Ralf Brüggemann : Citation Profile


Are you Ralf Brüggemann?

Universität Konstanz

11

H index

11

i10 index

353

Citations

RESEARCH PRODUCTION:

12

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 17
   Journals where Ralf Brüggemann has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 13 (3.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr164
   Updated: 2024-01-16    RAS profile: 2020-07-09    
   Missing citations? Add them    Incorrect content? Let us know

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:

Lütkepohl, Helmut (30)

Dreger, Christian (11)

Paccagnini, Alessia (11)

Bekiros, Stelios (11)

Vahid, Farshid (10)

Anderson, Heather (10)

Osborn, Denise (10)

Marcellino, Massimiliano (9)

Weber, Enzo (9)

Kilian, Lutz (7)

Braun, Robin (6)

Cites to:

Lütkepohl, Helmut (27)

Kilian, Lutz (25)

Watson, Mark (16)

Stock, James (13)

Hendry, David (12)

Marcellino, Massimiliano (12)

Sims, Christopher (10)

Gertler, Mark (9)

Romer, David (7)

Romer, Christina (7)

Krätzig, Markus (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 (2024 and 2023)


YearTitle of citing document
2023An identification and testing strategy for proxy-SVARs with weak proxies. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2210.04523.

Full description at Econpapers || Download paper

2023Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

Full description at Econpapers || Download paper

2023Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

Full description at Econpapers || Download paper

2023Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2036.

Full description at Econpapers || Download paper

2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

Full description at Econpapers || Download paper

2023Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759.

Full description at Econpapers || Download paper

2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

Full description at Econpapers || Download paper

2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

Full description at Econpapers || Download paper

2023Forecasting Methods of Key Ratios and Their Impact in Company’s Value. (2023). Galanos, Christos ; Artsidakis, Stylianos ; Liapis, Angelos. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:140-:d:1075564.

Full description at Econpapers || Download paper

2023An Alternative Bootstrap for Proxy Vector Autoregressions. (2023). Lutkepohl, Helmut ; Bruns, Martin. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10323-w.

Full description at Econpapers || Download paper

2023Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09682-6.

Full description at Econpapers || Download paper

2023Identifying Monetary Policy Shocks Through External Variable Constraints. (2023). Fusari, Francesco. In: School of Economics Discussion Papers. RePEc:sur:surrec:0123.

Full description at Econpapers || Download paper

2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

Full description at Econpapers || Download paper

2023Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-03.

Full description at Econpapers || Download paper

2023The multifaceted impact of US trade policy on financial markets. (2023). Menkhoff, Lukas ; Boer, Lukas ; Rieth, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:3:p:388-406.

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 nother 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 nother 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 nother version. Agregated cites: 18
paper
2011Nonlinear interest rate reaction functions for the UK In: Economic Modelling.
[Full Text][Citation analysis]
article18
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 nother version. Agregated cites: 18
paper
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
[Full Text][Citation analysis]
article28
2004Residual 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
2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
[Full Text][Citation analysis]
article90
2014Inference 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: 90
paper
2014Inference in VARs with Conditional Heteroskedasticity of Unknown Form.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90
paper
2013Forecasting contemporaneous aggregates with stochastic aggregation weights In: International Journal of Forecasting.
[Full Text][Citation analysis]
article4
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
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 nother version. Agregated cites: 4
paper
2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
[Full Text][Citation analysis]
paper20
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2002Comparison 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
2004A Small Monetary System for the Euro Area Based on German Data In: Economics Working Papers.
[Full Text][Citation analysis]
paper36
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 nother version. Agregated cites: 36
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]
paper30
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 nother version. Agregated cites: 30
paper
2006Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers.
[Full Text][Citation analysis]
paper20
2006Forecasting 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
2008Forecasting 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
2005Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper9
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 nother version. Agregated cites: 9
article
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper2
2006Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper2
2011Special Issue on Economic Forecasts: Guest Editorial In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper3
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
2017Directed 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]
paper0
2018Directed 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
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Identification 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]
paper16
2019Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
paper4
2020Identi?cation 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]
paper7
2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: The 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]
article23
2001Sources 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: 23
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]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team