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Information about:
Ralf Brüggemann

Personal Details | Affiliation | Works
This is information that was supplied by Ralf Brüggemann in registering through RePEc. If you are Ralf Brüggemann , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ralf
Middle Name:
Last Name: Brüggemann
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RePEc Short-ID: pbr164

Email:
Homepage: http://amor.rz.hu-berlin.de/~h0444zcx/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  2. Ralf Brüggemann, 2006. "Finite Sample Properties of Impulse Response Intervals in SVECMs with Long-Run Identifying Restrictions," SFB 649 Discussion Papers SFB649DP2006-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  3. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:

  4. Ralf Brüggemann & Helmut Lütkepohl, 2005. "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," SFB 649 Discussion Papers SFB649DP2005-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:

  5. Ralf Brüggemann & Carsten Trenkler, 2005. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland," SFB 649 Discussion Papers SFB649DP2005-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Published as:

  6. Ralf Brueggemann & Helmut Luetkepohl, 2004. "A Small Monetary System for the Euro Area Based on German Data," Economics Working Papers ECO2004/24, European University Institute. [Downloadable!]
    Published as:

  7. Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004. "Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative," Economics Working Papers ECO2004/20, European University Institute. [Downloadable!]
    Published as:

  8. Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute. [Downloadable!]
    Published as:

  9. Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003. "Comparison of Model Reduction Methods for VAR Processes," Economics Papers 2003-W13, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
    Other versions:

  10. Ralf Brueggemann & Helmut Leutkepohl, 2000. "Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System," Econometric Society World Congress 2000 Contributed Papers 0821, Econometric Society. [Downloadable!]
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  11. J. Breitung & R. Brüggemann, . "Uncovered Interest Parity - What can we learn from panel data?," Sonderforschungsbereich 373 2000-58, Humboldt Universitaet Berlin.

  12. R. Brüggemann, . "On the Small Sample Properties of Weak Exogeneity Tests in Cointegrated VAR models," Sonderforschungsbereich 373 2002-2, Humboldt Universitaet Berlin.

  13. R. Brüggemann, . "Sources of German Unemployment: A Structural Vector Error Correction Analysis," Sonderforschungsbereich 373 2001-19, Humboldt Universitaet Berlin.
    Published as:

Articles

  1. Helmut Lütkepohl & Ralf Brüggemann, 2006. "A small monetary system for the euro area based on German data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 683-702. [Downloadable!]
    Other versions:

  2. Ralf Brüggemann, 2006. "Sources of German unemployment: a structural vector error correction analysis," Empirical Economics, Springer, vol. 31(2), pages 409-431, June. [Downloadable!] (restricted)
    Other versions:

  3. Ralf Brüggemann & Helmut Lütkepohl, 2005. "Practical Problems with Reduced-rank ML Estimators for Cointegration Parameters and a Simple Alternative," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 673-690, October. [Downloadable!] (restricted)
    Other versions:

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 2003-03-11 2003-05-15 2004-02-08 2004-06-27 2006-02-12 2006-04-08 2006-11-18 Author is listed
  2. NEP-EEC: European Economics (6) 2001-09-10 2005-08-13 2005-10-29 2005-10-29 2006-09-23 2006-11-18 Author is listed
  3. NEP-ETS: Econometric Time Series (6) 2003-03-03 2003-04-27 2004-02-08 2004-06-27 2006-02-12 2006-04-08 Author is listed
  4. NEP-FMK: Financial Markets (3) 2005-08-13 2005-08-13 2005-10-29
  5. NEP-FOR: Forecasting (2) 2006-09-23 2006-11-18
  6. NEP-IFN: International Finance (1) 2005-10-29
  7. NEP-LAB: Labour Economics (1) 2001-09-10
  8. NEP-MAC: Macroeconomics (4) 2005-08-13 2005-10-29 2005-10-29 2006-02-12 Author is listed
  9. NEP-MON: Monetary Economics (3) 2005-08-13 2005-08-13 2005-10-29
  10. NEP-TRA: Transition Economics (1) 2005-10-29
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This page was last updated on 2008-5-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.