Ralf Brüggemann : Citation Profile


Are you Ralf Brüggemann?

Universität Konstanz

9

H index

8

i10 index

201

Citations

RESEARCH PRODUCTION:

10

Articles

26

Papers

RESEARCH ACTIVITY:

   15 years (2000 - 2015). See details.
   Cites by year: 13
   Journals where Ralf Brüggemann has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 10 (4.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr164
   Updated: 2018-11-10    RAS profile: 2015-05-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Trenkler, Carsten (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 (12)

Bekiros, Stelios (9)

Dungey, Mardi (9)

Dreger, Christian (9)

Paccagnini, Alessia (9)

Marcellino, Massimiliano (9)

Anderson, Heather (7)

Vahid, Farshid (7)

Wolters, Juergen (7)

Osborn, Denise (7)

Schumacher, Christian (6)

Cites to:

Lütkepohl, Helmut (16)

Hendry, David (9)

Kilian, Lutz (8)

Wolters, Juergen (6)

Saikkonen, Pentti (6)

Clarida, Richard (5)

Gertler, Mark (5)

Stock, James (5)

Gali, Jordi (5)

Odean, Terrance (4)

Härdle, Wolfgang (4)

Main data


Where Ralf Brüggemann has published?


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

Working Papers Series with more than one paper published# docs
Economics Working Papers / European University Institute7
Working Paper Series of the Department of Economics, University of Konstanz / Department of Economics, University of Konstanz6
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes5

Recent works citing Ralf Brüggemann (2018 and 2017)


YearTitle of citing document
2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review. (2018). Lutkepohl, Helmut ; Winker, Peter ; Staszewska-Bystrova, Anna. In: Lodz Economics Working Papers. RePEc:ann:wpaper:4/2018.

Full description at Econpapers || Download paper

2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

Full description at Econpapers || Download paper

2017To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China. (2017). Funke, Michael ; Tsang, Andrew ; Chen, Hongyi ; Lozev, Ivan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_003.

Full description at Econpapers || Download paper

2018Identification and estimation issues in Structural Vector Autoregressions with external instruments. (2018). Fanelli, Luca ; Angelini, G. In: Working Papers. RePEc:bol:bodewp:wp1122.

Full description at Econpapers || Download paper

2017Unconventional Monetary Policy and the Interest Rate Channel: Signalling and Portfolio Rebalancing. (2017). Lloyd, Simon. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1735.

Full description at Econpapers || Download paper

2017Identifying Uncertainty Shocks Using the Price of Gold. (2017). Podstawski, Maximilian ; Piffer, Michele . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6327.

Full description at Econpapers || Download paper

2018The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7005.

Full description at Econpapers || Download paper

2018Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH. (2018). Lütkepohl, Helmut ; Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1750.

Full description at Econpapers || Download paper

2018Identifying macroeconomic effects of refugee migration to Germany. (2018). Weigand, Roland ; Weber, Enzo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00126.

Full description at Econpapers || Download paper

2017Structural vector autoregressions with smooth transition in variances. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:43-57.

Full description at Econpapers || Download paper

2017Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18.

Full description at Econpapers || Download paper

2017Combined Lagrange multiplier test for ARCH in vector autoregressive models. (2017). Catani, P S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:62-84.

Full description at Econpapers || Download paper

2017The relevance of international spillovers and asymmetric effects in the Taylor rule. (2017). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:162-170.

Full description at Econpapers || Download paper

2017An Empirical Investigation of Direct and Iterated Multistep Conditional Forecasts. (2017). McCracken, Michael ; McGillicuddy, Joseph. In: Working Papers. RePEc:fip:fedlwp:2017-040.

Full description at Econpapers || Download paper

2017Dynamic Semiparametric Factor Model with a Common Break. (2017). Chen, Likai ; Wu, Wei Biao ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-026.

Full description at Econpapers || Download paper

2017Identification of Structural Vector Autoregressions by Stochastic Volatility. (2017). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1711.

Full description at Econpapers || Download paper

2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Braun, Robin ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1803.

Full description at Econpapers || Download paper

2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

Full description at Econpapers || Download paper

2017Testing the lag length of vector autoregressive models: A power comparison between portmanteau and Lagrange multiplier tests. (2017). RAÏSSI, HAMDI ; Khardani, Salah ; ben Hajria, Raja. In: Working Papers. RePEc:ucv:wpaper:2017-03.

Full description at Econpapers || Download paper

2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

Full description at Econpapers || Download paper

2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Große Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

Full description at Econpapers || Download paper

2018Identification of Structural Vector Autoregressions by Stochastic Volatility. (2018). Bertsche, Dominik ; Braun, Robin. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181631.

Full description at Econpapers || Download paper

2018Inference for structural impulse responses in SVAR-GARCH models. (2018). Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:281.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article17
2004Practical 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 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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper18
2000Lag 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 another version. Agregated cites: 18
paper
2011Nonlinear interest rate reaction functions for the UK In: Economic Modelling.
[Full Text][Citation analysis]
article9
2010Nonlinear 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 another version. Agregated cites: 9
paper
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]
article19
2004Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2013Forecasting contemporaneous aggregates with stochastic aggregation weights In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
[Full Text][Citation analysis]
paper17
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2002Comparison of model reduction methods for VAR processes.(2002) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper27
2006A small monetary system for the euro area based on German data.(2006) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2006Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers.
[Full Text][Citation analysis]
paper17
2006Forecasting Euro-Area Variables with German Pre-EMU Data.(2006) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2008Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper6
2007Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland.(2007) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper3
2006Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper1
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.
[Full Text][Citation analysis]
paper2
2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
paper32
2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
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.
[Full Text][Citation analysis]
paper0
2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article4
2006Sources of German unemployment: a structural vector error correction analysis In: Empirical Economics.
[Full Text][Citation analysis]
article8
2001Sources of German unemployment: A structural vector error correction analysis.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2000Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper1
2002On the small sample properties of weak exogeneity tests in cointegrated VAR models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team