Person: Brüggemann, Ralf
Loading...
Email Address
ORCID
Birth Date
Research Projects
Organizational Units
Job Title
Last Name
Brüggemann
First Name
Ralf
Name
16 results
Search Results
Now showing 1 - 10 of 16
- PublicationJournal articleDirected Graphs and Variable Selection in Large Vector Autoregressive Models(2023) Bertsche, Dominik; Brüggemann, Ralf; Kascha, ChristianPublished in: Journal of Time Series Analysis ; 44 (2023), 2. - pp. 223-246. - Wiley. - ISSN 0143-9782. - eISSN 1467-9892
- PublicationJournal articleIdentification of SVAR Models by Combining Sign Restrictions With External Instruments(2022) Braun, Robin; Brüggemann, RalfPublished in: Journal of Business & Economic Statistics ; 2022. - Taylor & Francis. - ISSN 0735-0015. - eISSN 1537-2707
- PublicationJournal articleExternal Information and Monetary Policy Transmission in New EU Member States : Results from FAVAR Models(2017) Balabanova, Zlatina; Brüggemann, RalfPublished in: Macroeconomic Dynamics ; 21 (2017), 02. - pp. 311-335. - ISSN 1365-1005. - eISSN 1469-8056
- PublicationJournal articleInference in VARs with conditional heteroskedasticity of unknown form(2016) Brüggemann, Ralf; Jentsch, Carsten; Trenkler, CarstenPublished in: Journal of Econometrics ; 191 (2016), 1. - pp. 69-85. - ISSN 0304-4076. - eISSN 1872-6895
- PublicationJournal articleForecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating(2015) Brüggemann, Ralf; Zeng, JingPublished in: Oxford Bulletin of Economics and Statistics ; 77 (2015), 1. - pp. 22-39. - ISSN 0305-9049. - eISSN 1468-0084
- PublicationWorking Paper/Technical ReportThe Stock Return - Trading Volume Relationship in European Countries : Evidence from Asymmetric Impulse Responses(2014) Brüggemann, Ralf; Glaser, Markus; Schaarschmidt, Steffen; Stankiewicz, SandraSeries: Working Paper Series / Department of Economics; 2014-24
- PublicationWorking Paper/Technical ReportInference in VARs with Conditional Heteroskedasticity of Unknown Form(2014) Brüggemann, Ralf; Jentsch, Carsten; Trenkler, CarstenSeries: Working Paper Series / Department of Economics; 2014-13
- PublicationJournal articleForecasting contemporaneous aggregates with stochastic aggregation weights(2013) Brüggemann, Ralf; Lütkepohl, HelmutPublished in: International Journal of Forecasting ; 29 (2013), 1. - pp. 60-68. - ISSN 0169-2070
- PublicationWorking Paper/Technical ReportForecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating(2012) Brüggemann, Ralf; Zeng, JingSeries: Working Paper Series / Department of Economics; 2012‐15
- PublicationWorking Paper/Technical ReportExternal Information and Monetary Policy Transmission in New EU Member States : Results from FAVAR Models(2012) Balabanova, Zlatina; Brüggemann, RalfSeries: Working Paper Series / Department of Economics; 2012-05
