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 3 5 408
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 0 3 8 301
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 0 2 10 927
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 0 2 11 410
Comparison of model reduction methods for VAR processes 0 0 0 13 0 2 14 89
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 7 23 81
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 79 0 2 12 175
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 2 141 0 1 11 291
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 0 2 16 339
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 2 129 0 0 6 600
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 0 2 3 144
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 1 2 11 218
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 110 0 2 14 258
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 1 6 306
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 2 11 206
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 1 1 8 392 2 17 58 1,124
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 1 30 2 6 23 137
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 1 6 27 241
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 0 2 14 162
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 1 8 14 863
Lag selection in subset VAR models with an application to a US monetary system 1 1 1 114 1 4 18 409
Nonlinear Interest Rate Reaction Functions for the UK 0 0 0 112 1 3 13 330
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 0 0 11 338
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 0 5 21 429
Projection estimators for structural impulse responses 1 1 7 185 2 5 32 322
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 2 2 12 1,824
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 1 3 8 716
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 1 3 10 222
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 7 1,102
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 2 5 207
Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe 0 0 0 259 0 3 12 669
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 1 4 9 333
Total Working Papers 3 3 23 4,941 16 106 455 14,181

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 1 12 428
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 2 9 71
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 4 0 2 8 60
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 0 3 12 66
Forecasting euro area variables with German pre-EMU data 0 0 0 44 2 4 14 164
Inference in VARs with conditional heteroskedasticity of unknown form 0 2 4 146 3 7 27 383
Nonlinear interest rate reaction functions for the UK 0 0 0 59 0 1 14 165
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 5 19 205
Residual autocorrelation testing for vector error correction models 0 0 5 216 0 4 28 952
Sources of German unemployment: a structural vector error correction analysis 0 0 1 127 2 6 17 372
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 0 1 9 112
Total Journal Articles 0 2 11 823 8 36 171 2,989

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Statistics updated 2026-06-04