Access Statistics for Jörg Breitung

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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 2 7 98
A Residual-Based LM Test for Fractional Cointegration 0 1 2 34 4 11 16 146
A Simple Model for Now-Casting Volatility Series 0 0 1 48 0 0 8 50
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 0 0 216
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 2 4 302
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 84 0 1 9 434
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 178 0 0 3 499
A parametric approach to the estimation of cointegration vectors in panel data 0 0 2 41 0 1 5 185
A parametric approach to the estimation of cointegration vectors in panel data 0 1 1 499 0 2 8 973
A simple model for now-casting volatility series 0 0 0 0 0 0 8 10
A simple model for now-casting volatility series 0 1 1 46 0 1 2 93
Alternative GMM estimators for spatial regression models 1 1 4 46 4 13 28 84
Alternative GMM methods for nonlinear panel data models 0 0 0 13 1 1 2 312
Analyzing business and financial cycles using multi-level factor models 0 2 8 139 1 4 16 198
Analyzing business and financial cycles using multi-level factor models 0 0 12 77 4 11 33 186
Assessing Causality and Delay within a Frequency Band 0 1 4 65 0 1 10 102
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 1 6 168
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 1 3 11 706
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 31 1 2 8 279
Business cycle transmission from the euro area to CEECs 1 1 2 157 1 1 5 371
Canonical correlation statistics for testing the cointegration rank in a reversed order 1 1 1 5 1 1 2 269
Common cycles: A frequency domain approach 0 1 1 79 2 3 18 376
Dynamic factor models 3 3 15 816 6 10 36 1,759
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 0 0 297
Factor models 1 2 10 335 1 5 19 534
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 2 6 491
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 4 5 6 98
How far can we forecast? Statistical tests of the predictive content 2 2 9 63 7 10 45 73
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 211 3 4 4 588
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 1 2 8 3,373
Impulse Response Functions for Periodic Integration 0 0 0 0 0 0 0 591
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 1 1 2 408
Inference on the cointegration rank in fractionally integrated processes 0 0 0 33 1 4 10 200
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 1 2 5 169
Myths and Facts about Panel Unit Root Tests 1 2 6 176 1 2 11 208
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 1 1 2 23 2 3 4 155
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 1 1 2 136 1 1 5 660
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 3 1,008
On model based seasonal adjustment procedures 0 0 0 3 1 1 2 57
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 3 7 23 516
Policy Analysis in VAR-Systems 0 0 0 0 1 1 2 165
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 1 1 5 129 3 8 15 622
Quantifying survey expectations: What's wrong with the probability approach? 1 2 7 60 5 9 24 249
Rank tests for nonlinear cointegration 0 2 4 48 1 5 16 247
Rank tests for unit roots 0 0 0 26 1 1 2 131
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 6 387 2 6 26 881
Robust Testing for Unit Roots 0 0 0 0 0 0 1 182
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 1 1 3 297
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 0 1 210
Simulation based methods of moments in empirical finance 0 0 0 4 3 4 11 24
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 14 136
Some nonparametric tests for unit roots and cointegration 0 1 3 103 0 2 5 249
Temporal aggregation and causality in multiple time series models 0 2 2 7 0 2 3 131
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 1 149
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 2 7 12 300
Testing for cointegration in high-dimensional systems 0 0 3 108 2 7 15 202
Testing for short and long-run causality: The case of the yield spread and economic growth 1 2 3 116 1 2 5 422
Testing for structural breaks in dynamic factor models 0 1 3 213 1 5 16 471
Tests Of Non-Causality In A Frequency Band 0 1 3 44 0 3 14 52
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 0 4 0 0 1 178
The local power of some unit root tests for panel data 5 5 18 243 7 16 58 1,137
Uncovered interest parity: What can we learn from panel data? 0 0 0 43 3 3 26 195
Unit Roots and Cointegration in Panels 1 1 9 1,325 4 14 55 2,789
Unit Roots and Cointegration in Panels 2 2 8 1,104 4 11 38 2,051
Unit Roots and Cointegration in Panels 0 0 0 334 1 5 12 705
Unit roots and cointegration in panels 1 1 4 223 1 4 16 618
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 2 3 4 221
Total Working Papers 24 42 161 8,802 98 239 794 30,256


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 3 21 1 2 11 87
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 1 4 10 78 3 12 26 231
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 24 1 2 4 74
A convenient representation for structural vector autoregressions 0 0 1 146 1 2 5 410
A simple model for now-casting volatility series 0 0 2 11 0 0 4 39
Alternative GMM estimators for spatial regression models 0 0 3 4 4 6 18 25
Analyzing business cycle asymmetries in a multi-level factor model 0 2 4 28 4 10 22 92
Assessing causality and delay within a frequency band 0 1 4 7 1 3 17 26
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 1 34 0 0 4 86
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 2 221
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 35 2 3 9 250
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 1 1 31
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 1 1 3 76 2 2 6 207
Dynamic factor models 0 1 7 175 2 5 25 427
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 1 1 2 24 4 5 9 95
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 1 3 6 41 1 6 10 85
GLS Estimation of Dynamic Factor Models 0 0 2 70 0 3 12 194
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 1 108 2 4 7 255
Impulse response functions for periodic integration 0 0 1 15 1 2 4 119
Inference on the cointegration rank in fractionally integrated processes 0 1 3 122 3 5 14 285
Instrumental variable and variable addition based inference in predictive regressions 2 5 12 39 4 10 24 95
Introduction to the special issue 0 0 0 8 2 2 7 37
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 61 0 1 4 237
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 1 5 0 0 2 17
Lessons from a Decade of IPS and LLC 0 1 3 54 2 4 10 115
Nonparametric tests for unit roots and cointegration 1 4 11 296 2 7 25 674
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 30 0 0 4 148
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 4 60
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 5 4 6 8 40
Panel unit root tests under cross‐sectional dependence 0 1 3 82 0 2 10 257
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 1 127 0 3 11 359
Quantifying survey expectations: What’s wrong with the probability approach? 0 2 3 24 1 4 17 107
Rank Tests for Nonlinear Cointegration 0 0 0 0 4 11 20 907
Rank tests for unit roots 0 0 0 58 3 3 6 153
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 1 15 137 2 6 33 286
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 0 0 0 0 0
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 4 5 7 163
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 1 61 0 4 8 131
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 0 0 0 2 2
Testing for Serial Correlation in Fixed-Effects Panel Data Models 0 0 2 8 3 5 9 26
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 1 3 23 118 2 6 35 251
Testing for short- and long-run causality: A frequency-domain approach 14 21 63 554 23 40 137 1,224
Testing for structural breaks in dynamic factor models 4 5 11 94 8 13 38 276
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 0 2 3
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 73 1 2 2 347
When bubbles burst: econometric tests based on structural breaks 0 0 2 36 0 0 11 92
Total Journal Articles 26 57 205 2,921 98 207 646 9,251


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 3 8 18 0 8 18 39
Factor models 1 3 16 67 7 11 38 172
Total Chapters 1 6 24 85 7 19 56 211


Statistics updated 2020-02-04