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Publications

by members of

Institut für Ökonometrie und OR
Rheinische Friedrich-Wilhelms-Universität Bonn
Bonn, Germany

(Institute of Econometrics and OR, University of Bonn))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2011

  1. Breitung, Jörg & Schmeling, Maik, 2011. "Quantifying survey expectations: What's wrong with the probability approach?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-485, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. In Choi & Jorg Breitung, 2011. "Factor models," Working Papers, Research Institute for Market Economy, Sogang University 1121, Research Institute for Market Economy, Sogang University, revised Dec 2011.

2009

  1. Benjamin Born & Jörg Breitung, 2009. "Simple Regression Based Tests for Spatial Dependence," Bonn Econ Discussion Papers, University of Bonn, Germany bgse23_2009, University of Bonn, Germany.
  2. Westerlund, Joakim & Breitung, Jörg, 2009. "Myths and Facts about Panel Unit Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics 380, University of Gothenburg, Department of Economics.
  3. Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper, Tor Vergata University, CEIS 148, Tor Vergata University, CEIS, revised 30 Sep 2009.
  4. Breitung, Jörg & Eickmeier, Sandra, 2009. "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies 2009,05, Deutsche Bundesbank, Research Centre.

2006

  1. Schumacher, Christian & Breitung, Jörg, 2006. "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies 2006,33, Deutsche Bundesbank, Research Centre.
  2. Sandra Eickmeier & Joerg Breitung, 2006. "Business cycle transmission from the euro area to CEECs," Computing in Economics and Finance 2006, Society for Computational Economics 229, Society for Computational Economics.

2005

  1. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.
  2. Eickmeier, Sandra & Breitung, Jörg, 2005. "How synchronized are central and east European economies with the euro area? Evidence from a structural factor model," Discussion Paper Series 1: Economic Studies 2005,20, Deutsche Bundesbank, Research Centre.
  3. Breitung, Jörg & Eickmeier, Sandra, 2005. "Dynamic factor models," Discussion Paper Series 1: Economic Studies 2005,38, Deutsche Bundesbank, Research Centre.

2004

  1. Samarjit Das & Joerg Breitung, 2004. "Panel Unit Root Tests under Cross- sectional Dependence," Econometric Society 2004 North American Summer Meetings, Econometric Society 55, Econometric Society.

2003

  1. Nautz, Dieter & Linzert, Tobias & Breitung, Jörg, 2003. "Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank," Discussion Paper Series 1: Economic Studies 2003,13, Deutsche Bundesbank, Research Centre.
  2. von Kalckreuth, Ulf & Chirinko, Robert S. & Breitung, Jörg, 2003. "A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms," Discussion Paper Series 1: Economic Studies 2003,06, Deutsche Bundesbank, Research Centre.

2002

  1. Breitung, Jörg & Jagodzinski, Doris, 2002. "Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland," SFB 373 Discussion Papers 2002,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Jörg Breitung, 2002. "A parametric approach to the estimation of cointegration vectors in panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data B5-4, International Conferences on Panel Data.
  3. Hassler, Uwe & Breitung, Jörg, 2002. "A Residual-Based LM Test for Fractional Cointegration," Darmstadt Discussion Papers in Economics, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL) 37318, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).

2001

  1. Breitung, Jörg & Candelon, Bertrand, 2001. "Testing for short and long-run causality: The case of the yield spread and economic growth," SFB 373 Discussion Papers 2001,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2000

  1. Breitung, Jörg & Hassler, Uwe, 2000. "Inference on the cointegration rank in fractionally integrated processes," SFB 373 Discussion Papers 2000,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Breitung, Jörg & Candelon, Bertrand, 2000. "Common cycles: A frequency domain approach," SFB 373 Discussion Papers 2000,99, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Breitung, Jörg & Brüggemann, Ralf, 2000. "Uncovered interest parity: What can we learn from panel data?," SFB 373 Discussion Papers 2000,58, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1999

  1. Breitung, Jörg & Wulff, Christian, 1999. "Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares," SFB 373 Discussion Papers 1999,67, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Breitung, Jörg, 1999. "The local power of some unit root tests for panel data," SFB 373 Discussion Papers 1999,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Breitung, Jörg, 1999. "Some nonparametric tests for unit roots and cointegration," SFB 373 Discussion Papers 1999,36, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1998

  1. Breitung, Jörg, 1998. "Rank tests for nonlinear cointegration," SFB 373 Discussion Papers 1998,65, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Breitung, Jörg, 1998. "On model based seasonal adjustment procedures," SFB 373 Discussion Papers 1998,12, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. Breitung, Jörg, 1998. "Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen," SFB 373 Discussion Papers 1998,80, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. Liesenfeld, Roman & Breitung, Jörg, 1998. "Simulation based methods of moments in empirical finance," SFB 373 Discussion Papers 1998,59, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  5. Breitung, Jörg & Swanson, Norman Rasmus, 1998. "Temporal aggregation and causality in multiple time series models," SFB 373 Discussion Papers 1998,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  6. Breitung, Jörg, 1998. "Canonical correlation statistics for testing the cointegration rank in a reversed order," SFB 373 Discussion Papers 1998,105, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  7. Gómez, Víctor & Breitung, Jörg, 1998. "The Beveridge-Nelson decomposition: A different perspective with new results," SFB 373 Discussion Papers 1998,26, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  8. Breitung, Jörg & Lechner, Michael, 1998. "Alternative GMM methods for nonlinear panel data models," SFB 373 Discussion Papers 1998,81, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1996

  1. Breitung, Jörg & Gouriéroux, Christian, 1996. "Rank tests for unit roots," SFB 373 Discussion Papers 1996,9, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. J. Breitung & P. H. Franses, 1996. "On Phillips-Perron Type Tests for Seasonal Unit Roots," SFB 373 Discussion Papers 1996,27, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. J. Breitung, 1996. "Using a Latent Variables Representation to Estimate Structural VARs," SFB 373 Discussion Papers 1996,97, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. H. Lütkepohl & J. Breitung, 1996. "Impulse Response Analysis of Vector Autoregressive Processes," SFB 373 Discussion Papers 1996,86, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1995

  1. J. Breitung & P. Franses, 1995. "Impulse Response Functions for Periodic Integration," SFB 373 Discussion Papers 1995,43, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. J. Breitung & M. Lechner, 1995. "GMM-Estimation of Nonlinear Models on Panel Data," SFB 373 Discussion Papers 1995,67, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  3. J. Breitung, 1995. "Testing for Unit Roots in Panel Data Using a GMM Approach," SFB 373 Discussion Papers 1995,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  4. J. Breitung, 1995. "A Simultaneous Equations Approach to Cointegrated Systems," SFB 373 Discussion Papers 1995,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1993

  1. Breitung, Jörg & Heinemann, Maik, 1993. "Short run comovement, persistent shocks, and the business cycle," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-185, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1992

  1. Breitung, Jörg & Haslinger, Franz & Heinemann, Maik, 1992. "Ist die empirische Makroökonomik eine wissenschaftliche Illusion?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-171, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Breitung, Jörg, 1992. "A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-169, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1991

  1. Breitung, Jörg & Meyer, Wolfgang, 1991. "Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-164, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1990

  1. Breitung, Jörg, 1990. "Policy Analysis in VAR-Systems," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-152, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Breitung, Jörg, 1990. "Robust Testing of Functional Statistics: The Bootstrap Approach," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-144, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  3. Breitung, Jörg, 1990. "A Multivariate Measure of Persistence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-159, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1989

  1. Breitung, Jörg & Jörgens, Hans Holger, 1989. "Robust Testing for Unit Roots," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-135, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

1988

  1. Breitung, Jörg, 1988. "Estimating Binary Probit Models under First Order Serial Correlation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-124, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  2. Bellmann, Lutz & Breitung, Jörg & Wagner, Joachim, 1988. "Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-131, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

Journal articles

2013

  1. Breitung, Jörg & Schmeling, Maik, 2013. "Quantifying survey expectations: What’s wrong with the probability approach?," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(1), pages 142-154.
  2. Jörg Breitung & Uta Pigorsch, 2013. "A Canonical Correlation Approach for Selecting the Number of Dynamic Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(1), pages 23-36, 02.
  3. Joakim Westerlund & J�rg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
  4. Jörg Breitung & Robinson Kruse, 2013. "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, Springer, vol. 54(4), pages 911-930, November.

2011

  1. Badi Baltagi & Jörg Breitung, 2011. "Introduction to the special issue," Empirical Economics, Springer, Springer, vol. 40(1), pages 1-4, February.
  2. Benjamin Born & Jörg Breitung, 2011. "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 14(2), pages 330-342, 07.
  3. Breitung, Jörg & Eickmeier, Sandra, 2011. "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, Elsevier, vol. 163(1), pages 71-84, July.
  4. Breitung, Jörg & Tenhofen, Jörn, 2011. "GLS Estimation of Dynamic Factor Models," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 106(495), pages 1150-1166.

2010

  1. Ulrich Homm & Jörg Breitung, 2010. "Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(1), pages 198-231, 2012 10 1.

2009

  1. Breitung, Jörg, 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," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 25(03), pages 649-653, June.

2008

  1. Schumacher, Christian & Breitung, Jörg, 2008. "Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data," International Journal of Forecasting, Elsevier, Elsevier, vol. 24(3), pages 386-398.
  2. Jörg Breitung, 2008. "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(5+6), pages 630-643, December.
  3. Breitung, J rg & Das, Samarjit, 2008. "Testing For Unit Roots In Panels With A Factor Structure," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 24(01), pages 88-108, February.

2006

  1. Eickmeier, Sandra & Breitung, Jorg, 2006. "How synchronized are new EU member states with the euro area? Evidence from a structural factor model," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 538-563, September.
  2. Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, Elsevier, vol. 132(2), pages 363-378, June.
  3. Jörg Breitung & Sandra Eickmeier, 2006. "Dynamic factor models," AStA Advances in Statistical Analysis, Springer, Springer, vol. 90(1), pages 27-42, March.
  4. Linzert, Tobias & Nautz, Dieter & Breitung, Jorg, 2006. "Bidder behavior in central bank repo auctions: Evidence from the Bundesbank," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(3), pages 215-230, July.
  5. Hassler, Uwe & Breitung, J rg, 2006. "A Residual-Based Lm-Type Test Against Fractional Cointegration," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 22(06), pages 1091-1111, December.

2005

  1. Jörg Breitung & Bertrand Candelon, 2005. "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer, Springer, vol. 141(1), pages 124-140, April.
  2. Jörg Breitung & Samarjit Das, 2005. "Panel unit root tests under cross-sectional dependence," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, Netherlands Society for Statistics and Operations Research, vol. 59(4), pages 414-433.
  3. Jorg Breitung, 2005. "A Parametric approach to the Estimation of Cointegration Vectors in Panel Data," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 24(2), pages 151-173.

2003

  1. Breitung, Jorg & Taylor, A. M. Robert, 2003. "Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]," Journal of Econometrics, Elsevier, Elsevier, vol. 117(2), pages 401-404, December.

2002

  1. Breitung, Jorg & Hassler, Uwe, 2002. "Inference on the cointegration rank in fractionally integrated processes," Journal of Econometrics, Elsevier, Elsevier, vol. 110(2), pages 167-185, October.
  2. Breitung, Jorg, 2002. "Nonparametric tests for unit roots and cointegration," Journal of Econometrics, Elsevier, Elsevier, vol. 108(2), pages 343-363, June.
  3. Breitung, J rg & Trenkler, Carsten, 2002. "On The Properties Of Some Tests For Common Stochastic Trends," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 18(06), pages 1336-1349, December.

2001

  1. Breitung, Jorg, 2001. "Rank Tests for Nonlinear Cointegration," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 19(3), pages 331-40, July.
  2. Jörg Breitung & Christian Wulff, 2001. "Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares," German Economic Review, Verein für Socialpolitik, Verein für Socialpolitik, vol. 2(4), pages 419-434, November.
  3. Jörg Breitung & Bertrand Candelon, 2001. "Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 331-338.
  4. Breitung, Jorg & Nautz, Dieter, 2001. "The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(6), pages 839-856, November.
  5. Jörg Breitung, 2001. "A convenient representation for structural vector autoregressions," Empirical Economics, Springer, Springer, vol. 26(2), pages 447-459.

1998

  1. Breitung, J rg & Franses, Philip Hans, 1998. "On Phillips Perron-Type Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 14(02), pages 200-221, April.

1997

  1. Breitung, Jorg & Gourieroux, Christian, 1997. "Rank tests for unit roots," Journal of Econometrics, Elsevier, Elsevier, vol. 81(1), pages 7-27, November.
  2. Breitung, Jorg & Franses, Philip Hans, 1997. "Impulse response functions for periodic integration," Economics Letters, Elsevier, Elsevier, vol. 55(1), pages 35-40, August.

1996

  1. Michael Lechner & Jörg Breitung, 1996. "Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 126(5), pages 191-203.

1989

  1. Bellmann, L & Breitung, J & Wagner, Joachim, 1989. "Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications," Empirical Economics, Springer, Springer, vol. 14(4), pages 329-42.