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 2 3 110
A Residual LM test for fractional cointegration 0 0 0 0 0 5 8 11
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 4 7 16
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 4 14 197
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 1 3 7 11
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 5 9 73
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 3 4 223
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 4 5 310
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 180 0 4 6 514
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 0 3 6 468
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 7 10 1,011
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 1 4 15 231
A simple model for now-casting volatility series 0 0 0 0 1 3 5 12
A simple model for now-casting volatility series 0 0 0 3 0 3 6 20
A simple model for now-casting volatility series 0 0 0 0 1 4 6 24
A simple model for now-casting volatility series 0 0 0 50 0 1 4 146
A simple model for now-casting volatility series 0 0 0 5 0 5 9 32
A simple model for now-casting volatility series 0 0 0 0 0 2 6 9
Alternative GMM estimators for spatial regression models 0 0 0 51 1 8 13 133
Alternative GMM methods for nonlinear panel data models 0 0 0 15 1 7 9 337
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 1 165 2 5 7 267
Analyzing business and financial cycles using multi-level factor models 0 0 1 103 1 4 13 278
Assessing Causality and Delay within a Frequency Band 0 1 1 76 1 4 14 146
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 0 21 1 7 12 38
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 1 2 7 34
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 1 4 7 56
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 1 5 9 179
Bias-corrected estimation of linear dynamic panel data models 4 13 58 273 8 25 116 472
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 0 1 2 713
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 0 3 5 292
Business cycle transmission from the euro area to CEECs 0 0 0 161 1 8 13 403
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 4 7 296
Common cycles: A frequency domain approach 0 0 0 83 0 4 4 397
Dynamic factor models 0 1 3 861 1 16 33 1,903
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 4 6 309
Factor models 0 0 0 353 0 3 9 594
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 2 6 10 516
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 4 9 113
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 0 2 9 177
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 217 1 3 11 628
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 7 14 3,403
Impulse Response Functions for Periodic Integration 0 0 0 0 0 1 3 598
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 15 18 440
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 8 10 213
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 5 13 22
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 1 4 188
Myths and Facts about Panel Unit Root Tests 0 0 1 186 0 3 7 256
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 2 4 7 186
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 1 5 674
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 1 6 7 1,023
On model based seasonal adjustment procedures 0 0 0 6 0 2 8 73
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 1 22 38 633
Policy Analysis in VAR-Systems 0 0 0 0 0 5 6 173
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 0 137 0 2 4 654
Projection estimators for structural impulse responses 0 1 7 184 1 9 33 318
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 4 8 286
Rank tests for nonlinear cointegration 0 0 0 55 1 4 11 284
Rank tests for unit roots 0 0 0 31 0 5 10 154
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 0 9 21 972
Robust Testing for Unit Roots 0 0 0 0 1 4 5 192
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 0 1 6 304
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 3 5 217
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 1 7 16 343
Simulation based methods of moments in empirical finance 0 0 0 2 0 10 22 167
Simulation based methods of moments in empirical finance 0 0 0 4 0 6 23 55
Some nonparametric tests for unit roots and cointegration 0 0 0 103 2 8 10 267
Temporal aggregation and causality in multiple time series models 0 1 1 8 2 9 12 153
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 3 3 161
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 1 6 11 328
Testing for cointegration in high-dimensional systems 0 0 0 114 0 1 2 229
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 0 8 10 439
Testing for structural breaks in dynamic factor models 0 0 2 223 1 11 26 536
Tests Of Non-Causality In A Frequency Band 0 0 0 47 3 13 15 80
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 0 8 1 6 9 199
The local power of some unit root tests for panel data 0 0 0 270 0 3 9 1,254
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 3 3 205
Unit Roots and Cointegration in Panels 0 0 1 1,340 0 7 15 2,923
Unit Roots and Cointegration in Panels 0 0 0 334 1 15 22 767
Unit Roots and Cointegration in Panels 0 0 2 1,124 1 22 29 2,168
Unit roots and cointegration in panels 0 0 0 233 1 18 25 704
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 2 4 231
Total Working Papers 4 17 81 9,893 48 474 964 34,171

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 0 5 10 125
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 0 4 96 0 8 24 312
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 2 6 13 104
A convenient representation for structural vector autoregressions 0 0 0 146 0 1 6 422
A simple model for now-casting volatility series 0 0 1 15 1 4 10 60
Alternative GMM estimators for spatial regression models 0 0 0 14 0 2 10 60
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 1 10 2 4 8 43
Analyzing business cycle asymmetries in a multi-level factor model 0 0 0 39 0 5 8 135
Assessing causality and delay within a frequency band 0 0 0 20 3 7 12 68
Assessing the Rationality of Survey Expectations: The Probability Approach 0 1 1 38 0 5 8 103
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 4 8 233
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 6 11 267
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 3 3 37
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 1 3 7 11
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 0 3 12 234
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 2 22 0 2 11 62
Dynamic factor models 0 0 0 198 1 7 17 499
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 1 1 34 2 8 12 150
Estimation of heterogeneous panels with systematic slope variations 0 0 2 17 0 7 14 54
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 1 1 71 0 4 6 152
GLS Estimation of Dynamic Factor Models 0 0 1 94 0 4 10 263
How far can we forecast? Statistical tests of the predictive content 0 0 0 7 0 5 13 61
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 1 3 9 287
Impulse response functions for periodic integration 0 0 0 15 0 3 14 137
Inference on the cointegration rank in fractionally integrated processes 0 0 0 130 0 5 11 310
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 1 6 13 152
Introduction to the special issue 0 0 0 9 0 4 6 46
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 1 4 6 263
Lagrange multiplier type tests for slope homogeneity in panel data models 1 1 1 15 1 4 7 56
Lessons from a Decade of IPS and LLC 0 0 0 57 1 3 7 211
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 1 3 7 11
Nonparametric tests for unit roots and cointegration 1 1 3 337 1 8 15 805
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 31 1 5 9 162
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 1 8 79
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 2 48
Panel unit root tests under cross‐sectional dependence 0 0 4 124 13 52 72 469
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 4 7 387
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 1 4 9 131
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 6 11 968
Rank tests for unit roots 0 0 0 62 0 3 8 178
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 3 191 0 8 15 420
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 0 7 9 16
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 1 5 12
Simple regression‐based tests for spatial dependence 0 0 0 0 0 5 9 187
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 2 63 1 5 15 151
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 1 3 22
Testing for Serial Correlation in Fixed-Effects Panel Data Models 0 5 15 89 11 26 59 319
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 0 0 13 244 4 13 45 499
Testing for short- and long-run causality: A frequency-domain approach 1 4 17 837 4 16 62 1,843
Testing for structural breaks in dynamic factor models 0 0 2 127 2 15 34 409
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 5 6 20
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 4 10 369
When bubbles burst: econometric tests based on structural breaks 0 1 4 56 0 7 15 160
Total Journal Articles 3 15 79 3,899 56 335 741 12,582

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 13 72 1 6 30 180
Dynamic Factor Models 0 0 0 0 1 5 14 22
Factor models 1 1 3 111 3 11 24 304
Total Chapters 2 4 16 183 5 22 68 506

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 1 4 15 80 6 30 72 359
Total Software Items 1 4 15 80 6 30 72 359

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Statistics updated 2026-04-09