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

Working Papers

2009

1. Funding Liquidity Risk in a Quantitative Model of Systemic Stability
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (130)
   Also in Bank of England working papers, Bank of England (2009) View citations (102)
   See also Chapter Funding Liquidity Risk in a Quantitative Model of Systemic Stability, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2011) View citations (7) (2011)

2007

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

2006

4. Testing constancy of the error covariance matrix in vector models
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
   See also Journal Article Testing constancy of the error covariance matrix in vector models, Journal of Econometrics, Elsevier (2007) View citations (10) (2007)

2003

5. A nonlinear alternative to the unit root hypothesis
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (14)
6. Estimating confidence regions over bounded domains
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
   See also Journal Article Estimating confidence regions over bounded domains, Computational Statistics & Data Analysis, Elsevier (2005) View citations (4) (2005)
7. 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 View citations (15)

1999

8. 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 A simple linear time series model with misleading nonlinear properties, Economics Letters, Elsevier (1999) View citations (11) (1999)
9. An ARCH Robust STAR Test
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics 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 View citations (10)
   See also Working Paper Testing constancy of the error covariance matrix in vector models, SSE/EFI Working Paper Series in Economics and Finance (2006) View citations (1) (2006)

2005

2. Estimating confidence regions over bounded domains
   Computational Statistics & Data Analysis, 2005, 49, (2), 349-360 View citations (4)
   See also Working Paper Estimating confidence regions over bounded domains, SSE/EFI Working Paper Series in Economics and Finance (2003) (2003)

1999

3. A simple linear time series model with misleading nonlinear properties
   Economics Letters, 1999, 65, (3), 281-284 View citations (11)
   See also Working Paper A Simple Linear Time Series Model with Misleading Nonlinear Properties, SSE/EFI Working Paper Series in Economics and Finance (1999) View citations (11) (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 View citations (7)
   See also Working Paper Funding Liquidity Risk in a Quantitative Model of Systemic Stability, Central Bank of Chile (2009) View citations (130) (2009)