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 1 1 4 111
A Residual LM test for fractional cointegration 0 0 0 0 1 2 9 12
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 2 3 9 13
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 1 14 197
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 1 7 16
A Simple Model for Now-Casting Volatility Series 0 0 0 50 2 3 11 75
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 1 2 5 224
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 3 3 8 313
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 2 2 8 470
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 180 2 4 8 516
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 3 6 18 234
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 3 5 12 1,014
A simple model for now-casting volatility series 0 0 0 5 0 1 9 32
A simple model for now-casting volatility series 0 0 0 50 1 1 5 147
A simple model for now-casting volatility series 0 0 0 3 0 1 6 20
A simple model for now-casting volatility series 0 0 0 0 0 1 5 12
A simple model for now-casting volatility series 0 0 0 0 1 2 7 25
A simple model for now-casting volatility series 0 0 0 0 1 1 7 10
Alternative GMM estimators for spatial regression models 0 0 0 51 5 10 16 138
Alternative GMM methods for nonlinear panel data models 0 0 0 15 3 5 12 340
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 1 165 3 5 10 270
Analyzing business and financial cycles using multi-level factor models 0 0 1 103 7 8 20 285
Assessing Causality and Delay within a Frequency Band 0 0 1 76 1 3 14 147
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 0 21 2 4 13 40
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 0 1 7 34
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 5 6 12 61
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 3 4 12 182
Bias-corrected estimation of linear dynamic panel data models 2 10 57 275 8 22 120 480
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 4 4 6 717
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 2 2 7 294
Business cycle transmission from the euro area to CEECs 0 0 0 161 4 8 17 407
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 2 7 296
Common cycles: A frequency domain approach 0 0 0 83 1 1 5 398
Dynamic factor models 0 0 3 861 0 8 33 1,903
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 4 5 10 313
Factor models 0 0 0 353 1 2 9 595
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 1 4 11 517
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 4 5 13 117
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 2 2 10 179
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 217 3 4 14 631
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 2 12 3,403
Impulse Response Functions for Periodic Integration 0 0 0 0 2 2 5 600
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 4 13 22 444
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 1 2 14 23
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 2 7 12 215
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 1 1 5 189
Myths and Facts about Panel Unit Root Tests 1 1 2 187 3 4 10 259
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 1 4 8 187
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 1 5 674
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 1 4 8 1,024
On model based seasonal adjustment procedures 1 1 1 7 3 4 11 76
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 4 6 41 637
Policy Analysis in VAR-Systems 0 0 0 0 1 2 7 174
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 0 137 0 1 4 654
Projection estimators for structural impulse responses 0 1 7 184 2 5 35 320
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 1 9 287
Rank tests for nonlinear cointegration 0 0 0 55 2 4 13 286
Rank tests for unit roots 0 0 0 31 3 5 13 157
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 1 3 22 973
Robust Testing for Unit Roots 0 0 0 0 2 3 7 194
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 3 3 9 307
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 2 2 7 219
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 2 5 18 345
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 22 167
Simulation based methods of moments in empirical finance 0 0 0 4 1 3 24 56
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 3 10 267
Temporal aggregation and causality in multiple time series models 0 0 1 8 4 9 16 157
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 2 3 13 330
Testing for cointegration in high-dimensional systems 0 0 0 114 2 3 4 231
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 0 3 10 439
Testing for structural breaks in dynamic factor models 0 0 2 223 0 4 26 536
Tests Of Non-Causality In A Frequency Band 0 0 0 47 1 7 16 81
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 0 8 1 5 10 200
The local power of some unit root tests for panel data 0 0 0 270 0 1 8 1,254
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 2 2 5 207
Unit Roots and Cointegration in Panels 0 0 1 1,340 0 3 15 2,923
Unit Roots and Cointegration in Panels 0 0 0 334 3 4 25 770
Unit Roots and Cointegration in Panels 0 0 2 1,124 1 7 30 2,169
Unit roots and cointegration in panels 0 0 0 233 1 5 24 705
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 4 231
Total Working Papers 4 13 82 9,897 145 301 1,092 34,316

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 2 2 12 127
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 0 4 96 1 2 25 313
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 1 3 14 105
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 1 15 2 3 12 62
Alternative GMM estimators for spatial regression models 0 0 0 14 2 2 12 62
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 1 10 1 3 9 44
Analyzing business cycle asymmetries in a multi-level factor model 0 0 0 39 4 4 12 139
Assessing causality and delay within a frequency band 0 0 0 20 2 7 14 70
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 1 38 2 3 10 105
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 3 4 11 236
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 3 4 14 270
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 1 2 4 38
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 3 5 10 14
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 3 4 15 237
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 2 22 1 1 12 63
Dynamic factor models 0 0 0 198 1 4 18 500
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 1 1 34 2 7 14 152
Estimation of heterogeneous panels with systematic slope variations 0 0 2 17 2 6 16 56
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 1 1 71 1 2 7 153
GLS Estimation of Dynamic Factor Models 0 0 1 94 0 1 10 263
How far can we forecast? Statistical tests of the predictive content 0 0 0 7 6 7 19 67
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 1 1 1 114 2 3 11 289
Impulse response functions for periodic integration 0 0 0 15 5 5 19 142
Inference on the cointegration rank in fractionally integrated processes 0 0 0 130 2 3 13 312
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 1 3 13 153
Introduction to the special issue 0 0 0 9 1 3 7 47
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 1 3 7 264
Lagrange multiplier type tests for slope homogeneity in panel data models 0 1 1 15 2 4 9 58
Lessons from a Decade of IPS and LLC 0 0 0 57 5 6 12 216
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 1 2 8 12
Nonparametric tests for unit roots and cointegration 0 1 3 337 0 4 15 805
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 31 1 3 10 163
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 8 79
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 1 1 3 49
Panel unit root tests under cross‐sectional dependence 2 2 5 126 4 28 73 473
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 1 6 387
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 3 5 12 134
Rank Tests for Nonlinear Cointegration 0 0 0 0 2 3 13 970
Rank tests for unit roots 0 0 0 62 1 2 9 179
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 2 2 4 193 4 6 17 424
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 3 5 12 19
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 1 6 13
Simple regression‐based tests for spatial dependence 0 0 0 0 5 5 14 192
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 2 63 2 4 17 153
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 0 3 22
Testing for Serial Correlation in Fixed-Effects Panel Data Models 1 2 15 90 5 23 62 324
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 1 1 14 245 6 13 48 505
Testing for short- and long-run causality: A frequency-domain approach 2 4 15 839 10 19 67 1,853
Testing for structural breaks in dynamic factor models 0 0 2 127 3 10 35 412
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 1 3 7 21
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 1 10 369
When bubbles burst: econometric tests based on structural breaks 0 1 3 56 2 4 16 162
Total Journal Articles 9 17 80 3,908 117 249 838 12,699

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 2 4 14 74 5 7 31 185
Dynamic Factor Models 0 0 0 0 0 2 14 22
Factor models 1 2 3 112 2 6 24 306
Total Chapters 3 6 17 186 7 15 69 513

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 0 1 13 80 7 23 76 366
Total Software Items 0 1 13 80 7 23 76 366

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Statistics updated 2026-05-06