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 1 1 9 113 1 10 41 192
An Embarrassment of Riches: Forecasting Using Large Panels 1 1 2 50 3 5 15 870
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 126 1 2 10 1,116
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 2 254 1 2 9 1,983
Asymptotics for random effects models with serial correlation 0 1 2 344 0 3 13 1,875
Bayesian Forecast Combination for VAR Models 1 2 5 262 14 63 201 3,399
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 2 7 41 1 6 29 716
Bayesian forecast combination for VAR models 0 0 3 323 0 4 22 1,494
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 191 3 4 12 1,107
Bootstrapping Error Component Models 0 0 0 51 2 3 11 1,787
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 1 3 8 1,352 3 10 45 4,181
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 49 3 3 10 768
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 116 1 3 10 899
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 485 3 7 22 2,869
Conditional posteriors for the reduced rank regression model 0 0 1 71 2 6 15 951
FDI and Job Creation in China 0 0 4 811 2 5 28 2,868
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 4 5 11 769
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 2 431 1 4 14 1,590
Flexible Fat-tailed Vector Autoregression 5 11 38 38 12 25 32 32
Forecast Combination and Model Averaging Using Predictive Measures 0 0 2 199 1 1 11 1,188
Forecast Combination and Model Averaging using Predictive Measures 0 1 4 520 4 8 19 1,703
Forecasting with Bayesian Vector Autoregressions 10 29 153 2,350 26 82 401 4,628
Is the US Phillips Curve Stable? Evidence from Bayesian VARs 6 9 37 173 9 20 98 298
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 2 6 15 2,920
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 2 3 11 617
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 1 2 492 3 6 18 2,525
New ways to measure well-being? A first joint analysis of subjective and objective measures 1 3 12 135 1 5 41 123
Numerical Aspects of Bayesian VAR-modeling 0 2 10 1,233 4 12 49 4,200
On the power and interpretation of panel unit root tests 0 0 1 432 1 4 14 1,920
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 0 1 149 8 12 46 2,060
Seasonality, Cycles and Unit Roots 0 0 1 191 0 1 9 936
Specification and estimation of random effects models with serial correlation of general form 0 0 2 279 1 2 10 1,970
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 0 1 1 94 1 10 31 103
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 2 4 14 1,041 5 12 34 5,784
The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? 0 2 44 44 1 7 49 49
Total Working Papers 28 73 370 12,577 126 361 1,406 60,490


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 1 33 1 1 11 218
Computationally efficient double bootstrap variance estimation 0 0 0 50 2 3 10 342
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 4 153 2 2 19 682
Forecast Combination and Model Averaging Using Predictive Measures 0 0 4 180 2 3 32 673
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 1 4 159 0 2 10 758
Foreign Firms and Chinese Employment 1 2 9 197 4 6 30 624
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 1 1 49 2 4 9 474
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 2 9 53 1,518 8 21 114 3,316
On the power and interpretation of panel unit root tests 0 0 3 86 3 4 13 488
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? 0 4 12 12 6 22 53 53
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia 1 1 3 3 3 9 30 30
Total Journal Articles 4 18 94 2,440 33 77 331 7,658


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 5 60 232 7 35 176 597
Total Chapters 0 5 60 232 7 35 176 597


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 5 262 3 10 90 2,572
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 3 12 388 6 11 87 1,788
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 3 19 323 15 31 221 1,782
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 3 17 459 7 16 79 1,590
remi: Mirror RePEc data 1 10 41 420 13 42 197 2,880
Total Software Items 3 19 94 1,852 44 110 674 10,612


Statistics updated 2020-09-04