Jörg Breitung

University of Cologne

Albertus-Magnus-Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

410

SSRN CITATIONS
Rank 39,470

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in Total Papers Citations

10

CROSSREF CITATIONS

8

Scholarly Papers (4)

Analyzing Business and Financial Cycles Using Multi-Level Factor Models

CAMA Working Paper No. 43/2014
Number of pages: 44 Posted: 31 May 2014 Last Revised: 02 Jun 2014
Jörg Breitung and Sandra Eickmeier
University of Cologne and Deutsche Bundesbank
Downloads 178 (193,690)
Citation 10

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Factor models, canonical correlations, international business cycles, financial cycles, business cycle asymmetries

Analyzing Business and Financial Cycles Using Multi-Level Factor Models

Bundesbank Discussion Paper No. 11/2014
Number of pages: 50 Posted: 21 Jun 2016
Sandra Eickmeier and Jörg Breitung
Deutsche Bundesbank and University of Cologne
Downloads 53 (437,188)

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factor models, canonical correlations, international business cycles, financial cycles, business cycle asymmetries

2.

Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables

Number of pages: 64 Posted: 10 May 2017 Last Revised: 30 Jul 2018
Kazuhiko Hayakawa, Meng Qi and Jörg Breitung
Hiroshima University, Hiroshima University and University of Cologne
Downloads 102 (298,551)
Citation 6

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GMM; panel data; weak exogeneity; dynamic panel

3.

How Far Can We Forecast? Statistical Tests of the Predictive Content

Deutsche Bundesbank Discussion Paper No. 07/2018
Number of pages: 44 Posted: 10 May 2018
Jörg Breitung and Malte Knüppel
University of Cologne and Deutsche Bundesbank - Research Centre
Downloads 77 (355,362)

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Hypothesis Testing, Predictive Accuracy, Informativeness

4.

Lagrange Multiplier Type Tests for Slope Homogeneity in Panel Data Models

The Econometrics Journal, Vol. 19, Issue 2, pp. 166-202, 2016
Number of pages: 37 Posted: 19 Oct 2016
Jörg Breitung, Christoph Roling and Nazarii Salish
University of Cologne, Deutsche Bundesbank and Universidad Carlos III de Madrid - Department of Economics
Downloads 0 (753,933)
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Abstract:

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Heterogeneous coefficients, LM test, Panel data model, Random coefficients