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Publications

by members of

Universität zu Köln → Wirtschafts- und Sozialwissenschaftliche Fakultät → Seminar für Wirtschafts- und Sozialgeschichte

University of Cologne → Faculty of Social and Economic Sciences → Department of Economic and Social History

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |

Working papers

2026

  1. Leonardo Bursztyn & Angela L. Duckworth & Rafael Jiménez-Durán & Aaron Leonard & Filip Milojević & Christopher Roth & Cass R. Sunstein, 2026, "Tipping Points and Australia’s Social Media Ban," NBER Working Papers, National Bureau of Economic Research, Inc, number 35162, Apr.
  2. Leonardo Bursztyn & Jan Fasnacht & Benjamin R. Handel & Rafael Jiménez-Durán & Aaron Leonard & Filip Milojević & Christopher Roth & Cass R. Sunstein, 2026, "Non-User Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 35279, May.

2025

  1. Leonardo Bursztyn & Jan Fasnacht & Rafael Jiménez-Durán & Aaron Leonard & Filip Milojević & Christopher Roth, 2025, "Non-User Externalities and Market Power," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 360, Apr.
  2. Ingar Haaland & Christopher Roth & Stefanie Stantcheva & Johannes Wohlfart, 2025, "Understanding Economic Behavior Using Open-Ended Survey Data," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 362, Apr.
  3. Leonardo Bursztyn & Matthew Gentzkow & Rafael Jiménez-Durán & Aaron Leonard & Filip Milojević & Christopher Roth, 2025, "Measuring Markets for Network Goods," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 363, May.
  4. Thomas Graeber & Christopher Roth & Marco Sammon, 2025, "Coarse Categories in a Complex World," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 364, May.
  5. Leonardo Bursztyn & Ingar Haaland & Nicolas Röver & Christopher Roth, 2025, "The Social Desirability Atlas," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 365, May.
  6. Thomas Graeber & Shakked Noy & Christopher Roth, 2025, "The Transmission of Reliable and Unreliable Information," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 371, Sep.
  7. Felix Chopra & Ingar Haaland & Fabian Roeben & Christopher Roth & Vanessa Sticher, 2025, "News Customization with AI," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 372, Sep.
  8. Leonardo Bursztyn & Jan Fasnacht & Rafael Jiménez-Durán & Aaron Leonard & Filip Milojević & Christopher Roth, 2025, "Non-User Externalities and Market Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 33642, Apr.
  9. Leonardo Bursztyn & Alex Imas & Rafael Jiménez-Durán & Aaron Leonard & Christopher Roth, 2025, "Social Dynamics of AI Adoption," NBER Working Papers, National Bureau of Economic Research, Inc, number 34488, Nov.

2024

  1. Ingar Haaland & Julian König & Christopher Roth & Johannes Wohlfart, 2024, "Information Experiments," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 271, Jan.
  2. Thomas Graeber & Shakked Noy & Christopher Roth, 2024, "Lost in Transmission," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 272, Jan.
  3. Anselm Hager & Lukas Hensel & Johannes Hermle & Christopher Roth, 2024, "Political Activists are Not Driven by Instrumental Motives: Evidence from Two Natural Field Experiments," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 274, Jan.
  4. Christopher Roth & Peter Schwardmann & Egon Tripodi, 2024, "Misperceived Effectiveness and the Demand for Psychotherapy," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 279, Feb.
  5. Christopher Roth & Peter Schwardmann & Egon Tripodi, 2024, "Depression Stigma," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 286, Mar.
  6. Thomas Graeber & Christopher Roth & Constantin Schesch, 2024, "Explanations," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 291, Apr.
  7. Ingar Haaland & Christopher Roth & Stefanie Stantcheva & Johannes Wohlfart, 2024, "Measuring What Is Top of Mind," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 298, May.

2023

  1. Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023, "The Effects of Monetary Policy: Theory with Measured Expectations," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 217, Jan.
  2. Felix Chopra & Christopher Roth & Johannes Wohlfart, 2023, "Home Price Expectations and Spending: Evidence from a Field Experiment," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 233, May.
  3. Sebastian Link & Andreas Peichl & Oliver Pfäuti & Christopher Roth & Johannes Wohlfart, 2023, "Attention to the Macroeconomy," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 256, Sep.
  4. Leonardo Bursztyn & Benjamin Handel & Rafael Jiménez-Durán & Christopher Roth, 2023, "When Product Markets Become Collective Traps: The Case of Social Media," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 260, Oct.

2022

  1. Jorg Breitung & Alexander Mayer & Dominik Wied, 2022, "Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations," Papers, arXiv.org, number 2207.09246, Jul, revised Nov 2023.
  2. Sebastian Kripfganz & Jörg Breitung, 2022, "Bias-corrected estimation of linear dynamic panel data models," London Stata Conference 2022, Stata Users Group, number 05, Sep.
  3. Simon Jäger & Christopher Roth & Nina Roussille & Benjamin Schoefer, 2022, "Worker Beliefs About Outside Options," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 136, Jan.
  4. Sebastian Link & Andreas Peichl & Christopher Roth & Johannes Wohlfart, 2022, "Information Frictions among Firms and Households," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 140, Jan.
  5. Leonardo Bursztyn & Georgy Egorov & Ingar Haaland & Aakaash Rao & Christopher Roth, 2022, "Justifying Dissent," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 141, Jan.
  6. Leonardo Bursztyn & Georgy Egorov & Ingar Haaland & Aakaash Rao & Christopher Roth, 2022, "Scapegoating During Crises," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 142, Jan.
  7. Manuel Bagues & Christopher Roth, 2022, "Interregional Contact and the Formation of a Shared Identity," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 152, Mar.
  8. Felix Chopra & Ingar Haaland & Christopher Roth, 2022, "The Demand for News: Accuracy Concerns versus Belief Confirmation Motives," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 157, Mar.
  9. Anselm Hager & Lukas Hensel & Johannes Hermle & Christopher Roth, 2022, "Political Activists as Free-Riders: Evidence from a Natural Field Experiment," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 158, Apr.
  10. Leonardo Bursztyn & Aakaash Rao & Christopher Roth & David Yanagizawa-Drott, 2022, "Opinions as Facts," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 159, Apr.
  11. Felix Chopra & Ingar Haaland & Christopher Roth & Andreas Stegmann, 2022, "The Null Result Penalty," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 169, May.
  12. Christopher Roth & Sonja Settele & Johannes Wohlfahrt, 2022, "Risk Exposure and Acquisition of Macroeconomic Information," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 177, Jul.
  13. Christopher Roth & Sonja Settele & Johannes Wohlfahrt, 2022, "Beliefs About Public Debt and the Demand for Government Spending," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 178, Jul.
  14. Francesco Capozza & Ingar Haaland & Christopher Roth & Johannes Wohlfart, 2022, "Recent Advances in Studies of News Consumption," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 204, Oct.
  15. Thomas Graeber & Christopher Roth & Florian Zimmermann, 2022, "Stories, Statistics, and Memory," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 208, Nov.
  16. Christopher Roth & Manuel Bagues, 2022, "Interregional contact and national identity," ECONtribute Policy Brief Series, University of Bonn and University of Cologne, Germany, number 032, Jan.

2021

  1. Anselm Hager & Lukas Hensel & Johannes Hermle & Christopher Roth, 2021, "Group Size and Protest Mobilization across Movements and Countermovements," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 114, Aug.
  2. Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2021, "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 119, Oct.
  3. Felix Chopra & Ingar Haaland & Christopher Roth, 2021, "Do People Demand Fact-Checked News? Evidence From U.S. Democrats," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 121, Oct.
  4. Francesco Capozza & Ingar Haaland & Christopher Roth & Johannes Wohlfart, 2021, "Studying Information Acquisition in the Field: A Practical Guide and Review," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 124, Oct.
  5. Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021, "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 126, Nov.
  6. Peter Andre & Ingar Haaland & Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021, "Narratives about the Macroeconomy," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 127, Nov.
  7. Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021, "Uncertainty and Information Acquisition: Evidence from Firms and Households," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 129, Dec.
  8. Anselm Hager & Lukas Hensel & Christopher Roth & Andreas Stegmann, 2021, "Voice and Political Engagement: Evidence From a Natural Field Experiment," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 133, Dec.
  9. Peter Andre & Ingar Haaland & Christopher Roth & Johannes Wohlfart, 2021, "Inflation Narratives," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_325, Dec.
  10. Felix Chopra & Ingar K. Haaland & Christopher Roth, 2021, "The Demand for Fact-Checking," CESifo Working Paper Series, CESifo, number 9061.

2020

  1. Sven Otto & Jorg Breitung, 2020, "Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data," Papers, arXiv.org, number 2003.02682, Mar, revised Mar 2022.
  2. Otto, Sven & Breitung, Jörg, 2020, "Backward CUSUM for Testing and Monitoring Structural Change," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224533.
  3. Thiemo Fetzer & Lukas Hensel & Johannes Hermle & Christopher Roth, 2020, "Coronavirus Perceptions And Economic Anxiety," Papers, arXiv.org, number 2003.03848, Mar, revised Jul 2020.
  4. Leonardo Bursztyn & Aakaash Rao & Christopher Roth & David Yanagizawa-Drott, 2020, "Misinformation During a Pandemic," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-44.
  5. Leonardo Bursztyn & Ingar Haaland & Aakaash Rao & Christopher Roth, 2020, "Disguising Prejudice: Popular Rationales as Excuses for Intolerant Expression," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-73.
  6. Felix Chopra & Ingar Haaland & Christopher Roth, 2020, "Do People Value More Informative News?," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_155, Feb.
  7. Ingar K. Haaland & Christopher Roth, 2020, "Labor Market Concerns and Support for Immigration," CESifo Working Paper Series, CESifo, number 8401.
  8. Ingar K. Haaland & Christopher Roth & Johannes Wohlfart, 2020, "Designing Information Provision Experiments," CESifo Working Paper Series, CESifo, number 8406.
  9. Anselm Hager & Johannes Hermle & Lukas Hensel & Christopher Roth, 2020, "Does Party Competition Affect Political Activism?," CESifo Working Paper Series, CESifo, number 8431.
  10. Fetzer, Thiemo & Witte, Marc & Hensel, Lukas & Jachimowicz, Jon M. & Haushofer, Johannes & Ivchenko, Andriy & Caria, Stefano & Elena Reutskaja & Roth, Christopher & Fiorin, Stefano & Gomez, Margarita , 2020, "Global Behaviors and Perceptions at the Onset of the COVID-19 Pandemic," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 472.
  11. Fetzer, Thiemo & Witte, Marc & Hensel, Lukas & Jachimowicz, Jon M. & Haushofer, Johannes & Ivchenko, Andriy & Reutskaja, Elena & Roth, Christopher & Gomez, Margarita & Kraft-Todd, Gordon & Goetz, Frie, 2020, "Global Behaviors and Perceptions in the COVID-19 Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 14631, Apr.

2019

  1. Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
  2. Anselm Hager & Lukas Hensel & Johannes Hermle & Christopher Roth, 2019, "Strategic Interdependence in Political Movements and Countermovements," CESifo Working Paper Series, CESifo, number 7790.
  3. Ingar Haaland & Christopher Roth, 2019, "Beliefs about Racial Discrimination and Support for Pro-Black Policies," CESifo Working Paper Series, CESifo, number 7828.

2018

  1. Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
  2. Christopher Roth & Johannes Wohlfart, 2018, "How Do Expectations About the Macroeconomy Affect Personal Expectations and Behavior?," CESifo Working Paper Series, CESifo, number 7154.

2017

  1. Jцrg Breitung & Christoph Wigger, 2017, "Alternative GMM estimators for spatial regression models," Working Paper Series in Economics, University of Cologne, Department of Economics, number 89, Jan.
  2. Jonathan de Quidt & Johannes Haushofer & Christopher Roth, 2017, "Measuring and Bounding Experimenter Demand," CESifo Working Paper Series, CESifo, number 6516.

2016

  1. Jörg Breitung & Sven Schreiber, 2016, "Assessing Causality and Delay within a Frequency Band," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 165-2016.
  2. Christopher Roth & Johannes Wohlfart, 2016, "Experienced Inequality and Preferences for Redistribution," CESifo Working Paper Series, CESifo, number 6251.
  3. Grigorieff, Alexis & Roth, Christopher & Ubfal, Diego, 2016, "Does Information Change Attitudes Towards Immigrants? Representative Evidence from Survey Experiments," IZA Discussion Papers, IZA Network @ LISER, number 10419, Dec.

2015

  1. Schreiber, Sven & Breitung, Jörg, 2015, "Tests Of Non-Causality In A Frequency Band," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy, Verein für Socialpolitik / German Economic Association, number 113111.
  2. Roth, Christopher & Sumarto, Sudarno, 2015, "Does Education Increase Interethnic and Interreligious Tolerance? Evidence from a Natural Experiment," MPRA Paper, University Library of Munich, Germany, number 64558, May.

2014

  1. Jorg Breitung & Sandra Eickmeier, 2014, "Analyzing Business and Financial Cycles Using Multi-Level Factor Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-43, May.
  2. Hafner, Christian & Breitung, Jörg, 2014, "A simple model for now-casting volatility series," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2014060, Nov.

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, number dp-485, Dec.
  2. In Choi & Jorg Breitung, 2011, "Factor models," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1121, Dec, revised Dec 2011.
    • Jörg Breitung & In Choi, 2013, "Factor models," Chapters, Edward Elgar Publishing, chapter 11, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".

2009

  1. Westerlund, Joakim & Breitung, Jörg, 2009, "Myths and Facts about Panel Unit Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 380, Sep.
  2. Jorg Breitung & Gianluca Cubadda, 2009, "Testing for cointegration in high-dimensional systems," CEIS Research Paper, Tor Vergata University, CEIS, number 148, Sep, revised 30 Sep 2009.
  3. Breitung, Jörg & Eickmeier, Sandra, 2009, "Testing for structural breaks in dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,05.
  4. Born, Benjamin & Breitung, Jörg, 2009, "Simple Regression Based Tests for Spatial Dependence," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 23/2009.

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, Deutsche Bundesbank, number 2006,33.
  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, number 229, Jul.

2005

  1. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005, "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,42.
  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, Deutsche Bundesbank, number 2005,20.
  3. Sandra Eickmeier & Joerg Breitung, 2005, "How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model�," TWI Research Paper Series, Thurgauer Wirtschaftsinstitut, Universität Konstanz, number 14.
  4. Breitung, Jörg & Eickmeier, Sandra, 2005, "Dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,38.

2004

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

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, Deutsche Bundesbank, number 2003,13.
  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, Deutsche Bundesbank, number 2003,06.

2002

  1. Breitung, Jörg & Jagodzinski, Doris, 2002, "Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,36.
  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, number B5-4, Mar.
  3. Hassler, Uwe & Breitung, Jörg, 2002, "A Residual-Based LM Test for Fractional Cointegration," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 114.
  4. Hassler, Uwe & Breitung, Jörg, 2002, "A Residual LM test for fractional cointegration," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 18287.

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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,96.

2000

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

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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,67.
  2. Breitung, Jörg, 1999, "The local power of some unit root tests for panel data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,69.
  3. Breitung, Jörg, 1999, "Some nonparametric tests for unit roots and cointegration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,36.

1998

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

1996

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

1995

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

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, number dp-185, Oct.

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, number dp-171, Jul.
  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, number dp-169, Apr.

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, number dp-164, Mar.

1990

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

1989

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

1988

  1. Breitung, Jörg, 1988, "Estimating Binary Probit Models under First Order Serial Correlation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-124, Sep.
  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, number dp-131, Nov.

Journal articles

2025

  1. Leonardo Bursztyn & Benjamin Handel & Rafael Jiménez-Durán & Christopher Roth, 2025, "When Product Markets Become Collective Traps: The Case of Social Media," American Economic Review, American Economic Association, volume 115, issue 12, pages 4105-4136, December, DOI: 10.1257/aer.20231468.
  2. Felix Chopra & Christopher Roth & Johannes Wohlfart, 2025, "Home Price Expectations and Spending: Evidence from a Field Experiment," American Economic Review, American Economic Association, volume 115, issue 7, pages 2267-2305, July, DOI: 10.1257/aer.20240022.
  3. Ingar Haaland & Christopher Roth & Stefanie Stantcheva & Johannes Wohlfart, 2025, "Understanding Economic Behavior Using Open-Ended Survey Data," Journal of Economic Literature, American Economic Association, volume 63, issue 4, pages 1244-1280, December, DOI: 10.1257/jel.20251780.

2024

  1. Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2024, "Uncertainty and Information Acquisition: Evidence from Firms and Households," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 2, pages 375-405, April, DOI: 10.1257/mac.20220047.
  2. Roth, Christopher & Schwardmann, Peter & Tripodi, Egon, 2024, "Misperceived effectiveness and the demand for psychotherapy," Journal of Public Economics, Elsevier, volume 240, issue C, DOI: 10.1016/j.jpubeco.2024.105254.
  3. Felix Chopras & Ingar Haaland & Christopher Roth, 2024, "The Demand for News: Accuracy Concerns Versus Belief Confirmation Motives," The Economic Journal, Royal Economic Society, volume 134, issue 661, pages 1806-1834.
  4. Simon Jäger & Christopher Roth & Nina Roussille & Benjamin Schoefer, 2024, "Worker Beliefs About Outside Options," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 139, issue 3, pages 1505-1556.
  5. Thomas Graeber & Christopher Roth & Florian Zimmermann, 2024, "Stories, Statistics, and Memory," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 139, issue 4, pages 2181-2225.

2023

  1. Manuel Bagues & Christopher Roth, 2023, "Interregional Contact and the Formation of a Shared Identity," American Economic Journal: Economic Policy, American Economic Association, volume 15, issue 3, pages 322-350, August, DOI: 10.1257/pol.20210237.
  2. Ingar Haaland & Christopher Roth & Johannes Wohlfart, 2023, "Designing Information Provision Experiments," Journal of Economic Literature, American Economic Association, volume 61, issue 1, pages 3-40, March, DOI: 10.1257/jel.20211658.
  3. Link, Sebastian & Peichl, Andreas & Roth, Christopher & Wohlfart, Johannes, 2023, "Information frictions among firms and households," Journal of Monetary Economics, Elsevier, volume 135, issue C, pages 99-115, DOI: 10.1016/j.jmoneco.2023.01.005.
  4. Anselm Hager & Lukas Hensel & Johannes Hermle & Christopher Roth, 2023, "Political Activists as Free Riders: Evidence from a Natural Field Experiment," The Economic Journal, Royal Economic Society, volume 133, issue 653, pages 2068-2084.
  5. Felix Chopra & Ingar Haaland & Christopher Roth & Andreas Stegmann, 2023, "The Null Result Penalty," The Economic Journal, Royal Economic Society, volume 134, issue 657, pages 193-219.
  6. Leonardo Bursztyn & Georgy Egorov & Ingar Haaland & Aakaash Rao & Christopher Roth, 2023, "Justifying Dissent," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 138, issue 3, pages 1403-1451.
  7. Leonardo Bursztyn & Aakaash Rao & Christopher Roth & David Yanagizawa-Drott, 2023, "Opinions as Facts," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 4, pages 1832-1864.
  8. Ingar Haaland & Christopher Roth, 2023, "Beliefs about Racial Discrimination and Support for Pro-Black Policies," The Review of Economics and Statistics, MIT Press, volume 105, issue 1, pages 40-53, January, DOI: 10.1162/rest_a_01036.

2022

  1. Christopher Roth & Sonja Settele & Johannes Wohlfart, 2022, "Risk Exposure and Acquisition of Macroeconomic Information," American Economic Review: Insights, American Economic Association, volume 4, issue 1, pages 34-53, March, DOI: 10.1257/aeri.20200662.
  2. Leonardo Bursztyn & Georgy Egorov & Ingar Haaland & Aakaash Rao & Christopher Roth, 2022, "Scapegoating during Crises," AEA Papers and Proceedings, American Economic Association, volume 112, pages 151-155, May, DOI: 10.1257/pandp.20221069.
  3. Hager, Anselm & Hensel, Lukas & Hermle, Johannes & Roth, Christopher, 2022, "Group Size and Protest Mobilization across Movements and Countermovements," American Political Science Review, Cambridge University Press, volume 116, issue 3, pages 1051-1066, August.
  4. Roth, Christopher & Settele, Sonja & Wohlfart, Johannes, 2022, "Beliefs about public debt and the demand for government spending," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 165-187, DOI: 10.1016/j.jeconom.2020.09.011.
  5. Hensel, Lukas & Witte, Marc & Caria, A. Stefano & Fetzer, Thiemo & Fiorin, Stefano & Götz, Friedrich M. & Gomez, Margarita & Haushofer, Johannes & Ivchenko, Andriy & Kraft-Todd, Gordon & Reutskaja, El, 2022, "Global Behaviors, Perceptions, and the Emergence of Social Norms at the Onset of the COVID-19 Pandemic," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 473-496, DOI: 10.1016/j.jebo.2021.11.015.
  6. Chopra, Felix & Haaland, Ingar & Roth, Christopher, 2022, "Do people demand fact-checked news? Evidence from U.S. Democrats," Journal of Public Economics, Elsevier, volume 205, issue C, DOI: 10.1016/j.jpubeco.2021.104549.
  7. Christopher Roth, 2022, "Christopher Roth Discussion of: Mental Health," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 37, issue 109, pages 159-160.
  8. Christopher Roth, 2022, "Christopher Roth discussion of: Technology and early retirement," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 37, issue 112, pages 851-852.
  9. Peter Andrebriq & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2022, "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 6, pages 2958-2991.

2021

  1. Jörg Breitung & Malte Knüppel, 2021, "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 4, pages 369-392, June, DOI: 10.1002/jae.2817.
  2. Jörg Breitung & Philipp Hansen, 2021, "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, volume 60, issue 1, pages 327-351, January, DOI: 10.1007/s00181-020-01948-7.
  3. Breitung, Jörg & Salish, Nazarii, 2021, "Estimation of heterogeneous panels with systematic slope variations," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 399-415, DOI: 10.1016/j.jeconom.2020.04.007.
  4. Thiemo Fetzer & Lukas Hensel & Johannes Hermle & Christopher Roth, 2021, "Coronavirus Perceptions and Economic Anxiety," The Review of Economics and Statistics, MIT Press, volume 103, issue 5, pages 968-978, December, DOI: 10.1162/rest_a_00946.

2020

  1. Haaland, Ingar & Roth, Christopher, 2020, "Labor market concerns and support for immigration," Journal of Public Economics, Elsevier, volume 191, issue C, DOI: 10.1016/j.jpubeco.2020.104256.
  2. Alexis Grigorieff & Christopher Roth & Diego Ubfal, 2020, "Does Information Change Attitudes Toward Immigrants?," Demography, Springer;Population Association of America (PAA), volume 57, issue 3, pages 1117-1143, June, DOI: 10.1007/s13524-020-00882-8.
  3. Christopher Roth & Johannes Wohlfart, 2020, "How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?," The Review of Economics and Statistics, MIT Press, volume 102, issue 4, pages 731-748, October.

2019

  1. Kazuhiko Hayakawa & Meng Qi & Jörg Breitung, 2019, "Double filter instrumental variable estimation of panel data models with weakly exogenous variables," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1055-1088, October, DOI: 10.1080/07474938.2018.1514024.
  2. Roth Christopher & Wohlfart Johannes, 2019, "Makroökonomische Erwartungen und ihre Rolle in wirtschaftlichen Entscheidungen von Haushalten," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 20, issue 2, pages 159-166, June, DOI: 10.1515/pwp-2018-0038.
  3. Cornelius Christian & Lukas Hensel & Christopher Roth, 2019, "Income Shocks and Suicides: Causal Evidence From Indonesia," The Review of Economics and Statistics, MIT Press, volume 101, issue 5, pages 905-920, December.

2018

  1. Breitung, Jörg & Schreiber, Sven, 2018, "Assessing causality and delay within a frequency band," Econometrics and Statistics, Elsevier, volume 6, issue C, pages 57-73, DOI: 10.1016/j.ecosta.2017.04.005.
  2. Jörg Breitung & Christoph Wigger, 2018, "Alternative GMM estimators for spatial regression models," Spatial Economic Analysis, Taylor & Francis Journals, volume 13, issue 2, pages 148-170, April, DOI: 10.1080/17421772.2018.1403644.
  3. Jonathan de Quidt & Johannes Haushofer & Christopher Roth, 2018, "Measuring and Bounding Experimenter Demand," American Economic Review, American Economic Association, volume 108, issue 11, pages 3266-3302, November.
  4. Roth, Christopher & Wohlfart, Johannes, 2018, "Experienced inequality and preferences for redistribution," Journal of Public Economics, Elsevier, volume 167, issue C, pages 251-262, DOI: 10.1016/j.jpubeco.2018.09.012.

2016

  1. Benjamin Born & Jörg Breitung, 2016, "Testing for Serial Correlation in Fixed-Effects Panel Data Models," Econometric Reviews, Taylor & Francis Journals, volume 35, issue 7, pages 1290-1316, August, DOI: 10.1080/07474938.2014.976524.
  2. Breitung, Jörg & Hafner, Christian M., 2016, "A simple model for now-casting volatility series," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1247-1255, DOI: 10.1016/j.ijforecast.2016.04.007.
  3. Jörg Breitung & Christoph Roling & Nazarii Salish, 2016, "Lagrange multiplier type tests for slope homogeneity in panel data models," Econometrics Journal, Royal Economic Society, volume 19, issue 2, pages 166-202, June.

2015

  1. Breitung, Jörg & Eickmeier, Sandra, 2015, "Analyzing business cycle asymmetries in a multi-level factor model," Economics Letters, Elsevier, volume 127, issue C, pages 31-34, DOI: 10.1016/j.econlet.2014.12.001.
  2. Breitung, Jörg & Demetrescu, Matei, 2015, "Instrumental variable and variable addition based inference in predictive regressions," Journal of Econometrics, Elsevier, volume 187, issue 1, pages 358-375, DOI: 10.1016/j.jeconom.2013.10.018.
  3. JÖrg Breitung & Christoph Roling, 2015, "Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 34, issue 7, pages 588-603, November.

2013

  1. Breitung, Jörg & Schmeling, Maik, 2013, "Quantifying survey expectations: What’s wrong with the probability approach?," International Journal of Forecasting, Elsevier, volume 29, issue 1, pages 142-154, DOI: 10.1016/j.ijforecast.2012.07.005.
  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, volume 75, issue 1, pages 23-36, February, DOI: obes.12003.
  3. Joakim Westerlund & Jörg Breitung, 2013, "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, volume 32, issue 5-6, pages 547-591, August, DOI: 10.1080/07474938.2013.741023.
  4. Jörg Breitung & Robinson Kruse, 2013, "When bubbles burst: econometric tests based on structural breaks," Statistical Papers, Springer, volume 54, issue 4, pages 911-930, November, DOI: 10.1007/s00362-012-0497-3.

2011

  1. Badi Baltagi & Jörg Breitung, 2011, "Introduction to the special issue," Empirical Economics, Springer, volume 40, issue 1, pages 1-4, February, DOI: 10.1007/s00181-010-0425-0.
  2. Benjamin Born & Jörg Breitung, 2011, "Simple regression‐based tests for spatial dependence," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 330-342, July.
  3. Breitung, Jörg & Eickmeier, Sandra, 2011, "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, volume 163, issue 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, volume 106, issue 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, Oxford University Press, volume 10, issue 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, volume 25, issue 3, 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, volume 24, issue 3, pages 386-398.
  2. Breitung Jörg, 2008, "Assessing the Rationality of Survey Expectations: The Probability Approach," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 228, issue 5-6, pages 630-643, October, DOI: 10.1515/jbnst-2008-5-613.
  3. Breitung, Jörg & Das, Samarjit, 2008, "Testing For Unit Roots In Panels With A Factor Structure," Econometric Theory, Cambridge University Press, volume 24, issue 1, 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, volume 34, issue 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, volume 132, issue 2, pages 363-378, June.
  3. Jörg Breitung & Sandra Eickmeier, 2006, "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 27-42, March, DOI: 10.1007/s10182-006-0219-z.
  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, volume 16, issue 3, pages 215-230, July.
  5. Hassler, Uwe & Breitung, Jörg, 2006, "A Residual-Based Lm-Type Test Against Fractional Cointegration," Econometric Theory, Cambridge University Press, volume 22, issue 6, 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;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 141, issue 1, pages 124-140, April, DOI: 10.1007/s10290-005-0018-8.
  2. Jörg Breitung & Samarjit Das, 2005, "Panel unit root tests under cross‐sectional dependence," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 59, issue 4, pages 414-433, November, DOI: 10.1111/j.1467-9574.2005.00299.x.
  3. Jorg Breitung, 2005, "A Parametric approach to the Estimation of Cointegration Vectors in Panel Data," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 2, pages 151-173, DOI: 10.1081/ETC-200067895.

2002

  1. Breitung, Jorg & Hassler, Uwe, 2002, "Inference on the cointegration rank in fractionally integrated processes," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 167-185, October.
  2. Breitung, Jorg, 2002, "Nonparametric tests for unit roots and cointegration," Journal of Econometrics, Elsevier, volume 108, issue 2, pages 343-363, June.
  3. Breitung, Jörg & Trenkler, Carsten, 2002, "On The Properties Of Some Tests For Common Stochastic Trends," Econometric Theory, Cambridge University Press, volume 18, issue 6, pages 1336-1349, December.
  4. Jörg Breitung & Norman R. Swanson, 2002, "Temporal aggregation and spurious instantaneous causality in multiple time series models," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 6, pages 651-665, November, DOI: 10.1111/1467-9892.00284.

2001

  1. Breitung, Jorg, 2001, "Rank Tests for Nonlinear Cointegration," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 3, pages 331-340, 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, volume 2, issue 4, pages 419-434, November, DOI: 10.1111/1468-0475.00047.
  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, volume 70, issue 3, pages 331-338, DOI: 10.3790/vjh.70.3.331.
  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, volume 20, issue 6, pages 839-856, November.
  5. Jörg Breitung, 2001, "A convenient representation for structural vector autoregressions," Empirical Economics, Springer, volume 26, issue 2, pages 447-459.

1999

  1. Victor Gomez & Jorg Breitung, 1999, "The Beveridge–Nelson Decomposition: A Different Perspective with New Results," Journal of Time Series Analysis, Wiley Blackwell, volume 20, issue 5, pages 527-535, September, DOI: 10.1111/1467-9892.00154.

1998

  1. Breitung, Jörg & Franses, Philip Hans, 1998, "On Phillips–Perron-Type Tests For Seasonal Unit Roots," Econometric Theory, Cambridge University Press, volume 14, issue 2, pages 200-221, April.
  2. Breitung Jörg & Heinemann Maik, 1998, "Short Run Comovement, Persistent Shocks and the Business Cycle / Eine empirische Analyse der Wirkung kurz- und langfristiger Schocks im Konjunkturzyklus," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 217, issue 4, pages 436-448, August, DOI: 10.1515/jbnst-1998-0404.

1997

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

1996

  1. Jörg Breitung & Michael Lechner, 1996, "Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés," Économie et Prévision, Programme National Persée, volume 126, issue 5, pages 191-203, DOI: 10.3406/ecop.1996.5831.

1994

  1. Jorg Breitung, 1994, "Some Simple Tests Of The Moving‐Average Unit Root Hypothesis," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 4, pages 351-370, July, DOI: 10.1111/j.1467-9892.1994.tb00199.x.

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, volume 14, issue 4, pages 329-342.

Chapters

2016

  1. Breitung Jörg & Eickmeier Sandra, 2016, "Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches," Advances in Econometrics, Emerald Group Publishing Limited, "Dynamic Factor Models", DOI: 10.1108/S0731-905320150000035005.

2013

  1. Jörg Breitung & In Choi, 2013, "Factor models," Chapters, Edward Elgar Publishing, chapter 11, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".
    • In Choi & Jorg Breitung, 2011, "Factor models," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1121, Dec, revised Dec 2011.

2006

  1. Jörg Breitung & Sandra Eickmeier, 2006, "Dynamic Factor Models," Springer Books, Springer, chapter 3, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_3.

Software components

2022

  1. Sebastian Kripfganz & Jörg Breitung, 2022, "XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models," Statistical Software Components, Boston College Department of Economics, number S459078, revised 31 Aug 2022.

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