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 2 8 112 6 11 41 191
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 1 49 1 2 13 867
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 126 0 2 9 1,115
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 2 254 0 1 8 1,982
Asymptotics for random effects models with serial correlation 1 1 2 344 1 4 14 1,875
Bayesian Forecast Combination for VAR Models 0 2 5 261 32 63 198 3,385
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 1 4 7 41 1 8 28 715
Bayesian forecast combination for VAR models 0 0 3 323 3 4 23 1,494
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 0 1 10 1,104
Bootstrapping Error Component Models 0 0 0 51 0 1 9 1,785
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 1 3 7 1,351 1 11 44 4,178
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 116 1 2 9 898
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 49 0 0 9 765
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 485 1 8 21 2,866
Conditional posteriors for the reduced rank regression model 0 0 1 71 1 5 13 949
FDI and Job Creation in China 0 1 4 811 2 5 27 2,866
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 1 8 765
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 1 3 431 0 4 16 1,589
Flexible Fat-tailed Vector Autoregression 3 33 33 33 5 20 20 20
Forecast Combination and Model Averaging Using Predictive Measures 0 0 2 199 0 0 11 1,187
Forecast Combination and Model Averaging using Predictive Measures 1 1 4 520 2 4 16 1,699
Forecasting with Bayesian Vector Autoregressions 12 33 156 2,340 29 95 407 4,602
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 1 4 33 167 5 13 99 289
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 2 5 17 2,918
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 0 1 10 615
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 1 2 492 0 3 18 2,522
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 3 11 134 0 5 43 122
Numerical Aspects of Bayesian VAR-modeling 0 4 11 1,233 2 14 49 4,196
On the power and interpretation of panel unit root tests 0 0 1 432 0 3 16 1,919
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 0 1 149 1 11 38 2,052
Seasonality, Cycles and Unit Roots 0 0 1 191 0 1 10 936
Specification and estimation of random effects models with serial correlation of general form 0 0 2 279 0 1 9 1,969
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 1 1 94 4 11 32 102
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 2 12 1,039 2 9 33 5,779
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 2 4 44 44 3 8 48 48
Total Working Papers 23 100 360 12,549 105 337 1,376 60,364


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 1 1 33 0 1 11 217
Computationally efficient double bootstrap variance estimation 0 0 0 50 1 1 9 340
Finding good predictors for inflation: a Bayesian model averaging approach 0 1 6 153 0 2 20 680
Forecast Combination and Model Averaging Using Predictive Measures 0 1 4 180 1 2 33 671
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 3 4 159 0 4 10 758
Foreign Firms and Chinese Employment 1 5 8 196 1 11 27 620
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 1 1 49 0 2 8 472
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 3 11 56 1,516 5 19 115 3,308
On the power and interpretation of panel unit root tests 0 1 3 86 1 2 11 485
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 3 6 12 12 7 23 47 47
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 2 2 2 10 27 27
Total Journal Articles 7 30 97 2,436 18 77 318 7,625


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Bayesian Vector Autoregression 5 12 65 232 19 45 181 590
Total Chapters 5 12 65 232 19 45 181 590


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 5 262 3 14 99 2,569
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 4 11 387 3 19 84 1,782
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 3 19 322 10 37 219 1,767
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 5 17 459 1 19 77 1,583
remi: Mirror RePEc data 5 14 47 419 15 55 207 2,867
Total Software Items 7 27 99 1,849 32 144 686 10,568


Statistics updated 2020-08-05