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 1 3 18 34
A Note of Caution on the Relation between Money Growth and Inflation 0 0 2 45 0 2 11 50
A Note on the Stability of the Swedish Philips Curve 0 0 1 127 0 0 6 293
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 0 0 5 957
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 0 0 1 1,141
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 1 257 0 1 5 2,006
Asymptotics for random effects models with serial correlation 0 0 1 347 0 2 4 1,901
Bayesian Forecast Combination for VAR Models 0 0 1 286 0 8 188 4,146
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 0 52 0 0 3 758
Bayesian forecast combination for VAR models 0 0 0 328 0 1 7 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 0 0 5 1,877
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 0 0 1,362 1 1 7 4,266
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 52 0 0 5 860
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 0 0 1 936
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 0 1 6 2,976
Conditional posteriors for the reduced rank regression model 0 1 2 80 0 1 5 984
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 0 5 86 0 1 16 198
FDI and Job Creation in China 0 0 0 831 1 1 9 2,957
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 0 4 793
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 437 0 1 7 1,696
Flexible Fat-tailed Vector Autoregression 0 4 5 78 0 5 9 138
Forecast Combination and Model Averaging Using Predictive Measures 0 0 2 203 0 0 7 1,284
Forecast Combination and Model Averaging using Predictive Measures 0 0 0 525 1 2 11 1,817
Forecasting with Bayesian Vector Autoregressions 7 14 51 2,703 9 25 118 5,578
Identifying Useful Indicators for Nowcasting GDP in Sweden 0 3 4 4 0 6 7 7
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 0 226 0 1 6 474
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 0 6 2,970
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 0 1 5 710
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 1 1 495 0 1 8 2,628
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 0 0 2 168
Numerical Aspects of Bayesian VAR-modeling 1 1 7 1,262 1 2 18 4,376
On the power and interpretation of panel unit root tests 0 1 1 438 0 2 12 2,031
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 1 1 2 163 1 3 23 2,205
Seasonality, Cycles and Unit Roots 0 0 0 193 0 0 2 947
Specification and estimation of random effects models with serial correlation of general form 0 0 1 283 0 1 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 0 0 4 138
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 1 2 1,055 1 7 23 5,901
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 1 62 0 0 7 175
US Interest Rates: Are Relations Stable? 0 0 9 17 0 2 18 30
Vector autoregression models with skewness and heavy tails 0 0 2 17 0 0 10 54
Vector autoregression models with skewness and heavy tails 0 0 1 34 0 1 8 93
Total Working Papers 9 27 105 13,497 16 82 627 65,327


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 3 6 22 2 4 11 74
A note of caution on the relation between money growth and inflation 0 0 2 4 1 3 16 21
A note on the stability of the Swedish Phillips curve 0 0 2 22 0 0 8 96
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 1 1 8 78
Computationally efficient double bootstrap variance estimation 0 0 0 52 0 1 5 432
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 1 1 0 3 3 3
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 0 0 6 780
Forecast Combination and Model Averaging Using Predictive Measures 0 0 5 191 1 2 16 793
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 1 1 178 0 1 2 810
Foreign Firms and Chinese Employment 1 1 7 224 1 2 19 726
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 2 5 0 0 4 21
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 0 1 7 567
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 2 6 13 1,649 4 12 41 3,694
On the power and interpretation of panel unit root tests 0 0 2 104 1 4 13 621
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 0 0 5 123
Vector autoregression models with skewness and heavy tails 0 1 3 7 0 3 14 30
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 4 13 46 2,751 11 37 186 9,234


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 4 17
Forecasting with Bayesian Vector Autoregression 2 12 40 423 6 23 90 1,141
Total Chapters 2 12 40 427 6 23 94 1,158


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 3 288 2 2 14 2,828
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 1 4 422 1 4 18 2,015
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 0 0 357 0 1 9 2,097
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 2 8 540 1 5 29 1,906
remi: Mirror RePEc data 2 5 39 598 6 16 251 3,633
Total Software Items 4 9 54 2,205 10 28 321 12,479


Statistics updated 2025-07-04