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 4 111
A Residual LM test for fractional cointegration 0 0 0 0 0 1 9 12
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 0 0 14 197
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 3 9 13
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 0 7 16
A Simple Model for Now-Casting Volatility Series 0 0 0 50 0 2 11 75
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 1 5 224
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 3 8 313
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 1 180 0 2 8 516
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 0 2 8 470
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 3 12 1,014
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 0 4 18 234
A simple model for now-casting volatility series 0 0 0 3 0 0 6 20
A simple model for now-casting volatility series 0 0 0 0 1 2 5 13
A simple model for now-casting volatility series 0 0 0 0 1 3 8 26
A simple model for now-casting volatility series 1 1 1 51 1 2 6 148
A simple model for now-casting volatility series 0 0 0 0 0 1 7 10
A simple model for now-casting volatility series 0 0 0 5 0 0 9 32
Alternative GMM estimators for spatial regression models 0 0 0 51 1 7 17 139
Alternative GMM methods for nonlinear panel data models 0 0 0 15 1 5 13 341
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 0 165 0 5 9 270
Analyzing business and financial cycles using multi-level factor models 0 0 1 103 1 9 18 286
Assessing Causality and Delay within a Frequency Band 0 0 1 76 0 2 14 147
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 0 21 0 3 13 40
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 1 2 8 35
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 0 6 12 61
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 4 12 182
Bias-corrected estimation of linear dynamic panel data models 7 13 61 282 12 28 123 492
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 0 4 6 717
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 0 2 7 294
Business cycle transmission from the euro area to CEECs 0 0 0 161 0 5 17 407
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 1 1 8 297
Common cycles: A frequency domain approach 0 0 0 83 0 1 5 398
Dynamic factor models 0 0 2 861 1 2 32 1,904
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 4 10 313
Factor models 0 0 0 353 0 1 9 595
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 3 11 517
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 4 13 117
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 0 2 10 179
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 217 0 4 13 631
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 0 10 3,403
Impulse Response Functions for Periodic Integration 0 0 0 0 0 2 5 600
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 0 4 22 444
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 2 12 215
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 1 2 15 24
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 1 5 189
Myths and Facts about Panel Unit Root Tests 0 1 2 187 2 5 12 261
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 0 3 8 187
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 0 5 674
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 2 8 1,024
On model based seasonal adjustment procedures 0 1 1 7 0 3 11 76
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 1 6 41 638
Policy Analysis in VAR-Systems 0 0 0 0 1 2 8 175
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 0 137 0 0 4 654
Projection estimators for structural impulse responses 1 1 7 185 2 5 32 322
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 0 1 9 287
Rank tests for nonlinear cointegration 0 0 0 55 0 3 13 286
Rank tests for unit roots 0 0 0 31 0 3 13 157
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 0 1 419 0 1 22 973
Robust Testing for Unit Roots 0 0 0 0 0 3 7 194
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 0 3 9 307
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 2 7 219
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 1 4 19 346
Simulation based methods of moments in empirical finance 0 0 0 2 0 0 22 167
Simulation based methods of moments in empirical finance 0 0 0 4 1 2 25 57
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 2 10 267
Temporal aggregation and causality in multiple time series models 0 0 1 8 0 6 16 157
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 3 161
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 0 3 11 330
Testing for cointegration in high-dimensional systems 0 0 0 114 1 3 5 232
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 0 0 9 439
Testing for structural breaks in dynamic factor models 0 0 1 223 1 2 26 537
Tests Of Non-Causality In A Frequency Band 0 0 0 47 0 4 16 81
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 0 8 0 2 10 200
The local power of some unit root tests for panel data 0 0 0 270 0 0 8 1,254
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 2 5 207
Unit Roots and Cointegration in Panels 0 0 0 334 1 5 26 771
Unit Roots and Cointegration in Panels 0 0 1 1,124 2 4 31 2,171
Unit Roots and Cointegration in Panels 0 0 1 1,340 0 0 15 2,923
Unit roots and cointegration in panels 0 0 0 233 1 3 25 706
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 0 0 4 231
Total Working Papers 9 17 83 9,906 36 229 1,098 34,352

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 1 3 13 128
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 0 1 96 0 1 20 313
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 1 4 14 106
A convenient representation for structural vector autoregressions 0 0 0 146 0 0 6 422
A simple model for now-casting volatility series 0 0 0 15 1 4 12 63
Alternative GMM estimators for spatial regression models 0 0 0 14 0 2 11 62
Alternative estimation approaches for the factor augmented panel data model with small T 0 0 1 10 0 3 9 44
Analyzing business cycle asymmetries in a multi-level factor model 0 0 0 39 0 4 11 139
Assessing causality and delay within a frequency band 0 0 0 20 0 5 14 70
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 1 38 0 2 10 105
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 3 11 236
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 3 14 270
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 1 4 38
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 0 4 10 14
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 0 3 15 237
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 0 1 22 2 3 12 65
Dynamic factor models 0 0 0 198 0 2 17 500
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 1 34 1 5 14 153
Estimation of heterogeneous panels with systematic slope variations 0 0 2 17 1 3 16 57
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 1 71 2 3 9 155
GLS Estimation of Dynamic Factor Models 0 0 1 94 1 1 11 264
How far can we forecast? Statistical tests of the predictive content 1 1 1 8 1 7 20 68
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 1 1 114 0 3 11 289
Impulse response functions for periodic integration 0 0 0 15 0 5 19 142
Inference on the cointegration rank in fractionally integrated processes 0 0 0 130 1 3 14 313
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 0 2 13 153
Introduction to the special issue 0 0 0 9 0 1 7 47
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 2 7 264
Lagrange multiplier type tests for slope homogeneity in panel data models 2 3 3 17 3 6 12 61
Lessons from a Decade of IPS and LLC 0 0 0 57 1 7 13 217
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 0 2 8 12
Nonparametric tests for unit roots and cointegration 0 1 2 337 1 2 14 806
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 0 31 0 2 9 163
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 8 79
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 1 3 49
Panel unit root tests under cross‐sectional dependence 0 2 5 126 4 21 77 477
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 1 1 7 388
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 1 5 12 135
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 2 12 970
Rank tests for unit roots 0 0 0 62 1 2 10 180
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 2 2 193 1 5 16 425
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 1 4 13 20
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 6 13
Simple regression‐based tests for spatial dependence 0 0 0 0 1 6 15 193
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 2 63 0 3 17 153
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 0 3 22
Testing for Serial Correlation in Fixed-Effects Panel Data Models 1 2 15 91 11 27 72 335
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 2 3 13 247 2 12 45 507
Testing for short- and long-run causality: A frequency-domain approach 0 3 13 839 3 17 67 1,856
Testing for structural breaks in dynamic factor models 0 0 2 127 2 7 35 414
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 3 4 10 24
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 0 10 369
When bubbles burst: econometric tests based on structural breaks 0 0 3 56 0 2 16 162
Total Journal Articles 6 18 71 3,914 48 221 854 12,747

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 4 15 75 2 8 30 187
Dynamic Factor Models 0 0 0 0 0 1 13 22
Factor models 0 2 3 112 1 6 24 307
Total Chapters 1 6 18 187 3 15 67 516

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 0 1 12 80 1 14 75 367
Total Software Items 0 1 12 80 1 14 75 367

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Statistics updated 2026-06-04