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Jörg Breitung

Global rank #3025 96%

Institution: Universität zu Köln

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://wisostat.uni-koeln.de/de/institut/professoren/breitung

First Publication: 1997

Most Recent: 2021

RePEc ID: pbr526 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 1.01 0.00 3.02
Last 10 Years 0.00 1.01 2.01 0.00 4.02
All Time 0.00 9.05 12.07 0.00 31.17

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 23.22

Publications (21)

Year Article Journal Tier Authors
2021 How far can we forecast? Statistical tests of the predictive content Journal of Applied Econometrics B 2
2021 Estimation of heterogeneous panels with systematic slope variations Journal of Econometrics A 2
2016 A simple model for now-casting volatility series International Journal of Forecasting B 2
2015 Analyzing business cycle asymmetries in a multi-level factor model Economics Letters C 2
2015 Instrumental variable and variable addition based inference in predictive regressions Journal of Econometrics A 2
2013 Quantifying survey expectations: What’s wrong with the probability approach? International Journal of Forecasting B 2
2013 A Canonical Correlation Approach for Selecting the Number of Dynamic Factors Oxford Bulletin of Economics and Statistics B 2
2011 Testing for structural breaks in dynamic factor models Journal of Econometrics A 2
2009 COMMENTARIES 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 Econometric Theory B 1
2008 Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data International Journal of Forecasting B 2
2008 TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE Econometric Theory B 2
2006 Testing for short- and long-run causality: A frequency-domain approach Journal of Econometrics A 2
2006 A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION Econometric Theory B 2
2003 Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] Journal of Econometrics A 2
2002 Inference on the cointegration rank in fractionally integrated processes Journal of Econometrics A 2
2002 Nonparametric tests for unit roots and cointegration Journal of Econometrics A 1
2002 ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS Econometric Theory B 2
2001 The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data Journal of International Money and Finance B 2
1998 ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS Econometric Theory B 2
1997 Rank tests for unit roots Journal of Econometrics A 2
1997 Impulse response functions for periodic integration Economics Letters C 2