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Details about Bruno Eklund

Access statistics for papers by Bruno Eklund.

Last updated 2016-10-09. Update your information in the RePEc Author Service.

Short-id: pek16


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Working Papers

2009

  1. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (128)
    Also in Bank of England working papers, Bank of England (2009) Downloads View citations (99)

    See also Chapter (2011)

2007

  1. Forecasting the Icelandic business cycle using vector autoregressive models
    Economics, Department of Economics, Central bank of Iceland Downloads View citations (2)
  2. Predicting recessions with leading indicators: An application on the Icelandic economy
    Economics, Department of Economics, Central bank of Iceland Downloads

2006

  1. Testing constancy of the error covariance matrix in vector models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2007)

2003

  1. A nonlinear alternative to the unit root hypothesis
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (14)
  2. Estimating confidence regions over bounded domains
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Computational Statistics & Data Analysis (2005)
  3. Testing the unit root hypothesis against the logistic smooth transition autoregressive model
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (15)

1999

  1. A Simple Linear Time Series Model with Misleading Nonlinear Properties
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (11)
    See also Journal Article in Economics Letters (1999)
  2. An ARCH Robust STAR Test
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (2)

Journal Articles

2007

  1. Testing constancy of the error covariance matrix in vector models
    Journal of Econometrics, 2007, 140, (2), 753-780 Downloads View citations (10)
    See also Working Paper (2006)

2005

  1. Estimating confidence regions over bounded domains
    Computational Statistics & Data Analysis, 2005, 49, (2), 349-360 Downloads View citations (4)
    See also Working Paper (2003)

1999

  1. A simple linear time series model with misleading nonlinear properties
    Economics Letters, 1999, 65, (3), 281-284 Downloads View citations (11)
    See also Working Paper (1999)

Chapters

2011

  1. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
    Chapter 12 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 371-410 Downloads View citations (7)
    See also Working Paper (2009)
 
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