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 0 17 1 1 5 41
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 2 2 13 63
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 1 1 16 310
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 0 0 25 984
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 0 0 12 1,154
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 0 257 0 0 6 2,014
Asymptotics for random effects models with serial correlation 0 0 0 347 0 0 17 1,925
Bayesian Forecast Combination for VAR Models 0 0 1 288 2 5 65 4,217
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 1 53 0 1 11 770
Bayesian forecast combination for VAR models 0 0 0 328 1 1 17 1,556
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 0 1 13 1,211
Bootstrapping Error Component Models 0 0 0 51 1 1 11 1,889
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 1 1,363 2 3 18 4,285
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 0 14 952
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 52 0 1 14 875
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 1 1 8 2,984
Conditional posteriors for the reduced rank regression model 0 0 1 81 1 2 23 1,008
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 1 88 0 2 12 212
FDI and Job Creation in China 0 0 0 831 0 2 26 2,985
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 1 1 9 803
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 0 437 0 0 20 1,717
Flexible Fat-tailed Vector Autoregression 0 1 1 79 0 2 15 157
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 203 1 1 28 1,312
Forecast Combination and Model Averaging using Predictive Measures 0 0 1 526 3 3 20 1,837
Forecasting with Bayesian Vector Autoregressions 4 6 21 2,726 6 16 121 5,713
Identifying Useful Indicators for Nowcasting GDP in Sweden 1 1 6 11 2 2 26 40
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 0 227 0 2 23 498
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 0 19 2,990
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 1 2 16 729
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 495 0 1 18 2,646
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 0 0 14 187
Numerical Aspects of Bayesian VAR-modeling 0 2 4 1,266 0 3 21 4,397
On the Stability of Macroeconomic Relationships in Australia 0 0 37 37 0 1 83 83
On the power and interpretation of panel unit root tests 0 0 0 438 0 0 11 2,043
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 6 169 1 2 37 2,248
Seasonality, Cycles and Unit Roots 0 0 0 193 0 2 9 956
Specification and estimation of random effects models with serial correlation of general form 0 0 0 283 0 1 15 2,004
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 0 0 15 63
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 1 1 9 150
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 0 1,055 2 5 26 5,929
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 1 1 10 185
US Interest Rates: Are Relations Stable? 1 2 7 25 1 2 19 51
Vector autoregression models with skewness and heavy tails 0 1 1 18 2 6 21 75
Vector autoregression models with skewness and heavy tails 0 1 2 36 0 1 14 108
Total Working Papers 6 15 91 13,595 34 79 945 66,356

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 1 23 1 1 12 89
A note of caution on the relation between money growth and inflation 1 1 1 5 1 2 14 35
A note on the stability of the Swedish Phillips curve 0 0 0 22 1 3 19 118
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 34 0 0 17 318
Bootstrapping Error Component Models 0 0 0 2 0 1 11 90
Computationally efficient double bootstrap variance estimation 0 0 0 52 0 0 15 447
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 5 8 0 2 25 33
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 0 0 12 794
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 191 1 3 15 808
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 0 178 0 0 6 818
Foreign Firms and Chinese Employment 0 0 0 226 0 3 28 759
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 0 1 19 43
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 0 1 12 580
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 0 1 12 1,661 1 5 42 3,742
On the Stability of Macroeconomic Relationships in Australia 0 0 0 0 1 1 1 1
On the power and interpretation of panel unit root tests 1 1 2 106 1 5 27 650
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 2 3 14 140
Vector autoregression models with skewness and heavy tails 0 1 6 16 0 2 27 62
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 0 1 8 72
Total Journal Articles 2 5 28 2,786 9 34 324 9,599

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 0 2 6 2 2 16 33
Forecasting with Bayesian Vector Autoregression 1 6 26 456 3 15 105 1,264
Total Chapters 1 6 28 462 5 17 121 1,297

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 2 3 291 0 2 21 2,851
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 0 0 422 0 2 12 2,028
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 0 2 359 0 1 30 2,127
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 0 3 544 0 0 23 1,932
remi: Mirror RePEc data 0 4 22 627 1 17 90 3,743
Total Software Items 0 6 30 2,243 1 22 176 12,681

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Statistics updated 2026-09-10