Ralf Brüggemann : Citation Profile


Are you Ralf Brüggemann?

Universität Konstanz

9

H index

9

i10 index

223

Citations

RESEARCH PRODUCTION:

12

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 11
   Journals where Ralf Brüggemann has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 12 (5.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr164
   Updated: 2020-09-22    RAS profile: 2020-07-09    
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Relations with other researchers


Works with:

Braun, Robin (2)

Kascha, Christian (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ralf Brüggemann.

Is cited by:

Lütkepohl, Helmut (17)

Dreger, Christian (9)

Bekiros, Stelios (9)

Dungey, Mardi (9)

Marcellino, Massimiliano (9)

Paccagnini, Alessia (9)

Vahid, Farshid (7)

Wolters, Juergen (7)

Osborn, Denise (7)

Anderson, Heather (7)

Kilian, Lutz (6)

Cites to:

Kilian, Lutz (24)

Lütkepohl, Helmut (19)

Watson, Mark (12)

Sims, Christopher (10)

Hendry, David (9)

Romer, Christina (7)

Wolters, Juergen (7)

Gertler, Mark (7)

Romer, David (7)

Stock, James (7)

Marcellino, Massimiliano (6)

Main data


Where Ralf Brüggemann has published?


Journals with more than one article published# docs
Journal of Econometrics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz11
Economics Working Papers / European University Institute7
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes5
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5

Recent works citing Ralf Brüggemann (2020 and 2019)


YearTitle of citing document
2019Inference for Impulse Responses under Model Uncertainty. (2019). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2019Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbuschs Overshooting Hypothesis Intact, After all?. (2019). Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0673.

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2020Are fiscal multipliers estimated with proxy-SVARs robust?. (2020). Fanelli, Luca ; Castelnuovo, Efrem ; Caggiano, Giovanni ; Angelini, Giovanni. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_013.

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2020Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?. (2020). Fanelli, Luca ; Caggiano, Giovanni ; Angelini, Giovanni ; Castelnuovo, Efrem. In: Working Papers. RePEc:bol:bodewp:wp1151.

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2019The ECB’s monetary pillar after the financial crisis. (2019). Kempa, Bernd ; Dybowski, Philipp T. In: CQE Working Papers. RePEc:cqe:wpaper:8519.

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2020Heteroskedastic Proxy Vector Autoregressions. (2020). Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1876.

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2019The global capital flows cycle: structural drivers and transmission channels. (2019). Venditti, Fabrizio ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20192280.

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2020The fundamentals of safe assets. (2020). Venditti, Fabrizio ; Stracca, Livio ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202355.

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2019Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH. (2019). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:41-61.

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2020Constructing joint confidence bands for impulse response functions of VAR models – A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83.

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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2019Forecasting the exchange rate using nonlinear Taylor rule based models. (2019). Stamatogiannis, Michalis P ; Morley, Bruce ; Wang, Rudan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:429-442.

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2019The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford. (2019). Ravn, Morten ; Mertens, Karel. In: Working Papers. RePEc:fip:feddwp:1805.

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2019Monetary Policy, Housing Rents and Inflation Dynamics. (2019). Duarte, Joao ; Dias, Daniel. In: International Finance Discussion Papers. RePEc:fip:fedgif:1248.

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2019Does Uncovered Interest Rate Parity Hold After All?. (2019). Omer, Muhammad ; de Haan, Jakob ; Scholtens, Bert. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:49-72.

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2019An empirical investigation of direct and iterated multistep conditional forecasts. (2019). McGillicuddy, Joseph T ; McCracken, Michael W. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:2:p:181-204.

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Works by Ralf Brüggemann:


YearTitleTypeCited
2005Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative* In: Oxford Bulletin of Economics and Statistics.
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article17
2004Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative.(2004) In: Economics Working Papers.
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This paper has another version. Agregated cites: 17
paper
2015Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating In: Oxford Bulletin of Economics and Statistics.
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article0
2012Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 0
paper
2000Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System In: Econometric Society World Congress 2000 Contributed Papers.
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paper18
2000Lag selection in subset VAR models with an application to a US monetary system.(2000) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 18
paper
2011Nonlinear interest rate reaction functions for the UK In: Economic Modelling.
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article11
2010Nonlinear Interest Rate Reaction Functions for the UK.(2010) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 11
paper
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
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article21
2004Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers.
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This paper has another version. Agregated cites: 21
paper
2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
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article43
2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 43
paper
2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 43
paper
2013Forecasting contemporaneous aggregates with stochastic aggregation weights In: International Journal of Forecasting.
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article0
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers.
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This paper has another version. Agregated cites: 0
paper
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 0
paper
2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
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paper17
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 17
paper
2002Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2004A Small Monetary System for the Euro Area Based on German Data In: Economics Working Papers.
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paper27
2006A small monetary system for the euro area based on German data.(2006) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 27
article
2005Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe In: Economics Working Papers.
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paper20
2005Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe.(2005) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2006Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers.
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paper17
2006Forecasting Euro-Area Variables with German Pre-EMU Data.(2006) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2008Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 17
article
2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
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paper6
2007Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland.(2007) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 6
article
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
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paper3
2006Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions In: SFB 649 Discussion Papers.
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paper1
2011Special Issue on Economic Forecasts: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article0
2012External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper2
2014The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper0
2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper0
2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models.(2018) In: Working Paper Series of the Department of Economics, University of Konstanz.
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This paper has another version. Agregated cites: 0
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2019Directed Graph and Variable Selection in Large Vector Autoregressive Models.(2019) In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy.
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2017Identification of SVAR Models by Combining Sign Restrictions With External Instruments In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper6
2019Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper0
2020Identification of SVAR Models by Combining Sign Restrictions With External Instruments In: Working Paper Series of the Department of Economics, University of Konstanz.
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paper0
2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics.
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article4
2006Sources of German unemployment: a structural vector error correction analysis In: Empirical Economics.
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article9
2001Sources of German unemployment: A structural vector error correction analysis.(2001) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 9
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2000Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers.
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paper1
2002On the small sample properties of weak exogeneity tests in cointegrated VAR models In: SFB 373 Discussion Papers.
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