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 1 2 294
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 1 1 2 401
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 3 3 6 921
Comparison of model reduction methods for VAR processes 0 0 0 13 2 3 5 78
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 1 2 60
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 140 0 1 6 282
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 0 78 0 3 6 167
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 4 4 10 328
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 1 128 0 0 2 595
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 0 0 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 1 1 110 2 4 6 248
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 1 1 301
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 1 3 196
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 1 2 6 388 7 12 27 1,080
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 1 30 3 3 9 120
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 30 1 1 3 149
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 1 123 2 5 14 223
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 1 1 2 850
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 2 2 3 394
Nonlinear Interest Rate Reaction Functions for the UK 0 0 1 112 3 3 5 320
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 3 3 5 331
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 4 12 182 2 10 33 302
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 3 3 5 1,815
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 0 0 2 708
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 1 2 4 214
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 4 1,096
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 0 4 658
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 0 0 324
Total Working Papers 1 7 30 4,930 40 69 177 13,816

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 2 2 5 419
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 0 2 62
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 1 1 4 1 2 2 54
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 0 1 1 55
Forecasting euro area variables with German pre-EMU data 0 0 0 44 2 2 5 152
Inference in VARs with conditional heteroskedasticity of unknown form 0 0 5 142 4 6 16 363
Nonlinear interest rate reaction functions for the UK 0 0 1 59 0 0 4 152
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 1 1 187
Residual autocorrelation testing for vector error correction models 3 3 4 214 5 9 11 933
Sources of German unemployment: a structural vector error correction analysis 0 0 1 127 0 0 2 357
Special Issue on Economic Forecasts: Guest Editorial 0 0 0 0 1 1 1 10
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 1 1 104
Total Journal Articles 3 4 12 817 15 25 51 2,848

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Statistics updated 2025-11-08