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 1 107
A Residual LM test for fractional cointegration 0 0 0 0 0 1 1 3
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 3 7 182
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 1 1 4
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 1 1 9
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 1 1 64
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 1 1 219
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 1 1 305
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 179 1 1 2 508
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 1 2 13 462
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 0 1 3 216
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 2 4 1,001
A simple model for now-casting volatility series 0 0 1 5 0 0 1 23
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 0 0 0 0 0 0 18
A simple model for now-casting volatility series 0 0 0 3 0 1 1 14
A simple model for now-casting volatility series 0 0 1 49 35 37 38 140
A simple model for now-casting volatility series 0 0 0 0 0 0 0 7
Alternative GMM estimators for spatial regression models 0 0 0 51 0 0 1 119
Alternative GMM methods for nonlinear panel data models 0 0 1 15 0 1 3 328
Analyzing business and financial cycles using multi-level factor models 0 0 4 101 1 2 12 263
Analyzing business and financial cycles using multi-level factor models 2 2 2 162 2 4 7 257
Assessing Causality and Delay within a Frequency Band 0 0 2 75 0 1 3 132
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 1 3 21 0 1 7 26
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 1 2 3 27
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 0 1 3 49
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 1 1 1 170
Bias-corrected estimation of linear dynamic panel data models 9 16 66 212 11 24 120 352
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 3 390
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 3 3 288
Common cycles: A frequency domain approach 0 0 0 83 0 0 1 393
Dynamic factor models 0 0 1 858 0 1 2 1,870
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 1 2 2 303
Factor models 0 0 1 353 0 3 5 585
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 1 3 4 505
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 1 2 104
How far can we forecast? Statistical tests of the predictive content 0 0 2 97 1 1 3 168
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 1 217 2 2 5 616
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 1 4 3,389
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 1 422
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 1 2 3 9
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 1 1 203
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 2 3 3 184
Myths and Facts about Panel Unit Root Tests 0 0 3 185 1 2 7 249
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 0 1 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 2 2 1,016
On model based seasonal adjustment procedures 0 0 0 5 0 1 1 64
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 1 3 8 595
Policy Analysis in VAR-Systems 0 0 0 0 0 0 0 167
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 1 1 1 137 1 1 2 650
Projection estimators for structural impulse responses 0 2 14 175 1 9 39 283
Quantifying survey expectations: What's wrong with the probability approach? 0 0 1 65 1 2 3 278
Rank tests for nonlinear cointegration 0 0 0 55 1 3 4 273
Rank tests for unit roots 0 0 0 31 0 1 1 144
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 2 2 2 418 2 3 4 950
Robust Testing for Unit Roots 0 0 0 0 2 2 2 186
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 1 1 1 298
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 1 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 1 2 145
Simulation based methods of moments in empirical finance 0 0 0 4 1 1 1 32
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 1 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 1 1 158
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 1 1 114 1 3 4 227
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 0 118 1 2 2 429
Testing for structural breaks in dynamic factor models 0 0 3 221 0 1 8 509
Tests Of Non-Causality In A Frequency Band 0 0 0 46 1 3 4 64
The Beveridge-Nelson decomposition: A different perspective with new results 0 1 2 8 2 4 5 189
The local power of some unit root tests for panel data 0 0 2 270 0 2 8 1,245
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 1 2 202
Unit Roots and Cointegration in Panels 0 0 0 334 1 1 3 743
Unit Roots and Cointegration in Panels 0 0 0 1,339 2 4 9 2,908
Unit Roots and Cointegration in Panels 0 0 1 1,122 0 6 10 2,139
Unit roots and cointegration in panels 0 0 1 233 0 2 9 679
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 0 227
Total Working Papers 14 26 117 9,801 82 180 426 33,179

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 1 1 35 0 2 2 115
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 1 8 92 2 8 23 288
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 2 29 1 2 5 91
A convenient representation for structural vector autoregressions 0 0 0 146 0 1 1 415
A simple model for now-casting volatility series 0 0 0 13 0 1 1 49
Alternative GMM estimators for spatial regression models 0 0 0 13 0 1 3 48
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 9 0 1 5 35
Analyzing business cycle asymmetries in a multi-level factor model 1 2 2 39 2 5 11 127
Assessing causality and delay within a frequency band 0 0 1 20 0 1 3 56
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 0 37 0 1 2 95
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 1 1 225
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 0 34
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 0 1 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 3 6 19 2 6 12 50
Dynamic factor models 1 1 4 198 2 5 9 482
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 1 2 32 2 8 10 137
Estimation of heterogeneous panels with systematic slope variations 0 0 0 15 1 2 6 39
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 2 70 1 1 4 146
GLS Estimation of Dynamic Factor Models 0 1 3 93 1 2 8 252
How far can we forecast? Statistical tests of the predictive content 0 0 1 7 1 2 14 48
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 1 2 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 1 3 130 0 1 5 299
Instrumental variable and variable addition based inference in predictive regressions 0 0 1 53 0 0 4 139
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 3 4 6 257
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 2 14 1 2 8 49
Lessons from a Decade of IPS and LLC 0 0 0 57 1 4 7 204
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 0 1 1 4
Nonparametric tests for unit roots and cointegration 0 2 4 334 0 6 15 789
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 0 30 0 2 2 153
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 1 3 3 71
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 1 1 1 46
Panel unit root tests under cross‐sectional dependence 1 2 3 120 4 9 16 396
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 1 2 379
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 1 26 0 0 3 122
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 1 2 957
Rank tests for unit roots 0 0 0 62 0 2 2 170
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 1 9 187 0 4 20 404
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 0 1 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 1 2 2 7
Simple regression‐based tests for spatial dependence 0 0 0 0 1 1 4 178
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 0 61 0 1 1 136
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 2 3 0 1 5 19
Testing for Serial Correlation in Fixed-Effects Panel Data Models 0 3 21 74 1 10 57 257
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 2 5 24 229 3 10 41 452
Testing for short- and long-run causality: A frequency-domain approach 2 5 43 820 6 14 84 1,781
Testing for structural breaks in dynamic factor models 1 1 4 124 2 4 16 374
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 1 1 13
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 0 2 51 1 2 8 144
Total Journal Articles 9 30 151 3,811 42 141 446 11,821

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 2 9 59 3 5 18 149
Dynamic Factor Models 0 0 0 0 1 2 3 8
Factor models 0 1 8 108 0 2 19 279
Total Chapters 2 3 17 167 4 9 40 436

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 3 9 64 4 9 51 285
Total Software Items 2 3 9 64 4 9 51 285

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Statistics updated 2025-03-03