Jörg Breitung : Citation Profile

Are you Jörg Breitung?

Universität zu Köln

23

H index

37

i10 index

2631

Citations

RESEARCH PRODUCTION:

53

Articles

81

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 77
   Journals where Jörg Breitung has often published
   Relations with other researchers
   Recent citing documents: 364.    Total self citations: 33 (1.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr526
   Updated: 2023-03-25    RAS profile: 2022-08-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Knüppel, Malte (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jörg Breitung.

Is cited by:

Rodrigues, Paulo (40)

Marcellino, Massimiliano (37)

Asongu, Simplice (31)

Nielsen, Morten (31)

GUPTA, RANGAN (27)

Tiwari, Aviral (27)

Westerlund, Joakim (26)

Panagiotidis, Theodore (26)

Eickmeier, Sandra (25)

Schumacher, Christian (24)

Hassler, Uwe (24)

Cites to:

Phillips, Peter (59)

Reichlin, Lucrezia (44)

Pesaran, M (40)

Watson, Mark (35)

Marcellino, Massimiliano (35)

Forni, Mario (33)

Bai, Jushan (28)

Moon, Hyungsik (27)

Ng, Serena (26)

Stock, James (24)

Lippi, Marco (24)

Main data

Where Jörg Breitung has published?

Journals with more than one article published# docs
Journal of Econometrics8
Econometric Theory5
Empirical Economics5
Econometric Reviews4
International Journal of Forecasting3
Journal of Time Series Analysis3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2
Economics Letters2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes25
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt11
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank7
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)4
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Papers / arXiv.org2
Discussion Papers / Deutsche Bundesbank2

Recent works citing Jörg Breitung (2022 and 2021)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

Full description at Econpapers || Download paper

2021Governance and renewable energy consumption in sub-Saharan Africa. (2021). Asongu, Simplice ; Odhiambo, Nicholas M. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/030.

Full description at Econpapers || Download paper

2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042.

Full description at Econpapers || Download paper

2021Governance and renewable energy consumption in sub-Saharan Africa. (2021). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/030.

Full description at Econpapers || Download paper

2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042.

Full description at Econpapers || Download paper

2022Cash conversion cycle and its relationship with profitability as a cash management tool in companies: An application on companies trading in Borsa Istanbul. (2022). GOR, Yusuf ; Tekn, Bilgehan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:113-130.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021How has the minimum support price policy of India affected cross-commodity price linkages?. (2021). Magrini, Emiliano ; Balie, Jean ; Morales, Luis Emilio. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:316240.

Full description at Econpapers || Download paper

2022On the economic value of the agronomic effects of crop diversification for farmers: estimation based on farm cost accounting data. (2022). Carpentier, Alain ; Koutchade, Obafemi Philippe ; Femenia, Fabienne ; Romaric, Ibirenoye Honore. In: Working Papers. RePEc:ags:inrasl:320398.

Full description at Econpapers || Download paper

2022Analysis of Relations between CDS, Stock Market, and Exchange Rate: Evidence from Covid-19. (2022). Ustaolu, Erkan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:2:p:301-315.

Full description at Econpapers || Download paper

2022Testing for Causality between Climate Policies and Carbon Emissions Reduction. (2022). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022005.

Full description at Econpapers || Download paper

2021Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach. (2021). Şıklar, İlyas. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2021:p:28-42.

Full description at Econpapers || Download paper

2022Full Modified Ordinary Least Square Analysis of the Relationship between New Technologies of Information, Financial Development and Growth in WAEMU Zone. (2022). Guy, Drama Bdi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:39-49.

Full description at Econpapers || Download paper

2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

Full description at Econpapers || Download paper

2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

Full description at Econpapers || Download paper

2021Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro. In: Papers. RePEc:arx:papers:2102.00477.

Full description at Econpapers || Download paper

2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2021). Han, XU ; Bai, Jushan ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:2102.12666.

Full description at Econpapers || Download paper

2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

Full description at Econpapers || Download paper

2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

Full description at Econpapers || Download paper

2022Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

Full description at Econpapers || Download paper

2022Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

Full description at Econpapers || Download paper

2022Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249.

Full description at Econpapers || Download paper

2022Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2022). Morozov, Vladislav . In: Papers. RePEc:arx:papers:2210.08524.

Full description at Econpapers || Download paper

2022Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

2022Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

Full description at Econpapers || Download paper

2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

Full description at Econpapers || Download paper

2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

Full description at Econpapers || Download paper

2022Semiparametric Distribution Regression with Instruments and Monotonicity. (2022). Wied, Dominik. In: Papers. RePEc:arx:papers:2212.03704.

Full description at Econpapers || Download paper

2023Difference-in-Differences via Common Correlated Effects. (2023). Westerlund, Joakim ; Butts, Kyle ; Brown, Nicholas. In: Papers. RePEc:arx:papers:2301.11358.

Full description at Econpapers || Download paper

2021Monetary Policy Channels and Agricultural Performance: Evidence from Nigeria. (2021). Popoola, Olabisi ; Inegbedion, Henry ; Lawal, Adedoyin Isola ; Maimako, Rotdelmwa Filibus ; Asaleye, Abiola John. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:205-218.

Full description at Econpapers || Download paper

2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: BCAM Working Papers. RePEc:bbk:bbkcam:2203.

Full description at Econpapers || Download paper

2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

Full description at Econpapers || Download paper

2022Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004.

Full description at Econpapers || Download paper

2022The role of temperature for seasonal market integration: a case study of poultry in Iran. (2022). Loy, Jens Peter ; Bittmann, Thomas ; Zamani, Omid. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:1:p:187-215.

Full description at Econpapers || Download paper

2021Thresholds in finance–growth nexus: Evidence from G?7 economies. (2021). Dharani, Munusamy ; Swamy, Vighneswara. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:1-40.

Full description at Econpapers || Download paper

2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

Full description at Econpapers || Download paper

2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335.

Full description at Econpapers || Download paper

2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

Full description at Econpapers || Download paper

2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

Full description at Econpapers || Download paper

2022On the empirical content of the convergence debate: Cross?country evidence on growth and capacity utilisation. (2022). Gonzalez, Alejandro ; Gahn, Santiago Jose. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:825-855.

Full description at Econpapers || Download paper

2021Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741.

Full description at Econpapers || Download paper

20212SLS and IV Estimation of Dynamic Panel Models with Heterogeneous Trend. (2021). Zhang, Yonghui ; Cao, Shiyun ; Zhou, Qiankun. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1408-1431.

Full description at Econpapers || Download paper

2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

Full description at Econpapers || Download paper

2021Large?sample approximations and change testing for high?dimensional covariance matrices of multivariate linear time series and factor models. (2021). Steland, Ansgar ; Bours, Monika. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:610-654.

Full description at Econpapers || Download paper

2021Does value chain integration dampen producer price developments? Evidence from the European Union. (2021). Reinstaller, Andreas ; Kügler, Agnes ; Friesenbichler, Klaus. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:89-106.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Disentangling the source of non-stationarity in a panel of seasonal data. (2021). Shih-Hsun, Hsu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:18:n:4.

Full description at Econpapers || Download paper

2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

Full description at Econpapers || Download paper

2021Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility. (2021). Ding, Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2112.

Full description at Econpapers || Download paper

2022Revisiting the Great Ratios Hypothesis. (2022). Pesaran, M ; Chudik, Alexander ; Smith, R P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2215.

Full description at Econpapers || Download paper

2023Reflections on Testing for Unit Roots in Heterogeneous Panels. (2023). Shin, Y ; Pesaran, M H ; Im, K S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2310.

Full description at Econpapers || Download paper

2022Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data. (2022). Siliverstovs, Boriss ; Muller, Oliver ; Graff, Michael ; Abberger, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10191.

Full description at Econpapers || Download paper

2023Reflections on “Testing for Unit Roots in Heterogeneous Panels”. (2023). Shin, Yongcheol ; Pesaran, Hashem M ; So, Kyung. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10228.

Full description at Econpapers || Download paper

2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

Full description at Econpapers || Download paper

2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

Full description at Econpapers || Download paper

2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9625.

Full description at Econpapers || Download paper

2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

Full description at Econpapers || Download paper

2021Comparison of Local Projection Estimators for Proxy Vector Autoregressions. (2021). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1949.

Full description at Econpapers || Download paper

2022Nowcasting GDP using machine learning methods. (2022). Kant, Dennis ; Pick, Andreas ; de Winter, Jasper. In: Working Papers. RePEc:dnb:dnbwpp:754.

Full description at Econpapers || Download paper

2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

Full description at Econpapers || Download paper

2021SUBJECTIVE WELL-BEING IN ITALIAN REGIONS: A PANEL DATA APPROACH. (2021). Leogrande, Angelo ; Magazzino, Cosimo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:21:y:2021:i:1_1.

Full description at Econpapers || Download paper

2023ARE SHOCKS TO ELECTRICITY CONSUMPTION PERMANENT OR TRANSITORY? EVIDENCE FROM A PANEL STATIONARITY TEST WITH GRADUAL STRUCTURAL BREAKS FOR 25 OECD COUNTRIES. (2023). Kara, Murat S ; Husein, Jamal G. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_3.

Full description at Econpapers || Download paper

2021On the empirical relations between producers expectations and economic growth. (2021). Rosich, Lucia I ; Lanzilotta, Bibiana ; Brida, Juan G. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00393.

Full description at Econpapers || Download paper

2021Tracking global economic uncertainty: implications for the euro area. (2021). Quaglietti, Lucia ; Geis, Andre ; Ricci, Martino ; Bobasu, Alina. In: Working Paper Series. RePEc:ecb:ecbwps:20212541.

Full description at Econpapers || Download paper

2021Financial Development and Energy Consumption Nexus in 32 Belt and Road Economies. (2021). Khachaturov, Anastas ; Odilova, Shoirahon ; Janpolat, Kudaybergenov ; Salahodjaev, Raufhon ; Nodira, Abdusalomova. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-44.

Full description at Econpapers || Download paper

2022Determinants of Carbon Dioxide Emissions: New Empirical Evidence from MENA Countries. (2022). Almohaimeed, Ahmed ; Harrathi, Nizar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-59.

Full description at Econpapers || Download paper

2022Dynamic Linkages of Carbon Emissions, Economic Growth, Energy Consumption, Tourism Indicators and Population: Evidence from Second-tier Cities in Thailand. (2022). Choibamroong, Therdchai ; Chanthawong, Anuman . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-8.

Full description at Econpapers || Download paper

2022Foreign Direct Investment Settlement, Novel Energy Methods and CO2 Emissions: Evidence From United Arab Emirates. (2022). Arif, Muhammad ; Iqbal, Umer ; Aysan, Ahmet Faruk ; Kayani, Umar Nawaz ; Ur, Ijaz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-44.

Full description at Econpapers || Download paper

2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

Full description at Econpapers || Download paper

2022Forecasting crash risk in U.S. bank returns—The role of credit booms. (2022). Mansur, Iqbal ; Mihai, Marius M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s092911992200116x.

Full description at Econpapers || Download paper

2022Comparison of local projection estimators for proxy vector autoregressions. (2022). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002128.

Full description at Econpapers || Download paper

2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

Full description at Econpapers || Download paper

2021Does COVID-19 pandemic hurt stock prices of solar enterprises?. (2021). Chang, Chun-Ping ; Chen, Xia ; Wei, Runchu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:41-57.

Full description at Econpapers || Download paper

2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

Full description at Econpapers || Download paper

2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

Full description at Econpapers || Download paper

2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

Full description at Econpapers || Download paper

2021Forecasting tourism with targeted predictors in a data-rich environment. (2021). Rua, Antonio ; Gouveia, Carlos Melo ; Loureno, Nuno. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:445-454.

Full description at Econpapers || Download paper

2021Is the assumption of constant factor loadings too strong in practice?. (2021). Hartigan, Luke ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:100-108.

Full description at Econpapers || Download paper

2021Are house prices overvalued in Spain? A regional approach. (2021). MiguelGarcia-Posada, ; Alvarez-Roman, Laura. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000882.

Full description at Econpapers || Download paper

2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

Full description at Econpapers || Download paper

2022Artificial regression test diagnostics for impact measures in spatial models. (2022). Wang, Mingxi ; Deng, Mingyu. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002336.

Full description at Econpapers || Download paper

2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

Full description at Econpapers || Download paper

2021Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration. (2021). Lee, Lung-Fei ; Yang, Kai. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:337-367.

Full description at Econpapers || Download paper

2021The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:569-590.

Full description at Econpapers || Download paper

2021On factor models with random missing: EM estimation, inference, and cross validation. (2021). Su, Liangjun ; Jin, Sainan ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:745-777.

Full description at Econpapers || Download paper

2021Nonparametric estimation of large covariance matrices with conditional sparsity. (2021). Leng, Chenlei ; Li, Degui ; Peng, Bin ; Wang, Hanchao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:53-72.

Full description at Econpapers || Download paper

2021Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:198-214.

Full description at Econpapers || Download paper

2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

Full description at Econpapers || Download paper

2022Testing for episodic predictability in stock returns. (2022). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:85-113.

Full description at Econpapers || Download paper

2022Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460.

Full description at Econpapers || Download paper

2021Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21.

Full description at Econpapers || Download paper

2022On the local power of some tests of strict exogeneity in linear fixed effects models. (2022). Mayer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:49-74.

Full description at Econpapers || Download paper

2021Non-parametric momentum based on ranks and signs. (2021). Rhee, Ghon S ; Ko, Kuan-Cheng ; Chou, Pin-Huang ; Chen, Tsung-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:94-109.

Full description at Econpapers || Download paper

2022Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670.

Full description at Econpapers || Download paper

2022Does urbanisation induce renewable energy consumption in emerging economies? The role of education in energy switching policies. (2022). Gözgör, Giray ; Fang, Jianchun ; Gozgor, Giray ; Mahalik, Mantu Kumar ; Mallick, Hrushikesh ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002468.

Full description at Econpapers || Download paper

2022The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approach. (2022). Tselika, Kyriaki. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003449.

Full description at Econpapers || Download paper

2022Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760.

Full description at Econpapers || Download paper

2023Which is leading: Renewable or brown energy assets?. (2023). Bouri, Elie ; Gauthier, Marie ; Bouoiyour, Jamal. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

Full description at Econpapers || Download paper

2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Jörg Breitung:

YearTitleTypeCited
2014A simple model for now-casting volatility series In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper3
2015A simple model for now-casting volatility series.(2015) In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016A simple model for now-casting volatility series.(2016) In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016A simple model for now-casting volatility series.(2016) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2014A simple model for now-casting volatility series.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016A Simple Model for Now-Casting Volatility Series.(2016) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016A simple model for now-casting volatility series.(2016) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016A simple model for now-casting volatility series.(2016) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2022Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data In: Papers.
[Full Text][Citation analysis]		paper0
2022An endogeneity correction based on a nonparametric control function approach In: Papers.
[Full Text][Citation analysis]		paper1
2011GLS Estimation of Dynamic Factor Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article36
2001Rank Tests for Nonlinear Cointegration. In: Journal of Business & Economic Statistics.
[Citation analysis]		article75
1998Rank tests for nonlinear cointegration.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75		paper
2001Non?linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual?Class Shares In: German Economic Review.
[Full Text][Citation analysis]		article3
2001Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares.(2001) In: German Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
1994SOME SIMPLE TESTS OF THE MOVING?AVERAGE UNIT ROOT HYPOTHESIS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1999The Beveridge–Nelson Decomposition: A Different Perspective with New Results In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
1998The Beveridge-Nelson decomposition: A different perspective with new results.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article30
2013A Canonical Correlation Approach for Selecting the Number of Dynamic Factors In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article23
2005Panel unit root tests under cross?sectional dependence In: Statistica Neerlandica.
[Full Text][Citation analysis]		article286
2004Panel Unit Root Tests under Cross- sectional Dependence.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
This paper has another version. Agregated cites: 286		paper
In: .
[Full Text][Citation analysis]		paper0
2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper149
2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 149		paper
2005Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2002A parametric approach to the estimation of cointegration vectors in panel data In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper222
2005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data.(2005) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222		article
2002A parametric approach to the estimation of cointegration vectors in panel data.(2002) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222		paper
1998ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory.
[Full Text][Citation analysis]		article21
1996On Phillips-Perron Type Tests for Seasonal Unit Roots.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 21		paper
2002ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]		article18
2008TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE In: Econometric Theory.
[Full Text][Citation analysis]		article30
2009COMMENTARIES 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 In: Econometric Theory.
[Full Text][Citation analysis]		article0
2002A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper1
2002A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]		paper1
2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2002Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
[Citation analysis]		paper76
2002Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		article
2001Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 76		paper
2000Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76		paper
2001Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article9
2003A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper10
2003A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms.(2003) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2011Simple regression‐based tests for spatial dependence In: Econometrics Journal.
[Citation analysis]		article26
2009Simple Regression Based Tests for Spatial Dependence.(2009) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]		article7
1997Impulse response functions for periodic integration In: Economics Letters.
[Full Text][Citation analysis]		article0
1995Impulse Response Functions for Periodic Integration.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2002Nonparametric tests for unit roots and cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]		article245
2003Corrigendum to Nonparametric tests for unit roots and cointegration [J. Econom. 108 (2002) 343-363] In: Journal of Econometrics.
[Full Text][Citation analysis]		article24
2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article307
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article126
2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126		paper
2015Instrumental variable and variable addition based inference in predictive regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2021Estimation of heterogeneous panels with systematic slope variations In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1997Rank tests for unit roots In: Journal of Econometrics.
[Full Text][Citation analysis]		article42
1996Rank tests for unit roots.(1996) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2018Assessing causality and delay within a frequency band In: Econometrics and Statistics.
[Full Text][Citation analysis]		article13
2016Assessing Causality and Delay within a Frequency Band.(2016) In: IMK Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2006Bidder behavior in central bank repo auctions: Evidence from the Bundesbank In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article169
2013Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2011Quantifying survey expectations: Whats wrong with the probability approach?.(2011) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2006How synchronized are new EU member states with the euro area? Evidence from a structural factor model In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article63
2001The empirical performance of the ECBs repo auctions: evidence from aggregated and individual bidding data In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2014Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers.
[Full Text][Citation analysis]		paper22
2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2013Factor models In: Chapters.
[Full Text][Citation analysis]		chapter9
2011Factor models.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
1988Estimating Binary Probit Models under First Order Serial Correlation In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1988Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications In: Hannover Economic Papers (HEP).
[Citation analysis]		paper6
1989Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications..(1989) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 6		article
1989Robust Testing for Unit Roots In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1990Robust Testing of Functional Statistics: The Bootstrap Approach In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1990Policy Analysis in VAR-Systems In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1990A Multivariate Measure of Persistence In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1991Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? In: Hannover Economic Papers (HEP).
[Citation analysis]		paper10
1992A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1992Ist die empirische Makroökonomik eine wissenschaftliche Illusion? In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
1993Short run comovement, persistent shocks, and the business cycle In: Hannover Economic Papers (HEP).
[Citation analysis]		paper0
2009Myths and Facts about Panel Unit Root Tests In: Working Papers in Economics.
[Full Text][Citation analysis]		paper3
1998Short Run Comovement, Persistent Shocks and the Business Cycle / Eine empirische Analyse der Wirkung kurz- und langfristiger Schocks im Konjunkturzyklus In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article1
2008Assessing the Rationality of Survey Expectations: The Probability Approach In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]		article1
2017Alternative GMM estimators for spatial regression models In: Working Paper Series in Economics.
[Full Text][Citation analysis]		paper2
2018Alternative GMM estimators for spatial regression models.(2018) In: Spatial Economic Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2019Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]		paper4
2004Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper5
2003Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank.(2003) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article4
1996Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés In: Économie et Prévision.
[Full Text][Citation analysis]		article0
2009Testing for cointegration in high-dimensional systems In: CEIS Research Paper.
[Full Text][Citation analysis]		paper2
2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
[Full Text][Citation analysis]		paper2
2006Dynamic factor models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article157
2006Dynamic Factor Models.(2006) In: Springer Books.
[Citation analysis]
This paper has another version. Agregated cites: 157		chapter
2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 157		paper
2001A convenient representation for structural vector autoregressions In: Empirical Economics.
[Full Text][Citation analysis]		article3
2011Introduction to the special issue In: Empirical Economics.
[Full Text][Citation analysis]		article7
2021Alternative estimation approaches for the factor augmented panel data model with small T In: Empirical Economics.
[Full Text][Citation analysis]		article5
2021Correction to: Alternative estimation approaches for the factor augmented panel data model with small T In: Empirical Economics.
[Full Text][Citation analysis]		article5
2013When bubbles burst: econometric tests based on structural breaks In: Statistical Papers.
[Full Text][Citation analysis]		article17
2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article46
2013Lessons from a Decade of IPS and LLC In: Econometric Reviews.
[Full Text][Citation analysis]		article43
2016Testing for Serial Correlation in Fixed-Effects Panel Data Models In: Econometric Reviews.
[Full Text][Citation analysis]		article30
2019Double filter instrumental variable estimation of panel data models with weakly exogenous variables In: Econometric Reviews.
[Full Text][Citation analysis]		article5
2005How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� In: TWI Research Paper Series.
[Full Text][Citation analysis]		paper15
2016Lagrange multiplier type tests for slope homogeneity in panel data models In: Econometrics Journal.
[Full Text][Citation analysis]		article6
2021How far can we forecast? Statistical tests of the predictive content In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article9
2018How far can we forecast? Statistical tests of the predictive content.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2015Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach In: Journal of Forecasting.
[Full Text][Citation analysis]		article24
2005How synchronized are central and east European economies with the euro area? Evidence from a structural factor model In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper18
2006Real-time forecasting of GDP based on a large factor model with monthly and quarterly data In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]		paper20
1995Testing for Unit Roots in Panel Data Using a GMM Approach In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1995A Simultaneous Equations Approach to Cointegrated Systems In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1995GMM-Estimation of Nonlinear Models on Panel Data In: SFB 373 Discussion Papers.
[Citation analysis]		paper4
1996Impulse Response Analysis of Vector Autoregressive Processes In: SFB 373 Discussion Papers.
[Citation analysis]		paper5
1996Using a Latent Variables Representation to Estimate Structural VARs In: SFB 373 Discussion Papers.
[Citation analysis]		paper0
1998Canonical correlation statistics for testing the cointegration rank in a reversed order In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1998On model based seasonal adjustment procedures In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1998Temporal aggregation and causality in multiple time series models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1998Simulation based methods of moments in empirical finance In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1998Simulation based methods of moments in empirical finance.(1998) In: Tübinger Diskussionsbeiträge.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1998Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
1998Alternative GMM methods for nonlinear panel data models In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper3
1999Some nonparametric tests for unit roots and cointegration In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
1999The local power of some unit root tests for panel data In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper27
2000Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper1
2000Common cycles: A frequency domain approach In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper5
2001Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper0
2002Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper2
2015Tests Of Non-Causality In A Frequency Band In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
[Full Text][Citation analysis]		paper0
2020Backward CUSUM for Testing and Monitoring Structural Change In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team