Details about Martin Bruns

Access statistics for papers by Martin Bruns.

Last updated 2026-09-02. Update your information in the RePEc Author Service.

Short-id: pbr755

Working Papers

2026

1. Reassessing Proxy-based Identification of Multiple Monetary Policy Shocks for the Euro Area, the US, and the UK
   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 (2026)
2. Review of Proxy Vector Autoregressive Analysis
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research
3. Review of Proxy Vector and Autoregressive Analysis
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.

2025

4. Comparing External and Internal Instruments for Vector Autoregressions
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (6)
   Also in University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. (2025) View citations (6)
   See also Journal Article Comparing external and internal instruments for vector autoregressions, Journal of Economic Dynamics and Control, Elsevier (2025) View citations (6) (2025)

2024

5. Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis
   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. (2024) View citations (3)
   See also Journal Article Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis, Journal of Business & Economic Statistics, Taylor & Francis Journals (2025) View citations (5) (2025)
6. Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions
   University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (1)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2024) View citations (1)
   See also Journal Article Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2026) (2026)

2023

7. 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 (15)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2023) View citations (15)
8. 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.
   See also Journal Article Testing for strong exogeneity in Proxy-VARs, Journal of Econometrics, Elsevier (2024) View citations (5) (2024)

2022

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

2021

10. 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 (20) (2022)
11. 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 (8)

2020

12. 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 (7) (2023)

2019

13. 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)
14. 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

15. 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 (13) (2018)

Journal Articles

2026

1. Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
   Oxford Bulletin of Economics and Statistics, 2026, 88, (4), 834-846
   See also Working Paper Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions, University of East Anglia School of Economics Working Paper Series (2024) View citations (1) (2024)

2025

2. Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis
   Journal of Business & Economic Statistics, 2025, 43, (4), 1119-1131 View citations (5)
   See also Working Paper Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis, Discussion Papers of DIW Berlin (2024) View citations (1) (2024)
3. Comparing external and internal instruments for vector autoregressions
   Journal of Economic Dynamics and Control, 2025, 177, (C) View citations (6)
   See also Working Paper Comparing External and Internal Instruments for Vector Autoregressions, Discussion Papers of DIW Berlin (2025) View citations (6) (2025)

2024

4. 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 (5)
5. Testing for strong exogeneity in Proxy-VARs
   Journal of Econometrics, 2024, 245, (1) View citations (5)
   See also Working Paper Testing for Strong Exogeneity in Proxy-VARS, University of East Anglia School of Economics Working Paper Series (2023) (2023)
6. Tractable Bayesian estimation of smooth transition vector autoregressive models
   The Econometrics Journal, 2024, 27, (3), 343-361 View citations (3)

2023

7. A new posterior sampler for Bayesian structural vector autoregressive models
   Quantitative Economics, 2023, 14, (4), 1221-1250 View citations (6)
8. An Alternative Bootstrap for Proxy Vector Autoregressions
   Computational Economics, 2023, 62, (4), 1857-1882 View citations (7)
   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)
9. Have the effects of shocks to oil price expectations changed?
   Economics Letters, 2023, 233, (C) View citations (2)

2022

10. Comparison of local projection estimators for proxy vector autoregressions
    Journal of Economic Dynamics and Control, 2022, 134, (C) View citations (20)
    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

11. Proxy Vector Autoregressions in a Data-rich Environment
    Journal of Economic Dynamics and Control, 2021, 123, (C) View citations (9)

2019

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

2018

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

2017

32. Deutschland in der Hochkonjunktur, aber nicht auf dem Weg in die Überhitzung: Editorial
    DIW Wochenbericht, 2017, 84, (50), 1149-1151
33. German Economy Booming but Not to the Point of Overheating: Editorial
    DIW Economic Bulletin, 2017, 7, (50), 543-545
34. Globaler Aufschwung bleibt vorerst intakt: Grundlinien der Wirtschaftsentwicklung im Winter 2017
    DIW Wochenbericht, 2017, 84, (50), 1152-1160
35. 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