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Economics and Finance

D-Index
32
Citations
12776
World Ranking
3345
National Ranking
121

Overview

Jörg Breitung is affiliated with the University of Cologne in Germany and has contributed extensively to the field of economics, econometrics, and finance. Their research primarily focuses on advanced statistical methods and econometric modeling, especially in the domain of panel data analysis and time series econometrics.

Throughout their career, Breitung has published influential papers across a range of topics related to spatial and panel data analysis, fiscal policy, monetary policy, and statistical inference. Their work spans several subfields including economics and econometrics, general economics, statistics, probability, and finance. The main topics addressed in their research include:

  • Spatial and Panel Data Analysis
  • Fiscal Policy and Economic Growth
  • Monetary Policy and Economic Impact
  • Energy, Environment, Economic Growth
  • Statistical Methods and Inference
  • Financial Risk and Volatility Modeling
  • Advanced Statistical Process Monitoring

Their recent publications demonstrate a focus on methodological developments for panel data and econometric models. Notable papers include:

  • Bias-corrected method of moments estimators for dynamic panel data models, 2021, Econometrics and Statistics
  • Estimation of heterogeneous panels with systematic slope variations, 2020, Journal of Econometrics
  • Asymptotic properties of endogeneity corrections using nonlinear transformations, 2024, Econometrics Journal
  • Alternative estimation approaches for the factor augmented panel data model with small T, 2020, Empirical Economics
  • Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data, 2022, Econometric Theory

Breitung's research has been featured predominantly in journals such as Empirical Economics, Econometrics and Statistics, Journal of Econometrics, Econometrics Journal, and Econometric Theory, reflecting a consistent publication record in the field's key outlets.

Their collaborative work includes frequent partnerships with several researchers, notably Dominik Wied, Philipp Hansen, Max Diegel, Sebastian Kripfganz, and Kazuhiko Hayakawa, indicating active engagement with the econometrics research community.

Best Publications

  • The local power of some unit root tests for panel data

    Jörg Breitung

  • Testing for short- and long-run causality: A frequency-domain approach

    Jörg Breitung;Bertrand Candelon

  • Panel unit root tests under cross-sectional dependence

    Jörg Breitung;Samarjit Das

  • Unit Roots and Cointegration in Panels

    Jörg Breitung;M. Hashem Pesaran

  • Unit Roots and Cointegration in Panels

    Jörg Breitung;Mohammad Hashem Pesaran

  • A Parametric approach to the Estimation of Cointegration Vectors in Panel Data

    Jörg Breitung

  • Nonparametric tests for unit roots and cointegration

    Jörg Breitung

  • Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods

    Ulrich Homm;Jörg Breitung

  • Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?

    Järg Breitung;Wolfgang Meyer

  • Testing for Serial Correlation in Fixed-Effects Panel Data Models

    Benjamin Born;Jörg Breitung

  • Structural Vector Autoregressive Modeling and Impulse Responses

    Jörg Breitung;Ralf Brüggemann;Helmut Lütkepohl

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

    Christian Schumacher;Jörg Breitung

  • Testing for structural breaks in dynamic factor models

    Jörg Breitung;Sandra Eickmeier

  • Dynamic Factor Models

    Jörg Breitung;Sandra Eickmeier

  • Rank Tests for Nonlinear Cointegration

    Jörg Breitung

  • How synchronized are new EU member states with the euro area? Evidence from a structural factor model

    Sandra Eickmeier;Sandra Eickmeier;Jörg Breitung;Jörg Breitung

  • Inference on the cointegration rank in fractionally integrated processes

    Jörg Breitung;Uwe Hassler

  • Temporal aggregation and spurious instantaneous causality in multiple time series models

    Jörg Breitung;Norman R. Swanson

  • TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

    Jörg Breitung;Samarjit Das

  • Lessons from a Decade of IPS and LLC

    Joakim Westerlund;Jörg Breitung

  • GLS Estimation of Dynamic Factor Models

    Jörg Breitung;Jörn Tenhofen

Frequent Co-Authors

Michael Lechner
Michael Lechner University of St. Gallen
Bertrand Candelon
Bertrand Candelon Université Catholique de Louvain
Philip Hans Franses
Philip Hans Franses Erasmus University Rotterdam
Norman R. Swanson
Norman R. Swanson Rutgers, The State University of New Jersey
Robert S. Chirinko
Robert S. Chirinko University of Illinois at Chicago
Helmut Herwartz
Helmut Herwartz University of Göttingen
Joachim Wagner
Joachim Wagner Leuphana University of Lüneburg
Joakim Westerlund
Joakim Westerlund Lund University
Helmut Lütkepohl
Helmut Lütkepohl Freie Universität Berlin
Christian Gourieroux
Christian Gourieroux Toulouse School of Economics

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