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 0 0 1 107
A Residual LM test for fractional cointegration 0 0 0 0 0 0 1 3
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 1 9
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 1 4
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 1 6 183
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 0 1 64
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 0 1 219
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 0 1 305
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 0 0 11 462
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 179 0 0 1 508
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 1 5 1,002
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 0 0 3 216
A simple model for now-casting volatility series 0 0 0 0 0 0 0 3
A simple model for now-casting volatility series 0 1 2 50 0 2 40 142
A simple model for now-casting volatility series 0 0 0 3 0 0 1 14
A simple model for now-casting volatility series 0 0 0 0 0 0 0 18
A simple model for now-casting volatility series 0 0 0 0 1 1 1 8
A simple model for now-casting volatility series 0 0 1 5 0 0 1 23
Alternative GMM estimators for spatial regression models 0 0 0 51 0 3 4 122
Alternative GMM methods for nonlinear panel data models 0 0 1 15 0 0 3 328
Analyzing business and financial cycles using multi-level factor models 0 1 2 102 3 5 11 268
Analyzing business and financial cycles using multi-level factor models 1 3 5 165 1 4 8 261
Assessing Causality and Delay within a Frequency Band 0 0 0 75 0 1 2 133
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 2 21 0 1 5 27
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 0 0 3 27
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 0 0 3 49
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 1 170
Bias-corrected estimation of linear dynamic panel data models 3 9 57 221 9 17 94 369
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 0 0 1 711
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 0 0 0 287
Business cycle transmission from the euro area to CEECs 0 0 0 161 0 0 3 390
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 1 4 289
Common cycles: A frequency domain approach 0 0 0 83 0 0 1 393
Dynamic factor models 1 1 2 859 2 2 4 1,872
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 0 2 303
Factor models 0 0 1 353 0 1 6 586
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 1 5 506
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 0 1 104
How far can we forecast? Statistical tests of the predictive content 0 0 1 97 0 1 3 169
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 1 217 1 2 5 618
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 2 4 8 3,393
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 0 595
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 0 0 422
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 0 3 9
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 0 1 203
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 0 3 184
Myths and Facts about Panel Unit Root Tests 0 0 0 185 0 0 3 249
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 0 0 2 179
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 0 0 669
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 2 1,016
On model based seasonal adjustment procedures 0 1 1 6 0 1 2 65
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 1 2 8 597
Policy Analysis in VAR-Systems 0 0 0 0 0 0 0 167
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 1 137 0 0 2 650
Projection estimators for structural impulse responses 1 3 13 178 5 7 35 290
Quantifying survey expectations: What's wrong with the probability approach? 0 0 1 65 0 0 3 278
Rank tests for nonlinear cointegration 0 0 0 55 0 0 3 273
Rank tests for unit roots 0 0 0 31 0 0 1 144
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 2 418 0 1 4 951
Robust Testing for Unit Roots 0 0 0 0 0 1 3 187
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 0 0 1 298
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 0 1 212
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 0 0 0 327
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 1 145
Simulation based methods of moments in empirical finance 0 0 0 4 0 0 1 32
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 0 1 257
Temporal aggregation and causality in multiple time series models 0 0 0 7 0 0 1 141
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 1 158
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 2 4 4 319
Testing for cointegration in high-dimensional systems 0 0 1 114 0 0 3 227
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 0 118 1 1 3 430
Testing for structural breaks in dynamic factor models 1 1 3 222 1 2 8 511
Tests Of Non-Causality In A Frequency Band 0 1 1 47 0 1 5 65
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 1 8 0 1 5 190
The local power of some unit root tests for panel data 0 0 1 270 0 1 8 1,246
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 1 202
Unit Roots and Cointegration in Panels 0 0 0 334 0 2 3 745
Unit Roots and Cointegration in Panels 0 0 0 1,339 0 0 7 2,908
Unit Roots and Cointegration in Panels 1 1 2 1,123 1 1 10 2,140
Unit roots and cointegration in panels 0 0 1 233 0 2 8 681
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 0 227
Total Working Papers 8 22 103 9,823 30 75 400 33,254

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 1 35 0 0 2 115
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 3 3 8 95 5 5 24 293
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 1 1 4 92
A convenient representation for structural vector autoregressions 0 0 0 146 0 1 2 416
A simple model for now-casting volatility series 1 2 2 15 1 2 3 51
Alternative GMM estimators for spatial regression models 0 1 1 14 1 3 5 51
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 9 0 0 3 35
Analyzing business cycle asymmetries in a multi-level factor model 0 0 2 39 1 1 10 128
Assessing causality and delay within a frequency band 0 0 1 20 0 0 2 56
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 0 37 0 0 1 95
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 1 225
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 0 0 256
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 0 34
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 0 0 2 4
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 0 0 1 222
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 1 2 6 21 2 3 12 53
Dynamic factor models 0 0 4 198 1 1 10 483
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 1 3 33 1 2 12 139
Estimation of heterogeneous panels with systematic slope variations 0 0 0 15 1 2 6 41
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 2 70 0 0 4 146
GLS Estimation of Dynamic Factor Models 0 0 2 93 0 1 6 253
How far can we forecast? Statistical tests of the predictive content 0 0 1 7 0 0 11 48
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 0 0 4 278
Impulse response functions for periodic integration 0 0 0 15 0 0 0 123
Inference on the cointegration rank in fractionally integrated processes 0 0 3 130 0 0 4 299
Instrumental variable and variable addition based inference in predictive regressions 0 0 1 53 0 1 4 140
Introduction to the special issue 0 0 0 9 0 0 0 40
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 0 5 257
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 1 14 0 0 7 49
Lessons from a Decade of IPS and LLC 0 0 0 57 0 0 5 204
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 0 0 1 4
Nonparametric tests for unit roots and cointegration 1 1 5 335 2 3 18 792
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 1 1 1 31 1 1 3 154
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 3 71
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 1 46
Panel unit root tests under cross‐sectional dependence 0 1 3 121 0 4 17 400
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 2 3 381
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 1 26 1 1 2 123
Rank Tests for Nonlinear Cointegration 0 0 0 0 1 1 3 958
Rank tests for unit roots 0 0 0 62 0 0 2 170
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 2 4 8 191 2 5 18 409
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 0 0 1 7
Short Run Comovement, Persistent Shocks and the Business Cycle / Eine empirische Analyse der Wirkung kurz- und langfristiger Schocks im Konjunkturzyklus 0 0 0 1 0 0 2 7
Simple regression‐based tests for spatial dependence 0 0 0 0 0 0 3 178
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 0 61 0 0 1 136
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 2 3 0 0 5 19
Testing for Serial Correlation in Fixed-Effects Panel Data Models 1 2 14 76 1 6 41 263
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 3 5 19 234 5 10 38 462
Testing for short- and long-run causality: A frequency-domain approach 2 6 35 826 3 8 69 1,789
Testing for structural breaks in dynamic factor models 0 1 4 125 2 5 16 379
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 1 2 14
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 0 1 359
When bubbles burst: econometric tests based on structural breaks 0 2 2 53 0 2 7 146
Total Journal Articles 15 32 132 3,843 32 72 407 11,893

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 1 6 60 3 8 20 157
Dynamic Factor Models 0 0 0 0 1 1 4 9
Factor models 0 1 8 109 1 4 21 283
Total Chapters 0 2 14 169 5 13 45 449

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 1 4 11 68 2 7 42 292
Total Software Items 1 4 11 68 2 7 42 292

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Statistics updated 2025-06-06