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Information about:
Bruno Eklund

Personal Details | Affiliation | Works
This is information that was supplied by Bruno Eklund in registering through RePEc. If you are Bruno Eklund , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Bruno
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Last Name: Eklund
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RePEc Short-ID: pek16

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England. [Downloadable!]

  2. Bruno Eklund, 2007. "Forecasting the Icelandic business cycle using vector autoregressive models," Economics wp36, Department of Economics, Central bank of Iceland. [Downloadable!]

  3. Bruno Eklund, 2007. "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics wp33_bruno, Department of Economics, Central bank of Iceland. [Downloadable!]

  4. Eklund, Bruno, 2003. "Estimating confidence regions over bounded domains," Working Paper Series in Economics and Finance 548, Stockholm School of Economics.
    Published as:

  5. Eklund, Bruno, 2003. "A nonlinear alternative to the unit root hypothesis," Working Paper Series in Economics and Finance 547, Stockholm School of Economics. [Downloadable!]

  6. Eklund, Bruno, 2003. "Testing the unit root hypothesis against the logistic smooth transition autoregressive model," Working Paper Series in Economics and Finance 546, Stockholm School of Economics. [Downloadable!]

  7. Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006. [Downloadable!]
    Published as:

  8. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A Simple Linear Time Series Model with Misleading Nonlinear Properties," Working Paper Series in Economics and Finance 300, Stockholm School of Economics.
    Published as:

  9. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "An ARCH Robust STAR Test," Working Paper Series in Economics and Finance 317, Stockholm School of Economics. [Downloadable!]

Articles

  1. Eklund, Bruno & Terasvirta, Timo, 2007. "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, vol. 140(2), pages 753-780, October. [Downloadable!] (restricted)
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  2. Eklund, Bruno, 2005. "Estimating confidence regions over bounded domains," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 349-360, April. [Downloadable!] (restricted)
    Other versions:

  3. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A simple linear time series model with misleading nonlinear properties," Economics Letters, Elsevier, vol. 65(3), pages 281-284, December. [Downloadable!] (restricted)
    Other versions:

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 1999-02-22 1999-05-25 2003-12-14 2003-12-14 2003-12-14 2004-03-03 2007-02-10 Author is listed
  2. NEP-ETS: Econometric Time Series (7) 1999-02-15 1999-05-25 2003-12-14 2003-12-14 2003-12-14 2004-02-29 2008-02-09 Author is listed
  3. NEP-FOR: Forecasting (2) 2007-02-10 2008-02-09
  4. NEP-IFN: International Finance (1) 2003-12-14
  5. NEP-MAC: Macroeconomics (2) 2007-02-10 2008-02-09
  6. NEP-RMG: Risk Management (3) 2004-02-29 2007-02-10 2009-06-03 Author is listed
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This page was last updated on 2009-12-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.