Ralf Brüggemann
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Ralf |
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Brüggemann |
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Affiliations
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Universität Konstanz
/ Fachbereich Wirtschaftswissenschaften
Research profile
author of:
- Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative (RePEc:bla:obuest:v:67:y:2005:i:5:p:673-690)
by Ralf Brüggemann & Helmut Lütkepohl - Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating (RePEc:bla:obuest:v:77:y:2015:i:1:p:22-39)
by Ralf Brüggemann & Jing Zeng - Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System (RePEc:ecm:wc2000:0821)
by Ralf Brueggemann & Helmut Leutkepohl - Nonlinear interest rate reaction functions for the UK (RePEc:eee:ecmode:v:28:y:2011:i:3:p:1174-1185)
by Brüggemann, Ralf & Riedel, Jana - Residual autocorrelation testing for vector error correction models (RePEc:eee:econom:v:134:y:2006:i:2:p:579-604)
by Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti - Inference in VARs with conditional heteroskedasticity of unknown form (RePEc:eee:econom:v:191:y:2016:i:1:p:69-85)
by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten - Forecasting contemporaneous aggregates with stochastic aggregation weights (RePEc:eee:intfor:v:29:y:2013:i:1:p:60-68)
by Brüggemann, Ralf & Lütkepohl, Helmut - Comparison of Model Reduction Methods for VAR Processes (RePEc:eui:euiwps:eco2002/19)
by Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL - Residual Autocorrelation Testing for Vector Error Correction Models (RePEc:eui:euiwps:eco2004/08)
by Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN - Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative (RePEc:eui:euiwps:eco2004/20)
by Ralf BRUEGGEMANN & Helmut LUETKEPOHL - A Small Monetary System for the Euro Area Based on German Data (RePEc:eui:euiwps:eco2004/24)
by Ralf Brueggemann & Helmut Luetkepohl - Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe (RePEc:eui:euiwps:eco2005/08)
by Ralf Brueggemann & Helmut Luetkepohl - Forecasting Euro-Area Variables with German Pre-EMU Data (RePEc:eui:euiwps:eco2006/30)
by Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino - Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights (RePEc:eui:euiwps:eco2011/17)
by Ralf Brueggemann & Helmut Luetkepohl - Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland (RePEc:hum:wpaper:sfb649dp2005-014)
by Ralf Brüggemann & Carsten Trenkler - Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe (RePEc:hum:wpaper:sfb649dp2005-035)
by Ralf Brüggemann & Helmut Lütkepohl - VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings (RePEc:hum:wpaper:sfb649dp2006-011)
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions (RePEc:hum:wpaper:sfb649dp2006-021)
by Ralf Brüggemann - Forecasting Euro-Area Variables with German Pre-EMU Data (RePEc:hum:wpaper:sfb649dp2006-065)
by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino - A small monetary system for the euro area based on German data (RePEc:jae:japmet:v:21:y:2006:i:6:p:683-702)
by Helmut Lütkepohl & Ralf Brüggemann - Special Issue on Economic Forecasts: Guest Editorial (RePEc:jns:jbstat:v:231:y:2011:i:1:p:5-8)
by Brüggemann Ralf & Pohlmeier Winfried & Smolny Werner - Forecasting euro area variables with German pre-EMU data (RePEc:jof:jforec:v:27:y:2008:i:6:p:465-481)
by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino - Nonlinear Interest Rate Reaction Functions for the UK (RePEc:knz:dpteco:1015)
by Ralf Brüggemann & Jana Riedel - Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights (RePEc:knz:dpteco:1123)
by Ralf Brüggemann & Helmut Lütkepohl - External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models (RePEc:knz:dpteco:1205)
by Zlatina Balabanova & Ralf Brüggemann - Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating (RePEc:knz:dpteco:1215)
by Ralf Brüggemann & Jing Zeng - Inference in VARs with Conditional Heteroskedasticity of Unknown Form (RePEc:knz:dpteco:1413)
by Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler - The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses (RePEc:knz:dpteco:1424)
by Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz - Directed Graphs and Variable Selection in Large Vector Autoregressive Models (RePEc:knz:dpteco:1706)
by Ralf Brüggemann & Christian Kascha - Identification of SVAR Models by Combining Sign Restrictions With External Instruments (RePEc:knz:dpteco:1707)
by Robin Braun & Ralf Brüggemann - Directed Graphs and Variable Selection in Large Vector Autoregressive Models (RePEc:knz:dpteco:1808)
by Dominik Bertsche & Ralf Brüggemann & Christian Kascha - Projection estimators for structural impulse responses (RePEc:knz:dpteco:1905)
by Jörg Breitung & Ralf Brüggemann - Identification of SVAR Models by Combining Sign Restrictions With External Instruments (RePEc:knz:dpteco:2001)
by Robin Braun & Ralf Brüggemann - Inference in VARs with Conditional Heteroskedasticity of Unknown Form (RePEc:mnh:wpaper:36858)
by Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten - Comparison of Model Reduction Methods for VAR Processes (RePEc:nuf:econwp:0313)
by Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl - VAR Modeling for Dynamic Loadings Driving Volatility Strings (RePEc:oup:jfinec:v:6:y:2008:i:3:p:361-381)
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - Sources of German unemployment: a structural vector error correction analysis (RePEc:spr:empeco:v:31:y:2006:i:2:p:409-431)
by Ralf Brüggemann - Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland (RePEc:taf:apeclt:v:14:y:2007:i:4:p:245-249)
by Ralf Bruggemann & Carsten Trenkler - Lag selection in subset VAR models with an application to a US monetary system (RePEc:zbw:sfb373:200037)
by Brüggemann, Ralf & Lütkepohl, Helmut - Uncovered interest parity: What can we learn from panel data? (RePEc:zbw:sfb373:200058)
by Breitung, Jörg & Brüggemann, Ralf - Sources of German unemployment: A structural vector error correction analysis (RePEc:zbw:sfb373:200119)
by Brüggemann, Ralf - On the small sample properties of weak exogeneity tests in cointegrated VAR models (RePEc:zbw:sfb373:20022)
by Brüggemann, Ralf - Comparison of model reduction methods for VAR processes (RePEc:zbw:sfb373:200280)
by Brüggemann, Ralf & Krolzig, Hans-Martin & Lütkepohl, Helmut - Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland (RePEc:zbw:sfb649:sfb649dp2005-014)
by Brüggemann, Ralf & Trenkler, Carsten - Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe (RePEc:zbw:sfb649:sfb649dp2005-035)
by Brüggemann, Ralf & Lütkepohl, Helmut - VAR modeling for dynamic semiparametric factors of volatility strings (RePEc:zbw:sfb649:sfb649dp2006-011)
by Brüggemann, Ralf & Härdle, Wolfgang Karl & Mungo, Julius & Trenkler, Carsten - Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions (RePEc:zbw:sfb649:sfb649dp2006-021)
by Brüggemann, Ralf - Forecasting euro-area variables with German pre-EMU data (RePEc:zbw:sfb649:sfb649dp2006-065)
by Brüggemann, Ralf & Lütkepohl, Helmut & Marcellino, Massimiliano - Directed Graph and Variable Selection in Large Vector Autoregressive Models (RePEc:zbw:vfsc19:203656)
by Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian