| Structural vector autoregressive modeling and impulse responses J Breitung, R Brüggemann, H Lütkepohl Cambridge University Press, 2004 | 315 | 2004 |
| Lag selection in subset VAR models with an application to a US monetary system R Brüggemann, H Lütkepohl Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2000 | 157 | 2000 |
| Inference in VARs with conditional heteroskedasticity of unknown form R Brüggemann, C Jentsch, C Trenkler Journal of econometrics 191 (1), 69-85, 2016 | 150 | 2016 |
| Residual autocorrelation testing for vector error correction models R Brüggemann, H Lütkepohl, P Saikkonen Journal of Econometrics 134 (2), 579-604, 2006 | 81 | 2006 |
| Sources of German unemployment: a structural vector error correction analysis R Brüggemann Empirical Economics 31 (2), 409-431, 2006 | 78 | 2006 |
| Practical problems with reduced‐rank ML estimators for cointegration parameters and a simple alternative R Brüggemann, H Lütkepohl Oxford Bulletin of Economics and Statistics 67 (5), 673-690, 2005 | 75 | 2005 |
| Nonlinear interest rate reaction functions for the UK R Brüggemann, J Riedel Economic Modelling 28 (3), 1174-1185, 2011 | 62 | 2011 |
| A small monetary system for the euro area based on German data R Brüggemann, H Lütkepohl Journal of Applied Econometrics 21 (6), 683-702, 2006 | 60 | 2006 |
| Uncovered interest rate parity and the expectations hypothesis of the term structure: Empirical results for the US and Europe R Brüggemann, H Lütkepohl SFB 649 Discussion paper, 2005 | 57 | 2005 |
| Model reduction methods for vector autoregressive processes R Brüggemann Springer Science & Business Media, 2012 | 53 | 2012 |
| Identification of SVAR models by combining sign restrictions with external instruments R Braun, R Brüggemann Journal of Business & Economic Statistics 41 (4), 1077-1089, 2023 | 41 | 2023 |
| Comparison of model reduction methods for VAR processes R Brüggemann, HM Krolzig, H Lütkepohl European University Institute, 2002 | 28 | 2002 |
| VAR modeling for dynamic loadings driving volatility strings R Brüggemann, W Härdle, J Mungo, C Trenkler Journal of Financial Econometrics 6 (3), 361-381, 2008 | 24* | 2008 |
| Forecasting euro area variables with German pre‐EMU data R Brüggemann, H Lütkepohl, M Marcellino Journal of Forecasting 27 (6), 465-481, 2008 | 21 | 2008 |
| Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland R Brüggemann, C Trenkler Applied Economics Letters 14 (4), 245-249, 2007 | 19 | 2007 |
| Forecasting contemporaneous aggregates with stochastic aggregation weights R Brüggemann, H Lütkepohl International Journal of Forecasting 29 (1), 60-68, 2013 | 16 | 2013 |
| External information and monetary policy transmission in new EU member states: results from FAVAR models Z Balabanova, R Brüggemann | 14* | 2012 |
| Comparison of model selection procedures for VAR processes R Brüggemann, HM Krolzig, H Lütkepohl Mimeo, Humboldt–University, Berlin, 2002 | 11 | 2002 |
| Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions R Brüggemann Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2006 | 10 | 2006 |
| Wissensstandsanalyse zur Tiergesundheit aller Nutztierarten im Ökologischen Landbau und 100% Biofütterung Monogastrier. Gemeinsamer Abschlussbericht des Verbundprojekts, 8–9 U Schumacher, C Fidelak, R Koopmann, F Weißmann, J Snigula, ... | 9 | 2011 |
