Details about Martin Bruns

Access statistics for papers by Martin Bruns.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pbr755

Working Papers

2024

1. Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   Also in University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. (2024) View citations (2)

2023

2. Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (6)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2023) View citations (6)
3. Testing for Strong Exogeneity in Proxy-VARS
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.

2022

4. Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
   Also in University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. (2022) View citations (1)

2021

5. Comparison of Local Projection Estimators for Proxy Vector Autoregressions
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2021)
   See also Journal Article Comparison of local projection estimators for proxy vector autoregressions, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (11) (2022)
6. Monetary policy shocks over the business cycle: Extending the Smooth Transition framework
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (6)

2020

7. An Alternative Bootstrap for Proxy Vector Autoregressions
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (5)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2020) View citations (5)
   See also Journal Article An Alternative Bootstrap for Proxy Vector Autoregressions, Computational Economics, Springer (2023) View citations (2) (2023)

2019

8. Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (7)
   Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2018) View citations (3)
9. Proxy VAR Models in a Data-Rich Environment
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
   Also in University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. (2019)

2016

10. Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis
    IMF Working Papers, International Monetary Fund View citations (6)
    See also Journal Article Leading indicators of fiscal distress: evidence from extreme bounds analysis, Applied Economics, Taylor & Francis Journals (2018) View citations (12) (2018)

Journal Articles

2024

1. Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies
   Journal of Economic Dynamics and Control, 2024, 161, (C) View citations (2)

2023

2. A new posterior sampler for Bayesian structural vector autoregressive models
   Quantitative Economics, 2023, 14, (4), 1221-1250 View citations (1)
3. An Alternative Bootstrap for Proxy Vector Autoregressions
   Computational Economics, 2023, 62, (4), 1857-1882 View citations (2)
   See also Working Paper An Alternative Bootstrap for Proxy Vector Autoregressions, University of East Anglia School of Economics Working Paper Series (2020) View citations (5) (2020)
4. Have the effects of shocks to oil price expectations changed?
   Economics Letters, 2023, 233, (C)

2022

5. Comparison of local projection estimators for proxy vector autoregressions
   Journal of Economic Dynamics and Control, 2022, 134, (C) View citations (11)
   See also Working Paper Comparison of Local Projection Estimators for Proxy Vector Autoregressions, University of East Anglia School of Economics Working Paper Series (2021) (2021)

2021

6. Proxy Vector Autoregressions in a Data-rich Environment
   Journal of Economic Dynamics and Control, 2021, 123, (C) View citations (8)

2019

7. Bauwirtschaft weiter im Vorwärtsgang – staatliche Impulse treiben die Preise
   DIW Wochenbericht, 2019, 86, (1/2), 3-14 View citations (1)
8. Construction Industry Momentum Continues – State Stimulus Impacts Prices
   DIW Weekly Report, 2019, 9, (1/2), 3-14 View citations (2)
9. Deutsche Wirtschaft derzeit besser als ihr Ruf: Grundlinien der Wirtschaftsentwicklung im Frühjahr 2019
   DIW Wochenbericht, 2019, 86, (11), 162-182
10. Deutsche Wirtschaft kreuzt gegen den Wind – Weltkonjunktur kühlt weiter ab: Editorial
    DIW Wochenbericht, 2019, 86, (11), 151-153
11. Deutsche Wirtschaft trotzt ausgeprägten Unsicherheiten: Grundlinien der Wirtschaftsentwicklung im Sommer 2019
    DIW Wochenbericht, 2019, 86, (24), 416-431
12. Deutsche Wirtschaft trotzt der schlechten Stimmung – Schuldenregeln gehören auf den Prüfstand: Editorial
    DIW Wochenbericht, 2019, 86, (24), 407-409
13. German Economy Defying a Turbulent and Uncertain Environment: DIW Economic Outlook
    DIW Weekly Report, 2019, 9, (22/23/24), 196-199
14. German Economy Growing despite Uncertainties and Risks; Global Economy Continuing to Cool Down: Editorial
    DIW Weekly Report, 2019, 9, (11/12), 97-99
15. German Economy Performing Well Despite Odds; Time to Rethink Debt Rules: Editorial
    DIW Weekly Report, 2019, 9, (22/23/24), 191-193
16. German Economy Remaining Strong amidst Uncertainties: DIW Economic Outlook
    DIW Weekly Report, 2019, 9, (11/12), 102-105

2018

17. Berücksichtigung des Teufelskreises zwischen Banken und Staaten verbessert Prognose von Kreditrisiken
    DIW Wochenbericht, 2018, 85, (12), 253-260
18. Deutsche Wirtschaft im Spätherbst des Aufschwungs: Editorial
    DIW Wochenbericht, 2018, 85, (50), 1063-1066
19. Deutsche Wirtschaft robust in unsicheren Zeiten: Grundlinien der Wirtschaftsentwicklung im Herbst 2018
    DIW Wochenbericht, 2018, 85, (36), 762-781
20. Deutsche Wirtschaft wächst weiter moderat, Risiken sind nicht vom Tisch: Editorial
    DIW Wochenbericht, 2018, 85, (36), 749-752
21. German Economy Continues to Grow Moderately but Risks Remain: Editorial
    DIW Weekly Report, 2018, 8, (36), 327-329
22. German Economy Remaining Robust in Uncertain Times: DIW Economic Outlook
    DIW Weekly Report, 2018, 8, (36), 334-337
23. Germany’s Economic Boom Is Cooling Off: Editorial
    DIW Weekly Report, 2018, 8, (50/51/52), 503-505
24. Growth Rate of German Economy Normalizing after Prolonged Economic Boom: DIW Economic Outlook
    DIW Weekly Report, 2018, 8, (50/51/52), 510-513
25. Leading indicators of fiscal distress: evidence from extreme bounds analysis
    Applied Economics, 2018, 50, (13), 1454-1478 View citations (12)
    See also Working Paper Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis, IMF Working Papers (2016) View citations (6) (2016)
26. Wachstumstempo der deutschen Wirtschaft normalisiert sich nach Jahren der Hochkonjunktur: Grundlinien der Wirtschaftsentwicklung im Winter 2018
    DIW Wochenbericht, 2018, 85, (50), 1080-1095

2017

27. Deutschland in der Hochkonjunktur, aber nicht auf dem Weg in die Überhitzung: Editorial
    DIW Wochenbericht, 2017, 84, (50), 1149-1151
28. German Economy Booming but Not to the Point of Overheating: Editorial
    DIW Economic Bulletin, 2017, 7, (50), 543-545
29. Globaler Aufschwung bleibt vorerst intakt: Grundlinien der Wirtschaftsentwicklung im Winter 2017
    DIW Wochenbericht, 2017, 84, (50), 1152-1160
30. The World Economy and the Euro Area: Global Upswing Remains Intact for the Time Being: DIW Economic Outlook
    DIW Economic Bulletin, 2017, 7, (50), 546-548