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 1 9 302
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 0 0 9 927
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 0 1 11 411
Comparison of model reduction methods for VAR processes 0 0 0 13 1 1 15 90
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 0 0 22 81
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 79 0 0 11 175
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 141 0 2 12 293
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 1 1 16 340
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 1 129 0 2 7 602
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 0 0 3 144
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 1 2 12 219
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 110 1 1 15 259
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 6 306
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 0 11 206
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 1 6 392 1 6 60 1,128
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 0 30 0 2 20 137
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 0 0 14 162
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 0 2 24 242
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 1 1 460 0 2 15 864
Lag selection in subset VAR models with an application to a US monetary system 0 1 1 114 0 2 18 410
Nonlinear Interest Rate Reaction Functions for the UK 0 0 0 112 0 1 13 330
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 1 1 11 339
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 0 0 21 429
Projection estimators for structural impulse responses 0 1 7 185 0 2 30 322
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 0 3 13 1,825
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 1 2 9 717
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 0 1 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 1 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 1 9 333
Total Working Papers 0 4 19 4,942 7 37 455 14,202

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 3 13 430
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 0 2 11 73
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 4 0 0 8 60
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 0 0 12 66
Forecasting euro area variables with German pre-EMU data 0 0 0 44 1 3 15 165
Inference in VARs with conditional heteroskedasticity of unknown form 1 1 5 147 1 6 29 386
Nonlinear interest rate reaction functions for the UK 0 0 0 59 1 1 14 166
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 0 0 19 205
Residual autocorrelation testing for vector error correction models 0 2 7 218 0 2 30 954
Sources of German unemployment: a structural vector error correction analysis 0 0 0 127 0 2 15 372
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 0 9 112
Total Journal Articles 1 3 13 826 5 19 177 3,000

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Statistics updated 2026-08-07