Concepedia
Statistics
Publications
13
Citations
556
H-Index
12
Active since
2000
Affiliations
University of Konstanz(Current)
Humboldt-Universität zu Berlin
European University Institute
Bank of England
Ralf Brüggemann is an author at University of Konstanz specializing in business, statistics, and econometrics.
Top concepts
BusinessStatisticsEconometricsFinanceEconomicsMacroeconomicsEngineeringForecastingMonetary PolicyApplied Econometrics
Publications per year
2000–2022
Inference in VARs with conditional heteroskedasticity of unknown form
Ralf Brüggemann, Carsten Jentsch, Carsten Trenkler · Journal of Econometrics · 2015 · 133 citations
Econometric Model, Volatility Modeling, Business +6
Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System
Ralf Brüggemann, Helmut Lütkepohl · edoc Publication server (Humboldt University of Berlin) · 2000 · 87 citations · Full text
Forecasting Methodology, Engineering, Alternative Modeling Strategies +21
Residual autocorrelation testing for vector error correction models
Ralf Brüggemann, Helmut Lütkepohl, Pentti Saikkonen · Journal of Econometrics · 2005 · 56 citations
Backtesting, Econometrics, Residual Autocorrelation +3
Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative*
Ralf Brüggemann, Helmut Lütkepohl · Oxford Bulletin of Economics and Statistics · 2005 · 55 citations
Econometric Model, Economics, Practical Problems +12
A small monetary system for the euro area based on German data
Ralf Brüggemann, Helmut Lütkepohl · Journal of Applied Econometrics · 2006 · 50 citations
Eurocurrency Market, Macroeconomic Forecasting, Applied Econometrics +21
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