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 on the Stability of the Swedish Philips Curve |
0 |
0 |
1 |
121 |
0 |
0 |
11 |
276 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
0 |
51 |
0 |
0 |
6 |
947 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
0 |
1 |
127 |
0 |
0 |
5 |
1,139 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
0 |
0 |
0 |
255 |
0 |
0 |
3 |
1,995 |
| Asymptotics for random effects models with serial correlation |
1 |
1 |
1 |
346 |
1 |
1 |
4 |
1,893 |
| Bayesian Forecast Combination for VAR Models |
1 |
2 |
3 |
278 |
2 |
8 |
81 |
3,828 |
| Bayesian Inference in Regression Models with Ordinal Explanatory Variables |
0 |
0 |
4 |
51 |
0 |
1 |
11 |
750 |
| Bayesian forecast combination for VAR models |
0 |
0 |
3 |
327 |
0 |
0 |
9 |
1,523 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
0 |
0 |
191 |
1 |
1 |
6 |
1,189 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
0 |
0 |
7 |
1,865 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
0 |
0 |
3 |
1,359 |
0 |
2 |
18 |
4,244 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
0 |
49 |
0 |
0 |
6 |
848 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
0 |
1 |
118 |
0 |
0 |
3 |
934 |
| Computationally Efficient Double Bootstrap Variance Estimation |
0 |
1 |
2 |
487 |
0 |
1 |
9 |
2,960 |
| Conditional posteriors for the reduced rank regression model |
0 |
0 |
3 |
75 |
1 |
1 |
7 |
974 |
| FDI and Job Creation in China |
0 |
0 |
2 |
822 |
1 |
2 |
10 |
2,923 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
786 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
0 |
1 |
2 |
436 |
0 |
3 |
10 |
1,685 |
| Flexible Fat-tailed Vector Autoregression |
1 |
3 |
8 |
69 |
2 |
8 |
22 |
120 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
0 |
0 |
200 |
0 |
0 |
4 |
1,271 |
| Forecast Combination and Model Averaging using Predictive Measures |
0 |
0 |
1 |
524 |
0 |
0 |
6 |
1,801 |
| Forecasting with Bayesian Vector Autoregressions |
4 |
14 |
72 |
2,546 |
16 |
43 |
196 |
5,226 |
| Is the US Phillips Curve Stable? Evidence from Bayesian VARs |
2 |
4 |
12 |
215 |
4 |
7 |
41 |
437 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
1 |
1 |
8 |
2,957 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
0 |
72 |
0 |
0 |
4 |
696 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
0 |
0 |
0 |
493 |
0 |
0 |
6 |
2,614 |
| New ways to measure well-being? A first joint analysis of subjective and objective measures |
0 |
1 |
2 |
143 |
1 |
3 |
11 |
158 |
| Numerical Aspects of Bayesian VAR-modeling |
0 |
0 |
6 |
1,251 |
1 |
3 |
24 |
4,342 |
| On the power and interpretation of panel unit root tests |
0 |
0 |
0 |
434 |
0 |
0 |
5 |
2,006 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
0 |
2 |
155 |
0 |
2 |
18 |
2,149 |
| Seasonality, Cycles and Unit Roots |
0 |
0 |
0 |
192 |
0 |
0 |
1 |
943 |
| Specification and estimation of random effects models with serial correlation of general form |
0 |
0 |
1 |
281 |
0 |
0 |
4 |
1,983 |
| Statistical Inference for the Tangency Portfolio in High Dimension |
0 |
0 |
2 |
15 |
0 |
1 |
9 |
41 |
| Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data |
0 |
1 |
2 |
97 |
1 |
2 |
9 |
128 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
1 |
1 |
4 |
1,047 |
2 |
4 |
20 |
5,830 |
| The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? |
0 |
0 |
3 |
54 |
3 |
3 |
16 |
155 |
| Vector autoregression models with skewness and heavy tails |
1 |
2 |
11 |
29 |
3 |
7 |
30 |
60 |
| Vector autoregression models with skewness and heavy tails |
0 |
2 |
3 |
12 |
2 |
7 |
15 |
34 |
| Total Working Papers |
11 |
33 |
155 |
13,038 |
43 |
112 |
661 |
63,710 |
|
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