Phillip Braun

  • 305 Citations
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Personal profile

Research Interests

Professor Braun specializes in the study of emerging market economies and financial markets.

Education/Academic qualification

Business, Finance and Economics, PhD, Graduate School of Business, University of Chicago

… → 1993

Economics, MA, Washington University St. Louis

… → 1986

Economics, BA, Oberlin College

… → 1981

Fingerprint Dive into the research topics where Phillip Braun is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Variance Decomposition Mathematics
Vector Autoregression Mathematics
Stock Returns Mathematics
Misspecification Mathematics
Impulse Response Mathematics
Inconsistency Mathematics
Nonlinearity Mathematics
Trivariate Mathematics

Research Output 1990 2009

Good News, Bad News, Volatility, and Betas

Braun, P. A., Nelson, D. B. & Sunier, A. M., 1995, In : The Journal of Finance. 50, p. 1575-1603

Research output: Contribution to journalArticle

42 Citations (Scopus)

Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions

Braun, P. & Mittnik, S., Jan 1 1993, In : Journal of Econometrics. 59, 3, p. 319-341 23 p.

Research output: Contribution to journalArticle

Variance Decomposition
Vector Autoregression
Impulse Response
48 Citations (Scopus)

Time nonseparability in aggregate consumption. International evidence

Braun, P., Constantinides, G. M. & Ferson, W. E., Jan 1 1993, In : European Economic Review. 37, 5, p. 897-920 24 p.

Research output: Contribution to journalArticle

Aggregate consumption
Habit persistence
Risk aversion

Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance: Studies in Business Cycles, Volume 28

Zarnowitz, V. & Braun, P., 1993, Business Cycles, Indicators, and Forecasting: Studies in Business Cycles, Volume 28. Stock, J. H. & Watson, M. W. (eds.). Chicago: University of Chicago Press, p. 11-84

Research output: Chapter in Book/Report/Conference proceedingChapter