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 1 3 123 0 1 5 278
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 1 127 0 0 1 1,139
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 1 1 2 948
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 0 255 0 0 1 1,995
Asymptotics for random effects models with serial correlation 0 0 1 346 1 1 3 1,894
Bayesian Forecast Combination for VAR Models 1 1 5 280 2 13 55 3,846
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 2 51 0 1 5 751
Bayesian forecast combination for VAR models 0 0 1 327 0 0 3 1,523
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 0 1 3 1,190
Bootstrapping Error Component Models 0 0 0 51 1 1 3 1,866
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 1 4 1,361 0 5 15 4,251
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 118 0 0 1 934
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 49 0 0 0 848
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 487 0 0 4 2,960
Conditional posteriors for the reduced rank regression model 0 0 3 76 0 1 7 976
FDI and Job Creation in China 0 0 0 822 1 4 9 2,928
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 0 3 786
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 436 0 0 4 1,685
Flexible Fat-tailed Vector Autoregression 1 2 9 71 1 4 20 125
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 201 0 0 1 1,272
Forecast Combination and Model Averaging using Predictive Measures 0 0 1 524 0 2 4 1,803
Forecasting with Bayesian Vector Autoregressions 5 13 63 2,566 13 47 177 5,285
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 1 2 12 218 5 11 38 449
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 1 7 2,958
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 0 0 0 696
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 493 0 0 3 2,616
New ways to measure well-being? A first joint analysis of subjective and objective measures 1 1 3 144 1 1 8 160
Numerical Aspects of Bayesian VAR-modeling 0 0 1 1,251 1 1 7 4,343
On the power and interpretation of panel unit root tests 0 0 0 434 0 0 2 2,007
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 0 1 155 1 3 14 2,155
Seasonality, Cycles and Unit Roots 0 0 1 193 0 0 1 944
Specification and estimation of random effects models with serial correlation of general form 0 0 0 281 0 0 1 1,983
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 1 15 0 0 3 41
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 1 2 3 99 1 3 7 131
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 1 4 1,048 2 3 20 5,835
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 1 1 5 56 1 1 12 158
Vector autoregression models with skewness and heavy tails 0 0 10 30 1 7 31 69
Vector autoregression models with skewness and heavy tails 0 0 3 13 2 3 16 38
Total Working Papers 12 25 142 13,080 35 116 496 63,866


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 1 2 4 12 2 4 14 45
A note on the stability of the Swedish Phillips curve 1 1 2 18 1 3 7 67
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 33 0 0 1 294
Bootstrapping Error Component Models 0 0 1 1 0 0 1 68
Computationally efficient double bootstrap variance estimation 0 0 0 51 0 0 0 421
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 154 0 0 1 765
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 183 0 0 3 765
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 1 1 4 173 1 3 8 800
Foreign Firms and Chinese Employment 0 1 2 206 1 3 16 684
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 49 0 1 3 556
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 1 7 22 1,613 3 10 51 3,590
On the power and interpretation of panel unit root tests 0 0 4 98 1 1 11 599
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 2 29 1 3 8 110
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 1 1 2 9 1 1 4 51
Total Journal Articles 5 13 44 2,629 11 29 128 8,815


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Bayesian Vector Autoregression 0 8 33 336 7 19 92 938
Total Chapters 0 8 33 336 7 19 92 938


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 6 282 0 5 46 2,784
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 3 14 412 2 7 66 1,961
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 2 8 355 8 23 78 2,038
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 3 21 503 2 15 74 1,804
remi: Mirror RePEc data 2 13 37 508 7 24 81 3,217
Total Software Items 5 22 86 2,060 19 74 345 11,804


Statistics updated 2023-03-10