Robin Braun : Citation Profile

Bank of England

4

H index

3

i10 index

74

Citations

RESEARCH PRODUCTION:

1

Articles

8

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 14
   Journals where Robin Braun has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (5.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr732
   Updated: 2026-01-17    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:

Lütkepohl, Helmut (6)

Venditti, Fabrizio (5)

Huber, Florian (4)

Chan, Joshua (4)

Read, Matthew (4)

Bruns, Martin (4)

Mesters, Geert (3)

Giacomini, Raffaella (3)

Koop, Gary (3)

Kilian, Lutz (3)

Gazzani, Andrea Giovanni (2)

Cites to:

Kilian, Lutz (17)

Mertens, Karel (8)

Baumeister, Christiane (8)

Lanne, Markku (8)

Ravn, Morten (6)

Wright, Jonathan (5)

Koop, Gary (5)

Lütkepohl, Helmut (5)

Murphy, Daniel (5)

Bjørnland, Hilde (5)

Hamilton, James (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 Konstanz4
Bank of England working papers / Bank of England3

Recent works citing Robin Braun (2025 and 2024)

YearTitle of citing document
2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Testing for strong exogeneity in Proxy-VARs. (2024). Keweloh, Sascha A ; Bruns, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002215.

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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 ; Herwartz, Helmut ; Theilen, Bernd. 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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2025Drivers of the global financial cycle. (2025). Rogers, John ; Wu, Wenbin ; Sun, BO. In: Journal of International Economics. RePEc:eee:inecon:v:156:y:2025:i:c:s0022199625000443.

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

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2025Identifying monetary policy shocks through external constraints. (2025). Fusari, Francesco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000321.

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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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2024Estimation and Inference of the Forecast Error Variance Decomposition for Set-Identified SVARs. (2024). Volpicella, Alessio ; Marlow, Joe ; Fusari, Francesco. In: School of Economics Discussion Papers. RePEc:sur:surrec:0424.

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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]		paper28
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: 28		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: 28		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: 28		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: 28		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]		paper24
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: 24		paper
2020Identification 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

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