Ralf Brüggemann : Citation Profile


Are you Ralf Brüggemann?

Universität Konstanz

10

H index

10

i10 index

251

Citations

RESEARCH PRODUCTION:

12

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 12
   Journals where Ralf Brüggemann has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 12 (4.56 %)

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   Permalink: http://citec.repec.org/pbr164
   Updated: 2021-10-16    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 (22)

Paccagnini, Alessia (9)

Marcellino, Massimiliano (9)

Bekiros, Stelios (9)

Dreger, Christian (9)

Dungey, Mardi (9)

Osborn, Denise (7)

Vahid, Farshid (7)

Wolters, Juergen (7)

Anderson, Heather (7)

Kilian, Lutz (6)

Cites to:

Kilian, Lutz (24)

Lütkepohl, Helmut (19)

Watson, Mark (12)

Sims, Christopher (10)

Hendry, David (8)

Gertler, Mark (7)

Romer, David (7)

Romer, Christina (7)

Stock, James (7)

Wolters, Juergen (7)

Saikkonen, Pentti (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 (2021 and 2020)


YearTitle of citing document
2021Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2107.13678.

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

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2020A Simple Instrument for Proxy Vector Autoregressive Analysis. (2020). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Boer, Lukas. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1905.

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2020An Alternative Bootstrap for Proxy Vector Autoregressions. (2020). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1913.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1949.

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2021The Multifaceted Impact of US Trade Policy on Financial Markets. (2021). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1956.

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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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2020Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472.

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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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2020Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68.

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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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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2021Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data. (2021). Shioji, Etsuro. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001195.

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2020Shifts in monetary policy and exchange rate dynamics: Is Dornbuschs overshooting hypothesis intact, after all?. (2020). Rüth, Sebastian ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s002219962030060x.

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2020The European Central Bank’s monetary pillar after the financial crisis. (2020). Kempa, Bernd ; Dybowski, Philipp T. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302272.

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2020The Effects of Factors of Production Shocks on Labor Productivity: New Evidence Using Panel VAR Analysis. (2020). Abdul Karim, Zulkefly ; Basri, Nurliyana Mohd ; Sulaiman, Noorasiah . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8710-:d:432028.

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2020The Effects of Macroeconomic Factors on Road Traffic Safety: A Study Based on the ARDL-ECM Model. (2020). Liu, Jiao ; Wei, Wei ; Zhou, Lei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10262-:d:458903.

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2020Robust Bayesian inference in proxy SVARs. (2020). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:13/20.

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2020To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China. (2020). Funke, Michael ; Chen, Hongyi ; Tsang, Andrew ; Lozev, Ivan . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:4:a:2.

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2020Identification of fiscal SVARs in small open economies using trading partner forecast errors as instruments. (2020). Lahdemaki, Sakari ; Keranen, Henri . In: Working Papers. RePEc:pst:wpaper:330.

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2021US Tax and Spending Shocks 1950-2019: SVAR Overidentification with External Instruments. (2021). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Working Paper. RePEc:qed:wpaper:1461.

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2020An Alternative Bootstrap for Proxy Vector Autoregressions. (2020). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2020-06.

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2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-04.

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2021Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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2021The Fed, housing and household debt over time. (2021). Rella, Giacomo. In: Department of Economics University of Siena. RePEc:usi:wpaper:850.

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2021Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2021). Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202108.

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2020A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty. (2020). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/10.

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2021Local Projection Inference Is Simpler and More Robust Than You Think. (2021). Plagborgmoller, Mikkel ; Montiel, Jose Luis. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:4:p:1789-1823.

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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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article16
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: 16
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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article15
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: 15
paper
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
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article23
2004Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers.
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This paper has another version. Agregated cites: 23
paper
2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
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article57
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: 57
paper
2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers.
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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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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
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2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
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paper18
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 18
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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: 18
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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
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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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paper19
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: 19
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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
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2008Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting.
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2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
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2007Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland.(2007) In: Applied Economics Letters.
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2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
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paper2
2006Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions In: SFB 649 Discussion Papers.
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2011Special Issue on Economic Forecasts: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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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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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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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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2019Directed 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.
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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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2019Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz.
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2020Identi?cation 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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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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2000Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers.
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2002On the small sample properties of weak exogeneity tests in cointegrated VAR models In: SFB 373 Discussion Papers.
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