Browsing All of EconStor by Author Brüggemann, Ralf


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