Access Statistics for Sune Karlsson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note of Caution on the Relation Between Money Growth and Inflation 0 0 16 16 1 1 16 16
A Note of Caution on the Relation between Money Growth and Inflation 0 0 6 43 0 0 20 39
A Note on the Stability of the Swedish Philips Curve 0 0 2 126 0 1 5 287
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 0 0 4 952
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 0 0 0 1,140
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 1 256 0 0 5 2,001
Asymptotics for random effects models with serial correlation 0 0 0 346 0 0 3 1,897
Bayesian Forecast Combination for VAR Models 0 0 2 285 26 37 88 3,958
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 0 52 0 0 3 755
Bayesian forecast combination for VAR models 0 1 1 328 1 3 8 1,532
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 0 0 3 1,194
Bootstrapping Error Component Models 0 0 0 51 0 0 2 1,872
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 1 1,362 0 1 6 4,259
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 0 1 935
Computational Efficiency in Bayesian Model and Variable Selection 0 1 1 51 0 1 6 855
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 490 0 0 8 2,970
Conditional posteriors for the reduced rank regression model 0 0 1 78 0 0 2 979
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 1 9 81 0 2 22 182
FDI and Job Creation in China 0 0 5 831 0 3 12 2,948
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 0 2 789
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 0 436 0 0 2 1,689
Flexible Fat-tailed Vector Autoregression 0 0 2 73 0 0 2 129
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 201 0 0 4 1,277
Forecast Combination and Model Averaging using Predictive Measures 0 0 0 525 0 0 1 1,806
Forecasting with Bayesian Vector Autoregressions 3 17 57 2,652 4 31 123 5,460
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 1 1 4 226 1 2 10 468
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 0 5 2,964
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 2 74 0 0 7 705
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 494 0 0 3 2,620
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 3 148 0 1 5 166
Numerical Aspects of Bayesian VAR-modeling 0 0 3 1,255 0 1 10 4,358
On the power and interpretation of panel unit root tests 0 0 3 437 0 1 10 2,019
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 6 161 1 5 27 2,182
Seasonality, Cycles and Unit Roots 0 0 0 193 0 0 1 945
Specification and estimation of random effects models with serial correlation of general form 0 0 0 282 0 0 1 1,985
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 2 18 0 0 4 46
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 0 0 2 134
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 4 1,053 1 4 32 5,878
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 3 61 0 0 7 168
US Interest Rates: Are Relations Stable? 0 3 8 8 0 6 12 12
Vector autoregression models with skewness and heavy tails 1 1 2 33 1 1 7 85
Vector autoregression models with skewness and heavy tails 0 0 1 15 0 0 4 44
Total Working Papers 5 26 148 13,392 36 101 495 64,700


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States 0 0 3 16 0 1 14 63
A note of caution on the relation between money growth and inflation 0 0 2 2 1 1 5 5
A note on the stability of the Swedish Phillips curve 0 0 0 20 1 4 10 88
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 33 0 0 1 296
Bootstrapping Error Component Models 0 0 0 1 0 0 1 70
Computationally efficient double bootstrap variance estimation 0 0 0 52 0 0 4 427
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 1 156 1 2 6 774
Forecast Combination and Model Averaging Using Predictive Measures 0 1 1 186 0 1 5 777
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 2 177 0 0 6 808
Foreign Firms and Chinese Employment 0 2 8 217 0 4 18 707
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 3 3 0 1 12 17
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 50 0 0 3 560
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 2 8 17 1,636 4 18 48 3,653
On the power and interpretation of panel unit root tests 1 2 4 102 1 2 8 608
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 1 2 36 0 1 2 118
Vector autoregression models with skewness and heavy tails 0 1 3 4 0 2 9 16
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 14 0 0 5 61
Total Journal Articles 3 15 48 2,705 8 37 157 9,048


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian forecast combination for VAR models 0 2 4 4 0 4 10 13
Forecasting with Bayesian Vector Autoregression 2 10 38 383 4 23 88 1,051
Total Chapters 2 12 42 387 4 27 98 1,064


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models 0 1 2 285 3 7 22 2,814
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 1 4 418 0 6 26 1,997
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 0 1 357 2 8 29 2,088
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 7 19 532 4 15 50 1,877
remi: Mirror RePEc data 4 12 42 559 26 47 140 3,382
Total Software Items 5 21 68 2,151 35 83 267 12,158


Statistics updated 2024-07-03