Jörg Breitung : Citation Profile

Universität zu Köln

25

H index

42

i10 index

3251

Citations

RESEARCH PRODUCTION:

53

Articles

81

Papers

3

Chapters

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 92
   Journals where Jörg Breitung has often published
   Relations with other researchers
   Recent citing documents: 391.    Total self citations: 34 (1.04 %)

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   Permalink: http://citec.repec.org/pbr526
   Updated: 2026-09-26    RAS profile: 2022-08-11    
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Relations with other researchers

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:

Rodrigues, Paulo (44)

Marcellino, Massimiliano (39)

Asongu, Simplice (33)

Herzer, Dierk (33)

Westerlund, Joakim (30)

Tiwari, Aviral (29)

Nielsen, Morten (27)

GUPTA, RANGAN (27)

Proaño, Christian (26)

Eickmeier, Sandra (25)

Taylor, Robert (24)

Cites to:

Phillips, Peter (60)

Reichlin, Lucrezia (44)

Pesaran, Mohammad (40)

Marcellino, Massimiliano (35)

Watson, Mark (35)

Forni, Mario (33)

Bai, Jushan (28)

Moon, Hyungsik (27)

Ng, Serena (26)

Lippi, Marco (24)

Kose, Ayhan (24)

Main data

Where Jörg Breitung has published?

Journals with more than one article published# docs
Journal of Econometrics8
Empirical Economics5
Econometric Theory5
Econometric Reviews4
Journal of Time Series Analysis3
International Journal of Forecasting3
Economics Letters2
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)2

Working Papers Series with more than one paper published# docs
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes25
Hannover Economic Papers (HEP) / Leibniz Universitt Hannover, Wirtschaftswissenschaftliche Fakultt11
Discussion Paper Series 1: Economic Studies / Deutsche Bundesbank7
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)4
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Papers / arXiv.org2
Discussion Papers / Deutsche Bundesbank2

Recent works citing Jörg Breitung (2025 and 2024)

YearTitle of citing document
2024Deficit Financing and Economic Return to Public Expenditure in the CEMAC Member Countries. (2024). Senke, Ngeh Laura ; Atemnkeng, Johannes Tabi ; Tingum, Ernest Ngeh. In: African Journal of Economic Review. RePEc:ags:afjecr:340553.

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2025“It’s not the heat, it’s the humidity!” New Climate Indices for Europe with a Multilevel Factor Model. (2025). Manera, Matteo ; Pedini, Luca ; Valenti, Daniele ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:376264.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:388985.

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2025Do Remittances Lead to Financial Instability? Evidence from Selected Asia–Pacific Countries. (2025). Akçay, Selçuk ; Akay, Seluk. In: Asian Journal of Applied Economics. RePEc:ags:thkase:401158.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2026A rotated Dynamic Factor Model for the yield curve: squeezing out information when it matters. (2026). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: Working Papers. RePEc:anc:wpaper:503.

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2025Inference on Extreme Quantiles of Unobserved Individual Heterogeneity. (2023). Morozov, Vladislav. In: Papers. RePEc:arx:papers:2210.08524.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2024Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2024A new mapping of technological interdependence. (2024). Venturini, Francesco ; Guardabascio, Barbara ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2308.00014.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2026Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors. (2024). Fan, Yewen ; Dong, Xinshuai ; Jin, Songyao ; Rajendran, Sathyamoorthy ; Zhang, Kun ; Dai, Haoyue. In: Papers. RePEc:arx:papers:2401.05414.

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2024Nowcasting with Mixed Frequency Data Using Gaussian Processes. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Hauzenberger, Niko ; Stelzer, Anna. In: Papers. RePEc:arx:papers:2402.10574.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Canonical Correlation Analysis: review. (2024). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2411.15625.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2026Testing for Grouped Patterns in Panel Data Models. (2025). Raiola, Antonio ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2510.22841.

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2026Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2026Assessing the Effects of Macroeconomic Variables on Child Mortality in D-8 Countries Using Panel Data Analysis. (2026). Akram, Waseem M ; Shahi, Binita. In: Papers. RePEc:arx:papers:2512.23110.

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2026Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter. (2026). Ruiz, Esther ; Barigozzi, Matteo ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2601.04087.

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2026Chasing Opportunity: Spillovers and Drivers of U.S. State Population Growth. (2026). Kripfganz, Sebastian ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2601.10444.

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2025Long run inflation: persistence and central bank independence. (2025). Athanasopoulos, Angelos ; Romelli, Davide ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25237.

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2025Determinants of Banks€™ Liquidity Buffer Holdings: Evidence from the Turkish Banking Sector. (2025). Erdemli, Buket Mentesoglu. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:19:y:2025:i:2:p:149-172.

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2025An estimation of the Phillips curve in Mexico using city-level data. (2025). Rocha, Horacio Reyes ; Leo, Lorenzo Aldeco. In: Working Papers. RePEc:bdm:wpaper:2025-14.

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2026Sensegiving, ESG, and Firm Value: Mitigating Interpretive Uncertainty in South Korea. (2026). Roh, Taewoo ; Seo, Yeonji ; Park, Chuljin ; Kim, Yanghee. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:35:y:2026:i:3:p:4240-4255.

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2024A safe asset in early modern Castile, 1543–1714. (2024). Gomezblanco, Victor M. In: Economic History Review. RePEc:bla:ehsrev:v:77:y:2024:i:1:p:212-243.

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2024Does the internet bring food prices closer together? Exploring search engine query data in Iran. (2024). Bittmann, Thomas ; Zamani, Omid ; Loy, Jenspeter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:75:y:2024:i:2:p:688-715.

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2024A residual‐based nonparametric variance ratio no‐cointegration test. (2024). Reichold, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:847-856.

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2024The Role of Banks in Shaping Income Inequality: A Within‐Country Study. (2024). Dell'Anno, Roberto ; Coccorese, Paolo. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:129-153.

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2024The 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.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_625.

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2024Neglected 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.

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2024Moment-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.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2538.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

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2024Financial Inclusion and Threshold Effects in Carbon Emissions. (2024). Rault, Christophe ; ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11237.

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2025The Micro and Macro Effects of Changes in the Potential Benefit Duration. (2025). Jessen, Jonas ; Gałecka-Burdziak, Ewa ; Kluve, Jochen ; Gra, Marek ; Gaecka-Burdziak, Ewa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11849.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2024Foreign 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.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2026Does aid for renewable energy reduce the consumption of fossil energy?. (2026). Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-26-00024.

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2024Central 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.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940.

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2024The impact of environmental regulation on clean innovation: are there crowding out effects?. (2024). Benatti, Nicola ; Kelly, Petra ; Lopez-Garcia, Paloma ; Groiss, Martin. In: Working Paper Series. RePEc:ecb:ecbwps:20242946.

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2025Forecasting Economic Growth Based on Systemic Risk for a Sample of Emerging Countries: a MIDAS Approach with Almon Polynomial Lag Distribution. (2025). Venegas-Martínez, Francisco ; Venegas-Martnez, Francisco ; Borrego-Salcido, Carmen ; Benavides-Perales, Guillermo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:v:15:y:2025:i:4:id:19110.

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2025Environmental Taxation and Economic Growth in Africa: A Macroeconomic Panel Data Analysis. (2025). el Alaoui, Aicha ; Ouchouid, Iyman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:v:15:y:2025:i:6:id:21040.

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2024Analysis of the Effect of Renewable Energy Consumption and Industrial Production on CO2 Emissions in Turkic Republics by Panel Data Analysis Method. (2024). Turalina, Svetlana ; Yessenbekova, Sapargul ; Nurgabylov, Murat ; Myrzabekkyzy, Kundyz ; Baytaeva, Gulnara ; Yesbolova, Ainur Yergazievna ; Abdulova, Tolkyn. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-52.

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2024The Effect of Energy Production and Foreign Trade on the Economic Growth of Turkic Republics: A Study Using Panel Data Analysis Method. (2024). Sultanova, Zamzagul ; Abdibekov, Saken Ualikhanovich ; Myrzabekkyzy, Kundyz ; Tastanbekova, Karlygash ; Mustafayeva, Bagila ; Ibyzhanova, Aizhan ; Aliyeva, Zhanna T. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-13.

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2024Nexus between Blue Economy, Renewable Energy and Environmental Sustainability in the MENA Region: Evidence from Panel Threshold Regression. (2024). Elsherif, Marwa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-16.

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2024Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis. (2024). Imanbayev, Aliy ; Jaxybekova, Galiya ; Baisholanova, Karlygash ; Ramashova, Aissulu Nurmambekovna ; Aidarova, Aina B ; Kenzhebekova, Indira ; Kelesbayev, Dinmukhamed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-3.

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2024Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis. (2024). Mustafayeva, Bagila ; Tastanbekova, Karlygash ; Utemissova, Guliya ; Yessentayeva, Aizhan A ; Mukhamediyeva, Gulzada ; Aidarova, Aina B ; Myrzabekkyzy, Kundyz. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-33.

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2025Analysis of the Effects of Energy Consumption, Employment, Mining, Natural Resource Income, and Foreign Direct Investments on Economic Growth in the Central Asian Turkic Republics Using Panel Causality Tests. (2025). Mashirova, Tazhikul ; Aidarova, Aina Bailarovna ; Aliyeva, Zhanna T ; Baibulekova, Lyailya ; Baimagambetova, Lyazzat ; Bolganbayev, Artur ; Nurpeissova, Aigul ; Balapanova, Elmira. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:3:id:18857.

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2025An Analytical Study on the Stability Properties of Energy Consumption from Fossil Fuels: A Panel Stability Test and Zivot-Andrews Unit Root Test Approach in the Context of BRICS Nations. (2025). Pazilov, Galimzhan A ; Zhussipova, Elmira Y ; Issayeva, Gulmira. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:v:15:y:2025:i:4:id:19324.

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2024Sustainable dairy sector of an emerging economy: An empirical quest based on India. (2024). Gupta, Hemant ; Sarkar, Avijit ; Dutta, Avijan. In: Agricultural Systems. RePEc:eee:agisys:v:218:y:2024:i:c:s0308521x24001203.

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2025Assessment 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.

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2026Explainable Singular Spectrum Analysis deep learning model for half-hourly electricity price prediction. (2026). Nguyen-Huy, Thong ; Hopf, Konstantin ; Liu, Hangyue ; Deo, Ravinesh C ; Ghimire, Sujan ; Salcedo-Sanz, Sancho ; Prez-Aracil, Jorge ; Casillas-Prez, David. In: Applied Energy. RePEc:eee:appene:v:410:y:2026:i:c:s0306261926002084.

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2024Food inflation and monetary policy in emerging economies. (2024). Makun, Keshmeer ; Sami, Janesh. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s104900782400112x.

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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2025SVAR identification with nowcasted macroeconomic data. (2025). Longo, Luigi ; Corsi, Fulvio ; Cordoni, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001423.

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2024A 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). Zheng, YI ; Liu, Ya-Tian ; Wu, Tsung-Pao ; Wang, Chien-Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:719-733.

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2025Increasing the share of renewable energy sources (RESs) in the specific portfolio by using the taxation mechanism: Study at the level of EU states. (2025). Mihalciuc, Camelia Catalina ; Droj, Laureniu ; Grosu, Maria ; Bostan, Ionel ; Firtescu, Bogdan Narcis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1534-1549.

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2025The good, the bad: How digital technology shapes welfare for formal and flexible workers?. (2025). Pan, Jiaofeng ; Wang, Huijuan ; Xia, Yan ; Zhang, SU. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:2007-2029.

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2025Examining the Effect of Macroeconomic, Institutional, and Capital Market Drivers on Infrastructure Investment. (2025). Ferreira, Vtor Manuel ; Gonalves, Joao Pedro ; da Silva, Zlia Maria ; Madaleno, Mara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:165-190.

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2025Does national ESG performance move together with climate warming?. (2025). Chang, Chun-Ping ; Tan, Juan ; Zou, Xing-Yun ; Zhang, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:19-29.

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2024Business 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.

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2025Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification. (2025). Kang, Sang Hoon ; Mejri, Sami ; Khan, Nasir ; Leccadito, Arturo. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003074.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024Testing 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.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua ; Cheng, Tingting. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Target PCA: Transfer learning large dimensional panel data. (2024). Pelger, Markus ; Duan, Junting ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407623002373.

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2024Reprint of: 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:244:y:2024:i:2:s0304407624000915.

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2024Validating approximate slope homogeneity in large panels. (2024). Dette, Holger ; Kutta, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002495.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025On testing for spatial or social network dependence in panel data allowing for network variability. (2025). Liu, Xiaodong ; Prucha, Ingmar R. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002768.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

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2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

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2025Dynamic treatment effect estimation with interactive fixed effects and short panels. (2025). Butts, Kyle ; Brown, Nicholas L. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000673.

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2025A robust residual-based test for structural changes in factor models. (2025). Yan, Yayi ; Su, Liangjun ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500096x.

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2025Sieve estimation of state-varying factor models. (2025). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001186.

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2026Inference for time-varying factor models under local stationarity. (2026). Hong, Yongmiao ; Zhou, Zhou ; Wu, Weichi. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002076.

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2024Estimation 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.

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2025The dynamics of U.S. industrial production: A time-varying Granger causality perspective. (2025). Otero, Jesus ; Hurn, Stan ; Baum, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2025Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence. (2025). Hassler, Uwe ; Hosseinkouchack, Mehdi. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:41-54.

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2026Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels. (2026). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:37:y:2026:i:c:p:1-25.

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2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

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2025Navigating 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.

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

Works by Jörg Breitung:

YearTitleTypeCited
2014A simple model for now-casting volatility series In: LIDAM Discussion Papers ISBA.
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2015A simple model for now-casting volatility series.(2015) In: LIDAM Discussion Papers ISBA.
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2016A simple model for now-casting volatility series.(2016) In: LIDAM Discussion Papers ISBA.
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2016A simple model for now-casting volatility series.(2016) In: LIDAM Reprints ISBA.
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2014A simple model for now-casting volatility series.(2014) In: LIDAM Discussion Papers CORE.
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2016A Simple Model for Now-Casting Volatility Series.(2016) In: LIDAM Discussion Papers CORE.
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2016A simple model for now-casting volatility series.(2016) In: LIDAM Reprints CORE.
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2016A simple model for now-casting volatility series.(2016) In: International Journal of Forecasting.
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2022Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data In: Papers.
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2023Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations In: Papers.
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2011GLS Estimation of Dynamic Factor Models In: Journal of the American Statistical Association.
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2001Rank Tests for Nonlinear Cointegration. In: Journal of Business & Economic Statistics.
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1998Rank tests for nonlinear cointegration.(1998) In: SFB 373 Discussion Papers.
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2001Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares In: German Economic Review.
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2001Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares.(2001) In: German Economic Review.
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1999Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares.(1999) In: SFB 373 Discussion Papers.
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1994SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS In: Journal of Time Series Analysis.
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1999The Beveridge–Nelson Decomposition: A Different Perspective with New Results In: Journal of Time Series Analysis.
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1998The Beveridge-Nelson decomposition: A different perspective with new results.(1998) In: SFB 373 Discussion Papers.
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2002Temporal aggregation and spurious instantaneous causality in multiple time series models In: Journal of Time Series Analysis.
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2013A Canonical Correlation Approach for Selecting the Number of Dynamic Factors In: Oxford Bulletin of Economics and Statistics.
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2005Panel unit root tests under cross‐sectional dependence In: Statistica Neerlandica.
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2004Panel Unit Root Tests under Cross- sectional Dependence.(2004) In: Econometric Society 2004 North American Summer Meetings.
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2022Bias-corrected estimation of linear dynamic panel data models In: London Stata Conference 2022.
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2005Unit Roots and Cointegration in Panels In: Cambridge Working Papers in Economics.
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2005Unit Roots and Cointegration in Panels.(2005) In: CESifo Working Paper Series.
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2005Unit Roots and Cointegration in Panels.(2005) In: IEPR Working Papers.
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2005Unit roots and cointegration in panels.(2005) In: Discussion Paper Series 1: Economic Studies.
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2002A parametric approach to the estimation of cointegration vectors in panel data In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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2005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data.(2005) In: Econometric Reviews.
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2002A parametric approach to the estimation of cointegration vectors in panel data.(2002) In: SFB 373 Discussion Papers.
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1998ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS In: Econometric Theory.
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1996On Phillips-Perron Type Tests for Seasonal Unit Roots.(1996) In: SFB 373 Discussion Papers.
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2002ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS In: Econometric Theory.
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2006A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION In: Econometric Theory.
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2008TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE In: Econometric Theory.
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2009COMMENTARIES 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.
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2002A Residual LM test for fractional cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002A Residual-Based LM Test for Fractional Cointegration In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2009A Residual-Based LM Test for Fractional Cointegration.(2009) In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002A Residual-Based LM Test for Fractional Cointegration.(2002) In: Darmstadt Discussion Papers in Economics.
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2002Inference on the cointegration rank in fractionally integrated processes In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2002Inference on the cointegration rank in fractionally integrated processes.(2002) In: Journal of Econometrics.
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2001Inference on the Cointegration Rank in Fractionally Integrated Processes.(2001) In: Computing in Economics and Finance 2001.
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2000Inference on the cointegration rank in fractionally integrated processes.(2000) In: SFB 373 Discussion Papers.
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2001Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]		article9
2003A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms In: Royal Economic Society Annual Conference 2003.
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2003A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms.(2003) In: Discussion Paper Series 1: Economic Studies.
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2011Simple regression‐based tests for spatial dependence In: Econometrics Journal.
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2009Simple Regression Based Tests for Spatial Dependence.(2009) In: Bonn Econ Discussion Papers.
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2015Analyzing business cycle asymmetries in a multi-level factor model In: Economics Letters.
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1997Impulse response functions for periodic integration In: Economics Letters.
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1995Impulse Response Functions for Periodic Integration.(1995) In: SFB 373 Discussion Papers.
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2002Nonparametric tests for unit roots and cointegration In: Journal of Econometrics.
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2003Corrigendum to Nonparametric tests for unit roots and cointegration [J. Econom. 108 (2002) 343-363].(2003) In: Journal of Econometrics.
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2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
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2011Testing for structural breaks in dynamic factor models In: Journal of Econometrics.
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2009Testing for structural breaks in dynamic factor models.(2009) In: Discussion Paper Series 1: Economic Studies.
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2015Instrumental variable and variable addition based inference in predictive regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2021Estimation of heterogeneous panels with systematic slope variations In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
1997Rank tests for unit roots In: Journal of Econometrics.
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1996Rank tests for unit roots.(1996) In: SFB 373 Discussion Papers.
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2018Assessing causality and delay within a frequency band In: Econometrics and Statistics.
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2016Assessing Causality and Delay within a Frequency Band.(2016) In: IMK Working Paper.
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2006Bidder behavior in central bank repo auctions: Evidence from the Bundesbank In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article14
2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data In: International Journal of Forecasting.
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2013Quantifying survey expectations: What’s wrong with the probability approach? In: International Journal of Forecasting.
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2011Quantifying survey expectations: Whats wrong with the probability approach?.(2011) In: Hannover Economic Papers (HEP).
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2006How synchronized are new EU member states with the euro area? Evidence from a structural factor model In: Journal of Comparative Economics.
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2001The empirical performance of the ECBs repo auctions: evidence from aggregated and individual bidding data In: Journal of International Money and Finance.
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2014Analyzing Business and Financial Cycles Using Multi-Level Factor Models In: CAMA Working Papers.
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2014Analyzing business and financial cycles using multi-level factor models.(2014) In: Discussion Papers.
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2013Factor models In: Chapters.
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2011Factor models.(2011) In: Working Papers.
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2016Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter7
1988Estimating Binary Probit Models under First Order Serial Correlation In: Hannover Economic Papers (HEP).
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1988Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications In: Hannover Economic Papers (HEP).
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1989Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications..(1989) In: Empirical Economics.
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1989Robust Testing for Unit Roots In: Hannover Economic Papers (HEP).
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1990Robust Testing of Functional Statistics: The Bootstrap Approach In: Hannover Economic Papers (HEP).
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1990Policy Analysis in VAR-Systems In: Hannover Economic Papers (HEP).
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1990A Multivariate Measure of Persistence In: Hannover Economic Papers (HEP).
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1991Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? In: Hannover Economic Papers (HEP).
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1992A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications In: Hannover Economic Papers (HEP).
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1992Ist die empirische Makroökonomik eine wissenschaftliche Illusion? In: Hannover Economic Papers (HEP).
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1993Short run comovement, persistent shocks, and the business cycle In: Hannover Economic Papers (HEP).
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2009Myths and Facts about Panel Unit Root Tests In: Working Papers in Economics.
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1998Short 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).
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2008Assessing the Rationality of Survey Expectations: The Probability Approach In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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2017Alternative GMM estimators for spatial regression models In: Working Paper Series in Economics.
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2018Alternative GMM estimators for spatial regression models.(2018) In: Spatial Economic Analysis.
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2019Projection estimators for structural impulse responses In: Working Paper Series of the Department of Economics, University of Konstanz.
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2004Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2003Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank.(2003) In: Discussion Paper Series 1: Economic Studies.
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2010Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods In: Journal of Financial Econometrics.
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1996Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés In: Économie et Prévision.
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2009Testing for cointegration in high-dimensional systems In: CEIS Research Paper.
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2006Business cycle transmission from the euro area to CEECs In: Computing in Economics and Finance 2006.
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2006Dynamic factor models In: AStA Advances in Statistical Analysis.
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2006Dynamic Factor Models.(2006) In: Springer Books.
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2005Dynamic factor models.(2005) In: Discussion Paper Series 1: Economic Studies.
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2001A convenient representation for structural vector autoregressions In: Empirical Economics.
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2011Introduction to the special issue In: Empirical Economics.
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2021Alternative estimation approaches for the factor augmented panel data model with small T In: Empirical Economics.
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2021Correction to: Alternative estimation approaches for the factor augmented panel data model with small T.(2021) In: Empirical Economics.
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2013When bubbles burst: econometric tests based on structural breaks In: Statistical Papers.
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2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv).
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2013Lessons from a Decade of IPS and LLC In: Econometric Reviews.
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2016Testing for Serial Correlation in Fixed-Effects Panel Data Models In: Econometric Reviews.
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2019Double filter instrumental variable estimation of panel data models with weakly exogenous variables In: Econometric Reviews.
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2005How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� In: TWI Research Paper Series.
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2016Lagrange multiplier type tests for slope homogeneity in panel data models In: Econometrics Journal.
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2021How far can we forecast? Statistical tests of the predictive content In: Journal of Applied Econometrics.
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2018How far can we forecast? Statistical tests of the predictive content.(2018) In: Discussion Papers.
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2015Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach In: Journal of Forecasting.
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2005How synchronized are central and east European economies with the euro area? Evidence from a structural factor model In: Discussion Paper Series 1: Economic Studies.
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2006Real-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]		paper20
1995Testing for Unit Roots in Panel Data Using a GMM Approach In: SFB 373 Discussion Papers.
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1995A Simultaneous Equations Approach to Cointegrated Systems In: SFB 373 Discussion Papers.
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1995GMM-Estimation of Nonlinear Models on Panel Data In: SFB 373 Discussion Papers.
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1996Impulse Response Analysis of Vector Autoregressive Processes In: SFB 373 Discussion Papers.
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1996Using a Latent Variables Representation to Estimate Structural VARs In: SFB 373 Discussion Papers.
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1998Canonical correlation statistics for testing the cointegration rank in a reversed order In: SFB 373 Discussion Papers.
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1998On model based seasonal adjustment procedures In: SFB 373 Discussion Papers.
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1998Temporal aggregation and causality in multiple time series models In: SFB 373 Discussion Papers.
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1998Simulation based methods of moments in empirical finance In: SFB 373 Discussion Papers.
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1998Simulation based methods of moments in empirical finance.(1998) In: Tübinger Diskussionsbeiträge.
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1998Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen In: SFB 373 Discussion Papers.
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1998Alternative GMM methods for nonlinear panel data models In: SFB 373 Discussion Papers.
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1999Some nonparametric tests for unit roots and cointegration In: SFB 373 Discussion Papers.
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1999The local power of some unit root tests for panel data In: SFB 373 Discussion Papers.
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2000Uncovered interest parity: What can we learn from panel data? In: SFB 373 Discussion Papers.
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2000Common cycles: A frequency domain approach In: SFB 373 Discussion Papers.
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2001Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers.
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2002Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland In: SFB 373 Discussion Papers.
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2015Tests Of Non-Causality In A Frequency Band In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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2020Backward CUSUM for Testing and Monitoring Structural Change In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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