Projects per year
Personal profile
Academic Background
Martin Bruns joined the School of Economics in August 2019 as an Assistant Professor. He received his PhD from Freie University Berlin in July 2019 and his MSc degree from Toulouse School of Economics in 2014. He worked as a research associate in the forecasting department of the German Institute for Economic Research (2016-2019). Martin Bruns is interested in time series econometrics and empirical macroeconomics. His recent work is concerned with Bayesian estimation and the effects of uncertainty on the economy.
Personal Website
https://sites.google.com/view/martin-bruns/home
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
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Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, M. & Lütkepohl, H., Apr 2024, In: Journal of Economic Dynamics and Control. 161, 104837.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Downloads (Pure) -
Tractable Bayesian estimation of smooth transition vector autoregressive models
Bruns, M. & Piffer, M., 16 May 2024, (E-pub ahead of print) In: The Econometrics Journal. utae009.Research output: Contribution to journal › Article › peer-review
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An alternative bootstrap for proxy vector autoregressions
Bruns, M. & Luetkepohl, H., Dec 2023, In: Computational Economics. 62, 4, p. 1857-1882 26 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)8 Downloads (Pure) -
A new posterior sampler for Bayesian structural vector autoregressive models
Bruns, M. & Piffer, M., Nov 2023, In: Quantitative Economics. 14, 4, p. 1221-1250 30 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)11 Downloads (Pure) -
Have the effects of shocks to oil price expectations changed? Evidence from heteroskedastic proxy vector autoregressions
Bruns, M. & Lütkepohl, H., Dec 2023, In: Economics Letters. 233, 111416.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)6 Downloads (Pure)