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 5 112
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 0 0 0 9 13
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 1 1 14 198
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 0 0 5 224
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 1 180 0 1 9 517
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 1 1 8 471
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 1 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 0 0 0 0 8 26
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 3 0 0 6 20
A simple model for now-casting volatility series 0 0 0 0 0 1 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
Alternative GMM estimators for spatial regression models 0 0 0 51 0 2 19 141
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 1 4 13 274
Analyzing business and financial cycles using multi-level factor models 0 0 0 103 2 2 18 288
Assessing Causality and Delay within a Frequency Band 0 0 1 76 0 0 14 147
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 1 8 36
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 1 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 2 7 53 289 4 11 107 503
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 1 2 8 719
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 0 0 7 294
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 1 1 1 8 2 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 1 32 1,905
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 0 9 313
Factor models 0 0 0 353 0 1 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 1 2 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 1 14 632
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 1 10 3,404
Impulse Response Functions for Periodic Integration 0 0 0 0 2 2 7 602
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 1 1 22 445
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 1 13 216
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 1 2 16 26
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 0 0 7 187
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 2 2 42 640
Policy Analysis in VAR-Systems 0 0 0 0 0 0 8 175
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 0 137 0 0 3 654
Projection estimators for structural impulse responses 0 0 5 185 2 2 28 324
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 1 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 1 419 0 1 20 974
Robust Testing for Unit Roots 0 0 0 0 0 1 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 5 5 21 351
Simulation based methods of moments in empirical finance 0 0 0 2 1 3 24 170
Simulation based methods of moments in empirical finance 0 0 0 4 1 1 26 58
Some nonparametric tests for unit roots and cointegration 0 0 0 103 1 1 11 268
Temporal aggregation and causality in multiple time series models 0 0 1 8 0 0 15 157
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 1 2 12 332
Testing for cointegration in high-dimensional systems 0 0 0 114 1 2 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 1 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 2 8 1,256
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 1 6 208
Unit Roots and Cointegration in Panels 0 0 0 334 1 3 26 774
Unit Roots and Cointegration in Panels 0 0 1 1,340 2 3 16 2,926
Unit Roots and Cointegration in Panels 1 2 2 1,126 3 5 34 2,176
Unit roots and cointegration in panels 0 1 1 234 1 2 27 708
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 1 5 232
Total Working Papers 4 11 74 9,917 45 85 1,094 34,437

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 0 1 2 97 2 3 19 316
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 1 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 2 2 13 65
Alternative GMM estimators for spatial regression models 0 0 0 14 1 1 11 63
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 1 10 0 1 10 45
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 0 0 0 20 0 0 14 70
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 1 38 0 1 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 0 2 15 272
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 0 0 15 237
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 1 22 2 4 15 69
Dynamic factor models 0 0 0 198 2 2 18 502
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 1 2 35 2 4 17 157
Estimation of heterogeneous panels with systematic slope variations 0 1 2 18 0 1 14 58
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 1 71 0 1 9 156
GLS Estimation of Dynamic Factor Models 0 0 0 94 1 2 11 266
How far can we forecast? Statistical tests of the predictive content 0 0 1 8 2 3 22 71
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 1 114 0 0 11 289
Impulse response functions for periodic integration 0 0 0 15 0 0 17 142
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 2 3 15 156
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 0 2 14 63
Lessons from a Decade of IPS and LLC 0 0 0 57 1 1 14 218
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 1 3 11 15
Nonparametric tests for unit roots and cointegration 0 1 2 338 0 2 15 808
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 1 5 127 1 7 76 484
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 2 14 137
Rank Tests for Nonlinear Cointegration 0 0 0 0 1 1 11 971
Rank tests for unit roots 0 0 0 62 1 2 10 182
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 1 3 194 0 2 18 427
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 1 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 0 1 7 14
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 2 2 19 155
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 1 3 23
Testing for Serial Correlation in Fixed-Effects Panel Data Models 2 4 17 95 4 14 76 349
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 0 2 9 249 0 4 41 511
Testing for short- and long-run causality: A frequency-domain approach 1 2 11 841 2 8 60 1,864
Testing for structural breaks in dynamic factor models 0 0 1 127 1 2 34 416
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 0 10 24
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 0 9 369
When bubbles burst: econometric tests based on structural breaks 1 1 4 57 1 1 16 163
Total Journal Articles 4 17 71 3,931 33 93 871 12,840

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 7 75 1 2 19 189
Dynamic Factor Models 0 0 0 0 0 1 14 23
Factor models 0 0 2 112 2 2 23 309
Total Chapters 0 0 9 187 3 5 56 521

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 3 13 83 3 10 77 377
Total Software Items 0 3 13 83 3 10 77 377

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Statistics updated 2026-09-10