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 8 38
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 1 5 9 57
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 3 7 13 306
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 4 17 22 979
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 3 4 10 1,151
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 0 257 1 4 7 2,012
Asymptotics for random effects models with serial correlation 0 0 0 347 0 12 24 1,923
Bayesian Forecast Combination for VAR Models 0 0 1 287 12 26 56 4,194
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 0 52 2 6 8 766
Bayesian forecast combination for VAR models 0 0 0 328 1 9 13 1,551
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 1 8 10 1,208
Bootstrapping Error Component Models 0 0 0 51 2 6 9 1,886
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 0 1,362 1 6 10 4,275
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 52 0 7 9 869
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 5 7 943
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 1 4 7 2,982
Conditional posteriors for the reduced rank regression model 0 0 3 81 4 12 20 1,002
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 2 87 1 5 10 206
FDI and Job Creation in China 0 0 0 831 6 14 22 2,978
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 2 6 8 801
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 0 437 8 18 20 1,715
Flexible Fat-tailed Vector Autoregression 0 0 4 78 0 4 17 149
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 203 6 16 19 1,302
Forecast Combination and Model Averaging using Predictive Measures 0 0 0 525 0 11 17 1,830
Forecasting with Bayesian Vector Autoregressions 0 2 34 2,716 15 58 140 5,678
Identifying Useful Indicators for Nowcasting GDP in Sweden 1 1 8 9 3 8 28 29
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 1 14 22 494
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 5 11 13 2,983
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 2 10 15 724
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 495 1 7 10 2,637
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 3 11 18 186
Numerical Aspects of Bayesian VAR-modeling 0 0 3 1,263 2 7 16 4,389
On the power and interpretation of panel unit root tests 0 0 1 438 0 7 12 2,041
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 4 166 4 16 35 2,237
Seasonality, Cycles and Unit Roots 0 0 0 193 1 4 6 953
Specification and estimation of random effects models with serial correlation of general form 0 0 0 283 1 10 11 1,999
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 1 4 10 58
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 0 2 7 145
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 1 1,055 2 8 27 5,920
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 1 6 9 184
US Interest Rates: Are Relations Stable? 1 4 7 23 2 12 21 48
Vector autoregression models with skewness and heavy tails 0 0 1 35 0 3 11 103
Vector autoregression models with skewness and heavy tails 0 0 0 17 5 8 10 63
Total Working Papers 2 8 71 13,530 108 419 776 65,994

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 22 0 4 12 82
A note of caution on the relation between money growth and inflation 0 0 0 4 0 5 12 29
A note on the stability of the Swedish Phillips curve 0 0 0 22 5 11 17 113
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 34 2 10 12 313
Bootstrapping Error Component Models 0 0 0 2 0 3 10 87
Computationally efficient double bootstrap variance estimation 0 0 0 52 2 5 12 443
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 2 6 6 1 6 24 24
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 1 8 11 791
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 191 1 8 12 802
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 1 178 0 4 8 817
Foreign Firms and Chinese Employment 0 0 3 226 4 10 26 750
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 0 8 16 37
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 2 7 11 577
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 1 3 15 1,656 1 12 45 3,723
On the power and interpretation of panel unit root tests 0 1 1 105 1 14 24 641
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 8 12 135
Vector autoregression models with skewness and heavy tails 1 2 9 14 1 13 26 52
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 0 3 5 69
Total Journal Articles 2 8 39 2,774 21 139 295 9,485

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 2 6 0 8 11 28
Forecasting with Bayesian Vector Autoregression 0 7 31 441 5 33 106 1,220
Total Chapters 0 9 33 447 5 41 117 1,248

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 2 289 4 13 21 2,846
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 0 1 422 3 7 16 2,026
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 1 2 359 6 13 21 2,117
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 2 6 544 2 15 29 1,929
remi: Mirror RePEc data 6 11 30 621 10 29 96 3,705
Total Software Items 7 15 41 2,235 25 77 183 12,623

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Statistics updated 2026-03-04