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 3 10 37
A Note of Caution on the Relation between Money Growth and Inflation 0 0 1 45 0 0 8 50
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 3 4 9 297
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 2 4 7 961
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 2 3 4 1,144
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 1 257 0 2 7 2,008
Asymptotics for random effects models with serial correlation 0 0 0 347 2 8 12 1,910
Bayesian Forecast Combination for VAR Models 0 0 2 287 6 10 48 4,160
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 0 52 0 1 3 759
Bayesian forecast combination for VAR models 0 0 0 328 0 2 6 1,541
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 1 2 5 1,200
Bootstrapping Error Component Models 0 0 0 51 0 2 6 1,879
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 0 1,362 2 3 6 4,269
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 0 3 938
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 52 0 0 4 861
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 2 2 7 2,978
Conditional posteriors for the reduced rank regression model 0 0 2 80 2 3 9 988
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 1 6 87 1 3 11 201
FDI and Job Creation in China 0 0 0 831 3 4 9 2,962
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 1 3 794
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 437 0 1 6 1,697
Flexible Fat-tailed Vector Autoregression 0 0 4 78 2 5 15 145
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 203 1 1 6 1,285
Forecast Combination and Model Averaging using Predictive Measures 0 0 0 525 1 1 10 1,818
Forecasting with Bayesian Vector Autoregressions 4 6 47 2,711 13 26 118 5,612
Identifying Useful Indicators for Nowcasting GDP in Sweden 1 2 7 7 2 5 17 17
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 1 1 227 2 3 8 477
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 1 5 2,971
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 0 3 7 713
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 495 0 0 4 2,628
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 0 0 7 173
Numerical Aspects of Bayesian VAR-modeling 0 0 4 1,262 0 1 13 4,377
On the power and interpretation of panel unit root tests 0 0 1 438 1 2 11 2,033
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 2 164 5 10 28 2,218
Seasonality, Cycles and Unit Roots 0 0 0 193 1 1 2 948
Specification and estimation of random effects models with serial correlation of general form 0 0 1 283 0 0 4 1,989
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 3 3 5 51
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 0 2 7 141
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 1 1,055 2 6 22 5,908
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 1 1 5 176
US Interest Rates: Are Relations Stable? 0 2 6 19 1 4 13 34
Vector autoregression models with skewness and heavy tails 0 0 0 34 1 1 7 95
Vector autoregression models with skewness and heavy tails 0 0 1 17 0 0 7 54
Total Working Papers 5 13 91 13,514 62 134 504 65,497


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 4 22 0 0 12 77
A note of caution on the relation between money growth and inflation 0 0 1 4 1 3 13 24
A note on the stability of the Swedish Phillips curve 0 0 2 22 2 3 10 101
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 1 34 0 0 4 301
Bootstrapping Error Component Models 0 0 1 2 0 1 7 80
Computationally efficient double bootstrap variance estimation 0 0 0 52 3 3 7 435
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 3 3 1 8 13 13
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 1 2 7 783
Forecast Combination and Model Averaging Using Predictive Measures 0 0 2 191 1 1 11 794
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 1 178 0 2 4 812
Foreign Firms and Chinese Employment 0 0 4 226 4 6 20 736
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 1 5 1 3 6 25
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 1 1 7 569
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 0 1 12 1,650 3 10 42 3,706
On the power and interpretation of panel unit root tests 0 0 1 104 4 5 14 627
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 1 1 6 127
Vector autoregression models with skewness and heavy tails 0 2 6 11 1 3 19 37
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 14 0 0 1 64
Total Journal Articles 0 4 39 2,760 24 52 203 9,311


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 0 4 0 2 5 19
Forecasting with Bayesian Vector Autoregression 1 4 36 431 14 25 101 1,175
Total Chapters 1 4 36 435 14 27 106 1,194


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 0 2 288 1 3 13 2,832
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 0 4 422 0 2 16 2,017
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 1 1 358 1 4 9 2,101
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 1 7 542 2 4 25 1,912
remi: Mirror RePEc data 3 7 31 608 7 22 88 3,665
Total Software Items 4 9 45 2,218 11 35 151 12,527


Statistics updated 2025-11-08