Details about Ralf Brüggemann

Access statistics for papers by Ralf Brüggemann.

Last updated 2008-05-28. Update your information in the RePEc Author Service.

Short-id: pbr164

Working Papers

2006

1. Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
2. Forecasting Euro-Area Variables with German Pre-EMU Data
   Economics Working Papers, European University Institute View citations
   Also in
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2006) View citations
3. VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations

2005

4. Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations
5. Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
   Economics Working Papers, European University Institute View citations
   Also in
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2005) View citations

2004

6. A Small Monetary System for the Euro Area Based on German Data
   Economics Working Papers, European University Institute View citations
   See Also Journal Article in Journal of Applied Econometrics (2006)
7. Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative
   Economics Working Papers, European University Institute View citations
   See Also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
8. Residual Autocorrelation Testing for Vector Error Correction Models
   Economics Working Papers, European University Institute View citations

2003

9. Comparison of Model Reduction Methods for VAR Processes
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations
   Also in
   Economics Working Papers, European University Institute (2002)

2000

10. Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
    Also in
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations

Undated

11. On the Small Sample Properties of Weak Exogeneity Tests in Cointegrated VAR models
    Working Papers, Humboldt University, Sonderforschungsbereich 373
12. Sources of German Unemployment: A Structural Vector Error Correction Analysis
    Working Papers, Humboldt University, Sonderforschungsbereich 373 View citations
    See Also Journal Article in Empirical Economics (2006)
13. Uncovered Interest Parity - What can we learn from panel data?
    Working Papers, Humboldt University, Sonderforschungsbereich 373

Journal Articles

2006

1. A small monetary system for the euro area based on German data
   Journal of Applied Econometrics, 2006, 21, (6), 683-702 View citations
   See Also Working Paper (2004)
2. Sources of German unemployment: a structural vector error correction analysis
   Empirical Economics, 2006, 31, (2), 409-431
   See Also Working Paper

2005

3. Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative
   Oxford Bulletin of Economics and Statistics, 2005, 67, (5), 673-690 View citations
   See Also Working Paper (2004)