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 1 2 3 405
Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland 0 0 0 131 3 4 6 298
Comparison of Model Reduction Methods for VAR Processes 0 0 0 196 5 6 8 407
Comparison of Model Reduction Methods for VAR Processes 0 0 0 340 3 3 8 924
Comparison of model reduction methods for VAR processes 0 0 0 13 5 8 13 86
Directed Graph and Variable Selection in Large Vector Autoregressive Models 0 0 0 25 4 7 9 67
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 1 140 4 7 10 289
Directed Graphs and Variable Selection in Large Vector Autoregressive Models 0 0 0 78 1 4 9 171
External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models 0 0 0 141 5 9 17 337
Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions 0 0 1 128 3 4 6 599
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 165 6 9 10 216
Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights 0 0 0 40 1 1 1 142
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 110 3 7 13 255
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 2 2 3 303
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 4 5 6 201
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 1 2 7 390 6 21 42 1,101
Identification of SVAR Models by Combining Sign Restrictions With External Instruments 0 0 1 30 6 8 16 128
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 123 7 11 21 234
Inference in VARs with Conditional Heteroskedasticity of Unknown Form 0 0 0 30 6 9 10 158
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System 0 0 0 459 0 2 4 852
Lag selection in subset VAR models with an application to a US monetary system 0 0 0 113 3 9 12 403
Nonlinear Interest Rate Reaction Functions for the UK 0 0 0 112 1 5 9 325
On the small sample properties of weak exogeneity tests in cointegrated VAR models 0 0 0 92 1 6 10 337
Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 144 6 12 12 420
Projection estimators for structural impulse responses 0 1 8 183 6 13 33 315
Residual Autocorrelation Testing for Vector Error Correction Models 0 0 0 570 4 5 9 1,820
Sources of German unemployment: A structural vector error correction analysis 0 0 0 131 2 5 5 713
The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses 0 0 0 73 2 4 8 218
Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe 0 0 1 320 5 6 10 1,102
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 3 3 3 205
Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe 0 0 2 259 4 7 11 665
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 1 5 5 329
Total Working Papers 1 3 22 4,933 113 209 342 14,025

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 4 6 9 425
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland 0 0 0 11 6 7 9 69
Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating 0 0 1 4 2 3 5 57
Forecasting contemporaneous aggregates with stochastic aggregation weights 0 0 0 18 3 7 8 62
Forecasting euro area variables with German pre-EMU data 0 0 0 44 5 7 10 159
Inference in VARs with conditional heteroskedasticity of unknown form 1 1 4 143 5 11 23 374
Nonlinear interest rate reaction functions for the UK 0 0 1 59 11 12 15 164
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative 0 0 0 43 7 11 12 198
Residual autocorrelation testing for vector error correction models 0 2 5 216 7 12 21 945
Sources of German unemployment: a structural vector error correction analysis 0 0 1 127 3 6 8 363
Special Issue on Economic Forecasts: Guest Editorial 0 0 0 0 1 1 2 11
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 1 5 6 109
Total Journal Articles 1 3 12 820 55 88 128 2,936

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Statistics updated 2026-02-12