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Ralf Brüggemann

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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://cms.uni-konstanz.de/wiwi/ects/
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Location: Konstanz, Germany
Homepage: http://www.uni-konstanz.de/FuF/wiwi/
Email:
Phone: +49 7531 88 2314
Fax: +49-7531-88-2145
Postal: D-78457 Konstanz
Handle: RePEc:edi:fwkonde (more details at EDIRC)
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  1. Ralf Brüggemann & Markus Glaser & Stefan Schaarschmidt & Sandra Stankiewicz, 2014. "The Stock Return - Trading Volume Relationship in European Countries: Evidence from Asymmetric Impulse Responses," Working Paper Series of the Department of Economics, University of Konstanz 2014-24, Department of Economics, University of Konstanz.
  2. Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler, 2014. "Inference in VARs with Conditional Heteroskedasticity of Unknown Form," Working Paper Series of the Department of Economics, University of Konstanz 2014-13, Department of Economics, University of Konstanz.
  3. Ralf Brüggemann & Jing Zeng, 2012. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Working Paper Series of the Department of Economics, University of Konstanz 2012-15, Department of Economics, University of Konstanz.
  4. Zlatina Balabanova & Ralf Brüggemann, 2012. "External Information and Monetary Policy Transmission in New EU Member States: Results from FAVAR Models," Working Paper Series of the Department of Economics, University of Konstanz 2012-05, Department of Economics, University of Konstanz.
  5. Ralf Brüggemann & Helmut Lütkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Working Paper Series of the Department of Economics, University of Konstanz 2011-23, Department of Economics, University of Konstanz.
  6. Ralf Brüggemann & Jana Riedel, 2010. "Nonlinear Interest Rate Reaction Functions for the UK," Working Paper Series of the Department of Economics, University of Konstanz 2010-15, Department of Economics, University of Konstanz.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute.
  15. 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.
  16. Brüggemann, Ralf, 2002. "On the small sample properties of weak exogeneity tests in cointegrated VAR models," SFB 373 Discussion Papers 2002,2, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  17. Brüggemann, Ralf, 2001. "Sources of German unemployment: A structural vector error correction analysis," SFB 373 Discussion Papers 2001,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  18. 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.
  19. Breitung, Jörg & Brüggemann, Ralf, 2000. "Uncovered interest parity: What can we learn from panel data?," SFB 373 Discussion Papers 2000,58, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  1. Ralf Brüggemann & Jing Zeng, 2015. "Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(1), pages 22-39, 02.
  2. Brüggemann, Ralf & Lütkepohl, Helmut, 2013. "Forecasting contemporaneous aggregates with stochastic aggregation weights," International Journal of Forecasting, Elsevier, vol. 29(1), pages 60-68.
  3. Brüggemann, Ralf & Riedel, Jana, 2011. "Nonlinear interest rate reaction functions for the UK," Economic Modelling, Elsevier, vol. 28(3), pages 1174-1185, May.
  4. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481.
  5. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 361-381, Summer.
  6. Ralf Bruggemann & Carsten Trenkler, 2007. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland," Applied Economics Letters, Taylor & Francis Journals, vol. 14(4), pages 245-249.
  7. 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.
  8. Ralf Brüggemann, 2006. "Sources of German unemployment: a structural vector error correction analysis," Empirical Economics, Springer, vol. 31(2), pages 409-431, June.
  9. Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006. "Residual autocorrelation testing for vector error correction models," Journal of Econometrics, Elsevier, vol. 134(2), pages 579-604, October.
  10. 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.
17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2011-07-02 2012-04-23
  2. NEP-CMP: Computational Economics (1) 2015-01-14
  3. NEP-ECM: Econometrics (9) 2003-03-11 2003-05-15 2004-02-08 2004-06-27 2006-02-12 2006-04-08 2006-11-18 2011-07-02 2014-08-16. Author is listed
  4. NEP-EEC: European Economics (6) 2005-08-13 2005-10-29 2005-10-29 2006-09-23 2006-11-18 2012-04-23. Author is listed
  5. NEP-ETS: Econometric Time Series (8) 2003-03-03 2003-04-27 2004-02-08 2004-06-27 2006-02-12 2006-04-08 2011-07-02 2014-08-16. Author is listed
  6. NEP-FMK: Financial Markets (3) 2005-08-13 2005-08-13 2005-10-29
  7. NEP-FOR: Forecasting (4) 2006-09-23 2006-11-18 2011-07-02 2012-08-23
  8. NEP-IFN: International Finance (1) 2005-10-29
  9. NEP-MAC: Macroeconomics (5) 2005-08-13 2005-10-29 2005-10-29 2006-02-12 2012-08-23. Author is listed
  10. NEP-MON: Monetary Economics (4) 2005-08-13 2005-08-13 2005-10-29 2012-04-23
  11. NEP-MST: Market Microstructure (1) 2015-01-14
  12. NEP-ORE: Operations Research (2) 2011-07-02 2014-08-16
  13. NEP-TRA: Transition Economics (2) 2005-10-29 2012-04-23

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