This is a synoptic overview of the Faculty of Economic and Social Sciences (WiSo Faculty) of the University of Cologne. Detailed information can be found on Professor Breitung’s page at the Institute of Econometrics and Statistics.

Research focuses

Panel Data Analysis, Time Series Analysis, Forecasting, Financial Econometrics

Recent working papers

• Recent working papers here

Selected publications

• Entire list of publications can be viewed here
•  How far can we forecast? Statistical tests of the predictive content (joint with Malte Knüppel), forthcoming in: Journal of Applied Econometrics (2021)
• Estimation of Heterogeneous Panels with Systematic Slope Variations (joint with Nazarii Salish), Journal of Econometrics, 220 (2021), Issue 2, 399-415
• Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables (joint with Kazuhiko Hayakawa and Meng Qi), Econometric Reviews, 38 (2019), 1055–1088.
• Alternative GMM Estimators for Spatial Regression Models (joint with Christoph Wigger), Spatial Economic Analysis, 13 (2018), No.2, 148-170.
• Assessing Causality and Delay within a Frequency Band (joint with Sven Schreiber), Econometrics and Statistics, 6 (2018), 57-73.
• LM-type tests for slope homogeneity in panel data models (joint with Nazarii Salish and Christoph Roling), Econometrics Journal, 19 (2016), 166-202.
• Testing for Serial Correlation in Fixed Effects Panel Data Models, (with Benjamin Born), Econometric Reviews, 35 (2016), 1290-1316
• A simple model for now-casting volatility series (with Christian Hafner), International Journal of Forecasting, 32 (2016) 1247–1255

Curriculum vitae

• Since 2014 full professor (W3) of econometrics, University of Cologne
• 2011 - 2015 Scientific Consultant for the German Institute of Economic Research (DIW)
• 2002 - 2014 Full Professor (C4) of Econometrics, University of Bonn
• 2002 - 2018 Research Professor of the German Bundesbank, Frankfurt
• 2002  Full Professur (C3) of Econometrics, University of Göttingen
• 2001  Visiting Professor (Lehrstuhlvertretung) ML University of Munich
• 2000  Habilitation, Humboldt University Berlin

Editorial Board Membership

• Associate Editor of the International Journal of Forecasting (2019-)
• Associate Editor of Journal of Business and Economic Statistics (2017-)
• Associate Editor of Econometric Reviews (2014-)
• Associate Editor of Economics Letters  (2012-)
• Associate Editor of Econometric Journal (2012-)
• Associate Editor of Empirical Economics (2003-2011)
• Associate Editor of Computational Statistics (2003-2015)