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 0 1 121 0 0 11 276
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 0 0 6 947
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 1 127 0 0 5 1,139
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 0 255 0 0 3 1,995
Asymptotics for random effects models with serial correlation 1 1 1 346 1 1 4 1,893
Bayesian Forecast Combination for VAR Models 1 2 3 278 2 8 81 3,828
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 4 51 0 1 11 750
Bayesian forecast combination for VAR models 0 0 3 327 0 0 9 1,523
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 1 1 6 1,189
Bootstrapping Error Component Models 0 0 0 51 0 0 7 1,865
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 3 1,359 0 2 18 4,244
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 49 0 0 6 848
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 118 0 0 3 934
Computationally Efficient Double Bootstrap Variance Estimation 0 1 2 487 0 1 9 2,960
Conditional posteriors for the reduced rank regression model 0 0 3 75 1 1 7 974
FDI and Job Creation in China 0 0 2 822 1 2 10 2,923
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 1 1 6 786
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 1 2 436 0 3 10 1,685
Flexible Fat-tailed Vector Autoregression 1 3 8 69 2 8 22 120
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 200 0 0 4 1,271
Forecast Combination and Model Averaging using Predictive Measures 0 0 1 524 0 0 6 1,801
Forecasting with Bayesian Vector Autoregressions 4 14 72 2,546 16 43 196 5,226
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 2 4 12 215 4 7 41 437
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 1 1 8 2,957
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 0 0 4 696
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 493 0 0 6 2,614
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 1 2 143 1 3 11 158
Numerical Aspects of Bayesian VAR-modeling 0 0 6 1,251 1 3 24 4,342
On the power and interpretation of panel unit root tests 0 0 0 434 0 0 5 2,006
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 0 2 155 0 2 18 2,149
Seasonality, Cycles and Unit Roots 0 0 0 192 0 0 1 943
Specification and estimation of random effects models with serial correlation of general form 0 0 1 281 0 0 4 1,983
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 2 15 0 1 9 41
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 1 2 97 1 2 9 128
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 1 4 1,047 2 4 20 5,830
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 3 54 3 3 16 155
Vector autoregression models with skewness and heavy tails 1 2 11 29 3 7 30 60
Vector autoregression models with skewness and heavy tails 0 2 3 12 2 7 15 34
Total Working Papers 11 33 155 13,038 43 112 661 63,710


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 1 3 10 0 3 15 40
A note on the stability of the Swedish Phillips curve 0 0 2 17 1 2 11 63
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 33 0 0 5 294
Bootstrapping Error Component Models 0 0 1 1 0 0 5 68
Computationally efficient double bootstrap variance estimation 0 0 0 51 0 0 5 421
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 154 1 1 5 765
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 183 0 0 9 764
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 4 171 1 1 11 795
Foreign Firms and Chinese Employment 0 0 1 205 2 2 16 679
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 49 1 1 7 555
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 0 3 30 1,604 2 12 81 3,574
On the power and interpretation of panel unit root tests 0 1 4 97 0 2 17 597
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 3 29 1 1 9 106
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 2 8 0 0 6 50
Total Journal Articles 0 5 51 2,612 9 25 202 8,771


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Bayesian Vector Autoregression 2 4 32 324 3 16 109 908
Total Chapters 2 4 32 324 3 16 109 908


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 7 281 3 9 54 2,774
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 5 5 11 409 13 23 70 1,949
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 3 10 353 6 15 82 2,008
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 5 25 499 3 14 78 1,782
remi: Mirror RePEc data 1 4 25 488 7 14 87 3,182
Total Software Items 8 18 78 2,030 32 75 371 11,695


Statistics updated 2022-11-05