Jörg Breitung

University of Bonn

Postfach 2220

Bonn, D-53012

Germany

Deutsche Bundesbank

Wilhelm-Epstein-Strasse 14

Frankfurt/Main D-60431

Germany

SCHOLARLY PAPERS

10

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Top 3,229

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59

CROSSREF CITATIONS

360

Scholarly Papers (10)

1.
Downloads 816 ( 36,721)
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 566 (58,894)

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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 250 (150,143)
Citation 2

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Principal components, dynamic factors, forecasting

2.
Downloads 729 ( 42,847)
Citation 103

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 690 (45,492)
Citation 7

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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 39 (527,345)

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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 174 (210,805)
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 39 (527,345)
Citation 9

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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 151 (237,955)
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 109 (303,413)

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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 35 (535,909)
Citation 11

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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 (693,104)

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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 7 (724,103)

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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 6 (731,981)
Citation 2

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Monetary Policy Instruments, Auctions, Bidder Behavior, Panel Analysis

10.

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 (776,594)
Citation 1
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