12
H index
12
i10 index
401
Citations
Ralf Brüggemann : Citation Profile
Universität Konstanz | RESEARCH PRODUCTION: 12 Articles 37 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2000 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ralf Brüggemann. | Is cited by:
| Cites to:
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Main data
Where Ralf Brüggemann has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Oxford Bulletin of Economics and Statistics | 2 |
Recent works citing Ralf Brüggemann (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2025 | Structural Periodic Vector Autoregressions. (2024). Dzikowski, Daniel ; Jentsch, Carsten. In: Papers. RePEc:arx:papers:2401.14545. Full description at Econpapers || Download paper |
| 2024 | Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265. Full description at Econpapers || Download paper |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24. Full description at Econpapers || Download paper |
| 2024 | Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259. Full description at Econpapers || Download paper |
| 2025 | Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139. Full description at Econpapers || Download paper |
| 2024 | Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290. Full description at Econpapers || Download paper |
| 2024 | Oil market responses to Sino–European political relation shock: Insights after Chinas world trade organization accession. (2024). Cai, Yifei ; Li, Xiangdong ; Zhang, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002645. Full description at Econpapers || Download paper |
| 2025 | US-China tensions, global supply chains pressure, and global economy. (2025). Cai, Yifei. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s016517652500120x. Full description at Econpapers || Download paper |
| 2024 | Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215. Full description at Econpapers || Download paper |
| 2025 | Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459. Full description at Econpapers || Download paper |
| 2024 | Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Herwartz, Helmut ; Theilen, Bernd. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968. Full description at Econpapers || Download paper |
| 2025 | Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2024 | Spillovers from US monetary policy: Role of policy drivers and cyclical conditions. (2024). Ostry, Jonathan ; Furceri, Davide ; Peiris, Shanaka Jayanath ; Dominguez, Pablo Gonzalez ; Arbatli-Saxegaard, Elif C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000408. Full description at Econpapers || Download paper |
| 2024 | Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630. Full description at Econpapers || Download paper |
| 2024 | Inflation Targeting with an Optimal Nonlinear Monetary Rule—The Case Study of Colombia. (2024). Giraldo, Andres ; Villa, Edgar ; Misas, Martha. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:547-:d:1534060. Full description at Econpapers || Download paper |
| 2024 | The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts. (2024). Li, Xiaole ; Nam, Deokwoo. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:65:y:2024:i:1:p:1-31. Full description at Econpapers || Download paper |
| 2024 | Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs. (2024). Volpicella, Alessio ; Marlow, Joe ; Fusari, Francesco. In: School of Economics Discussion Papers. RePEc:sur:surrec:0424. Full description at Econpapers || Download paper |
| 2024 | Proxy-identification of a structural MGARCH model for asset returns. (2024). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03. Full description at Econpapers || Download paper |
| 2024 | US fiscal policy shocks: Proxy‐SVAR overidentification via GMM. (2024). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:607-619. Full description at Econpapers || Download paper |
| 2024 | Statistical identification in panel structural vector autoregressive models based on independence criteria. (2024). Wang, Shu ; Herwartz, Helmut. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:4:p:620-639. Full description at Econpapers || Download paper |
| 2024 | Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302351. Full description at Econpapers || Download paper |
Works by Ralf Brüggemann:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
| 2004 | Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating.(2012) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2000 | Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 18 |
| 2000 | Lag selection in subset VAR models with an application to a US monetary system.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2011 | Nonlinear interest rate reaction functions for the UK In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
| 2010 | Nonlinear Interest Rate Reaction Functions for the UK.(2010) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2006 | Residual autocorrelation testing for vector error correction models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
| 2004 | Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2016 | Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 108 |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2013 | Forecasting contemporaneous aggregates with stochastic aggregation weights In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2011 | Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2011 | Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2002 | Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2003 | Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2002 | Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2004 | A Small Monetary System for the Euro Area Based on German Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2006 | A small monetary system for the euro area based on German data.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2005 | Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2005 | Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2006 | Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2008 | Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2006 | Forecasting euro-area variables with German pre-EMU data.(2006) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2005 | Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
| 2006 | VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Forecasting Euro-Area Variables with German Pre-EMU Data In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Special Issue on Economic Forecasts: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2012 | External 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. [Full Text][Citation analysis] | paper | 3 |
| 2014 | The 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. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Directed Graphs and Variable Selection in Large Vector Autoregressive Models In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Directed Graphs and Variable Selection in Large Vector Autoregressive Models.(2018) In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Directed Graph and Variable Selection in Large Vector Autoregressive Models.(2019) In: VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Identification of SVAR Models by Combining Sign Restrictions With External Instruments In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 25 |
| 2019 | Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Identification of SVAR Models by Combining Sign Restrictions With External Instruments In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 7 |
| 2008 | VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2006 | Sources of German unemployment: a structural vector error correction analysis In: Empirical Economics. [Full Text][Citation analysis] | article | 24 |
| 2001 | Sources of German unemployment: A structural vector error correction analysis.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2007 | Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2005 | Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2000 | Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2002 | On the small sample properties of weak exogeneity tests in cointegrated VAR models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | VAR modeling for dynamic semiparametric factors of volatility strings In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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