Jörg Breitung : Citation Profile


Are you Jörg Breitung?

Universität zu Köln

24

H index

38

i10 index

2776

Citations

RESEARCH PRODUCTION:

53

Articles

81

Papers

3

Chapters

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 79
   Journals where Jörg Breitung has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 34 (1.21 %)

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   Permalink: http://citec.repec.org/pbr526
   Updated: 2024-01-16    RAS profile: 2022-08-11    
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Relations with other researchers


Works with:

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 (38)

Westerlund, Joakim (33)

Asongu, Simplice (32)

Nielsen, Morten (31)

Tiwari, Aviral (30)

Panagiotidis, Theodore (29)

GUPTA, RANGAN (27)

Eickmeier, Sandra (25)

Schumacher, Christian (24)

Hassler, Uwe (24)

Cites to:

Phillips, Peter (59)

Reichlin, Lucrezia (44)

Pesaran, Mohammad (40)

Marcellino, Massimiliano (35)

Watson, Mark (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
Empirical Economics5
Econometric Theory5
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
Discussion Papers / Deutsche Bundesbank2
Papers / arXiv.org2

Recent works citing Jörg Breitung (2024 and 2023)


YearTitle of citing document
2023Frequency domain causality analysis of financial development and economic growth in Côte d’Ivoire. (2023). Konan, Yao Silvere ; Aka, Brou Emmanuel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:163-182.

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2023.

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2023Challenges of food security in the Gulf Cooperation Council countries: an empirical analysis of fixed and random effects. (2023). Elzaki, Raga M. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337423.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2022). Morozov, Vladislav . In: Papers. RePEc:arx:papers:2210.08524.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023A new mapping of technological interdependence. (2023). Venturini, F ; Guardabascio, B ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2308.00014.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels. (2023). Smith, Ronald ; Chudik, Alexander ; Pesaran, Hashem M. In: Papers. RePEc:arx:papers:2311.02196.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2023A Little Less Uncertain about the Relationship between Economic Policy Uncertainty and Economic Activity. (2023). de Carvalho, Fabia A. In: Working Papers Series. RePEc:bcb:wpaper:585.

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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.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2023Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303.

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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.

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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.

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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.

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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.

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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.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Environmental regulation and productivity growth in the euro area: testing the Porter hypothesis. (2023). Benatti, Nicola ; Kelly, Petra ; Groiss, Martin ; Lopez-Garcia, Paloma. In: Working Paper Series. RePEc:ecb:ecbwps:20232820.

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2023Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method. (2023). Myrzabekkyzy, Kundyz ; Lukhmanova, Gulnar ; Nurgabylov, Murat ; Tastanbekova, Karlygash ; Mashirova, Tazhikul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-4.

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2023Regional aspects of financial development and renewable energy: A cross-sectional study in 214 countries. (2023). Skare, Marinko ; Sinkovic, Dean ; Gavurova, Beata. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1142-1157.

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2023A simple joint model for returns, volatility and volatility of volatility. (2023). Ding, Yashuang. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:521-543.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

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2023Testing many restrictions under heteroskedasticity. (2023). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001677.

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

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2023Dynamics of renewable energy research, investment in EnvoTech and environmental quality in the context of G7 countries. (2023). Zhong, Yifan ; Umar, Muhammad ; Wang, YU ; Shu, Haicheng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000804.

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2023Green finance and clean taxes are the ways to curb carbon emissions: An OECD experience. (2023). Shan, Shan ; Li, Menggang ; Umar, Muhammad ; Wang, Tianyang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003407.

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2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2023The importance of trade policy uncertainty to energy consumption in a changing world. (2023). Li, Xiaotao ; Cao, Yujia ; Xie, Yutang. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007425.

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2023Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474.

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2023Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

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2023One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979.

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2023Natural resource dependency and environmental sustainability under N-shaped EKC: The curious case of India. (2023). Das, Narasingha ; Awan, Ashar ; Rej, Soumen ; Hossain, Mohammad Razib ; Islam, Md Sayemul ; Bandyopadhyay, Arunava. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005931.

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2023Revisiting natural resources rents and sustainable financial development: Evaluating the role of mineral and forest for global data. (2023). Deng, Zhenghua ; He, Jiao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006092.

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2023Fintech development, renewable energy consumption, government effectiveness and management of natural resources along the belt and road countries. (2023). Ismail, Hina ; Ali, Sharafat ; Yasmeen, Humaira ; Tan, Qingmei ; Zameer, Hashim. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006948.

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2023Investigating the connections between innovation, natural resource extraction, and environmental pollution in OECD nations; examining the role of capital formation. (2023). Abaji, Emad Eddin ; Sehrish, Saba ; Li, Mingxing ; Appiah, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300020x.

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2023Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

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2023Unleashing the influence of natural resources, sustainable energy and human capital on consumption-based carbon emissions in G-7 Countries. (2023). Linzhao, Zeng ; Fahad, Shah ; Rehman, Mubeen Abdur ; Wang, Kun. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000922.

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2023Natural resources and undesired productions of environmental outputs as green growth: EKC in the perspective of green finance and green growth in the G7 region. (2023). Shen, XI ; Gu, Xiao ; Rahim, Syed ; Wu, Tong ; Zhong, Xiangming. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002635.

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2023Resources curse hypothesis and COP26 target: Mineral and oil resources economies COVID-19 perspective. (2023). Shahzad, Umer ; Bilan, Yuriy ; Yang, Jie ; Liu, Xiaojing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003987.

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2023Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach. (2023). Kirikkaleli, Dervis ; Chen, Fuzhong ; Khan, Zeeshan ; Ma, Qiang ; Siqun, Yang ; Murshed, Muntasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:266-274.

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2023A value of prediction model to estimate optimal response time to threats for accident prevention. (2023). Yang, Xue ; Liu, Yiliu ; Haugen, Stein ; Zhu, Tiantian. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:232:y:2023:i:c:s0951832022006597.

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2023How can visual communications aid in renewable energy development?. (2023). Ma, Xinyuan ; Li, Ying ; Jin, Yanling. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:702-708.

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2023Dynamic impact of renewable and non-renewable energy consumption on CO2 emission and economic growth in Saudi Arabia: Fresh evidence from wavelet coherence analysis. (2023). Tissaoui, Kais ; Hkiri, Besma ; Alnemer, Hashem A. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:340-356.

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2023Toward enhancing environmental quality in OECD countries: Role of municipal waste, renewable energy, environmental innovation, and environmental policy. (2023). Majewska, Agnieszka ; Bilan, Yuriy ; Abbas, Shujaat ; Yang, Zhongyu ; Su, Mengying. In: Renewable Energy. RePEc:eee:renene:v:211:y:2023:i:c:p:975-984.

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2023Role of energy mix and eco-innovation in achieving environmental sustainability in the USA using the dynamic ARDL approach: Accounting the supply side of the ecosystem. (2023). Hossain, Md Emran ; Amin, Md Ruhul ; Islam, Md Sayemul ; Haseeb, Mohammad ; Saha, Sourav Mohan ; Rana, Md Jaber. In: Renewable Energy. RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008315.

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2023Top 1% and inequality connectedness in the EMU and WB. (2023). Milovic, Nikola ; Fabris, Nikola ; Djurovic, Gordana ; Bojaj, Martin M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:139-155.

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2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023Rethinking social change: Does the permanent and transitory effects of electricity and solid fuel use predict health outcome in Africa?. (2023). Shobande, Olatunji A. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006904.

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2023The impact of green technology innovation, environmental taxes, and renewable energy consumption on ecological footprint in Italy: Fresh evidence from novel dynamic ARDL simulations. (2023). Javed, Asif ; Khan, Feroz ; Rapposelli, Agnese. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523002196.

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2023Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation. (2022). Czypionka, Thomas ; Rohrling, Gerald ; Reiss, Miriam ; Pock, Markus ; Berger, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116928.

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2023Evidence of supply security and sustainability challenges in Nigerias power sector. (2023). Magazzino, Cosimo ; Drago, Carlo ; Schneider, Nicolas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119355.

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2023COVID-19 anti-contagion policies and economic support measures in the USA. (2023). Panagiotidis, Theodore ; Dergiades, Theologos ; Mossialos, Elias ; Milas, Costas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119774.

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2023How the PBoC´s new MLF affects the yield curve. (2023). El-Shagi, Makram ; Jiang, Lunan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202301.

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2023Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels. (2021). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:92809.

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2023Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:93887.

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2023Gender Differences in Inflation Expectations: Recent Evidence from India. (2023). Salve, Sangita ; Gite, Chaitanya ; Sharma, Nitin Mohanlal ; Joshi, Preeti Tushar ; Chalwadi, Swapnil Virendra. In: Administrative Sciences. RePEc:gam:jadmsc:v:13:y:2023:i:2:p:60-:d:1068215.

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2023.

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2023Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries. (2023). Papadamou, Stephanos ; Spyromitros, Eleftherios ; Oikonomou, Georgios ; Dokas, Ioannis. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:10:p:257-:d:1260178.

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2023The Nexus between Economic Growth, Energy Consumption, Agricultural Output, and CO 2 in Africa: Evidence from Frequency Domain Estimates. (2023). Lawal, Adedoyin Isola. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1239-:d:1044899.

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2023Testing the Effect of Oil Prices, Ecological Footprint, Banking Sector Development and Economic Growth on Energy Consumptions: Evidence from Bootstrap ARDL Approach. (2023). Khalifa, Wagdi ; Tursoy, Turgut ; Kareem, Ponle Henry. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3365-:d:1120754.

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2023Do IFRS Disclosure Requirements Reduce the Cost of Equity Capital? Evidence from European Firms. (2023). Ertz, Myriam ; Helali, Kamel ; Kalai, Maha ; Becha, Hamdi ; Ghouma, Ghouma. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:374-:d:1217736.

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2023The Impact of Housing Support Expenditure on Urban Residents’ Consumption—Evidence from China. (2023). Lu, Chunfeng ; Ma, Xiaoxue ; Tang, Decai ; Zhang, Xiaoling ; Shang, LI. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9223-:d:1165766.

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2023Peer-to-Peer Lending as a Determinant of Federal Housing Administration-Insured Mortgages to Meet Sustainable Development Goals. (2023). PSILLAKI, Maria ; Zervoudi, Evanthia ; Avgeri, Evangelia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13618-:d:1238137.

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2023Energy Consumption, Carbon Emission and Economic Growth at Aggregate and Disaggregate Level: A Panel Analysis of the Top Polluted Countries. (2023). Qubtia, Maria ; Hussain, Ihsanullah ; Sharif, Fatima. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2935-:d:1059514.

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2023The Role of Sustainability Reporting and Governance in Achieving Sustainable Development Goals: An International Investigation. (2023). Kouser, Rehana ; Mahmood, Zeeshan ; Ditta, Allah ; Alsayegh, Maha Faisal. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3531-:d:1068583.

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2023Analysis of the Impact of Economic Policy Uncertainty on Environmental Sustainability in Developed and Developing Economies. (2023). Solangi, Yasir Ahmed ; Ali, Sharafat ; Huang, Huafang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5860-:d:1109518.

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2023The Economies’ Ability to Produce Diversified and Complex Goods to Meet the Global Competition: Role of Gross Value Chain, Institutional Quality, and Human Capital. (2023). Imran, Muhammad ; Nadeem, Muhammad ; Ul, Shamsheer ; Shahbaz, Pomi ; Nan, Ding. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6513-:d:1121252.

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2023.

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2023Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373.

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2023How export shocks corrupt: Theory and evidence. (2023). Sekeris, Petros G ; Cariolle, Joel. In: Post-Print. RePEc:hal:journl:hal-04217750.

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2023HUMAN CAPITAL FORMATION AND ECONOMIC GROWTH RELATIONSHIPS: PANEL DATA INSIGHTS FOR THE INDIAN STATES. (2023). Das, Ramesh Chandra ; Hussain, Imran. In: Regional Science Inquiry. RePEc:hrs:journl:v:xv:y:2023:i:1:p:57-71.

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2023Monitoring Value-at-Risk and Expected Shortfall Forecasts. (2023). Demetrescu, Matei ; Hoga, Yannick. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2954-2971.

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2023Incentive Effects of Subjective Allocations of Rewards and Penalties. (2023). Shin, Jee-Eun ; Gallani, Susanna ; Cai, Wei. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3121-3139.

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2026The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis. (2026). Kirca, Mustafa ; Inal, Veysel ; Ozer, Mustafa. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:36:p:21-41.

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2023Causal Relationship Between Transport Inflation with Oil Prices and Exchange Rates. (2023). Akca, Tacinur. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:245-260.

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2023Food Aid and Violent Conflict: A Review of Literature. (2023). Mishra, Ashok K ; Koppenberg, Maximilian ; Hirsch, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp16574.

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

Works by Jörg Breitung:


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