Ralf Brüggemann : Citation Profile


Are you Ralf Brüggemann?

Universität Konstanz

11

H index

11

i10 index

326

Citations

RESEARCH PRODUCTION:

12

Articles

32

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 16
   Journals where Ralf Brüggemann has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 13 (3.83 %)

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   Permalink: http://citec.repec.org/pbr164
   Updated: 2022-11-19    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 (28)

Dungey, Mardi (13)

Bekiros, Stelios (11)

Paccagnini, Alessia (11)

Dreger, Christian (11)

Anderson, Heather (10)

Vahid, Farshid (10)

Osborn, Denise (10)

Marcellino, Massimiliano (9)

Weber, Enzo (9)

Wolters, Juergen (9)

Cites to:

Lütkepohl, Helmut (27)

Kilian, Lutz (25)

Watson, Mark (16)

Hendry, David (12)

Stock, James (12)

Marcellino, Massimiliano (12)

Sims, Christopher (10)

Gertler, Mark (8)

Wolters, Juergen (7)

Romer, David (7)

Romer, Christina (7)

Main data


Where Ralf Brüggemann has published?


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

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 (2022 and 2021)


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

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2022Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors. (2022). Canepa, Alessandra ; Alessandra, Canepa. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:14:y:2022:i:1:p:51-85:n:1.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07.

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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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2022Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2005.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19.

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2022Oil supply news shock and Chinese economy. (2022). Yan, Karen Xueqing ; Wang, Qiaoyu ; Liu, Dandan. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x22000542.

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2022Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128.

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2021Inference in Bayesian Proxy-SVARs. (2021). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:88-106.

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2022Robust Bayesian inference in proxy SVARs. (2022). Read, Matthew ; Kitagawa, Toru ; Giacomini, Raffaella. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:107-126.

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2022Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area. (2022). Chang, Tsangyao ; Lee, Chien-Chiang ; Zhang, Dongna ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001517.

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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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2022Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks. (2022). Tarassow, Artur ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000422.

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2022Firms’ expectations and monetary policy shocks in the euro area. (2022). Zachariadis, Marios ; Eminidou, Snezana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002072.

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2022Forward guidance matters: Disentangling monetary policy shocks. (2022). Ferreira, Leonardo N. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000246.

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2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

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2022US 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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2021Do ESG Endeavors Assist Firms in Achieving Superior Financial Performance? A Case of 100 Best Corporate Citizens. (2021). Qureshi, Muhammad Azeem ; Poulova, Petra ; Akbar, Ahsan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211021598.

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2022Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach. (2022). Herwartz, Helmut. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:1:d:10.1007_s10260-021-00564-8.

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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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2021Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Piffer, Michele ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-07.

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2022Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2022-02.

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2022Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market.. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-20.

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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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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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2021Financialization, common stochastic trends, and commodity prices. (2021). Kupabado, Moses M ; Kaehler, Juergen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1988-2008.

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2022The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:953-987.

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2021.

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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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article16
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: 16
paper
2006Residual autocorrelation testing for vector error correction models In: Journal of Econometrics.
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article27
2004Residual Autocorrelation Testing for Vector Error Correction Models.(2004) In: Economics Working Papers.
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paper
2016Inference in VARs with conditional heteroskedasticity of unknown form In: Journal of Econometrics.
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article72
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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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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article4
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights.(2011) In: Economics Working Papers.
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This paper has another version. Agregated cites: 4
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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: 4
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2002Comparison of Model Reduction Methods for VAR Processes In: Economics Working Papers.
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paper20
2003Comparison of Model Reduction Methods for VAR Processes.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 20
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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: 20
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2004A Small Monetary System for the Euro Area Based on German Data In: Economics Working Papers.
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paper35
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: 35
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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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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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2006Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers.
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paper20
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: 20
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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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paper8
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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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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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.
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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: The 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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article23
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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