IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Bruno Eklund

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

Personal Details

First Name:Bruno
Middle Name:
Last Name:Eklund
Suffix:
RePEc Short-ID:pek16
Email:[This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:
in new window

  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.
  2. Bruno Eklund, 2007. "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics wp33_bruno, Department of Economics, Central bank of Iceland.
  3. Bruno Eklund, 2007. "Forecasting the Icelandic business cycle using vector autoregressive models," Economics wp36, Department of Economics, Central bank of Iceland.
  4. Eklund, Bruno, 2003. "Estimating confidence regions over bounded domains," SSE/EFI Working Paper Series in Economics and Finance 548, Stockholm School of Economics.
  5. Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," SSE/EFI Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006.
  6. Eklund, Bruno, 2003. "A nonlinear alternative to the unit root hypothesis," SSE/EFI Working Paper Series in Economics and Finance 547, Stockholm School of Economics.
  7. Eklund, Bruno, 2003. "Testing the unit root hypothesis against the logistic smooth transition autoregressive model," SSE/EFI Working Paper Series in Economics and Finance 546, Stockholm School of Economics.
  8. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "A Simple Linear Time Series Model with Misleading Nonlinear Properties," SSE/EFI Working Paper Series in Economics and Finance 300, Stockholm School of Economics.
  9. Andersson, Michael K. & Eklund, Bruno & Lyhagen, Johan, 1999. "An ARCH Robust STAR Test," SSE/EFI Working Paper Series in Economics and Finance 317, Stockholm School of Economics.
  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.
  2. Eklund, Bruno, 2005. "Estimating confidence regions over bounded domains," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 349-360, April.
  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.
  1. David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia, & Elizabeth Martin, & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410 Central Bank of Chile.
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

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Bruno Eklund should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.