Martin Bruns

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Testing for strong exogeneity in proxy-VARs
Journal of Econometrics
2025-01-16Paper
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
2024-07-04Paper
A new posterior sampler for Bayesian structural vector autoregressive models
Quantitative Economics
2024-01-08Paper
Comparison of local projection estimators for proxy vector autoregressions
Journal of Economic Dynamics and Control
2022-03-15Paper
Proxy vector autoregressions in a data-rich environment
Journal of Economic Dynamics and Control
2021-11-16Paper


Research outcomes over time


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