Martin Bruns

University of East Anglia (UEA)

Norwich Research Park

Norwich, Norfolk NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

94

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses

DIW Berlin Discussion Paper No. 1796 (2019)
Number of pages: 37 Posted: 06 Apr 2019
Martin Bruns and Michele Piffer
University of East Anglia (UEA) and King's College London
Downloads 31 (533,960)
Citation 6

Abstract:

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Sign restrictions, Bayesian inference, Oil market

2.

Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis

IMF Working Paper No. 16/28
Number of pages: 38 Posted: 28 Mar 2016
Martin Bruns and Tigran Poghosyan
University of East Anglia (UEA) and International Monetary Fund (IMF)
Downloads 28 (550,705)
Citation 1

Abstract:

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fiscal distress, extreme bound analysis, debt, currency, inflation, emerging economies, default, Studies of Particular Policy Episodes, General Outlook and Conditions, Forecasting and Simulation, All Countries,

Proxy VAR Models in a Data-Rich Environment

DIW Berlin Discussion Paper No. 1831
Number of pages: 45 Posted: 27 Nov 2019
Martin Bruns
University of East Anglia (UEA)
Downloads 16 (651,777)

Abstract:

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dynamic factor models, external instruments, monetary policy, uncertainty shocks

Proxy VAR Models in a Data-Rich Environment

Number of pages: 46 Posted: 22 Nov 2019
Martin Bruns
University of East Anglia (UEA)
Downloads 8 (714,982)

Abstract:

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dynamic factor models, external instruments, monetary policy, uncertainty shocks

4.

An Alternative Bootstrap for Proxy Vector Autoregressions

DIW Berlin Discussion Paper No. 1913
Number of pages: 27 Posted: 17 Nov 2020
Martin Bruns and Helmut L├╝tkepohl
University of East Anglia (UEA) and Free University of Berlin (FUB)
Downloads 11 (664,725)

Abstract:

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Bootstrap inference, structural vector autoregression, impulse responses, instrumental variable