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 1 7 39
A Note of Caution on the Relation between Money Growth and Inflation 0 0 0 45 3 4 10 60
A Note on the Stability of the Swedish Philips Curve 0 0 0 127 3 6 16 309
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 51 2 7 25 982
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 127 1 5 12 1,153
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 0 257 0 2 7 2,013
Asymptotics for random effects models with serial correlation 0 0 0 347 2 2 26 1,925
Bayesian Forecast Combination for VAR Models 0 0 1 287 6 27 69 4,209
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 0 52 1 3 9 767
Bayesian forecast combination for VAR models 0 0 0 328 2 3 14 1,553
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 1 3 12 1,210
Bootstrapping Error Component Models 0 0 0 51 2 4 11 1,888
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 1 1 1,363 3 6 15 4,280
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 118 8 9 16 952
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 52 3 5 14 874
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 490 1 2 8 2,983
Conditional posteriors for the reduced rank regression model 0 0 2 81 2 7 22 1,005
Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data 0 1 2 88 1 4 12 209
FDI and Job Creation in China 0 0 0 831 4 10 26 2,982
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 1 3 9 802
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 0 437 0 9 21 1,716
Flexible Fat-tailed Vector Autoregression 0 0 2 78 3 4 18 153
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 203 3 12 24 1,308
Forecast Combination and Model Averaging using Predictive Measures 0 1 1 526 3 4 18 1,834
Forecasting with Bayesian Vector Autoregressions 2 3 28 2,719 10 30 135 5,693
Identifying Useful Indicators for Nowcasting GDP in Sweden 0 2 8 10 4 9 30 35
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 0 0 1 227 1 3 23 496
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 4 10 18 2,988
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 74 1 5 17 727
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 495 5 8 17 2,644
New ways to measure well-being? A first joint analysis of subjective and objective measures 0 0 0 148 1 4 19 187
Numerical Aspects of Bayesian VAR-modeling 0 1 3 1,264 0 5 17 4,392
On the Stability of Macroeconomic Relationships in Australia 0 3 37 37 1 6 80 80
On the power and interpretation of panel unit root tests 0 0 1 438 1 1 12 2,042
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 2 6 168 1 12 42 2,245
Seasonality, Cycles and Unit Roots 0 0 0 193 1 2 7 954
Specification and estimation of random effects models with serial correlation of general form 0 0 0 283 3 5 15 2,003
Statistical Inference for the Tangency Portfolio in High Dimension 0 0 0 18 3 5 14 62
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 0 0 99 4 4 11 149
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 0 1 1,055 1 5 26 5,923
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 0 0 62 0 1 9 184
US Interest Rates: Are Relations Stable? 0 1 6 23 1 3 19 49
Vector autoregression models with skewness and heavy tails 0 0 1 35 3 4 15 107
Vector autoregression models with skewness and heavy tails 0 0 0 17 3 9 13 67
Total Working Papers 2 15 102 13,577 103 273 960 66,233

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 2 23 3 5 15 87
A note of caution on the relation between money growth and inflation 0 0 0 4 3 3 12 32
A note on the stability of the Swedish Phillips curve 0 0 0 22 2 7 19 115
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 34 5 7 17 318
Bootstrapping Error Component Models 0 0 0 2 2 2 12 89
Computationally efficient double bootstrap variance estimation 0 0 0 52 4 6 16 447
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data 0 1 7 7 5 8 31 31
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 156 1 3 13 793
Forecast Combination and Model Averaging Using Predictive Measures 0 0 0 191 2 4 14 805
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 0 178 1 1 8 818
Foreign Firms and Chinese Employment 0 0 3 226 3 8 30 754
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions 0 0 0 5 2 3 19 40
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 50 2 4 13 579
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 0 3 14 1,658 6 11 48 3,733
On the power and interpretation of panel unit root tests 0 0 1 105 3 4 26 644
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 0 0 36 1 1 13 136
Vector autoregression models with skewness and heavy tails 1 2 9 15 5 8 32 59
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 0 0 1 15 2 2 7 71
Total Journal Articles 1 7 37 2,779 52 87 345 9,551

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 2 6 2 2 13 30
Forecasting with Bayesian Vector Autoregression 4 5 32 446 10 23 113 1,238
Total Chapters 4 5 34 452 12 25 126 1,268

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 2 289 1 7 23 2,849
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 0 0 0 422 0 3 12 2,026
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 1 2 359 3 11 25 2,122
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 0 5 544 3 5 28 1,932
remi: Mirror RePEc data 2 8 28 623 10 28 101 3,723
Total Software Items 2 9 37 2,237 17 54 189 12,652

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06