Jörg Breitung - Central Bank Research Hub

Papers by year: All | 2014 | 2009 | 2006 | 2005

Title Other author(s)

Analyzing business and financial cycles using multi-level factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 11/2014, 09.07.2014)

JEL: C38, C55

Testing for structural breaks in dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200905, 16.03.2009)

JEL: C01, C12, C3

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

Deutsche Bundesbank Discussion Papers [View] (Paper: 200633, 30.10.2006)

Unit roots and cointegration in panels

Deutsche Bundesbank Discussion Papers [View] (Paper: 200542, 30.11.2005)

JEL: C12, C15, C22, C23

Dynamic factor models

Deutsche Bundesbank Discussion Papers [View] (Paper: 200538, 23.11.2005)

JEL: C13, C33, C51

How synchronized are central and east European economies with the euro area? Evidence from a structural factor model

Deutsche Bundesbank Discussion Papers [View] (Paper: 200520, 24.09.2005)

JEL: C32, C50, E5, F02, F41, F42, F47

Papers by year: All | 2014 | 2009 | 2006 | 2005