Martin Bruns

University of East Anglia (UEA)

Norwich Research Park

Norwich, Norfolk NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

61

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

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 27 (500,485)

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,

2.

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 Queen Mary, University of London
Downloads 20 (541,298)
Citation 3

Abstract:

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Sign restrictions, Bayesian inference, Oil market

Proxy VAR Models in a Data-Rich Environment

Number of pages: 46 Posted: 22 Nov 2019
Martin Bruns
University of East Anglia (UEA)
Downloads 7 (651,858)

Abstract:

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

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 7 (651,858)

Abstract:

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