Access Statistics for Jörg Breitung

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Measure of Persistence 0 0 0 0 2 3 7 114
A Residual LM test for fractional cointegration 0 0 0 0 0 0 9 12
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 1 14 198
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 8 13
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 7 16
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 0 11 75
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 1 1 6 225
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 0 7 313
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 180 0 1 7 517
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 0 1 8 471
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 2 13 1,016
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 0 0 16 234
A simple model for now-casting volatility series 0 0 1 51 0 0 6 148
A simple model for now-casting volatility series 0 0 0 0 0 0 6 14
A simple model for now-casting volatility series 0 0 0 0 0 0 6 10
A simple model for now-casting volatility series 0 0 0 5 0 0 8 32
A simple model for now-casting volatility series 0 0 0 0 0 0 8 26
A simple model for now-casting volatility series 0 0 0 3 0 0 6 20
Alternative GMM estimators for spatial regression models 0 0 0 51 1 1 17 142
Alternative GMM methods for nonlinear panel data models 0 0 0 15 0 0 12 341
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 0 165 0 1 13 274
Analyzing business and financial cycles using multi-level factor models 0 0 0 103 0 2 18 288
Assessing Causality and Delay within a Frequency Band 0 0 1 76 1 1 15 148
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 0 21 0 0 13 40
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 0 0 7 36
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 0 1 12 62
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 12 182
Bias-corrected estimation of linear dynamic panel data models 5 9 53 294 9 17 106 512
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 1 2 9 720
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 1 1 8 295
Business cycle transmission from the euro area to CEECs 0 0 0 161 0 0 16 407
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 1 1 8 0 2 9 299
Common cycles: A frequency domain approach 0 0 0 83 0 0 5 398
Dynamic factor models 0 0 2 861 1 2 33 1,906
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 0 9 313
Factor models 0 0 0 353 0 0 8 596
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 0 9 517
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 0 12 117
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 0 1 12 181
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 217 0 0 13 632
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 0 10 3,404
Impulse Response Functions for Periodic Integration 0 0 0 0 0 2 6 602
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 1 22 445
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 1 16 26
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 0 12 216
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 0 4 189
Myths and Facts about Panel Unit Root Tests 0 0 1 187 0 0 9 261
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 1 1 8 188
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 0 5 674
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 8 1,024
On model based seasonal adjustment procedures 0 0 1 7 0 0 10 76
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 0 2 42 640
Policy Analysis in VAR-Systems 0 0 0 0 1 1 9 176
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 0 137 0 0 3 654
Projection estimators for structural impulse responses 1 1 4 186 1 3 25 325
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 0 8 287
Rank tests for nonlinear cointegration 0 0 0 55 0 1 13 287
Rank tests for unit roots 0 0 0 31 0 0 13 157
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 0 419 0 1 17 974
Robust Testing for Unit Roots 0 0 0 0 0 0 8 195
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 0 1 10 308
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 0 7 219
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 1 6 22 352
Simulation based methods of moments in empirical finance 0 0 0 4 0 1 26 58
Simulation based methods of moments in empirical finance 0 0 0 2 0 2 24 170
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 1 11 268
Temporal aggregation and causality in multiple time series models 0 0 1 8 1 1 16 158
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 3 161
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 1 3 13 333
Testing for cointegration in high-dimensional systems 0 0 0 114 0 1 7 234
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 0 0 9 439
Testing for structural breaks in dynamic factor models 0 0 1 223 0 1 24 538
Tests Of Non-Causality In A Frequency Band 0 0 0 47 0 1 17 82
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 0 8 0 0 10 200
The local power of some unit root tests for panel data 0 0 0 270 1 3 9 1,257
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 6 208
Unit Roots and Cointegration in Panels 0 0 0 1,340 1 3 15 2,927
Unit Roots and Cointegration in Panels 0 1 2 1,126 2 5 34 2,178
Unit Roots and Cointegration in Panels 0 0 0 334 1 3 26 775
Unit roots and cointegration in panels 0 0 1 234 2 3 29 710
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 1 1 6 233
Total Working Papers 6 12 70 9,923 31 89 1,093 34,468

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Canonical Correlation Approach for Selecting the Number of Dynamic Factors 0 0 0 35 0 2 14 130
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 1 2 3 98 1 4 19 317
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 0 1 15 107
A convenient representation for structural vector autoregressions 0 0 0 146 0 0 6 422
A simple model for now-casting volatility series 0 0 0 15 0 2 13 65
Alternative GMM estimators for spatial regression models 0 0 0 14 0 1 9 63
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 1 10 1 2 11 46
Analyzing business cycle asymmetries in a multi-level factor model 0 0 0 39 0 1 11 140
Assessing causality and delay within a frequency band 1 1 1 21 1 1 15 71
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 1 38 0 0 11 106
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 1 11 237
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 1 3 16 273
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor 0 0 0 12 0 0 4 38
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 0 0 10 14
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 1 1 16 238
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 0 22 0 3 12 69
Dynamic factor models 0 0 0 198 1 3 19 503
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 2 35 0 3 16 157
Estimation of heterogeneous panels with systematic slope variations 0 0 1 18 2 2 15 60
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 1 71 1 1 10 157
GLS Estimation of Dynamic Factor Models 0 0 0 94 0 1 10 266
How far can we forecast? Statistical tests of the predictive content 0 0 1 8 3 6 25 74
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 1 114 0 0 10 289
Impulse response functions for periodic integration 0 0 0 15 0 0 16 142
Inference on the cointegration rank in fractionally integrated processes 0 0 0 130 0 0 14 313
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 0 3 14 156
Introduction to the special issue 0 0 0 9 0 0 7 47
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 1 8 265
Lagrange multiplier type tests for slope homogeneity in panel data models 0 2 5 19 1 3 15 64
Lessons from a Decade of IPS and LLC 0 0 0 57 0 1 14 218
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 0 2 11 15
Nonparametric tests for unit roots and cointegration 0 1 2 338 0 1 14 808
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 0 31 0 0 9 163
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 7 79
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 4 50
Panel unit root tests under cross‐sectional dependence 0 0 4 127 1 3 75 485
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 0 7 388
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 0 0 13 137
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 1 11 971
Rank tests for unit roots 0 0 0 62 0 2 10 182
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 3 194 1 1 19 428
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 0 1 14 21
Short Run Comovement, Persistent Shocks and the Business Cycle / Eine empirische Analyse der Wirkung kurz- und langfristiger Schocks im Konjunkturzyklus 0 0 0 1 1 2 8 15
Simple regression‐based tests for spatial dependence 0 0 0 0 0 0 15 193
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 2 63 0 2 19 155
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 1 1 3 24
Testing for Serial Correlation in Fixed-Effects Panel Data Models 1 4 18 96 2 12 76 351
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 1 1 9 250 5 5 44 516
Testing for short- and long-run causality: A frequency-domain approach 2 3 11 843 4 7 62 1,868
Testing for structural breaks in dynamic factor models 0 0 1 127 0 1 34 416
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 1 1 11 25
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 1 1 10 370
When bubbles burst: econometric tests based on structural breaks 1 2 4 58 1 2 16 164
Total Journal Articles 7 16 71 3,938 31 92 878 12,871

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches 0 0 6 75 1 2 19 190
Dynamic Factor Models 0 0 0 0 1 1 15 24
Factor models 0 0 2 112 0 2 23 309
Total Chapters 0 0 8 187 2 5 57 523

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 2 3 13 85 2 8 77 379
Total Software Items 2 3 13 85 2 8 77 379

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Statistics updated 2026-10-11