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 1 2 105
A Residual LM test for fractional cointegration 0 0 0 0 1 1 1 1
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 1 5 8
A Residual-Based LM Test for Fractional Cointegration 0 0 0 34 0 0 1 170
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 1 2
A Simple Model for Now-Casting Volatility Series 0 0 1 49 0 0 4 59
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 87 0 0 2 442
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 178 0 0 1 504
A parametric approach to the estimation of cointegration vectors in panel data 1 1 1 500 1 1 4 990
A parametric approach to the estimation of cointegration vectors in panel data 0 0 2 43 1 3 8 213
A simple model for now-casting volatility series 0 0 0 0 0 0 1 6
A simple model for now-casting volatility series 0 0 0 0 1 1 4 12
A simple model for now-casting volatility series 0 0 0 0 0 0 1 16
A simple model for now-casting volatility series 0 0 2 48 0 0 5 101
A simple model for now-casting volatility series 0 0 0 0 0 0 0 2
A simple model for now-casting volatility series 0 0 2 3 0 0 9 12
Alternative GMM estimators for spatial regression models 0 0 2 50 0 1 7 111
Alternative GMM methods for nonlinear panel data models 0 0 0 13 0 0 5 323
Analyzing business and financial cycles using multi-level factor models 1 2 4 93 3 4 15 243
Analyzing business and financial cycles using multi-level factor models 1 2 6 150 3 10 19 227
Assessing Causality and Delay within a Frequency Band 0 0 4 72 1 1 9 123
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 1 1 2 29 2 4 14 37
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 0 168
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 0 0 0 709
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 0 0 0 286
Business cycle transmission from the euro area to CEECs 0 1 1 160 0 1 4 381
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 0 0 281
Common cycles: A frequency domain approach 0 0 1 82 0 0 4 388
Dynamic factor models 1 1 14 849 2 3 41 1,849
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 0 3 301
Factor models 0 0 4 345 0 0 10 569
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 1 3 500
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 0 0 100
How far can we forecast? Statistical tests of the predictive content 0 1 11 91 0 3 32 158
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 215 0 0 3 607
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 1 1 3 3,382
Impulse Response Functions for Periodic Integration 0 0 0 0 0 1 2 594
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 0 4 418
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 0 2 5
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 1 1 2 175
Myths and Facts about Panel Unit Root Tests 1 1 2 178 1 1 11 228
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 1 28 0 0 3 168
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 2 2 138 0 3 4 666
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 2 1,013
On model based seasonal adjustment procedures 0 0 0 5 0 0 2 63
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 0 5 22 578
Policy Analysis in VAR-Systems 0 0 0 0 1 1 1 167
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 2 136 0 1 5 644
Projection estimators for structural impulse responses 2 6 22 132 5 15 54 183
Quantifying survey expectations: What's wrong with the probability approach? 0 0 1 63 0 0 3 273
Rank tests for nonlinear cointegration 0 0 1 54 0 1 5 263
Rank tests for unit roots 0 0 0 30 0 0 1 140
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 2 5 12 406 2 5 29 932
Robust Testing for Unit Roots 0 0 0 0 0 0 1 183
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 3 324
Simulation based methods of moments in empirical finance 0 0 0 4 1 1 2 31
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 2 143
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 0 0 253
Temporal aggregation and causality in multiple time series models 0 0 0 7 0 0 4 140
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 3 154
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 0 0 3 311
Testing for cointegration in high-dimensional systems 0 0 2 113 0 0 6 221
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 117 0 0 2 426
Testing for structural breaks in dynamic factor models 0 0 2 216 0 0 7 492
Tests Of Non-Causality In A Frequency Band 0 0 0 45 0 0 2 56
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 1 6 0 0 2 183
The local power of some unit root tests for panel data 0 0 3 260 2 9 23 1,210
Uncovered interest parity: What can we learn from panel data? 0 0 0 43 0 0 1 197
Unit Roots and Cointegration in Panels 0 1 4 1,337 0 2 25 2,882
Unit Roots and Cointegration in Panels 0 0 0 334 0 1 14 733
Unit Roots and Cointegration in Panels 2 3 8 1,120 3 4 22 2,120
Unit roots and cointegration in panels 0 1 3 227 1 3 12 642
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 1 226
Total Working Papers 12 28 125 9,391 33 91 508 32,055


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 4 28 0 1 6 104
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 1 1 3 81 3 3 11 258
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 25 0 0 2 80
A convenient representation for structural vector autoregressions 0 0 0 146 0 0 1 414
A simple model for now-casting volatility series 0 0 1 12 0 0 2 43
Alternative GMM estimators for spatial regression models 0 0 1 9 0 0 5 41
Analyzing business cycle asymmetries in a multi-level factor model 0 0 0 35 0 1 1 109
Assessing causality and delay within a frequency band 0 0 2 15 0 1 8 46
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 2 37 0 0 4 93
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 0 1 223
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 0 1 255
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 33
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 1 1 2 79 1 2 5 214
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 1 1 3 9 1 1 11 26
Dynamic factor models 0 0 10 191 0 0 15 462
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 1 1 30 1 2 10 119
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 1 7 57 1 3 16 123
GLS Estimation of Dynamic Factor Models 1 3 4 76 3 7 16 223
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 2 110 0 2 5 269
Impulse response functions for periodic integration 0 0 0 15 0 1 1 122
Inference on the cointegration rank in fractionally integrated processes 1 1 1 126 1 1 2 293
Instrumental variable and variable addition based inference in predictive regressions 1 2 5 48 6 9 14 123
Introduction to the special issue 0 0 0 8 0 0 0 39
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 1 64 1 2 3 249
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 2 11 0 0 7 34
Lessons from a Decade of IPS and LLC 0 1 1 57 2 6 24 158
Nonparametric tests for unit roots and cointegration 1 1 7 315 2 5 26 746
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 0 30 0 0 2 151
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 3 67
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 1 45
Panel unit root tests under cross‐sectional dependence 0 4 9 102 8 15 42 333
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 1 129 0 0 4 373
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 24 0 0 1 116
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 1 6 936
Rank tests for unit roots 0 0 0 60 0 0 3 160
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 2 6 165 0 4 17 357
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 2 0 0 0 2
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 5 174
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 0 61 0 0 1 135
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 0 0 1 3 10
Testing for Serial Correlation in Fixed-Effects Panel Data Models 1 2 9 34 8 11 38 117
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 0 3 12 159 0 5 27 328
Testing for short- and long-run causality: A frequency-domain approach 4 7 52 711 15 31 128 1,542
Testing for structural breaks in dynamic factor models 0 1 6 110 0 4 18 324
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 1 1 5 10
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 0 1 357
When bubbles burst: econometric tests based on structural breaks 1 3 8 45 1 3 15 120
Total Journal Articles 13 36 162 3,367 55 123 517 10,561


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 3 10 37 2 9 29 99
Factor models 0 1 3 81 0 3 15 223
Total Chapters 1 4 13 118 2 12 44 322


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 15 15 15 15 51 51 51 51
Total Software Items 15 15 15 15 51 51 51 51


Statistics updated 2022-06-07