0 1 293
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 0 340 0 0 3 917
Comparison of model reduction methods for VAR processes 0 0 0 13 0 2 4 75
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 0 1 78 0 1 5 163
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 139 0 0 5 280
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 1 1 5 323
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 0 127 0 0 2 594
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 0 0 3 207
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 0 109 0 0 2 244
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 0 2 195
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 1 3 384 2 6 19 1,066
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 2 29 0 0 7 114
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 4 123 0 1 10 214
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 30 0 0 5 148
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 1 459 0 1 3 849
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 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 0 1 327
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 1 3 13 178 5 7 35 290
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 1 570 1 1 4 1,812
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 0 0 4 708
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 1 2 5 212
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 2 4 1,095
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 3 657
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Total Working Papers 1 4 32 4,918 10 25 137 13,726

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 0 5 416
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 1 1 2 62
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 0 3 0 0 0 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 1 1 3 150
Inference in VARs with conditional heteroskedasticity of unknown form 2 3 10 142 3 4 22 356
Nonlinear interest rate reaction functions for the UK 0 1 1 59 0 2 3 151
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 0 0 186
Residual autocorrelation testing for vector error correction models 0 0 1 211 0 0 5 924
Sources of German unemployment: a structural vector error correction analysis 0 0 0 126 0 0 1 355
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 2 4 12 812 5 8 41 2,818

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Statistics updated 2025-06-06