Jörg Breitung : Citation Profile


Are you Jörg Breitung?

Rheinische Friedrich-Wilhelms-Universität Bonn

18

H index

28

i10 index

1670

Citations

RESEARCH PRODUCTION:

47

Articles

68

Papers

2

Chapters

RESEARCH ACTIVITY:

   30 years (1988 - 2018). See details.
   Cites by year: 55
   Journals where Jörg Breitung has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 27 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbr526
   Updated: 2019-06-16    RAS profile: 2019-01-11    
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Relations with other researchers


Works with:

Hafner, Christian (4)

Schreiber, Sven (3)

Eickmeier, Sandra (3)

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 (35)

Rodrigues, Paulo (29)

Nielsen, Morten (24)

Schumacher, Christian (24)

Panagiotidis, Theodore (23)

Eickmeier, Sandra (22)

Tiwari, Aviral (21)

Hassler, Uwe (20)

Rault, Christophe (19)

Buch, Claudia (17)

bouoiyour, jamal (17)

Cites to:

Phillips, Peter (50)

Reichlin, Lucrezia (33)

Pesaran, M (32)

Watson, Mark (28)

Forni, Mario (27)

Ng, Serena (25)

Marcellino, Massimiliano (23)

Bai, Jushan (23)

Stock, James (23)

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
Empirical Economics3
Journal of Time Series Analysis3
Econometric Reviews3
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
Discussion Papers / Deutsche Bundesbank2

Recent works citing Jörg Breitung (2018 and 2017)


YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2017Testing for time-varying loadings in dynamic factor models. (2017). Mikkelsen, Jakob Guldbak . In: CREATES Research Papers. RePEc:aah:create:2017-22.

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2018State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering. (2018). Yang, Yukai ; Bauwens, Luc. In: CREATES Research Papers. RePEc:aah:create:2018-30.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2019Resuscitating the co-fractional model of Granger (1986). (2019). de Magistris, Paolo Santucci ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2017Working Paper 287 - Current Account Adjustments and Integration in West Africa. (2017). Onye, Kenneth ; Obioesio, Felix ; Chuku, Chuku ; Kenneth, Onye ; Felix, Obioesio ; Johnson, Atan. In: Working Paper Series. RePEc:adb:adbwps:2407.

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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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2017ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/045.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016.

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2018Causal relationship between internet use and economic development for selected Central Asian economies. (2018). Sekmen, Fuat ; Gokirmak, Hasmet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:145-152.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2017Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis. (2017). Nazlioglu, Saban ; Aslan, Murat ; Ozcan, Ceyhun Can . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:75-98.

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2018The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, Hassan ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425.

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2017The Effects of International Price Volatility on Farmer Prices and Marketing Margins in Cattle Markets. (2017). Morales, Emilio L. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:269669.

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2018Analyzing the Savings-Investment Trend in a Panel of G-7 Countries. (2018). Mansoor, Abdul ; Saeed, Romana ; Sultana, Baserat. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:147-154.

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2019An Empirical Examination on Trade Openness and Economic Growth Nexus in Africa. (2019). Mbogela, Cosmas S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:1-15.

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2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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

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2017Relationship between Remittances and Macroeconomic Variables in Times of Political and Social Upheaval: Evidence from Tunisias Arab Spring. (2017). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal. In: Papers. RePEc:arx:papers:1708.07037.

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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2018A bootstrap test to detect prominent Granger-causalities across frequencies. (2018). Farn, Matteo ; Montanari, Angela. In: Papers. RePEc:arx:papers:1803.00374.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Analysis of the Nexus between CEO Pay and Performance of Non-Financial Listed Firms in Nigeria. (2017). Obembe, Olufemi ; Oni, Emmanuel Oluwole ; Olaniyi, Clement Olalekan . In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:429-445.

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2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

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2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017The Penn Effect revisited: New evidence from Latin America. (2017). Iyke, Bernard Njindan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1364-1379.

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2017Idiosyncratic and international transmission of shocks in the G7: Does EMU matter?. (2017). Bettendorf, Timo. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:856-890.

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2018Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area. (2018). Mammi, Irene ; Golinelli, Roberto ; Musolesi, A. In: Working Papers. RePEc:bol:bodewp:wp1120.

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2017Fiscal Decentralization and Public Spending: Evidence from Heteroscedasticity-Based Identification. (2017). Theilen, Bernd ; Bernd, Theilen ; Helmut, Herwartz. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:17:y:2017:i:2:p:8:n:7.

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2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

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2017EFFECTS OF THE ECONOMIC FREEDOMS ON THE ECONOMIC GROWTH: EVIDENCE FROM THE EU AND COMCEC COUNTRIES (1996-2015). (2017). Aydin, Hall Brahm ; Yalcinkaya, Omer. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:3:p:12-25.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806.

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2018Integración espacial en el mercado de la guayaba pera en el Valle del Cauca. (2018). Alonso, Julio Cesar ; Bonilla, Maria Fernanda. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:016984.

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2018Integración espacial en el mercado de la guayaba pera en el Valle del Cauca. (2018). Alonso, Julio Cesar ; Bonilla, Maria Fernanda. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:017000.

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2017Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico.. (2017). Alonso, Julio ; Martinez, Diego Alexander. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016367.

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2017Impacto del precio del petróleo sobre el PIB de los países de la Alianza del Pacífico. (2017). Alonso, Julio ; Martinez, Diego Alexander. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016477.

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2019Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226.

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2017Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer?. (2017). Ball, Ryan ; Ghysels, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12179.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Animal spirits, the stock market, and the unemployment rate: Some evidence for German data. (2017). Pierdzioch, Christian ; Fritsche, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00779.

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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2018Effects of Foreign Direct Investment in Sub-Saharan Africa Economic Growth: Evidence from Panel Data Analysis. (2018). Dike, Christie . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-30.

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2018Purchasing Power Parity in the Euro Area: Evidence from Structural Break LM Test. (2018). Suluk, Seher ; Tanrseven, Kemaletttin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-45.

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2018The role of renewable energy consumption and commercial services trade in carbon dioxide reduction: Evidence from 25 developing countries. (2018). Hu, Hui ; Zhang, Xiaoling ; Fang, Debin ; Xie, Nan . In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:1229-1244.

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2018Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

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2018Capital market integration in ASEAN: A non-stationary panel data analysis. (2018). Chan, Kenneth S ; Lai, Jennifer T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:249-260.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

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2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2017A unifying theory of tests of rank. (2017). Al-Sadoon, Majid. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:1:p:49-62.

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2017Inferences in panel data with interactive effects using large covariance matrices. (2017). Bai, Jushan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:59-78.

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2018Robust linear static panel data models using ε-contamination. (2018). Lacroix, Guy ; Chaturvedi, Anoop ; BRESSON, Georges ; Baltagi, Badi. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:108-123.

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2018Testing for parameter instability in predictive regression models. (2018). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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2018A robust test for network generated dependence. (2018). Prucha, Ingmar ; Liu, Xiaodong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:92-113.

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2018Portmanteau-type tests for unit-root and cointegration. (2018). Zhang, Rongmao ; Chan, Ngai Hang. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:307-324.

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2019Consistent estimation of time-varying loadings in high-dimensional factor models. (2019). Urga, Giovanni ; Hillebrand, Eric ; Mikkelsen, Jakob Guldbak . In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:535-562.

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2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66.

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2017Improving the accuracy of asset price bubble start and end date estimators. (2017). Leybourne, Stephen ; Harvey, David ; Sollis, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:121-138.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017The CO2–growth nexus revisited: A nonparametric analysis for the G7 economies over nearly two centuries. (2017). Shahbaz, Muhammad ; Papavassiliou, Vassilios ; Hammoudeh, Shawkat ; Shafiullah, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:183-193.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2018The dynamics pattern of price dispersion in retail fuel markets. (2018). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:546-564.

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2018CO2 emissions, economic and population growth, and renewable energy: Empirical evidence across regions. (2018). Hochman, Gal ; Liao, Hua ; Sun, Renjin ; Zhang, Yaqing ; Dong, Kangyin. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:180-192.

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2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:3-12.

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2018A time-frequency analysis of trade openness and CO2 emissions in France. (2018). Mutascu, Mihai Ioan. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:443-455.

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2018Energy intensity and energy conservation potential in China: A regional comparison perspective. (2018). Hochman, Gal ; Li, Hui ; Sun, Renjin ; Dong, Kangyin. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:782-795.

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2018Natural gas consumption and economic growth nexus for top 10 natural Gas–Consuming countries: A granger causality analysis in the frequency domain. (2018). Aydın, Mücahit ; Aydin, Mucahit . In: Energy. RePEc:eee:energy:v:165:y:2018:i:pb:p:179-186.

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2019The relationship between energy consumption, economic growth, and CO2 emission in MENA countries: Causality analysis in the frequency domain. (2019). Görüş, Muhammed ; Aydin, Mucahit ; Gorus, Muhammed Sehid. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:815-822.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2018Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets. (2018). Zhu, Fangfei ; Luo, Xingguo ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:25-33.

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2017Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013. (2017). Ramirez, Carlos ; Yao, XI ; Ju, Jiandong ; Du, Yingxin. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:211-225.

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2017Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166.

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

Works by Jörg Breitung:


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2011GLS Estimation of Dynamic Factor Models In: Journal of the American Statistical Association.
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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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2004Panel Unit Root Tests under Cross- sectional Dependence.(2004) In: Econometric Society 2004 North American Summer Meetings.
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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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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: Emory Economics.
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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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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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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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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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2010Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods In: Journal of Financial Econometrics.
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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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2016Lagrange multiplier type tests for slope homogeneity in panel data models In: Econometrics Journal.
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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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