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Martin Bruns

Personal Details

First Name:Martin
Middle Name:
Last Name:Bruns
Suffix:
RePEc Short-ID:pbr755
[This author has chosen not to make the email address public]
https://sites.google.com/view/martin-bruns/home
Terminal Degree: Fachbereich Wirtschaftswissenschaft; Freie Universität Berlin (from RePEc Genealogy)

Affiliation

School of Economics
University of East Anglia

Norwich, United Kingdom
http://www.uea.ac.uk/eco/
RePEc:edi:esueauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martin Bruns & Helmut Lütkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2095, DIW Berlin, German Institute for Economic Research.
  2. Martin Bruns & Helmut Lütkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 2036, DIW Berlin, German Institute for Economic Research.
  3. Martin Bruns & Sascha A. Keweloh, 2023. "Testing for Strong Exogeneity in Proxy-VARS," University of East Anglia School of Economics Working Paper Series 2023-07, School of Economics, University of East Anglia, Norwich, UK..
  4. Martin Bruns & Helmut Lütkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin 2005, DIW Berlin, German Institute for Economic Research.
  5. Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..
  6. Martin Bruns & Helmut Lütkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1949, DIW Berlin, German Institute for Economic Research.
  7. Martin Bruns & Helmut Lütkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1913, DIW Berlin, German Institute for Economic Research.
  8. Martin Bruns, 2019. "Proxy VAR Models in a Data-Rich Environment," Discussion Papers of DIW Berlin 1831, DIW Berlin, German Institute for Economic Research.
  9. Martin Bruns & Michele Piffer, 2019. "Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses," Discussion Papers of DIW Berlin 1796, DIW Berlin, German Institute for Economic Research.
  10. Martin Bruns & Mr. Tigran Poghosyan, 2016. "Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis," IMF Working Papers 2016/028, International Monetary Fund.

Articles

  1. Bruns, Martin & Lütkepohl, Helmut, 2024. "Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
  2. Martin Bruns & Helmut Lütkepohl, 2023. "An Alternative Bootstrap for Proxy Vector Autoregressions," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1857-1882, December.
  3. Martin Bruns & Michele Piffer, 2023. "A new posterior sampler for Bayesian structural vector autoregressive models," Quantitative Economics, Econometric Society, vol. 14(4), pages 1221-1250, November.
  4. Bruns, Martin & Lütkepohl, Helmut, 2023. "Have the effects of shocks to oil price expectations changed?," Economics Letters, Elsevier, vol. 233(C).
  5. Bruns, Martin & Lütkepohl, Helmut, 2022. "Comparison of local projection estimators for proxy vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  6. Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
  7. Martin Gornig & Claus Michelsen & Martin Bruns, 2019. "Bauwirtschaft weiter im Vorwärtsgang – staatliche Impulse treiben die Preise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(1/2), pages 3-14.
  8. Claus Michelsen & Guido Baldi & Martin Bruns & Marius Clemens & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Konstantin A. Kholodilin & Ma, 2019. "German Economy Growing despite Uncertainties and Risks; Global Economy Continuing to Cool Down: Editorial," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(11/12), pages 97-99.
  9. Claus Michelsen & Martin Bruns & Marius Clemens & Max Hanisch & Simon Junker & Konstantin Kholodilin & Thore Schlaak, 2019. "Deutsche Wirtschaft derzeit besser als ihr Ruf: Grundlinien der Wirtschaftsentwicklung im Frühjahr 2019," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(11), pages 162-182.
  10. Claus Michelsen & Guido Baldi & Martin Bruns & Marius Clemens & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Konstantin A. Kholodilin & Ma, 2019. "Deutsche Wirtschaft trotzt der schlechten Stimmung – Schuldenregeln gehören auf den Prüfstand: Editorial," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(24), pages 407-409.
  11. Claus Michelsen & Martin Bruns & Marius Clemens & Max Hanisch & Simon Junker & Konstantin Kholodilin & Thore Schlaak, 2019. "German Economy Defying a Turbulent and Uncertain Environment: DIW Economic Outlook," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(22/23/24), pages 196-199.
  12. Claus Michelsen & Martin Bruns & Marius Clemens & Max Hanisch & Simon Junker & Konstantin Kholodilin & Thore Schlaak, 2019. "Deutsche Wirtschaft trotzt ausgeprägten Unsicherheiten: Grundlinien der Wirtschaftsentwicklung im Sommer 2019," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(24), pages 416-431.
  13. Claus Michelsen & Martin Bruns & Marius Clemens & Max Hanisch & Simon Junker & Konstantin A. Kholodilin & Thore Schlaak, 2019. "German Economy Remaining Strong amidst Uncertainties: DIW Economic Outlook," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(11/12), pages 102-105.
  14. Claus Michelsen & Guido Baldi & Martin Bruns & Marius Clemens & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Konstantin Kholodilin & Malte, 2019. "Deutsche Wirtschaft kreuzt gegen den Wind – Weltkonjunktur kühlt weiter ab: Editorial," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(11), pages 151-153.
  15. Martin Gornig & Claus Michelsen & Martin Bruns, 2019. "Construction Industry Momentum Continues – State Stimulus Impacts Prices," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(1/2), pages 3-14.
  16. Claus Michelsen & Guido Baldi & Martin Bruns & Marius Clemens & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Konstantin A. Kholodilin & Ma, 2019. "German Economy Performing Well Despite Odds; Time to Rethink Debt Rules: Editorial," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(22/23/24), pages 191-193.
  17. Claus Michelsen & Christian Breuer & Martin Bruns & Marius Clemens & Max Hanisch & Simon Junker & Thore Schlaak, 2018. "German Economy Remaining Robust in Uncertain Times: DIW Economic Outlook," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 8(36), pages 334-337.
  18. Claus Michelsen & Guido Baldi & Christian Breuer & Martin Bruns & Marius Clemens & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Malte Riet, 2018. "Deutsche Wirtschaft wächst weiter moderat, Risiken sind nicht vom Tisch: Editorial," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 85(36), pages 749-752.
  19. Claus Michelsen & Christian Breuer & Martin Bruns & Max Hanisch & Simon Junker & Thore Schlaak, 2018. "Wachstumstempo der deutschen Wirtschaft normalisiert sich nach Jahren der Hochkonjunktur: Grundlinien der Wirtschaftsentwicklung im Winter 2018," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 85(50), pages 1080-1095.
  20. Claus Michelsen & Guido Baldi & Christian Breuer & Martin Bruns & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Malte Rieth & Thore Schlaak, 2018. "Deutsche Wirtschaft im Spätherbst des Aufschwungs: Editorial," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 85(50), pages 1063-1066.
  21. Martin Bruns & Malte Rieth & Ben Schumann, 2018. "Berücksichtigung des Teufelskreises zwischen Banken und Staaten verbessert Prognose von Kreditrisiken," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 85(12), pages 253-260.
  22. Claus Michelsen & Guido Baldi & Christian Breuer & Martin Bruns & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Malte Rieth & Thore Schlaak, 2018. "Germany’s Economic Boom Is Cooling Off: Editorial," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 8(50/51/52), pages 503-505.
  23. Claus Michelsen & Christian Breuer & Martin Bruns & Max Hanisch & Simon Junker & Thore Schlaak, 2018. "Growth Rate of German Economy Normalizing after Prolonged Economic Boom: DIW Economic Outlook," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 8(50/51/52), pages 510-513.
  24. Martin Bruns & Tigran Poghosyan, 2018. "Leading indicators of fiscal distress: evidence from extreme bounds analysis," Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1454-1478, March.
  25. Claus Michelsen & Guido Baldi & Christian Breuer & Martin Bruns & Marius Clemens & Geraldine Dany-Knedlik & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Max Hanisch & Simon Junker & Malte Riet, 2018. "German Economy Continues to Grow Moderately but Risks Remain: Editorial," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 8(36), pages 327-329.
  26. Claus Michelsen & Christian Breuer & Martin Bruns & Marius Clemens & Max Hanisch & Simon Junker & Thore Schlaak, 2018. "Deutsche Wirtschaft robust in unsicheren Zeiten: Grundlinien der Wirtschaftsentwicklung im Herbst 2018," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 85(36), pages 762-781.
  27. Ferdinand Fichtner & Dawud Ansari & Guido Baldi & Karl Brenke & Martin Bruns & Marius Clemens & Kristina van Deuverden & Christian Dreger & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Simon J, 2017. "Deutschland in der Hochkonjunktur, aber nicht auf dem Weg in die Überhitzung: Editorial," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 84(50), pages 1149-1151.
  28. Ferdinand Fichtner & Dawud Ansari & Guido Baldi & Karl Brenke & Martin Bruns & Marius Clemens & Kristina van Deuverden & Christian Dreger & Hella Engerer & Marcel Fratzscher & Stefan Gebauer & Simon J, 2017. "German Economy Booming but Not to the Point of Overheating: Editorial," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, vol. 7(50), pages 543-545.
  29. Ferdinand Fichtner & Dawud Ansari & Guido Baldi & Martin Bruns & Marius Clemens & Christian Dreger & Hella Engerer & Stefan Gebauer & Malte Rieth & Aleksandar Zaklan, 2017. "Globaler Aufschwung bleibt vorerst intakt: Grundlinien der Wirtschaftsentwicklung im Winter 2017," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 84(50), pages 1152-1160.
  30. Ferdinand Fichtner & Guido Baldi & Martin Bruns & Christian Dreger & Hella Engerer & Stefan Gebauer & Malte Rieth, 2017. "The World Economy and the Euro Area: Global Upswing Remains Intact for the Time Being: DIW Economic Outlook," DIW Economic Bulletin, DIW Berlin, German Institute for Economic Research, vol. 7(50), pages 546-548.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Martin Bruns & Helmut Lütkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 2095, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Martin Bruns & Helmut Lütkepohl, 2025. "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin 2108, DIW Berlin, German Institute for Economic Research.

  2. Martin Bruns & Helmut Lütkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 2036, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Helmut Lütkepohl & Till Strohsal, 2025. "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin 2110, DIW Berlin, German Institute for Economic Research.
    2. Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024. "Is there an information channel of monetary policy?," IWH Discussion Papers 17/2020, Halle Institute for Economic Research (IWH), revised 2024.
    3. Lutz Kilian, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," Working Papers 2310, Federal Reserve Bank of Dallas.
    4. Broer, Tobias & Kramer, John & Mitman, Kurt, 2025. "The Distributional Effects of Oil Shocks," IZA Discussion Papers 17949, Institute of Labor Economics (IZA).
    5. Martin Bruns & Helmut Lütkepohl, 2025. "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin 2108, DIW Berlin, German Institute for Economic Research.
    6. Lorenzo Mori & Gert Peersman, 2024. "Estimating the Macroeconomic Effects of Oil Supply News," CESifo Working Paper Series 11532, CESifo.
    7. Kilian, Lutz, 2024. "How to construct monthly VAR proxies based on daily surprises in futures markets," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).

  3. Martin Bruns & Helmut Lütkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin 2005, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Martin Bruns & Helmut Lütkepohl, 2023. "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 2036, DIW Berlin, German Institute for Economic Research.

  4. Martin Bruns & Michele Piffer, 2021. "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series 2021-07, School of Economics, University of East Anglia, Norwich, UK..

    Cited by:

    1. Rothfelder, Mario & Boldea, Otilia, 2019. "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM 94a7c921-f27f-43a0-82f4-4, Tilburg University, School of Economics and Management.
    2. Velasco, Sofia, 2024. "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series 2983, European Central Bank.
    3. Braun, Robin & Brüggemann, Ralf, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
    4. Lukas Berend & Jan Pruser, 2024. "The Transmission of Monetary Policy via Common Cycles in the Euro Area," Papers 2410.05741, arXiv.org, revised Nov 2024.
    5. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Working Paper 2019/21, Norges Bank.
    6. Mr. Anil Ari & Mr. Carlos Mulas-Granados & Mr. Victor Mylonas & Mr. Lev Ratnovski & Wei Zhao, 2023. "One Hundred Inflation Shocks: Seven Stylized Facts," IMF Working Papers 2023/190, International Monetary Fund.

  5. Martin Bruns & Helmut Lütkepohl, 2021. "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1949, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021. "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers 2021-55, Princeton University. Economics Department..
    2. Martin Bruns & Helmut Lutkepohl, 2024. "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series 2024-06, School of Economics, University of East Anglia, Norwich, UK..
    3. Paul Ho & Thomas A. Lubik & Christian Matthes, 2023. "Averaging Impulse Responses Using Prediction Pools," Working Paper 23-04, Federal Reserve Bank of Richmond.
    4. Martin Bruns & Helmut Lütkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1913, DIW Berlin, German Institute for Economic Research.
    5. Martin Bruns & Helmut Lutkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series 2024-05, School of Economics, University of East Anglia, Norwich, UK..
    6. Martin Bruns & Helmut Lütkepohl, 2025. "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin 2108, DIW Berlin, German Institute for Economic Research.
    7. Rabia Rafique & Asad Nisar & Syed Sadaqat Ali Shah, 2024. "Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-26, June.
    8. Endong Wang, 2024. "Structural counterfactual analysis in macroeconomics: theory and inference," Papers 2409.09577, arXiv.org.
    9. Jörg Breitung & Ralf Brüggemann, 2023. "Projection Estimators for Structural Impulse Responses," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1320-1340, December.

  6. Martin Bruns & Helmut Lütkepohl, 2020. "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1913, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Bruns, Martin & Lütkepohl, Helmut, 2022. "Comparison of local projection estimators for proxy vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    2. Martin Bruns & Helmut Luetkepohl, 2022. "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," University of East Anglia School of Economics Working Paper Series 2022-02, School of Economics, University of East Anglia, Norwich, UK..
    3. Bruns, Martin & Keweloh, Sascha A., 2024. "Testing for strong exogeneity in Proxy-VARs," Journal of Econometrics, Elsevier, vol. 245(1).
    4. Martin Bruns & Helmut Lutkepohl & James McNeil, 2024. "Avoiding Unintentionally Correlated Shocks in Proxy Vector Autoregressive Analysis," University of East Anglia School of Economics Working Paper Series 2024-05, School of Economics, University of East Anglia, Norwich, UK..

  7. Martin Bruns & Michele Piffer, 2019. "Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses," Discussion Papers of DIW Berlin 1796, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Kilian, Lutz, 2019. "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers 14047, C.E.P.R. Discussion Papers.
    2. Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
    3. Braun, Robin & Brüggemann, Ralf, 2022. "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England working papers 961, Bank of England.
    4. Lutz Kilian & Xiaoqing Zhou, 2020. "The Econometrics of Oil Market VAR Models," CESifo Working Paper Series 8153, CESifo.
    5. Robin Braun & Ralf Brüggemann, 2020. "Identification of SVAR Models by Combining Sign Restrictions With External Instruments," Working Paper Series of the Department of Economics, University of Konstanz 2020-01, Department of Economics, University of Konstanz.

  8. Martin Bruns & Mr. Tigran Poghosyan, 2016. "Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis," IMF Working Papers 2016/028, International Monetary Fund.

    Cited by:

    1. Mrs. Kerstin Gerling & Mr. Paulo A Medas & Mr. Tigran Poghosyan & Juan Farah-Yacoub & Yizhi Xu, 2017. "Fiscal Crises," IMF Working Papers 2017/086, International Monetary Fund.
    2. Mr. Jiro Honda & Rene Tapsoba & Ismael Issifou, 2018. "When Do We Repair the Roof? Insights from Responses to Fiscal Crisis Early Warning Signals," IMF Working Papers 2018/077, International Monetary Fund.
    3. Blaise Gnimassoun & Isabelle Do Santos, 2021. "Robust structural determinants of public deficits in developing countries," Post-Print hal-03165519, HAL.
    4. Filip Bašić & Tomislav Globan, 2023. "Early bird catches the worm: finding the most effective early warning indicators of recessions," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(1), pages 2120040-212, December.
    5. Moreno Badia, Marialuz & Medas, Paulo & Gupta, Pranav & Xiang, Yuan, 2022. "Debt is not free," Journal of International Money and Finance, Elsevier, vol. 127(C).
    6. Tjeerd M. Boonman & Andrea E. Sanchez Urbina, 2020. "Extreme Bounds Analysis in Early Warning Systems for Currency Crises," Open Economies Review, Springer, vol. 31(2), pages 431-470, April.
    7. Barbara Jarmulska, 2022. "Random forest versus logit models: Which offers better early warning of fiscal stress?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 455-490, April.
    8. Jorge M. Uribe & Oscar Valencia, 2024. "Taking the Pulse of Fiscal Distress: Inflation, Depreciation, and Crises," IREA Working Papers 202416, University of Barcelona, Research Institute of Applied Economics, revised Dec 2024.
    9. Stéphanie Pamies Sumner & Katia Berti, 2017. "A Complementary Tool to Monitor Fiscal Stress in European Economies," European Economy - Discussion Papers 049, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    10. Ms. Svetlana Cerovic & Mrs. Kerstin Gerling & Andrew Hodge & Mr. Paulo A Medas, 2018. "Predicting Fiscal Crises," IMF Working Papers 2018/181, International Monetary Fund.
    11. Liu, Ailan & Wang, Zhixuan & Wang, Ping, 2024. "Official or unofficial? extreme bounds analysis on the determinants of sovereign default," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    12. Rho, Caterina & Saenz, Manrique, 2021. "Financial stress and the probability of sovereign default," Journal of International Money and Finance, Elsevier, vol. 110(C).

Articles

  1. Bruns, Martin & Lütkepohl, Helmut, 2024. "Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).

    Cited by:

    1. Martin Bruns & Helmut Lutkepohl, 2024. "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," University of East Anglia School of Economics Working Paper Series 2024-06, School of Economics, University of East Anglia, Norwich, UK..
    2. Bruns, Martin & Keweloh, Sascha A., 2024. "Testing for strong exogeneity in Proxy-VARs," Journal of Econometrics, Elsevier, vol. 245(1).

  2. Martin Bruns & Helmut Lütkepohl, 2023. "An Alternative Bootstrap for Proxy Vector Autoregressions," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1857-1882, December.
    See citations under working paper version above.
  3. Martin Bruns & Michele Piffer, 2023. "A new posterior sampler for Bayesian structural vector autoregressive models," Quantitative Economics, Econometric Society, vol. 14(4), pages 1221-1250, November.

    Cited by:

    1. Joshua Chan & Christian Matthes & Xuewen Yu, 2025. "Large Structural VARs with Multiple Sign and Ranking Restrictions," Papers 2503.20668, arXiv.org.
    2. Matthew Read & Dan Zhu, 2025. "Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions," RBA Research Discussion Papers rdp2025-03, Reserve Bank of Australia.
    3. Hou, Chenghan, 2024. "Large Bayesian SVARs with linear restrictions," Journal of Econometrics, Elsevier, vol. 244(1).

  4. Bruns, Martin & Lütkepohl, Helmut, 2022. "Comparison of local projection estimators for proxy vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
    See citations under working paper version above.
  5. Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).

    Cited by:

    1. Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
    2. Giorgia De Nora, 2021. "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers 934, Queen Mary University of London, School of Economics and Finance.
    3. Stefano Fasani & Haroon Mumtaz & Lorenza Rossi, 2023. "Monetary Policy and Firm Dynamics," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 47, pages 278-296, January.
    4. Lutz Kilian, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," Working Papers 2310, Federal Reserve Bank of Dallas.
    5. Lukas Berend & Jan Pruser, 2024. "The Transmission of Monetary Policy via Common Cycles in the Euro Area," Papers 2410.05741, arXiv.org, revised Nov 2024.
    6. De Nora, Giorgia, 2023. "Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US," Economics Letters, Elsevier, vol. 229(C).
    7. Sascha A. Keweloh & Mathias Klein & Jan Pruser, 2023. "Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies," Papers 2302.13066, arXiv.org, revised May 2024.
    8. Kilian, Lutz, 2024. "How to construct monthly VAR proxies based on daily surprises in futures markets," Journal of Economic Dynamics and Control, Elsevier, vol. 168(C).

  6. Martin Gornig & Claus Michelsen & Martin Bruns, 2019. "Bauwirtschaft weiter im Vorwärtsgang – staatliche Impulse treiben die Preise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 86(1/2), pages 3-14.

    Cited by:

    1. Mense, Andreas, 2023. "Secondary Housing Supply," IAB-Discussion Paper 202306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].

  7. Martin Gornig & Claus Michelsen & Martin Bruns, 2019. "Construction Industry Momentum Continues – State Stimulus Impacts Prices," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(1/2), pages 3-14.

    Cited by:

    1. Carla Krolage, 2020. "The Effect of Real Estate Purchase Subsidies on Property Prices," ifo Working Paper Series 333, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    2. Carla Krolage, 2023. "The effect of real estate purchase subsidies on property prices," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(1), pages 215-246, February.

  8. Martin Bruns & Tigran Poghosyan, 2018. "Leading indicators of fiscal distress: evidence from extreme bounds analysis," Applied Economics, Taylor & Francis Journals, vol. 50(13), pages 1454-1478, March.
    See citations under working paper version above.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2019-04-01 2019-11-25 2020-11-23 2021-05-31 2021-08-09 2022-06-27 2024-01-15 2024-08-19 2024-08-26. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2019-04-01 2019-11-25 2020-11-23 2021-05-31 2021-08-09 2022-06-27 2023-05-15 2024-08-19. Author is listed
  3. NEP-MAC: Macroeconomics (6) 2019-04-01 2019-11-25 2019-12-02 2021-08-09 2022-06-27 2022-06-27. Author is listed
  4. NEP-ORE: Operations Research (6) 2019-11-25 2019-12-02 2020-11-23 2020-11-30 2021-05-31 2021-06-14. Author is listed
  5. NEP-ENE: Energy Economics (2) 2023-05-15 2023-05-29
  6. NEP-CBA: Central Banking (1) 2021-08-09
  7. NEP-DES: Economic Design (1) 2023-05-29
  8. NEP-ISF: Islamic Finance (1) 2021-08-09
  9. NEP-MON: Monetary Economics (1) 2021-08-09

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