Jörg Breitung

University of Bonn

Postfach 2220

Bonn, D-53012

Germany

Deutsche Bundesbank

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

SCHOLARLY PAPERS

11

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Top 2,706

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27

CROSSREF CITATIONS

364

Scholarly Papers (11)

1.
Downloads 732 ( 34,182)
Citation 25

Dynamic Factor Models

Journal of the German Statistical Society, Vol. 90, No. 1, pp. 27-40, 2006
Number of pages: 40 Posted: 30 Nov 2005
Jörg Breitung and Sandra Eickmeier
University of Bonn and Deutsche Bundesbank
Downloads 524 (52,494)

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Principal components, dynamic factors, forecasting

Dynamic Factor Models

Bundesbank Series 1 Discussion Paper No. 2005,38
Number of pages: 40 Posted: 08 Jun 2016
Jörg Breitung and Sandra Eickmeier
University of Bonn and Deutsche Bundesbank
Downloads 208 (148,340)
Citation 2

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Principal components, dynamic factors, forecasting

2.
Downloads 675 ( 38,134)
Citation 100

Unit Roots and Cointegration in Panels

IEPR Working Paper No. 05.32, CESifo Working Paper Series No. 1565
Number of pages: 55 Posted: 02 Sep 2005
Jörg Breitung and M. Hashem Pesaran
University of Bonn and University of Southern California - Department of Economics
Downloads 643 (40,081)
Citation 4

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Panel unit roots, panel cointegration, cross section dependence, common effects

Unit Roots and Cointegration in Panels

Bundesbank Series 1 Discussion Paper No. 2005,42
Number of pages: 68 Posted: 08 Jun 2016
Jörg Breitung and M. Hashem Pesaran
University of Bonn and University of Southern California - Department of Economics
Downloads 32 (477,107)

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Panel Unit Roots, Panel Cointegration, Cross Section Dependence, Common Effects

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data

Deutsche Bundesbank Discussion Paper Series 1: Economic Studies No. 33/06
Number of pages: 60 Posted: 28 Feb 2007
Christian Schumacher and Jörg Breitung
Deutsche Bundesbank and University of Bonn
Downloads 169 (179,594)
Citation 10

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Monthly GDP, EM algorithm, principal components, factor models

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data

Bundesbank Series 1 Discussion Paper No. 2006,33
Number of pages: 60 Posted: 08 Jun 2016
Christian Schumacher and Jörg Breitung
Deutsche Bundesbank and University of Bonn
Downloads 15 (581,728)
Citation 2

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monthly GDP, EM algorithm, principal components, factor models

How Synchronized are New EU Member States with the Euro Area? Evidence from a Structural Factor Model

Bundesbank Discussion Paper No. 20/2005
Number of pages: 33 Posted: 01 Jun 2005
Sandra Eickmeier and Jörg Breitung
Deutsche Bundesbank and University of Bonn
Downloads 150 (198,862)
Citation 8

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Dynamic factor models, international business cycles, EMU enlargement, sign restrictions

5.

Testing for Cointegration in High-Dimensional Systems

CEIS Working Paper No. 148
Number of pages: 27 Posted: 15 Sep 2009
Gianluca Cubadda and Jörg Breitung
University of Rome Tor Vergata - Department of Economics and Finance and University of Bonn
Downloads 103 (263,917)

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6.

Testing for Structural Breaks in Dynamic Factor Models

Bundesbank Series 1 Discussion Paper No. 2009,05
Number of pages: 68 Posted: 08 Jun 2016
Jörg Breitung and Sandra Eickmeier
University of Bonn and Deutsche Bundesbank
Downloads 19 (536,132)
Citation 3

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Dynamic factor models, structural breaks, number of factors, Great Moderation, EMU

7.

A Vectorautoregressive Investment Model (Vim) and Monetary Policy Transmission: Panel Evidence from German Firms

Bundesbank Series 1 Discussion Paper No. 2003,06
Number of pages: 57 Posted: 08 Jun 2016
University of Bonn, University of Illinois at Chicago, Department of Finance and Deutsche Bundesbank
Downloads 11 (585,315)

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Monetäre Transmission, Panel VAR's, einzelwirtschaftliche Investitionen, Deutschland, Monetary Policy Transmission, Panel Data VAR's, Firm-Level Investment, Germany

8.

How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor Model

Bundesbank Series 1 Discussion Paper No. 2005,20
Number of pages: 68 Posted: 08 Jun 2016
Sandra Eickmeier and Jörg Breitung
Deutsche Bundesbank and University of Bonn
Downloads 6 (617,938)

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Dynamic factor models, international business cycles, EMU enlargement, counterfactual experiment

9.

Bidder Behavior in Repo Auctions Without Minimum Bid Rate: Evidence from the Bundesbank

Bundesbank Series 1 Discussion Paper No. 2003,13
Number of pages: 36 Posted: 08 Jun 2016
Tobias Linzert, Dieter Nautz and Jörg Breitung
European Central Bank (ECB), Free University of Berlin (FUB) - Department of Economics and University of Bonn
Downloads 5 (624,726)
Citation 1

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Monetary Policy Instruments, Auctions, Bidder Behavior, Panel Analysis

10.

Simple Regression‐Based Tests for Spatial Dependence

The Econometrics Journal, Vol. 14, Issue 2, pp. 330-342, 2011
Number of pages: 13 Posted: 08 Jun 2011
Benjamin Born and Jörg Breitung
Frankfurt School of Finance & Management gemeinnützige GmbH and University of Bonn
Downloads 3 (639,538)
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Heteroscedasticity, LM test, Spatial dependence

11.

A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 1, pp. 23-36, 2013
Number of pages: 14 Posted: 23 Dec 2012
Jörg Breitung and Uta Pigorsch
University of Bonn and University of Mannheim
Downloads 1 (660,898)
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