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 1 17 2 3 12 36
A Note of Caution on the Relation between Money Growth and Inflation 0 0 1 45 0 0 9 50
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 1 1 7 294
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 1 1 2 1,142
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 2 2 6 959
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 1 257 2 2 7 2,008
Asymptotics for random effects models with serial correlation 0 0 0 347 6 7 10 1,908
Bayesian Forecast Combination for VAR Models 0 1 2 287 2 6 125 4,152
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 0 52 1 1 4 759
Bayesian forecast combination for VAR models 0 0 0 328 0 0 6 1,539
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 0 0 4 1,198
Bootstrapping Error Component Models 0 0 0 51 1 1 6 1,878
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 0 1,362 1 2 5 4,267
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 2 3 938
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 52 0 1 6 861
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 0 0 6 2,976
Conditional posteriors for the reduced rank regression model 0 0 2 80 0 1 6 985
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 1 1 6 87 2 2 10 200
FDI and Job Creation in China 0 0 0 831 1 3 9 2,959
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 1 1 4 794
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 437 1 1 8 1,697
Flexible Fat-tailed Vector Autoregression 0 0 4 78 2 4 12 142
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 203 0 0 6 1,284
Forecast Combination and Model Averaging using Predictive Measures 0 0 0 525 0 1 11 1,817
Forecasting with Bayesian Vector Autoregressions 0 9 48 2,705 6 23 118 5,592
Identifying Useful Indicators for Nowcasting GDP in Sweden 0 1 5 5 2 7 14 14
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 1 1 1 227 1 1 7 475
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 1 1 6 2,971
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 3 3 8 713
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 495 0 0 8 2,628
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 0 5 7 173
Numerical Aspects of Bayesian VAR-modeling 0 1 6 1,262 0 1 15 4,376
On the power and interpretation of panel unit root tests 0 0 1 438 1 1 12 2,032
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 1 163 3 7 26 2,211
Seasonality, Cycles and Unit Roots 0 0 0 193 0 0 1 947
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 0 0 2 48
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 2 3 7 141
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 2 1,055 1 3 22 5,903
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 1 62 0 0 6 175
US Interest Rates: Are Relations Stable? 1 1 9 18 2 2 17 32
Vector autoregression models with skewness and heavy tails 0 0 1 17 0 0 9 54
Vector autoregression models with skewness and heavy tails 0 0 1 34 0 1 8 94
Total Working Papers 3 16 99 13,504 48 100 581 65,411


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 4 22 0 5 12 77
A note of caution on the relation between money growth and inflation 0 0 2 4 0 1 14 21
A note on the stability of the Swedish Phillips curve 0 0 2 22 1 3 9 99
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 1 34 0 0 5 301
Bootstrapping Error Component Models 0 0 1 2 0 2 8 79
Computationally efficient double bootstrap variance estimation 0 0 0 52 0 0 5 432
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 1 2 3 3 3 5 8 8
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 1 2 8 782
Forecast Combination and Model Averaging Using Predictive Measures 0 0 4 191 0 1 14 793
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 1 178 2 2 4 812
Foreign Firms and Chinese Employment 0 3 7 226 1 6 22 731
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 2 5 2 3 6 24
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 0 1 8 568
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 0 2 11 1,649 4 10 40 3,700
On the power and interpretation of panel unit root tests 0 0 2 104 1 3 13 623
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 3 8 126
Vector autoregression models with skewness and heavy tails 1 3 6 10 1 5 18 35
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 0 14 0 0 3 64
Total Journal Articles 2 11 46 2,758 16 52 205 9,275


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 0 3 17
Forecasting with Bayesian Vector Autoregression 3 9 41 430 9 24 95 1,159
Total Chapters 3 9 41 434 9 24 98 1,176


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 2 288 1 4 12 2,830
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 0 4 422 1 2 19 2,016
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 0 0 357 0 0 8 2,097
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 2 7 541 1 4 27 1,909
remi: Mirror RePEc data 4 9 38 605 10 26 175 3,653
Total Software Items 4 12 51 2,213 13 36 241 12,505


Statistics updated 2025-09-05