Browsing All of EconStor by Author Brüggemann, Ralf
Showing results 1 to 14 of 14
| Year of Publication | Title | Author(s) |
| 2000 | Lag selection in subset VAR models with an application to a US monetary system | Brüggemann, Ralf; Lütkepohl, Helmut |
| 2000 | Uncovered interest parity: What can we learn from panel data? | Breitung, Jörg; Brüggemann, Ralf |
| 2001 | Sources of German unemployment: A structural vector error correction analysis | Brüggemann, Ralf |
| 2002 | Comparison of model reduction methods for VAR processes | Brüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut |
| 2002 | On the small sample properties of weak exogeneity tests in cointegrated VAR models | Brüggemann, Ralf |
| 2005 | Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland | Brüggemann, Ralf; Trenkler, Carsten |
| 2005 | Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe | Brüggemann, Ralf; Lütkepohl, Helmut |
| 2006 | Forecasting euro-area variables with German pre-EMU data | Brüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano |
| 2006 | VAR modeling for dynamic semiparametric factors of volatility strings | Brüggemann, Ralf; Härdle, Wolfgang Karl; Mungo, Julius; Trenkler, Carsten |
| 2006 | Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions | Brüggemann, Ralf |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form | Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten |
| 2019 | Directed Graph and Variable Selection in Large Vector Autoregressive Models | Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian |
| 2022 | Directed graphs and variable selection in large vector autoregressive models | Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian |
| 2023 | Projection Estimators for Structural Impulse Responses | Breitung, Jörg; Brüggemann, Ralf |
