Browsing All of EconStor by Author Brüggemann, Ralf

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Showing results 1 to 12 of 12
Year of PublicationTitleAuthor(s)
2000 Lag selection in subset VAR models with an application to a US monetary systemBrüggemann, 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 analysisBrüggemann, Ralf
2002 On the small sample properties of weak exogeneity tests in cointegrated VAR modelsBrüggemann, Ralf
2002 Comparison of model reduction methods for VAR processesBrüggemann, Ralf; Krolzig, Hans-Martin; Lütkepohl, Helmut
2005 Are Eastern European countries catching up?: Time series evidence for Czech Republic, Hungary, and PolandBrüggemann, Ralf; Trenkler, Carsten
2005 Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf; Lütkepohl, Helmut
2006 Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictionsBrüggemann, Ralf
2006 Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano
2006 VAR modeling for dynamic semiparametric factors of volatility stringsBrüggemann, Ralf; Härdle, Wolfgang Karl; Mungo, Julius; Trenkler, Carsten
2014 Inference in VARs with Conditional Heteroskedasticity of Unknown FormBrüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten
2019 Directed Graph and Variable Selection in Large Vector Autoregressive ModelsBertsche, Dominik; Brüggemann, Ralf; Kascha, Christian