25
H index
42
i10 index
3027
Citations
Universität zu Köln | 25 H index 42 i10 index 3027 Citations RESEARCH PRODUCTION: 53 Articles 81 Papers 3 Chapters RESEARCH ACTIVITY:
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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: | Cites to: |
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2024 | Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Tingum, Ernest Ngeh ; Atemnkeng, Johannes Tabi. In: African Journal of Economic Review. RePEc:ags:afjecr:340553. Full description at Econpapers || Download paper | |
2025 | Distributional Dynamics. (2025). Kuhn, Moritz ; Calderon, Luis ; Bayer, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351. Full description at Econpapers || Download paper | |
2024 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
2024 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
2024 | Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777. Full description at Econpapers || Download paper | |
2024 | Asymptotic equivalence of Principal Component and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864. Full description at Econpapers || Download paper | |
2024 | A new mapping of technological interdependence. (2023). Venturini, F ; Guardabascio, B ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2308.00014. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
2024 | Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087. Full description at Econpapers || Download paper | |
2024 | Canonical Correlation Analysis: review. (2024). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2411.15625. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929. Full description at Econpapers || Download paper | |
2025 | Distributional Dynamics. (2025). Bayer, Christian ; Calderon, Luis ; Kuhn, Moritz. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625. Full description at Econpapers || Download paper | |
2024 | Neglected Heterogeneity, Simpson’s Paradox, and the Anatomy of Least Squares. (2024). Rainer, Winkelmann. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:1:p:131-144:n:7. Full description at Econpapers || Download paper | |
2024 | Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors. (2024). Nicholas, Brown. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:13:y:2024:i:2:p:299-317:n:1005. Full description at Econpapers || Download paper | |
2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Foreign Direct Investment and Economic Growth in the Pacific Alliance countries. (2024). Velasquez, Libardo Rojas ; Chila, Blademir Quiguanas. In: Revista Finanzas y Politica Economica. RePEc:col:000443:021241. Full description at Econpapers || Download paper | |
2024 | Central bank asset purchases and auction cycles revisited: new evidence from the euro area. (2024). Ferrara, Federico Maria. In: Working Paper Series. RePEc:ecb:ecbwps:20242927. Full description at Econpapers || Download paper | |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2024 | The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940. Full description at Econpapers || Download paper | |
2024 | Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis. (2024). Ramashova, Aissulu Nurmambekovna ; Aidarova, Aina B ; Kenzhebekova, Indira ; Kelesbayev, Dinmukhamed ; Imanbayev, Aliy ; Jaxybekova, Galiya ; Baisholanova, Karlygash. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-3. Full description at Econpapers || Download paper | |
2024 | Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis. (2024). Yessentayeva, Aizhan A ; Mukhamediyeva, Gulzada ; Aidarova, Aina B ; Myrzabekkyzy, Kundyz ; Mustafayeva, Bagila ; Tastanbekova, Karlygash ; Utemissova, Guliya. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-33. Full description at Econpapers || Download paper | |
2025 | Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x. Full description at Econpapers || Download paper | |
2024 | A bootstrap dynamic multivariate panel Granger causality analysis to examine the relationship between the COVID-19, Delta and Omicron pandemic era and the maritime shipping freight industry. (2024). Wu, Tsung-Pao ; Wang, Chien-Ming ; Zheng, YI ; Liu, Ya-Tian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:719-733. Full description at Econpapers || Download paper | |
2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper | |
2024 | The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470. Full description at Econpapers || Download paper | |
2024 | Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908. Full description at Econpapers || Download paper | |
2024 | GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982. Full description at Econpapers || Download paper | |
2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper | |
2025 | Navigating the housing channel of monetary policy across euro area regions. (2025). Hackmann, Angelina ; Battistini, Niccolò ; Roma, Moreno ; Falagiarda, Matteo. In: European Economic Review. RePEc:eee:eecrev:v:171:y:2025:i:c:s0014292124002265. Full description at Econpapers || Download paper | |
2024 | Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661. Full description at Econpapers || Download paper | |
2024 | Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610. Full description at Econpapers || Download paper | |
2024 | Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Demetriades, Elias ; Tselika, Maria. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798. Full description at Econpapers || Download paper | |
2024 | Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004092. Full description at Econpapers || Download paper | |
2024 | How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206. Full description at Econpapers || Download paper | |
2024 | Energy security dimensions and economic growth in Non-OECD Asia: An analysis on the role of institutional quality with energy policy implications. (2024). Le, Thanh ; Prodromou, Tina ; Ayaz, Muhammad Tayyab ; Nepal, Rabindra. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524001101. Full description at Econpapers || Download paper | |
2024 | The transition to renewable energies in Tunisia: The asymmetric impacts of technological innovation, government stability, and democracy. (2024). Chtourou, Nouri ; Omri, Emna ; Saadaoui, Haifa. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004584. Full description at Econpapers || Download paper | |
2024 | Is artificial intelligence technology innovation a recipe for low-carbon energy transition? A global perspective. (2024). Dong, Kangyin ; Wang, Kun ; Yang, Senmiao ; Fu, Xiaowen. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013124. Full description at Econpapers || Download paper | |
2024 | Balancing Indias energy trilemma: Assessing the role of renewable energy and green technology innovation for sustainable development. (2024). Sethi, Narayan ; Behera, Puspanjali. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026161. Full description at Econpapers || Download paper | |
2024 | Decoupling economic development from carbon emissions: Insights from Chinese provinces. (2024). Li, Pin ; Sun, Feihu ; Shu, Yalin ; Xie, Pinjie. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224027828. Full description at Econpapers || Download paper | |
2024 | From public policy towards the green energy transition: Do economic freedom, economic globalization, environmental policy stringency, and material productivity matter?. (2024). Demirtas, Nazli ; Aydin, Mehmet ; Sogut, Yasin ; Erdem, Azad ; Degirmenci, Tunahan. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031803. Full description at Econpapers || Download paper | |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper | |
2024 | Transforming banking: Examining the role of AI technology innovation in boosting banks financial performance. (2024). Naeem, Muhammad Abubakr ; Achie, Theodoria ; Gyamfi, Bright Akwasi ; Appiah, Michael ; Gyau, Emmanuel Baffour. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400632x. Full description at Econpapers || Download paper | |
2024 | Greenhouse gas emissions and global real economic activities. (2024). Bai, Fan ; Wang, Chuan ; Chen, Zhonglu. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004343. Full description at Econpapers || Download paper | |
2024 | Impact of globalization and energy consumption on CO2 emissions in China: Implications for energy transition. (2024). Thinng, Wency Kher ; Xie, Henglang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009693. Full description at Econpapers || Download paper | |
2024 | Fintechs impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem. (2024). Hosseini, Seyedeh Sana ; Riahi, Hamed Tajmir ; Asl, Mahdi Ghaemi ; ben Jabeur, Sami. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000942. Full description at Econpapers || Download paper | |
2024 | What is it good for? On the inflationary effects of military conflicts. (2024). Eydam, Ulrich ; Leupold, Florian. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000581. Full description at Econpapers || Download paper | |
2024 | How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183. Full description at Econpapers || Download paper | |
2024 | Thinking outside the container: A sparse partial least squares approach to forecasting trade flows. (2024). Stamer, Vincent. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1336-1358. Full description at Econpapers || Download paper | |
2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper | |
2024 | Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751. Full description at Econpapers || Download paper | |
2024 | The causal relationship between the COVID-19, Delta and Omicron pandemic and the air transport industry: Evidence from China. (2024). Deng, Ruixin ; Wu, Hung-Che ; Zheng, YI. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:116:y:2024:i:c:s0969699724000097. Full description at Econpapers || Download paper | |
2024 | Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482. Full description at Econpapers || Download paper | |
2024 | Is the slope of the euro area Phillips curve steeper than it seems? Heterogeneity and identification. (2024). van Veen, Tom ; Lieb, Lenard ; Schuffels, Johannes ; Kool, Clemens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001451. Full description at Econpapers || Download paper | |
2024 | Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029. Full description at Econpapers || Download paper | |
2024 | Direct and indirect influence of natural resources and regional integration on green growth: Exploring the role of political risk in South Asia. (2024). Wang, Changyan ; Gu, Ming ; Jin, Ding ; Cao, Lansheng. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012928. Full description at Econpapers || Download paper | |
2024 | Empirical linkages among financial development, digital infrastructure, energy transition and natural resources footprints in BRICS region. (2024). Hayat, Malik Tahir ; Khan, Muhammad Amir ; Hou, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001156. Full description at Econpapers || Download paper | |
2024 | Nexus among natural resources, environmental sustainability, and political risk: Testing the load capacity factor curve hypothesis. (2024). Yang, Can ; Wang, Tingdong ; Fang, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001582. Full description at Econpapers || Download paper | |
2024 | Exploring the individual and combined effect of natural resource rents, fin-tech, and renewable energy on sustainable development: New insights from SSA countries. (2024). Shen, Yang ; Zhou, Pengfei ; Zhu, Jia. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724001144. Full description at Econpapers || Download paper | |
2024 | Resource curse in OPEC with varied levels of financial regulations and constraints: The role of oil price shocks and digital finance. (2024). Sun, Tianmin ; Qi, Songqiao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002216. Full description at Econpapers || Download paper | |
2024 | The Dual Faces of growth: Linear and non-linear effects of industrialization, financial development and natural resource rents on Chinas economy. (2024). Zhang, Xiaoli ; Gu, Xiao ; Ahmad, Maaz. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005464. Full description at Econpapers || Download paper | |
2024 | Semiparametric distribution regression with instruments and monotonicity. (2024). Wied, Dominik. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000605. Full description at Econpapers || Download paper | |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper | |
2024 | Dynamic interactions of green innovations, green transitions and ecological load capacity factor in BRICS. (2024). Ngepah, Nicholas ; Das, Narasingha ; Dey, Labani ; Uche, Emmanuel. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s096014812400973x. Full description at Econpapers || Download paper | |
2024 | Financial dynamics, green transition and hydrogen economy in Europe. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Xidonas, Panos ; Cheilas, Panagiotis T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003472. Full description at Econpapers || Download paper | |
2024 | Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684. Full description at Econpapers || Download paper | |
2024 | US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Xing, Xiaochao ; Bai, Zhihong ; Pan, Zhigang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370. Full description at Econpapers || Download paper | |
2024 | The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980. Full description at Econpapers || Download paper | |
2024 | Moderating roles of technological innovation and economic complexity in financial development-environmental quality nexus of the BRICS economies. (2024). Muoneke, Obumneke ; Adebayo, Tomiwa Sunday ; Lasisi, Taiwo Temitope ; Andrew, Adewale Alola. In: Technology in Society. RePEc:eee:teinso:v:78:y:2024:i:c:s0160791x24001295. Full description at Econpapers || Download paper | |
2025 | The Triple Threat to Our Environment: Economic, Non-Economic, and Demographic Factors Driving Ecological Footprint in Nuclear-Power Countries. (2025). Hossain, Md Billal ; Rasheed, Tuba ; Akram, Hamza. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:89-:d:1621462. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2002 | ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2006 | A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 19 |
2008 | TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE In: Econometric Theory. [Full Text][Citation analysis] | article | 33 |
2009 | COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2002 | A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 1 |
2002 | A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] | paper | 1 |
2009 | A Residual-Based LM Test for Fractional Cointegration.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2002 | A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2002 | Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). [Citation analysis] | paper | 78 |
2002 | Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
2001 | Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2000 | Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
2001 | Is 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] | article | 9 |
2003 | A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 10 |
2003 | A 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 nother version. Agregated cites: 10 | paper | |
2011 | Simple regression‐based tests for spatial dependence In: Econometrics Journal. [Citation analysis] | article | 28 |
2009 | Simple Regression Based Tests for Spatial Dependence.(2009) In: Bonn Econ Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2015 | Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
1997 | Impulse response functions for periodic integration In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1995 | Impulse Response Functions for Periodic Integration.(1995) In: SFB 373 Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2002 | Nonparametric tests for unit roots and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 257 |
2003 | Corrigendum to Nonparametric tests for unit roots and cointegration [J. Econom. 108 (2002) 343-363] In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
2006 | Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 407 |
2011 | Testing for structural breaks in dynamic factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 146 |
2009 | Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 146 | paper | |
2015 | Instrumental variable and variable addition based inference in predictive regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
2021 | Estimation of heterogeneous panels with systematic slope variations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
1997 | Rank tests for unit roots In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
1996 | Rank tests for unit roots.(1996) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2018 | Assessing causality and delay within a frequency band In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 15 |
2016 | Assessing Causality and Delay within a Frequency Band.(2016) In: IMK Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2006 | Bidder behavior in central bank repo auctions: Evidence from the Bundesbank In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 14 |
2008 | Real-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] | article | 183 |
2013 | Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2011 | Quantifying survey expectations: Whats wrong with the probability approach?.(2011) In: Hannover Economic Papers (HEP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2006 | How 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] | article | 66 |
2001 | The 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] | article | 22 |
2014 | Analyzing business and financial cycles using multi-level factor models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 26 |
2014 | Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2013 | Factor models In: Chapters. [Full Text][Citation analysis] | chapter | 9 |
2011 | Factor models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 6 |
1988 | Estimating Binary Probit Models under First Order Serial Correlation In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1988 | Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 6 |
1989 | Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications..(1989) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
1989 | Robust Testing for Unit Roots In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1990 | Robust Testing of Functional Statistics: The Bootstrap Approach In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1990 | Policy Analysis in VAR-Systems In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1990 | A Multivariate Measure of Persistence In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1991 | Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 10 |
1992 | A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1992 | Ist die empirische Makroökonomik eine wissenschaftliche Illusion? In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
1993 | Short run comovement, persistent shocks, and the business cycle In: Hannover Economic Papers (HEP). [Citation analysis] | paper | 0 |
2009 | Myths and Facts about Panel Unit Root Tests In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
1998 | Short 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] | article | 1 |
2008 | Assessing the Rationality of Survey Expectations: The Probability Approach In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 1 |
2017 | Alternative GMM estimators for spatial regression models In: Working Paper Series in Economics. [Full Text][Citation analysis] | paper | 2 |
2018 | Alternative GMM estimators for spatial regression models.(2018) In: Spatial Economic Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz. [Full Text][Citation analysis] | paper | 4 |
2004 | Bidder 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] | paper | 5 |
2003 | Bidder 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 nother version. Agregated cites: 5 | paper | |
2010 | Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 6 |
1996 | Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
2009 | Testing for cointegration in high-dimensional systems In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 2 |
2006 | Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 2 |
2006 | Dynamic factor models In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 160 |
2006 | Dynamic Factor Models.(2006) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 160 | chapter | |
2005 | Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | paper | |
2001 | A convenient representation for structural vector autoregressions In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
2011 | Introduction to the special issue In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
2021 | Alternative estimation approaches for the factor augmented panel data model with small T In: Empirical Economics. [Full Text][Citation analysis] | article | 10 |
2021 | Correction to: Alternative estimation approaches for the factor augmented panel data model with small T In: Empirical Economics. [Full Text][Citation analysis] | article | 10 |
2013 | When bubbles burst: econometric tests based on structural breaks In: Statistical Papers. [Full Text][Citation analysis] | article | 21 |
2005 | Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 47 |
2013 | Lessons from a Decade of IPS and LLC In: Econometric Reviews. [Full Text][Citation analysis] | article | 47 |
2016 | Testing for Serial Correlation in Fixed-Effects Panel Data Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 68 |
2019 | Double filter instrumental variable estimation of panel data models with weakly exogenous variables In: Econometric Reviews. [Full Text][Citation analysis] | article | 12 |
2005 | How 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] | paper | 17 |
2016 | Lagrange multiplier type tests for slope homogeneity in panel data models In: Econometrics Journal. [Full Text][Citation analysis] | article | 8 |
2021 | How far can we forecast? Statistical tests of the predictive content In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 18 |
2018 | How far can we forecast? Statistical tests of the predictive content.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2015 | Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 40 |
2005 | How 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] | paper | 18 |
2006 | Real-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] | paper | 20 |
1995 | Testing for Unit Roots in Panel Data Using a GMM Approach In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1995 | A Simultaneous Equations Approach to Cointegrated Systems In: SFB 373 Discussion Papers. [Citation analysis] | paper | 1 |
1995 | GMM-Estimation of Nonlinear Models on Panel Data In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
1996 | Impulse Response Analysis of Vector Autoregressive Processes In: SFB 373 Discussion Papers. [Citation analysis] | paper | 5 |
1996 | Using a Latent Variables Representation to Estimate Structural VARs In: SFB 373 Discussion Papers. [Citation analysis] | paper | 0 |
1998 | Canonical correlation statistics for testing the cointegration rank in a reversed order In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | On model based seasonal adjustment procedures In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Temporal aggregation and causality in multiple time series models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Simulation based methods of moments in empirical finance In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Simulation based methods of moments in empirical finance.(1998) In: Tübinger Diskussionsbeiträge. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1998 | Alternative GMM methods for nonlinear panel data models In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1999 | Some nonparametric tests for unit roots and cointegration In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | The local power of some unit root tests for panel data In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
2000 | Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Common cycles: A frequency domain approach In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Tests Of Non-Causality In A Frequency Band In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. [Full Text][Citation analysis] | paper | 0 |
2020 | Backward CUSUM for Testing and Monitoring Structural Change In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. [Full Text][Citation analysis] | paper | 0 |
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