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- Publications
- Influence
Are Higher Levels of Inflation Less Predictable? A State-Dependent Conditional Heteroscedasticity Approach
- A. Brunner, G. Hess
- Economics
- 1 April 1993
Milton Friedman proposed that there is a positive relationship between inflation and uncertainty about the future path of inflation. In contrast to previous studies of this hypothesis, we find strong… Expand
El Nino and World Primary Commodity Prices : Warm Water or Hot Air?
- A. Brunner
- Economics
- 1 December 2000
This paper examines the historical effects of the El Nino-Southern Oscillation (ENSO) cycle on world prices and economic activity. The analysis indicates that ENSO has economically-important and… Expand
El NiñO and World Primary Commodity Prices: Warm Water or Hot Air?
- A. Brunner
- Economics
- 1 April 1998
This paper examines the historical effects of the El Nino-Southern Oscillation (ENSO) cycle on world prices and economic activity. The analysis indicates that ENSO has economically-important and… Expand
Germany's three-pillar banking system : cross-country perspectives in Europe
- A. Brunner
- Business
- 2004
This paper takes a cross-country perspective on the performance of German banks and some of the challenges that lie ahead, in addition to reviewing some of the various arguments for and against… Expand
Conditional Asymmetries in Real GNP: A Seminonparametric Approach
- A. Brunner
- Economics
- 1990
Two critical assumptions are often made in empirical research regarding the relationship between economic variables and economic disturbances—linearity and Gaussianity. Together, these two… Expand
Plant Phenology in Galleta-Shadscale and Galleta-Sagebrush Associations
- R. Everett, P. T. Tueller, J. B. Davis, A. Brunner
- Biology
- 1 November 1980
Plant phenology is described for plant species in galleta grass (Hilaria jamesii)-shadescale (Atriplex confertffola) and galleta grass-sagebrush (A rtemisia tridentata ssp. wyomingensis) associations… Expand
The Long-Run Effects of Trade on Income and Income Growth
- A. Brunner
- Economics
- 1 February 2003
This paper examines the dynamic relationship between trade and income. While most economists agree that increased trade leads to an increase in average income, economic theory is ambiguous about the… Expand
On the Dynamic Properties of Asymmetric Models of Real GNP
- A. Brunner
- Economics
- Review of Economics and Statistics
- 1 May 1997
There is now a substantial body of evidence that suggests business cycles are asymmetric. However, the evidence has been accumulated using a wide array of statistical techniques and, consequently, is… Expand
On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water?
- A. Brunner
- Economics
- 1 May 2000
This paper considers an alternative econometric approach to the standard VAR methodology for identifying and estimating the effects of monetary policy shocks. The alternative approach makes more… Expand
Potential problems in estimating bilinear time-series models
- A. Brunner, G. Hess
- Mathematics
- 1 May 1995
Abstract We present evidence of undesirable statistical properties of the bilinear model. We show that in certain regions of the parameter space the expected likelihood function exhibits bimodality.… Expand