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Jörg Breitung

Wirtschaftswissenschaftler

Name	Jörg Breitung
Place	Deutschland
Academic degree	Prof. Dr.
Profession	Wirtschaftswissenschaftler (characteristic profession)
Variant	J. Breitung Joerg Breitung
Related	Universität zu Köln Deutsche Bundesbank
Further information	Tätig am Institut für Ökonometrie, Univ. Bonn; Tätig am Inst. für Quantitative Wirtschaftsforschung, Abt. Ökonometrie u. Statistik, Univ. Hannover; Tätig an der Maastricht Univ.; Tätig am Inst. of Statistics and Econometrics, Humboldt-Univ., Berlin
Record type	Person
GND-Identifier	170635775
Record ID	170635775
Involved in show all Multivariate scaling methods and the reconstruction of social spaces : Papers in honor of Jörg Blasius Projection Estimators for Structural Impulse Responses Dynamic Modeling and Forecasting of Financial Portfolio Weights Macroeconomic Forecasting and Evaluation with Supervised and Neural Network Reinforced Factor Models Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models Alternative estimation approaches for the factor augmented panel data model with small T How far can we forecast? : statistical tests of the predictive content Assessing Causality and Delay within a Frequency Band Analyzing business and financial cycles using multi-level factor models Testing for structural breaks in dynamic factor models Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank Rank Tests for Unit Roots On model based seasonal adjustment procedures Rank tests for nonlinear cointegration Real-time forecasting of GDP based on a large factor model with monthly and quarterly data The Beveridge-Nelson Decomposition Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks Dynamic factor models How synchronized are central and east European economies with the Euro area? : evidence from a structural factor model Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland Some Nonparametric Tests for Unit Roots and Cointegration The Local Power of Some Unit Root Tests for Panel Data Uncovered Interest Parity Unit roots and cointegration in panels Unit roots and cointegration in panels A vectorautoregressive investment model (VIM) and monetary policy transmission : panel evidence from German firms Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank A parametric approach to the estimation of cointegration vectors in panel data A parametric approach to the estimation of cointegration vectors in panel data A residual based LM test for fractional cointegration A Residual-Based LM Test for Fractional Cointegration Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland Is There a Common European Business Cycle? : New Insights from a Frequency Domain Analysis Is There a Common European Business Cycle? New Insights from a Frequency Domain Analysis Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares Testing for short and long run causality : the case of the yield spread and economic growth Testing for short and long-run causality: The case of the yield spread and economic growth Common Cycles Common cycles : a frequency domain approach Inference on the cointegration rank in fractionally integrated processes Inference on the Cointegration Rank in Fractionally Integrated Processes Uncovered interest parity - what can we learn from panel data? Nonlinear Error Correction and the Efficient Market Hypothesis Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares Some nonparametric tests for unit roots and cointegration The local power of some unit root tests for panel data Alternative GMM methods for nonlinear panel data models Alternative GMM Methods for Nonlinear Panel Data Models Canonical correlation statistics for testing the cointegration rank in a reversed order Canonical Correlation Statistics for Testing the Cointegration Rank in a Reversed Order Neuere Entwicklung auf dem Gebiet ökonomischer Strukturmodelle : strukturelle Vektorautoregressionen Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle On model based seasonal adjustment procedures Rank tests for nonlinear cointegration relationships Simulation based methods of moments in empirical finance Simulation based methods of moments in empirical finance Simulation based methods of moments in empirical finance Temporal aggregation and causality in multiple time series models Temporal Aggregation and Causality in Multiple Time Series Models The Beveridge-Nelson decomposition : a different perspective with new results

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Katalog der Deutschen Nationalbibliothek

Jörg Breitung

Multivariate scaling methods and the reconstruction of social spaces : Papers in honor of Jörg Blasius

Projection Estimators for Structural Impulse Responses

Dynamic Modeling and Forecasting of Financial Portfolio Weights

Macroeconomic Forecasting and Evaluation with Supervised and Neural Network Reinforced Factor Models

Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models

Alternative estimation approaches for the factor augmented panel data model with small T

How far can we forecast? : statistical tests of the predictive content

Assessing Causality and Delay within a Frequency Band

Analyzing business and financial cycles using multi-level factor models

Testing for structural breaks in dynamic factor models

Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank

Rank Tests for Unit Roots

On model based seasonal adjustment procedures

Rank tests for nonlinear cointegration

Real-time forecasting of GDP based on a large factor model with monthly and quarterly data

The Beveridge-Nelson Decomposition

Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks

Dynamic factor models

How synchronized are central and east European economies with the Euro area? : evidence from a structural factor model

Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland

Some Nonparametric Tests for Unit Roots and Cointegration

The Local Power of Some Unit Root Tests for Panel Data

Uncovered Interest Parity

Unit roots and cointegration in panels

Unit roots and cointegration in panels

A vectorautoregressive investment model (VIM) and monetary policy transmission : panel evidence from German firms

Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank

A parametric approach to the estimation of cointegration vectors in panel data

A parametric approach to the estimation of cointegration vectors in panel data

A residual based LM test for fractional cointegration

A Residual-Based LM Test for Fractional Cointegration

Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland

Is There a Common European Business Cycle? : New Insights from a Frequency Domain Analysis

Is There a Common European Business Cycle? New Insights from a Frequency Domain Analysis

Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares

Testing for short and long run causality : the case of the yield spread and economic growth

Testing for short and long-run causality: The case of the yield spread and economic growth

Common Cycles

Common cycles : a frequency domain approach

Inference on the cointegration rank in fractionally integrated processes

Inference on the Cointegration Rank in Fractionally Integrated Processes

Uncovered interest parity - what can we learn from panel data?

Nonlinear Error Correction and the Efficient Market Hypothesis

Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares

Some nonparametric tests for unit roots and cointegration

The local power of some unit root tests for panel data

Alternative GMM methods for nonlinear panel data models

Alternative GMM Methods for Nonlinear Panel Data Models

Canonical correlation statistics for testing the cointegration rank in a reversed order

Canonical Correlation Statistics for Testing the Cointegration Rank in a Reversed Order

Neuere Entwicklung auf dem Gebiet ökonomischer Strukturmodelle : strukturelle Vektorautoregressionen

Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle

On model based seasonal adjustment procedures

Rank tests for nonlinear cointegration relationships

Simulation based methods of moments in empirical finance

Simulation based methods of moments in empirical finance

Simulation based methods of moments in empirical finance

Temporal aggregation and causality in multiple time series models

Temporal Aggregation and Causality in Multiple Time Series Models

The Beveridge-Nelson decomposition : a different perspective with new results