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 2 3 4 110
A Residual LM test for fractional cointegration 0 0 0 0 4 6 7 10
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 3 9 14 196
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 3 5 6 15
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 2 5 6 10
A Simple Model for Now-Casting Volatility Series 0 0 0 50 4 7 8 72
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 2 2 3 222
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 4 4 5 310
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 3 5 7 468
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 180 2 2 5 512
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 1 8 12 228
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 5 5 8 1,009
A simple model for now-casting volatility series 0 0 0 0 2 4 6 9
A simple model for now-casting volatility series 0 0 0 0 2 2 4 11
A simple model for now-casting volatility series 0 0 0 3 2 3 5 19
A simple model for now-casting volatility series 0 0 1 50 1 4 41 146
A simple model for now-casting volatility series 0 0 0 5 4 6 8 31
A simple model for now-casting volatility series 0 0 0 0 3 5 5 23
Alternative GMM estimators for spatial regression models 0 0 0 51 3 3 9 128
Alternative GMM methods for nonlinear panel data models 0 0 0 15 5 6 7 335
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 5 165 3 4 10 265
Analyzing business and financial cycles using multi-level factor models 0 0 2 103 3 5 15 277
Assessing Causality and Delay within a Frequency Band 1 1 1 76 2 11 12 144
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 0 21 5 9 10 36
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 1 3 7 33
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 3 5 6 55
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 4 7 9 178
Bias-corrected estimation of linear dynamic panel data models 5 18 62 265 11 41 117 458
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 1 2 2 713
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 3 4 5 292
Business cycle transmission from the euro area to CEECs 0 0 0 161 4 6 9 399
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 2 4 6 294
Common cycles: A frequency domain approach 0 0 0 83 4 4 4 397
Dynamic factor models 1 2 3 861 8 21 25 1,895
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 3 3 6 308
Factor models 0 0 0 353 2 5 8 593
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 3 5 9 513
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 3 7 8 112
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 2 5 10 177
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 217 2 8 13 627
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 5 7 12 3,401
Impulse Response Functions for Periodic Integration 0 0 0 0 1 2 3 598
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 6 7 9 431
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 3 4 5 208
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 4 11 13 21
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 1 2 6 188
Myths and Facts about Panel Unit Root Tests 0 0 1 186 2 3 7 255
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 1 2 4 183
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 4 4 673
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 3 4 4 1,020
On model based seasonal adjustment procedures 0 0 1 6 1 6 8 72
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 20 25 37 631
Policy Analysis in VAR-Systems 0 0 0 0 4 4 5 172
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 1 137 1 2 4 653
Projection estimators for structural impulse responses 0 1 8 183 6 13 33 315
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 4 6 9 286
Rank tests for nonlinear cointegration 0 0 0 55 2 8 10 282
Rank tests for unit roots 0 0 0 31 3 8 8 152
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 3 419 7 10 22 970
Robust Testing for Unit Roots 0 0 0 0 3 3 7 191
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 1 3 7 304
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 3 4 5 217
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 4 10 13 340
Simulation based methods of moments in empirical finance 0 0 0 2 10 17 22 167
Simulation based methods of moments in empirical finance 0 0 0 4 4 18 22 53
Some nonparametric tests for unit roots and cointegration 0 0 0 103 5 7 7 264
Temporal aggregation and causality in multiple time series models 1 1 1 8 4 6 7 148
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 3 3 3 161
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 5 6 12 327
Testing for cointegration in high-dimensional systems 0 0 0 114 0 1 2 228
Testing for short and long-run causality: The case of the yield spread and economic growth 0 1 1 119 5 6 8 436
Testing for structural breaks in dynamic factor models 0 1 2 223 7 18 23 532
Tests Of Non-Causality In A Frequency Band 0 0 1 47 7 9 11 74
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 0 8 2 5 8 195
The local power of some unit root tests for panel data 0 0 0 270 2 5 8 1,253
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 3 3 3 205
Unit Roots and Cointegration in Panels 0 0 2 1,124 16 17 23 2,162
Unit Roots and Cointegration in Panels 0 0 0 334 14 17 24 766
Unit Roots and Cointegration in Panels 0 0 1 1,340 4 8 14 2,920
Unit roots and cointegration in panels 0 0 0 233 14 19 21 700
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 2 3 4 231
Total Working Papers 8 25 97 9,884 318 569 918 34,015

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 5 7 10 125
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 1 4 96 7 11 25 311
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 4 10 12 102
A convenient representation for structural vector autoregressions 0 0 0 146 1 4 7 422
A simple model for now-casting volatility series 0 0 2 15 3 7 10 59
Alternative GMM estimators for spatial regression models 0 0 1 14 2 3 12 60
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 1 10 2 5 6 41
Analyzing business cycle asymmetries in a multi-level factor model 0 0 1 39 5 5 10 135
Assessing causality and delay within a frequency band 0 0 0 20 2 5 7 63
Assessing the Rationality of Survey Expectations: The Probability Approach 1 1 1 38 4 6 7 102
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 3 5 7 232
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 5 9 10 266
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 2 2 2 36
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 1 2 5 9
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 2 11 11 233
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 4 22 2 4 14 62
Dynamic factor models 0 0 1 198 4 8 16 496
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 1 33 3 4 10 145
Estimation of heterogeneous panels with systematic slope variations 0 0 2 17 3 5 12 50
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 0 70 3 4 6 151
GLS Estimation of Dynamic Factor Models 0 0 1 94 3 6 11 262
How far can we forecast? Statistical tests of the predictive content 0 0 0 7 4 9 13 60
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 2 6 9 286
Impulse response functions for periodic integration 0 0 0 15 3 10 14 137
Inference on the cointegration rank in fractionally integrated processes 0 0 0 130 4 10 10 309
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 4 7 11 150
Introduction to the special issue 0 0 0 9 2 4 4 44
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 2 4 7 261
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 0 14 2 5 6 54
Lessons from a Decade of IPS and LLC 0 0 0 57 2 6 7 210
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 2 4 6 10
Nonparametric tests for unit roots and cointegration 0 0 2 336 4 7 12 801
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 31 3 6 7 160
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 1 7 9 79
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 1 2 3 48
Panel unit root tests under cross‐sectional dependence 0 1 5 124 28 33 53 445
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 3 4 7 386
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 2 3 7 129
Rank Tests for Nonlinear Cointegration 0 0 0 0 5 7 10 967
Rank tests for unit roots 0 0 0 62 2 5 7 177
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 4 191 6 9 14 418
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 5 6 7 14
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 5 6 12
Simple regression‐based tests for spatial dependence 0 0 0 0 5 9 10 187
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 2 2 63 3 11 13 149
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 1 1 3 22
Testing for Serial Correlation in Fixed-Effects Panel Data Models 4 8 14 88 8 22 45 301
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 0 3 17 244 6 15 43 492
Testing for short- and long-run causality: A frequency-domain approach 2 3 17 835 7 22 59 1,834
Testing for structural breaks in dynamic factor models 0 1 4 127 8 15 30 402
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 3 4 5 18
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 3 8 9 368
When bubbles burst: econometric tests based on structural breaks 0 0 4 55 5 9 15 158
Total Journal Articles 7 20 89 3,891 203 398 671 12,450

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 1 13 70 4 7 32 178
Dynamic Factor Models 0 0 0 0 3 9 13 20
Factor models 0 0 2 110 7 13 21 300
Total Chapters 1 1 15 180 14 29 66 498

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 3 6 17 79 14 34 62 343
Total Software Items 3 6 17 79 14 34 62 343

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Statistics updated 2026-02-12