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 0 106
A Residual LM test for fractional cointegration 0 0 0 0 0 0 0 2
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 0 8
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 0 3
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 1 1 3 178
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 0 0 63
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 0 0 218
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 0 0 304
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 88 1 2 7 453
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 179 0 0 3 507
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 0 1 1 214
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 1 4 998
A simple model for now-casting volatility series 0 0 0 0 0 0 1 18
A simple model for now-casting volatility series 0 1 1 5 0 1 4 23
A simple model for now-casting volatility series 0 1 1 49 0 1 1 103
A simple model for now-casting volatility series 0 0 0 0 0 0 1 7
A simple model for now-casting volatility series 0 0 0 3 0 0 0 13
A simple model for now-casting volatility series 0 0 0 0 0 0 0 3
Alternative GMM estimators for spatial regression models 0 0 0 51 0 1 5 119
Alternative GMM methods for nonlinear panel data models 1 1 1 15 1 1 1 326
Analyzing business and financial cycles using multi-level factor models 0 0 3 160 0 0 10 253
Analyzing business and financial cycles using multi-level factor models 0 0 4 100 0 1 10 258
Assessing Causality and Delay within a Frequency Band 0 0 2 75 0 0 3 131
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 1 4 20 1 3 11 25
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 0 1 2 25
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 2 33 0 1 3 47
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 0 169
Bias-corrected estimation of linear dynamic panel data models 4 19 78 183 8 31 148 306
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 0 0 1 710
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 1 388
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 0 0 285
Common cycles: A frequency domain approach 0 0 0 83 0 0 1 392
Dynamic factor models 0 0 2 857 0 0 4 1,868
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 0 0 301
Factor models 0 0 1 352 0 0 4 580
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 1 1 1 502
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 0 1 103
How far can we forecast? Statistical tests of the predictive content 0 0 1 96 0 0 2 166
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 216 0 0 3 613
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 2 3 3,387
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 1 595
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 0 4 422
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 0 0 6
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 0 0 202
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 0 2 181
Myths and Facts about Panel Unit Root Tests 0 0 3 185 0 1 10 247
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 1 31 0 1 3 178
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 0 1,014
On model based seasonal adjustment procedures 0 0 0 5 0 0 0 63
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 0 2 5 591
Policy Analysis in VAR-Systems 0 0 0 0 0 0 0 167
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 0 136 1 1 1 649
Projection estimators for structural impulse responses 3 3 12 168 5 8 26 263
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 64 0 0 0 275
Rank tests for nonlinear cointegration 0 0 0 55 0 0 1 270
Rank tests for unit roots 0 0 0 31 0 0 0 143
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 2 416 0 0 4 947
Robust Testing for Unit Roots 0 0 0 0 0 0 0 184
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 0 0 0 297
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 0 0 211
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 4 0 0 0 31
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 1 144
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 0 0 256
Temporal aggregation and causality in multiple time series models 0 0 0 7 0 0 0 140
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 3 157
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 0 0 0 315
Testing for cointegration in high-dimensional systems 0 0 0 113 0 0 1 224
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 0 118 0 0 0 427
Testing for structural breaks in dynamic factor models 1 2 4 221 1 3 9 506
Tests Of Non-Causality In A Frequency Band 0 0 0 46 0 0 1 60
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 1 7 0 0 2 185
The local power of some unit root tests for panel data 0 0 4 269 0 0 7 1,238
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 1 201
Unit Roots and Cointegration in Panels 0 0 1 1,339 0 1 6 2,902
Unit Roots and Cointegration in Panels 0 0 0 334 0 0 5 742
Unit Roots and Cointegration in Panels 0 0 0 1,121 0 1 5 2,131
Unit roots and cointegration in panels 0 0 3 232 1 3 15 676
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 0 227
Total Working Papers 9 28 133 9,748 21 71 352 32,925

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 34 0 0 1 113
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 3 7 90 0 6 13 275
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 3 29 0 0 4 88
A convenient representation for structural vector autoregressions 0 0 0 146 0 0 0 414
A simple model for now-casting volatility series 0 0 0 13 0 0 0 48
Alternative GMM estimators for spatial regression models 0 0 1 13 0 0 2 46
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 2 9 1 1 8 33
Analyzing business cycle asymmetries in a multi-level factor model 0 0 0 37 1 3 6 121
Assessing causality and delay within a frequency band 0 1 4 20 0 1 6 55
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 0 37 0 0 1 94
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 0 224
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 0 1 256
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 1 34
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 0 0 0 2
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 1 81 0 1 4 222
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 3 15 1 1 6 42
Dynamic factor models 0 1 2 195 0 1 6 474
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 0 30 0 1 3 128
Estimation of heterogeneous panels with systematic slope variations 0 0 4 15 0 2 12 37
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 1 4 69 0 1 5 143
GLS Estimation of Dynamic Factor Models 0 0 5 91 0 0 9 247
How far can we forecast? Statistical tests of the predictive content 1 1 1 7 4 4 10 41
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 1 113 0 1 3 275
Impulse response functions for periodic integration 0 0 0 15 0 0 1 123
Inference on the cointegration rank in fractionally integrated processes 0 0 0 127 0 0 1 295
Instrumental variable and variable addition based inference in predictive regressions 0 0 1 52 1 1 6 137
Introduction to the special issue 0 0 1 9 0 0 1 40
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 0 1 252
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 1 13 1 1 5 43
Lessons from a Decade of IPS and LLC 0 0 0 57 0 0 2 199
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 0 0 0 3
Nonparametric tests for unit roots and cointegration 0 2 9 332 2 4 13 778
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 0 30 0 0 0 151
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 0 68
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 0 45
Panel unit root tests under cross‐sectional dependence 0 0 2 118 0 1 8 384
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 1 131 0 0 2 378
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 25 0 0 4 121
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 1 6 956
Rank tests for unit roots 0 0 0 62 0 0 0 168
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 1 2 9 185 2 7 20 398
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 1 5 0 0 2 6
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 0 5
Simple regression‐based tests for spatial dependence 0 0 0 0 0 0 1 175
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 0 61 0 0 0 135
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 1 2 2 1 2 5 16
Testing for Serial Correlation in Fixed-Effects Panel Data Models 2 4 15 66 5 13 45 235
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 1 5 25 220 3 8 41 432
Testing for short- and long-run causality: A frequency-domain approach 2 13 40 804 5 19 75 1,739
Testing for structural breaks in dynamic factor models 1 2 6 123 3 6 19 369
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 0 0 12
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 0 0 358
When bubbles burst: econometric tests based on structural breaks 0 0 3 51 0 1 11 140
Total Journal Articles 8 36 155 3,747 30 87 370 11,573

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 8 54 1 1 20 138
Dynamic Factor Models 0 0 0 0 0 0 1 5
Factor models 0 2 6 103 1 4 16 266
Total Chapters 0 2 14 157 2 5 37 409

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 2 10 59 2 15 63 265
Total Software Items 0 2 10 59 2 15 63 265

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Statistics updated 2024-09-04