Bruno Eklund
Personal Details
First Name: | Bruno |
Middle Name: | |
Last Name: | Eklund |
Suffix: | |
RePEc Short-ID: | pek16 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2003 Department of Economic Statistics; Stockholm School of Economics (from RePEc Genealogy) |
Research output
Jump to: Working papers Articles ChaptersWorking papers
- 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.
- 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.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
- Bruno Eklund, 2007. "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics wp33_bruno, Department of Economics, Central bank of Iceland.
- Bruno Eklund, 2007. "Forecasting the Icelandic business cycle using vector autoregressive models," Economics wp36, Department of Economics, Central bank of Iceland.
- 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.
- 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.
- Eklund, Bruno, 2003.
"Estimating confidence regions over bounded domains,"
SSE/EFI Working Paper Series in Economics and Finance
548, Stockholm School of Economics.
- Eklund, Bruno, 2005. "Estimating confidence regions over bounded domains," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 349-360, April.
- 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.
- 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.
- 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.
- 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.
- 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.
Articles
- 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.
- 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.
- Eklund, Bruno, 2005.
"Estimating confidence regions over bounded domains,"
Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 349-360, April.
- Eklund, Bruno, 2003. "Estimating confidence regions over bounded domains," SSE/EFI Working Paper Series in Economics and Finance 548, Stockholm School of Economics.
- 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.
- 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.
Chapters
- 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.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- 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
- 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
- NEP-RMG: Risk Management (3) 2004-02-29 2007-02-10 2009-06-03
- NEP-FOR: Forecasting (2) 2007-02-10 2008-02-09
- NEP-MAC: Macroeconomics (2) 2007-02-10 2008-02-09
- NEP-IFN: International Finance (1) 2003-12-14
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