Robin Braun : Citation Profile

Are you Robin Braun?

Bank of England

3

H index

3

i10 index

60

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 12
   Journals where Robin Braun has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 4 (6.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr732
   Updated: 2024-12-03    RAS profile: 2023-10-01    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robin Braun.

Is cited by:

Huber, Florian (4)

Lütkepohl, Helmut (4)

Chan, Joshua (4)

Venditti, Fabrizio (3)

Mesters, Geert (3)

Koop, Gary (3)

Kilian, Lutz (3)

Yu, Xuewen (2)

Lewis, Daniel (2)

Ostry, Jonathan (2)

Netšunajev, Aleksei (2)

Cites to:

Kilian, Lutz (14)

Baumeister, Christiane (7)

Lanne, Markku (7)

Lütkepohl, Helmut (5)

Mertens, Karel (5)

Hamilton, James (4)

Murphy, Daniel (4)

Koop, Gary (4)

Drautzburg, Thorsten (4)

Ravn, Morten (4)

Monfort, Alain (4)

Main data

Where Robin Braun has published?

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 Konstanz3

Recent works citing Robin Braun (2024 and 2023)

YearTitle of citing document
2024Estimating 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.

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2024Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Oil price shocks in real time. (2024). Veronese, Giovanni ; Venditti, Fabrizio ; Gazzani, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

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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.

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2023Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720.

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2024Financial markets and legal challenges to unconventional monetary policy. (2024). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:163:y:2024:i:c:s0014292124000096.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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2023Monetary policy and information shocks in a block-recursive SVAR. (2023). Seepe, Andre ; Hetzenecker, Stephan ; Keweloh, Sascha A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000931.

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2024Spillovers from US monetary policy: Role of policy drivers and cyclical conditions. (2024). Ostry, Jonathan ; Furceri, Davide ; Dominguez, Pablo Gonzalez ; Arbatli-Saxegaard, Elif C ; Peiris, Shanaka Jayanath. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000408.

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2024Oil 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.

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2023Simultaneous identification of fiscal and monetary policy shocks. (2023). Mansur, Alfan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02352-z.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309.

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

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2023Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:161-200.

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Works by Robin Braun:

YearTitleTypeCited
2020Identification of structural vector autoregressions by stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]		paper25
2017Identification of Structural Vector Autoregressions by Stochastic Volatility.(2017) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2018Identification of Structural Vector Autoregressions by Stochastic Volatility.(2018) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2022Identification of Structural Vector Autoregressions by Stochastic Volatility.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2018Identification of Structural Vector Autoregressions by Stochastic Volatility.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2021The importance of supply and demand for oil prices: evidence from non-Gaussianity In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2022Identification of SVAR models by combining sign restrictions with external instruments In: Bank of England working papers.
[Full Text][Citation analysis]		paper20
2017Identification of SVAR Models by Combining Sign Restrictions With External Instruments.(2017) In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper

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