The dielectric properties of Zr, ZrN, Zr3N4, and ZrO2 in the energy range from 1 to 80 eV were determined by quantitative analysis of electron energy loss spectroscopy in the reflection mode (REELS) using a recently proposed model. Collective excitations and electronic transitions are well characterized in the REELS spectra after analysis of the respective energy loss function, real and imaginary parts of the dielectric constant, and the optical joint density of states for the four compounds studied here.