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 1 1 2 5
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 1 5 184
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 1 2 306
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 1 1 1 180 2 2 3 510
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 0 1 8 463
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 1 4 1,003
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 0 1 3 218
A simple model for now-casting volatility series 0 0 0 0 0 1 1 4
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 1 50 0 0 39 142
A simple model for now-casting volatility series 0 0 0 5 0 1 1 24
A simple model for now-casting volatility series 0 0 0 0 0 0 1 8
A simple model for now-casting volatility series 0 0 0 0 0 0 0 18
Alternative GMM estimators for spatial regression models 0 0 0 51 3 3 6 125
Alternative GMM methods for nonlinear panel data models 0 0 0 15 0 0 3 329
Analyzing business and financial cycles using multi-level factor models 0 0 5 165 0 0 8 261
Analyzing business and financial cycles using multi-level factor models 0 1 3 103 0 1 10 270
Assessing Causality and Delay within a Frequency Band 0 0 0 75 0 0 2 133
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 1 21 0 0 2 27
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 1 2 4 29
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 0 1 3 50
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 5 18 55 241 10 32 94 406
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 1 3 391
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 1 5 290
Common cycles: A frequency domain approach 0 0 0 83 0 0 0 393
Dynamic factor models 0 0 1 859 0 1 4 1,873
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 1 3 304
Factor models 0 0 1 353 0 0 8 588
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 2 6 508
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 1 2 105
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 0 0 2 169
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 1 217 1 1 6 619
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 1 7 3,394
Impulse Response Functions for Periodic Integration 0 0 0 0 1 1 1 596
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 1 1 423
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 1 1 2 204
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 1 4 10
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 1 4 185
Myths and Facts about Panel Unit Root Tests 0 1 1 186 0 3 5 252
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 0 1 2 180
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 0 1 6 0 1 3 66
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 0 1 7 598
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 1 2 651
Projection estimators for structural impulse responses 2 4 13 182 4 9 35 300
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 1 3 279
Rank tests for nonlinear cointegration 0 0 0 55 0 0 4 274
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 1 1 3 419 3 6 10 957
Robust Testing for Unit Roots 0 0 0 0 0 0 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 2 3 330
Simulation based methods of moments in empirical finance 0 0 0 4 0 0 1 32
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 2 146
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 1 1 142
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 0 0 5 320
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 0 0 3 430
Testing for structural breaks in dynamic factor models 0 0 1 222 0 1 8 514
Tests Of Non-Causality In A Frequency Band 0 0 1 47 0 0 4 65
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 1 8 0 0 5 190
The local power of some unit root tests for panel data 0 0 1 270 0 1 7 1,248
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 1 202
Unit Roots and Cointegration in Panels 1 1 1 1,340 2 3 10 2,912
Unit Roots and Cointegration in Panels 0 1 3 1,124 2 4 13 2,144
Unit Roots and Cointegration in Panels 0 0 0 334 1 3 7 749
Unit roots and cointegration in panels 0 0 0 233 0 0 4 681
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 0 227
Total Working Papers 10 28 97 9,853 32 101 424 33,366
1 registered items for which data could not be found

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 1 3 116
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 0 5 95 1 4 21 298
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 0 0 3 92
A convenient representation for structural vector autoregressions 0 0 0 146 0 0 2 416
A simple model for now-casting volatility series 0 0 2 15 0 1 4 52
Alternative GMM estimators for spatial regression models 0 0 1 14 2 3 8 54
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 9 0 0 2 35
Analyzing business cycle asymmetries in a multi-level factor model 0 0 2 39 0 0 8 129
Assessing causality and delay within a frequency band 0 0 0 20 0 0 1 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 1 2 226
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 1 1 257
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 0 222
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 1 1 7 22 3 4 15 57
Dynamic factor models 0 0 3 198 0 1 9 484
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 3 33 1 2 13 141
Estimation of heterogeneous panels with systematic slope variations 1 1 2 17 1 1 8 45
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 1 70 0 0 3 147
GLS Estimation of Dynamic Factor Models 0 0 2 94 1 1 7 256
How far can we forecast? Statistical tests of the predictive content 0 0 0 7 0 0 4 49
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 1 1 4 279
Impulse response functions for periodic integration 0 0 0 15 1 3 3 126
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 0 53 1 2 4 142
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 4 257
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 0 14 0 0 4 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 0 0 4 336 1 1 16 794
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 31 0 0 3 154
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 1 4 72
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 1 2 5 123 2 7 25 410
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 0 3 381
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 1 1 2 124
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 1 4 960
Rank tests for unit roots 0 0 0 62 0 2 4 172
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 5 191 0 0 9 409
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 1 3 1 1 5 21
Testing for Serial Correlation in Fixed-Effects Panel Data Models 0 2 10 78 2 11 34 275
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 1 6 18 241 2 8 36 472
Testing for short- and long-run causality: A frequency-domain approach 2 5 25 832 2 10 55 1,806
Testing for structural breaks in dynamic factor models 0 1 3 126 0 2 13 382
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 0 2 14
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 1 2 360
When bubbles burst: econometric tests based on structural breaks 1 1 3 54 1 1 7 148
Total Journal Articles 7 19 107 3,867 24 73 378 11,993

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 1 4 14 69 1 7 31 171
Dynamic Factor Models 0 0 0 0 0 0 4 9
Factor models 0 1 5 110 0 3 18 286
Total Chapters 1 5 19 179 1 10 53 466

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 2 13 72 2 7 37 302
Total Software Items 2 2 13 72 2 7 37 302

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Statistics updated 2025-10-06