Publications

All Publications authored by Christian Brownlees

Open Access | Forthcoming Jordi Llorens-Terrazas and Christian Brownlees
Projected Dynamic Conditional Correlations
International Journal of Forecasting , https://doi.org/10.1016/j.ijforecast.2022.06.003
Open Access
Kizkitza Biguri, Christian Brownlees and Filippo Ippolito
Corporate Hedging and the Variance of Stock Returns
Journal of Corporate Finance, Vol.72 , February 2022, 10.1016/j.jcorpfin.2021.102147
Christian Brownlees, Guðmundur Stefán Guðmundsson and Gábor Lugosi
Community Detection in Partial Correlation Network Models
Journal of Business & Economic Statistics, Vol.40, No 1, 216-226, January 2022, 10.1080/07350015.2020.1798241
Recognition Program
Christian Brownlees and Guðmundur Stefán Guðmundsson
Detecting groups in large vector autoregressions
Journal of Econometrics, Vol.225, No 1, 2-26, November 2021, 10.1016/j.jeconom.2021.03.012
Recognition Program
Christian Brownlees and André B.M. Souza
Backtesting global Growth-at-Risk
Journal of Monetary Economics, Vol.118, 312-330, March 2021, 10.1016/j.jmoneco.2020.11.003
Recognition Program
Christian Brownlees and Geert Mesters
Detecting Granular Time Series in Large Panels
Journal of Econometrics, Vol.220, No 2, 544-561, February 2021, 10.1016/j.jeconom.2020.04.013
Recognition Program
Christian Brownlees, Christina Hans and Eulàlia Nualart
Bank credit risk networks: Evidence from the Eurozone
Journal of Monetary Economics, Vol.117, 585-599, January 2021, 10.1016/j.jmoneco.2020.03.014
Christian Brownlees, Eulàlia Nualart and
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Econometric Reviews, Vol.39, No 10, December 2020, 10.1080/07474938.2020.1735751
Christian Brownlees, , and
Back to the Future: Backtesting Systemic Risk Measures during Historical Bank Runs and the Great Depression
Journal of Banking & Finance, Vol.113, 105736, February 2020, 10.1016/j.jbankfin.2020.105736
Recognition Program
Régis Barnichon and Christian Brownlees
Impulse response estimation by smooth local projections
Review of Economics and Statistics, Vol.101, No 3, 522-530, July 2019, 10.1162/rest_a_00778

Behavioral and Experimental Economics
Business Economics
Competition
Development Economics
Econometrics and Quantitative Methods
Economic History
Environmental and Development economics
Environmental Economics
Financial Economics
Game Theory
Growth and Development
Health Economics
Industrial Organization
International Economics
Labor Economics
Macroeconomics
Microeconomics
Monetary and Fiscal Policy
Political Economy
Public Economics
Social Choice and Mechanism Design
Spatial economics
Statistics

Publications

All Publications authored by Christian Brownlees

Pages

BSE Social Media

Want the latest from BSE?