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
2005Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and PolandBrüggemann, Ralf; Trenkler, Carsten
2005Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and EuropeBrüggemann, Ralf; Lütkepohl, Helmut
2006Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano
2006Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictionsBrüggemann, Ralf
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