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 0 1 6 40
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 0 4 11 61
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 0 3 16 309
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 0 2 13 1,154
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 0 4 27 984
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 0 257 0 1 8 2,014
Asymptotics for random effects models with serial correlation 0 0 0 347 0 2 24 1,925
Bayesian Forecast Combination for VAR Models 0 1 2 288 1 10 67 4,213
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 1 1 53 1 4 12 770
Bayesian forecast combination for VAR models 0 0 0 328 0 4 16 1,555
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 1 2 13 1,211
Bootstrapping Error Component Models 0 0 0 51 0 2 11 1,888
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 1 1,363 1 6 17 4,283
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 52 1 4 15 875
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 8 16 952
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 0 1 7 2,983
Conditional posteriors for the reduced rank regression model 0 0 1 81 1 4 23 1,007
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 88 2 4 14 212
FDI and Job Creation in China 0 0 0 831 2 7 28 2,985
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 1 9 802
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 0 437 0 1 21 1,717
Flexible Fat-tailed Vector Autoregression 0 0 0 78 0 5 17 155
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 203 0 6 27 1,311
Forecast Combination and Model Averaging using Predictive Measures 0 0 1 526 0 3 17 1,834
Forecasting with Bayesian Vector Autoregressions 2 5 19 2,722 6 20 125 5,703
Identifying Useful Indicators for Nowcasting GDP in Sweden 0 0 6 10 0 7 31 38
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 1 2 23 497
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 6 20 2,990
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 0 1 17 727
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 495 0 6 17 2,645
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 0 1 19 187
Numerical Aspects of Bayesian VAR-modeling 1 1 3 1,265 1 3 19 4,395
On the Stability of Macroeconomic Relationships in Australia 0 0 37 37 0 3 82 82
On the power and interpretation of panel unit root tests 0 0 0 438 0 2 12 2,043
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 1 1 6 169 1 3 42 2,247
Seasonality, Cycles and Unit Roots 0 0 0 193 1 2 8 955
Specification and estimation of random effects models with serial correlation of general form 0 0 0 283 0 3 14 2,003
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 0 4 15 63
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 0 4 11 149
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 0 1,055 2 4 25 5,926
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 0 0 9 184
US Interest Rates: Are Relations Stable? 0 0 6 23 0 1 19 49
Vector autoregression models with skewness and heavy tails 0 0 1 35 0 3 14 107
Vector autoregression models with skewness and heavy tails 1 1 1 18 3 8 18 72
Total Working Papers 5 10 88 13,585 25 172 975 66,302

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 0 4 14 88
A note of caution on the relation between money growth and inflation 0 0 0 4 0 4 12 33
A note on the stability of the Swedish Phillips curve 0 0 0 22 2 4 21 117
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 34 0 5 17 318
Bootstrapping Error Component Models 0 0 0 2 0 2 11 89
Computationally efficient double bootstrap variance estimation 0 0 0 52 0 4 15 447
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 0 6 7 1 6 29 32
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 0 2 14 794
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 191 1 3 13 806
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 0 178 0 1 8 818
Foreign Firms and Chinese Employment 0 0 2 226 2 7 32 758
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 1 5 22 43
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 1 3 13 580
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 1 3 12 1,661 1 11 44 3,738
On the Stability of Macroeconomic Relationships in Australia 0 0 0 0 0 0 0 0
On the power and interpretation of panel unit root tests 0 0 1 105 2 6 26 647
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 2 14 137
Vector autoregression models with skewness and heavy tails 0 1 8 15 1 7 31 61
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 0 2 7 71
Total Journal Articles 1 4 31 2,782 12 78 343 9,577

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 0 3 14 31
Forecasting with Bayesian Vector Autoregression 2 10 29 452 6 27 114 1,255
Total Chapters 2 10 31 458 6 30 128 1,286

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 1 1 2 290 1 2 22 2,850
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 0 0 422 2 2 13 2,028
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 0 2 359 1 8 30 2,127
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 0 4 544 0 3 26 1,932
remi: Mirror RePEc data 1 3 26 624 4 17 97 3,730
Total Software Items 2 4 34 2,239 8 32 188 12,667

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Statistics updated 2026-07-10