Jörg Breitung : Citation Profile


Are you Jörg Breitung?

Universität zu Köln

20

H index

32

i10 index

1993

Citations

RESEARCH PRODUCTION:

48

Articles

78

Papers

2

Chapters

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 62
   Journals where Jörg Breitung has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 28 (1.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr526
   Updated: 2021-03-07    RAS profile: 2020-12-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hafner, Christian (5)

Schreiber, Sven (2)

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

Is cited by:

Marcellino, Massimiliano (37)

Rodrigues, Paulo (35)

Nielsen, Morten (25)

Tiwari, Aviral (25)

Schumacher, Christian (24)

Panagiotidis, Theodore (24)

Panagiotidis, Theodore (23)

Hassler, Uwe (23)

Eickmeier, Sandra (23)

GUPTA, RANGAN (22)

Westerlund, Joakim (20)

Cites to:

Phillips, Peter (49)

Reichlin, Lucrezia (33)

Pesaran, M (32)

Watson, Mark (32)

Forni, Mario (27)

Ng, Serena (25)

Marcellino, Massimiliano (25)

Bai, Jushan (24)

Stock, James (24)

Lippi, Marco (20)

Hallin, Marc (19)

Main data


Where Jörg Breitung has published?


Journals with more than one article published# docs
Journal of Econometrics7
Econometric Theory5
Econometric Reviews4
Empirical Economics3
Journal of Time Series Analysis3
International Journal of Forecasting3
Economics Letters2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2

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 / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Discussion Papers / Deutsche Bundesbank2

Recent works citing Jörg Breitung (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

2020The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/056.

Full description at Econpapers || Download paper

2020Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/080.

Full description at Econpapers || Download paper

2020Modelling Asymmetric Relationship between Exports and Growth in a Developing Economy: Evidence from Namibia. (2020). Eita, Joel ; Mosikari, Teboho Jeremiah. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-02-2020.

Full description at Econpapers || Download paper

2020The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/056.

Full description at Econpapers || Download paper

2020Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/080.

Full description at Econpapers || Download paper

2020Fossil fuel consumption, economic growth and CO2 emissions. Causality evinced from the BRICS world. (2020). Kaur, Baljit ; Arora, Rochna. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:131-142.

Full description at Econpapers || Download paper

2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

Full description at Econpapers || Download paper

2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

Full description at Econpapers || Download paper

2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

Full description at Econpapers || Download paper

2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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

2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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

2020Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas. (2020). Cardenas-Cardenas, Julian Alonso ; Gonzalez, Eliana R ; Caicedo-Garcia, Edgar. In: Borradores de Economia. RePEc:bdr:borrec:1109.

Full description at Econpapers || Download paper

2020Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella. In: Discussion Papers. RePEc:bir:birmec:20-21.

Full description at Econpapers || Download paper

2020Product differentiation and cost pass‐through: industry‐wide versus firm‐specific cost shocks. (2020). Anders, Sven ; Loy, Jenspeter ; Bittmann, Thomas. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1184-1209.

Full description at Econpapers || Download paper

2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

Full description at Econpapers || Download paper

2020How renewable energy consumption lower global CO2 emissions? Evidence from countries with different income levels. (2020). Dong, Kangyin ; Jiang, Qingzhe. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1665-1698.

Full description at Econpapers || Download paper

2020Thresholds of financial development in the Euro area. (2020). Dharani, Munusamy ; Swamy, Vighneswara. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1730-1774.

Full description at Econpapers || Download paper

2020The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain. (2020). Ling, LI ; Jingjing, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:224-239:n:2.

Full description at Econpapers || Download paper

2020A wavelet-based variance ratio unit root test for a system of equations. (2020). Kristofer, Mnsson ; Ghazi, Shukur ; Aziz, Ali Abdul. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:16:n:2.

Full description at Econpapers || Download paper

2020Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20105.

Full description at Econpapers || Download paper

2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

Full description at Econpapers || Download paper

2020A Comparison of Monthly Global Indicators for Forecasting Growth. (2020). Guérin, Pierre ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8656.

Full description at Econpapers || Download paper

2020ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39.

Full description at Econpapers || Download paper

2020ifo Konjunkturprognose Winter 2020: Das Coronavirus schlägt zurück – erneuter Shutdown bremst Konjunktur ein zweites Mal aus. (2020). Link, Sebastian ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Gottert, Marcell ; Sandqvist, Pauliina ; Wollmershauser, Timo ; Reif, Magnus ; Rathje, Ann-Christin ; Mohrle, Sascha ; Menkhoff, Manuel ; Sauer, Stefan ; Wolf, Anna ; Lautenbacher, Stefan ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:sonderausgabe:p:03-61.

Full description at Econpapers || Download 2020

Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2020Uncovering regimes in out of sample forecast errors from predictive regressions. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: UC3M Working papers. Economics. RePEc:cte:werepe:31555.

Full description at Econpapers || Download paper

2020Food price convergence in Canada: A nonparametric nonlinear cointegration analysis. (2020). , Alan ; Alan, ; Lee, Shu Kam ; Woo, Kai Yin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00797.

Full description at Econpapers || Download paper

2020A bootstrap panel granger causality analysis of the relationships between financial sector development and globalization in sub-saharan african countries. (2020). Ouattara, Ibrahim N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01075.

Full description at Econpapers || Download paper

2020Who takes the ECB’s targeted funding?. (2020). Vergote, Olivier ; Sugo, Tomohiro. In: Working Paper Series. RePEc:ecb:ecbwps:20202439.

Full description at Econpapers || Download paper

2020Relationship Between Oil Revenues and Education in Gulf Cooperation Council Countries. (2020). Gedikli, Ayfer ; Ar, Durmu ; Erdoan, Seyfettin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-29.

Full description at Econpapers || Download paper

2020Energy Consumption and Economic Growth: Evidence from Post-Communist Countries. (2020). Salahodjaev, Raufhon ; Umurzakov, Uktam ; Tosheva, Shakhnoza ; Isaeva, Arletta ; Mirzaev, Bakhodir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-8.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The relationship between commodity prices and world trade uncertainty. (2020). Bilgin, Mehmet ; Doker, Asli Cansin ; Karabulut, Gokhan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:276-281.

Full description at Econpapers || Download paper

2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

Full description at Econpapers || Download paper

2020Derivatives market and economic growth nexus: Policy implications for emerging markets. (2020). Nguyen, Minh ; Vo, Anh The ; van Nguyen, Phuc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303383.

Full description at Econpapers || Download paper

2020China and international market integration: Evidence from the law of one price in the Middle East and Africa. (2020). Chan, Kenneth S ; Yu, Alan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081930292x.

Full description at Econpapers || Download paper

2020Testing for the null of block zero restrictions in common factor models. (2020). Kim, Dukpa ; Han, Chirok. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s0165176519304550.

Full description at Econpapers || Download paper

2020Estimation and inference of change points in high-dimensional factor models. (2020). Han, XU ; Bai, Jushan ; Shi, Yutang . In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:66-100.

Full description at Econpapers || Download paper

2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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

2020Innovation modelling and multi-factor learning in wind energy technology. (2020). de Vries, Frans P ; Odam, Neil . In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303895.

Full description at Econpapers || Download paper

2020A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Khalid, Usman ; Shafiullah, Muhammad ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301547.

Full description at Econpapers || Download paper

2020Commodities price cycles and their interdependence with equity markets. (2020). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; Sjo, BO. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

Full description at Econpapers || Download paper

2020Spatial relationship between economic growth and renewable energy consumption in 26 European countries. (2020). Moya-Fernandez, Pablo ; Sari-Hassoun, Salaheddine ; Chica-Olmo, Jorge. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303029.

Full description at Econpapers || Download paper

2020How to promote energy transition in China: From the perspectives of interregional relocation and environmental regulation. (2020). Zou, Yanjun ; Huang, Lingyun. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303364.

Full description at Econpapers || Download paper

2020Renewable energy consumption and economic growth nexus: Evidence from a threshold model. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Chen, Chaoyi. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300537.

Full description at Econpapers || Download paper

2020The impact of natural resource depletion on energy use and CO2 emission in Belt & Road Initiative countries: A cross-country analysis. (2020). Zhou, Kui ; Khan, Anwar ; Hussain, Jamal. In: Energy. RePEc:eee:energy:v:199:y:2020:i:c:s0360544220305168.

Full description at Econpapers || Download paper

2020Heterogeneous effects of energy efficiency, oil price, environmental pressure, R&D investment, and policy on renewable energy -- evidence from the G20 countries. (2020). Pisarenko, Zhanna ; Li, Shuyu ; Wang, Qiang. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220314298.

Full description at Econpapers || Download paper

2020Non-linear nexus between CO2 emissions and economic growth: A comparison of OECD and B&R countries. (2020). TAGHIZADEH-HESARY, Farhad ; Mensah, Isaac Adjei ; Kofi, Joshua Clifford ; Samuel, Clottey Attuquaye ; Sun, Huaping. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s036054422031745x.

Full description at Econpapers || Download paper

2021Regional energy-growth nexus and energy conservation policy in China. (2021). Li, Raymond ; Woo, Chi-Keung ; Cheng, Yuk-Shing. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220325214.

Full description at Econpapers || Download paper

2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

Full description at Econpapers || Download paper

2020Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach. (2020). Li, YI ; Hong, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304908.

Full description at Econpapers || Download paper

2020Time and frequency relationship between household investors’ sentiment index and US industry stock returns. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Khan, Muhammad Asif. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304465.

Full description at Econpapers || Download paper

2020Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218.

Full description at Econpapers || Download paper

2020Vulnerability of fixed-rate funds-supplying operations to overbidding: An experimental approach. (2020). Shino, Junnosuke ; Uto, Nobuyuki ; Funaki, Yukihiko. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s104402831930078x.

Full description at Econpapers || Download paper

2020Direct effect of advertising spending on firm value: Moderating role of financial analyst coverage. (2020). Osmonbekov, Talai ; Du, Ding. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:37:y:2020:i:1:p:196-212.

Full description at Econpapers || Download paper

2020Role of capital flight as a driver of sovereign bond spreads in Latin American countries. (2020). Sebri, Maamar ; Smida, Mounir ; Dachraoui, Hajer. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:15-33.

Full description at Econpapers || Download paper

2020Global value chains and the missing link between exchange rates and export diversification. (2020). Thai, Long ; Phi, Minh Hong ; Tran, Thi Anh-Dao. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:194-205.

Full description at Econpapers || Download paper

2020Macroeconomic forecasting using approximate factor models with outliers. (2020). Yen, Yu-Min ; Chou, Ray Yeutien. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:267-291.

Full description at Econpapers || Download paper

2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

Full description at Econpapers || Download paper

2020The effects of professional forecast dissemination on macroeconomic volatility. (2020). Gelfer, Sacha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:131-156.

Full description at Econpapers || Download paper

2020Financial cycles: Characterisation and real-time measurement. (2020). Peltonen, Tuomas A ; Hiebert, Paul P ; Schuler, Yves S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560619301597.

Full description at Econpapers || Download paper

2020Does multilateral lending aid capital accumulation? Role of intellectual capital and institutional quality. (2020). Mallick, Sushanta ; Nemlioglu, Ilayda. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s026156062030084x.

Full description at Econpapers || Download paper

2020The international effects of global financial uncertainty shocks. (2020). Ricci, Martino ; Bonciani, Dario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301923.

Full description at Econpapers || Download paper

2020Adding space to the international business cycle. (2020). Servén, Luis ; Abate, Girum Dagnachew ; Serven, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301373.

Full description at Econpapers || Download paper

2020Testing and estimating change-points in the covariance matrix of a high-dimensional time series. (2020). Steland, Ansgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x18305104.

Full description at Econpapers || Download paper

2020Natural resource abundance, financial development and economic growth: An investigation on Next-11 countries. (2020). Yildirim, Durmu Ari ; Erdoan, Seyfettin ; Gedikli, Ayfer. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719306506.

Full description at Econpapers || Download paper

2020Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse” exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033.

Full description at Econpapers || Download paper

2020Natural resources rents-financial development nexus: Evidence from sixteen developing countries. (2020). Yildirim, Durmu Ari ; Erdoan, Seyfettin ; Gedikli, Ayfer. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719310323.

Full description at Econpapers || Download paper

2020Macroeconomic factors and frequency domain causality between Gold and Silver returns in India. (2020). Tiwari, Aviral ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300076.

Full description at Econpapers || Download paper

2020A new insight into oil price-inflation nexus. (2020). Raheem, Ibrahim ; Agboola, Yusuf H ; Bello, Ajide Kazeem. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303597.

Full description at Econpapers || Download paper

2020Is the relationship between oil-gas prices index and economic growth in Turkey permanent?. (2020). Pirali, Kerem ; Canbay, Erif ; Kirca, Mustafa. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308709.

Full description at Econpapers || Download paper

2020Ball and chain effect: Is Turkey’s growth rate constrained by current account deficit?. (2020). Malovic, Marko ; Ozer, Mustafa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305203.

Full description at Econpapers || Download paper

2020Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. (2020). Yang, Zhenlin ; Li, Liyao. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219301139.

Full description at Econpapers || Download paper

2021Do educational levels influence the environmental quality? The role of renewable and non-renewable energy demand in selected BRICS countries with a new policy perspective. (2021). MALLICK, HRUSHIKESH ; Padhan, Hemachandra ; Mahalik, Mantu Kumar. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:419-432.

Full description at Econpapers || Download paper

2021The moderating role of renewable and non-renewable energy in environment-income nexus for ASEAN countries: Evidence from Method of Moments Quantile Regression. (2021). Sharif, Arshian ; Dogan, Eyup ; Siddique, Muhammad ; Anwar, Ahsan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:956-967.

Full description at Econpapers || Download paper

2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

Full description at Econpapers || Download paper

2020Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14.

Full description at Econpapers || Download paper

2020How do stocks in BRICS co-move with real estate stocks?. (2020). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:93-101.

Full description at Econpapers || Download paper

2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

Full description at Econpapers || Download paper

2020Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918309875.

Full description at Econpapers || Download paper

2020Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570.

Full description at Econpapers || Download paper

2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

Full description at Econpapers || Download paper

2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

Full description at Econpapers || Download paper

2021The recovery of global stock markets indices after impacts due to pandemics. (2021). Tenreiro, Jose A ; Inacio Jr., C. M. C., ; David, S A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309429.

Full description at Econpapers || Download paper

2020Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187.

Full description at Econpapers || Download paper

2020Energy intensity and green energy innovation: Checking heterogeneous country effects in the OECD. (2020). Mazzanti, Massimiliano ; Chakraborty, Saptorshee Kanto. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:328-343.

Full description at Econpapers || Download paper

2021How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth. (2021). Ahmad, Shabbir ; Tan, Zhixiong ; Awan, Usama ; Cheng, YA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312245.

Full description at Econpapers || Download paper

2020The Openness Hypothesis in the Context of Economic Development in Sub-Saharan Africa: The Moderating Role of Trade Dynamics on FDI. (2020). Asongu, Simplice ; Acha-Anyi, Paul N ; Nnanna, Joseph. In: Working Papers. RePEc:exs:wpaper:20/056.

Full description at Econpapers || Download paper

2020Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers. RePEc:exs:wpaper:20/080.

Full description at Econpapers || Download paper

2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

Full description at Econpapers || Download paper

2020Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Rho, Yeonwoo ; Liu, Yun ; Ahn, Hie Joo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-82.

Full description at Econpapers || Download paper

2020Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data. (2020). Nie, Jun ; Yang, Shu-Kuei X ; Lyu, Yifei. In: Research Working Paper. RePEc:fip:fedkrw:88691.

Full description at Econpapers || Download paper

2020Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hassani, Hossein ; Huang, XU. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010.

Full description at Econpapers || Download paper

2021Trade Policy Uncertainty Effects on Macro Economy and Financial Markets: An Integrated Survey and Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:41-:d:482195.

Full description at Econpapers || Download paper

2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries. (2020). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10276-:d:459061.

Full description at Econpapers || Download paper

2020Climatic Impacts on Basic Human Needs in the United States of America: A Panel Data Analysis. (2020). Ali, Farhan ; Huang, Shaoan ; Cheo, Roland. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1508-:d:322050.

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]
paper2
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: 2
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: 2
paper
2016A simple model for now-casting volatility series.(2016) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has another version. Agregated cites: 2
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: 2
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: 2
paper
2016A simple model for now-casting volatility series.(2016) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has another version. Agregated cites: 2
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: 2
article
2020Backward CUSUM for Testing and Monitoring Structural Change In: Papers.
[Full Text][Citation analysis]
paper0
2011GLS Estimation of Dynamic Factor Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article33
2001Rank Tests for Nonlinear Cointegration. In: Journal of Business & Economic Statistics.
[Citation analysis]
article67
1998Rank tests for nonlinear cointegration.(1998) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67
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
1999Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
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]
article0
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: 0
paper
2002Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article7
2013A Canonical Correlation Approach for Selecting the Number of Dynamic Factors In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article20
2005Panel unit root tests under cross‐sectional dependence In: Statistica Neerlandica.
[Full Text][Citation analysis]
article217
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: 217
paper
2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper96
2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
paper
2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 96
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: 96
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]
paper156
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: 156
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: 156
paper
1998ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory.
[Full Text][Citation analysis]
article20
1996On Phillips-Perron Type Tests for Seasonal Unit Roots.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20
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]
article14
2008TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE In: Econometric Theory.
[Full Text][Citation analysis]
article28
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]
paper66
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: 66
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: 66
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: 66
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]
article6
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]
paper6
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: 6
paper
2011Simple regression‐based tests for spatial dependence In: Econometrics Journal.
[Citation analysis]
article20
2009Simple Regression Based Tests for Spatial Dependence.(2009) In: Bonn Econ Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
[Full Text][Citation analysis]
article6
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]
article208
2003Corrigendum to Nonparametric tests for unit roots and cointegration [J. Econom. 108 (2002) 343-363] In: Journal of Econometrics.
[Full Text][Citation analysis]
article21
2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article217
2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]
article101
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: 101
paper
2015Instrumental variable and variable addition based inference in predictive regressions In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
1997Rank tests for unit roots In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
1996Rank tests for unit roots.(1996) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
paper
2018Assessing causality and delay within a frequency band In: Econometrics and Statistics.
[Full Text][Citation analysis]
article7
2016Assessing Causality and Delay within a Frequency Band.(2016) In: IMK Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
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]
article148
2013Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting.
[Full Text][Citation analysis]
article16
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: 16
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]
article52
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]
paper12
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: 12
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]
chapter2
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]
paper5
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: 5
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]
paper7
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]
article0
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]
paper1
2018Alternative GMM estimators for spatial regression models.(2018) In: Spatial Economic Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz.
[Full Text][Citation analysis]
paper0
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: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article1
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]
paper1
2006Dynamic factor models In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article122
2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
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]
article5
2013When bubbles burst: econometric tests based on structural breaks In: Statistical Papers.
[Full Text][Citation analysis]
article15
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]
article43
2013Lessons from a Decade of IPS and LLC In: Econometric Reviews.
[Full Text][Citation analysis]
article29
2016Testing for Serial Correlation in Fixed-Effects Panel Data Models In: Econometric Reviews.
[Full Text][Citation analysis]
article13
2019Double filter instrumental variable estimation of panel data models with weakly exogenous variables In: Econometric Reviews.
[Full Text][Citation analysis]
article0
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]
paper6
2016Lagrange multiplier type tests for slope homogeneity in panel data models In: Econometrics Journal.
[Full Text][Citation analysis]
article1
2015Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach In: Journal of Forecasting.
[Full Text][Citation analysis]
article15
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]
paper14
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]
paper18
2018How far can we forecast? Statistical tests of the predictive content In: Discussion Papers.
[Full Text][Citation analysis]
paper4
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]
paper2
1996Impulse Response Analysis of Vector Autoregressive Processes In: SFB 373 Discussion Papers.
[Citation analysis]
paper1
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]
paper2
1999Some nonparametric tests for unit roots and cointegration In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0
1999The local power of some unit root tests for panel data In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper17
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]
paper4
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team