Prof. Dr. Jörg Breitung

Kontaktinformation:

Department of Economics
Institute of Econometrics
Adenauerallee 24-42
53113 Bonn
Germany

Tel: +49 (0) 228 73 9201
Fax: +49 (0) 228 73 9189

Email: breitung (at) uni-bonn.de

cv (pdf)

Professional interests:	Unit Roots and Cointegration
	Empirical Finance
	Econometric Forecasting
	Panel Data Analysis
Professional activities:	Associate Editor of Economics Letters (2012-) Associate Editor of Econometric Journal (2012-) Associate Editor of Computational Statistics (2002-) Associate Editor of Empirical Economics (2003-2011)

	Research Professor of the Deutsche Bundesbank (since 2002)
	Research Consultant of the German Research Institut (DIW), Berlin (since 2011)
	Research fellow of the IZA
	Member of the Scientific Committee of the International Conference on Panel Data Member of the Advisory Board of CASE
Publications	list of publications
	Recent working papers *Testing for Serial Correlation in Fixed Effects Panel Data Models, (joint with Benjamin Born), SerialCorr.pdf Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods, (joint with Ulrich Homm), forthcoming in Journal of Financial Econometrics, bubbles GLS* *estimation of dynamic factor models, (joint with Jörn Tenhofen), forthcoming in JASA, revised version, 2011, pc-gls Testing for structural breaks in dynamic factor models* (joint with Sandra Eickmeier) 2010, JoE homepage *Lessons from a Decade of IPS and LLC* (joint with Joakim Westerlund, forthcoming in Econometrics Reviews, 2011. Quantifying survey expectations: On the empirical validity of the probability approach (joint with Maik Schmeling) 2010 survey.pdf *Testing for cointegration in high-dimensional systems* (joint with Gianluca Cubadda) 2011, pctest *A canonical correlation approach for selecting the number of dynamic factors* (joint with Uta Pigorsch) 2010, dynpan.pdf

Computational routines:	Causality test in the frequency domain caus_freq.html
	Two-step estimation procedure for cointegration vectors in panel data pan2step.html
	An unbiased test for the unit root hypothesis ub_test.html
	Nonparametric test for unit roots and cointegration
	Rank test for nonlinear cointegration GAUSS program
	Trace statistic for fractional cointegration (Breitung and Hassler 2000): Gauss program
	Estimating structural VARs with Lisrel: svar.htm
	Variance difference statistic for MA unit roots: vardiff.g

Sektionen

Prof. Dr. Jörg Breitung

Recent working papers