Sune Karlsson
Names
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Sune |
| last: |
Karlsson |
Identifer
Contact
Affiliations
-
Örebro Universitet
/ Handelshögskolan
Research profile
author of:
- Vector autoregression models with skewness and heavy tails (RePEc:arx:papers:2105.11182)
by Sune Karlsson & Stepan Mazur & Hoang Nguyen - Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions (RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314)
by Sune Karlsson & Pär Österholm - A note of caution on the relation between money growth and inflation (RePEc:bla:scotjp:v:70:y:2023:i:5:p:479-496)
by Helge Berger & Sune Karlsson & Pär Österholm - Foreign Firms and Chinese Employment (RePEc:bla:worlde:v:32:y:2009:i:1:p:178-201)
by Sune Karlsson & Nannan Lundin & Fredrik Sjöholm & Ping He - ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models (RePEc:boc:bocode:s456922)
by Sune Karlsson - ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series (RePEc:boc:bocode:s456923)
by Sune Karlsson - ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials (RePEc:boc:bocode:s456924)
by Sune Karlsson - NEWSIMPACT: Stata module to compute news impact curve for ARCH models (RePEc:boc:bocode:s456925)
by Sune Karlsson - Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths (RePEc:bpj:sndecm:v:12:y:2008:i:3:n:4)
by Hultblad Brigitta & Karlsson Sune - Asymptotics for random effects models with serial correlation (RePEc:cpd:pd2002:a6-1)
by Jimmy Skoglund & Sune Karlsson - Forecast Combination and Model Averaging Using Predictive Measures (RePEc:cpr:ceprdp:5268)
by Eklund, Jana & Karlsson, Sune - Seasonality, Cycles and Unit Roots (RePEc:ecm:ausm04:268)
by Mickael Salabasis & Sune Karlsson - Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects (RePEc:ecm:wc2000:1178)
by Sune Karlsson & Jimmy Skoglund - Computationally efficient double bootstrap variance estimation (RePEc:eee:csdana:v:33:y:2000:i:3:p:237-247)
by Karlsson, Sune & Lothgren, Mickael - Vector autoregression models with skewness and heavy tails (RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834)
by Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang - Forecasting with Bayesian Vector Autoregression (RePEc:eee:ecofch:2-791)
by Karlsson, Sune - The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? (RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458)
by Karlsson, Sune & Österholm, Pär - A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States (RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827)
by Karlsson, Sune & Österholm, Pär - On the power and interpretation of panel unit root tests (RePEc:eee:ecolet:v:66:y:2000:i:3:p:249-255)
by Karlsson, Sune & Lothgren, Mickael - Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia (RePEc:eee:finlet:v:30:y:2019:i:c:p:378-384)
by Karlsson, Sune & Österholm, Pär - Forecasting the Swedish unemployment rate VAR vs. transfer function modelling (RePEc:eee:intfor:v:9:y:1993:i:1:p:61-76)
by Edlund, Per-Olov & Karlsson, Sune - Bayesian forecast combination for VAR models (RePEc:eme:aecozz:s0731-9053(08)23015-x)
by Michael K. Andersson & Sune Karlsson - Numerical Aspects of Bayesian VAR-modeling (RePEc:hhs:hastef:0012)
by Kadiyala, K. Rao & Karlsson, Sune - Computationally Efficient Double Bootstrap Variance Estimation (RePEc:hhs:hastef:0151)
by Karlsson, Sune & Löthgren, Mickael - Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies (RePEc:hhs:hastef:0171)
by Eklöf, Jan & Karlsson, Sune - Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures (RePEc:hhs:hastef:0177)
by Gredenhoff, Mikael & Karlsson, Sune - On the power and interpretation of panel unit root tests (RePEc:hhs:hastef:0299)
by Karlsson, Sune & Löthgren, Mickael - Bootstrapping Error Component Models (RePEc:hhs:hastef:0304)
by Andersson, Michael K. & Karlsson, Sune - Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects (RePEc:hhs:hastef:0383)
by Karlsson, Sune & Skoglund, Jimmy - Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation (RePEc:hhs:hastef:0432)
by Skoglund, Jimmy & Karlsson, Sune - Specification and estimation of random effects models with serial correlation of general form (RePEc:hhs:hastef:0433)
by Skoglund, Jimmy & Karlsson, Sune - Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach (RePEc:hhs:hastef:0524)
by Ericsson, Johan & Karlsson, Sune - Bayesian simultaneous determination of structural breaks and lag lengths (RePEc:hhs:hastef:0630)
by Hultblad, Brigitta & Karlsson, Sune - FDI and Job Creation in China (RePEc:hhs:iuiwop:0723)
by Karlsson, Sune & Lundin, Nannan & Sjöholm, Fredrik & He, Ping - An Embarrassment of Riches: Forecasting Using Large Panels (RePEc:hhs:oruesi:2007_001)
by Eklund, Jana & Karlsson, Sune - Computational Efficiency in Bayesian Model and Variable Selection (RePEc:hhs:oruesi:2007_004)
by Eklund, Jana & Karlsson, Sune - Bayesian Forecast Combination for VAR Models (RePEc:hhs:oruesi:2007_013)
by Andersson, Michael K & Karlsson, Sune - Conditional posteriors for the reduced rank regression model (RePEc:hhs:oruesi:2012_011)
by Karlsson, Sune - Forecasting with Bayesian Vector Autoregressions (RePEc:hhs:oruesi:2012_012)
by Karlsson, Sune - Bayesian Inference in Regression Models with Ordinal Explanatory Variables (RePEc:hhs:oruesi:2015_009)
by Karlsson, Sune & Temesgen, Asrat - Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data (RePEc:hhs:oruesi:2017_008)
by Andrén, Daniela & Clark, Andrew E & D´Ambrosio, Conchita & Karlsson, Sune & Pettersson, Nicklas - Is the US Phillips Curve Stable? Evidence from Bayesian VARs (RePEc:hhs:oruesi:2018_005)
by Karlsson, Sune & Österholm, Pär - A Note on the Stability of the Swedish Philips Curve (RePEc:hhs:oruesi:2018_006)
by Karlsson, Sune & Österholm, Pär - New ways to measure well-being? A first joint analysis of subjective and objective measures (RePEc:hhs:oruesi:2018_013)
by Andrén, Daniela & Clark, Andrew E. & D’Ambrosio, Conchita & Karlsson, Sune & Pettersson, Nicklas - The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying? (RePEc:hhs:oruesi:2019_007)
by Karlsson, Sune & Österholm, Pär - Flexible Fat-tailed Vector Autoregression (RePEc:hhs:oruesi:2020_005)
by Karlsson, Sune & Mazur, Stepan - Statistical Inference for the Tangency Portfolio in High Dimension (RePEc:hhs:oruesi:2020_010)
by Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas - Vector autoregression models with skewness and heavy tails (RePEc:hhs:oruesi:2021_008)
by Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang - Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data (RePEc:hhs:oruesi:2023_003)
by Edvinsson, Rodney & Karlsson, Sune & Österholm, Pär - A Note of Caution on the Relation between Money Growth and Inflation (RePEc:hhs:oruesi:2023_009)
by Berger, Helge & Karlsson, Sune & Österholm, Pär - US Interest Rates: Are Relations Stable? (RePEc:hhs:oruesi:2024_003)
by Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär - Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach (RePEc:hhs:rbnkwp:0138)
by Jacobson, Tor & Karlsson, Sune - Forecast Combination and Model Averaging using Predictive Measures (RePEc:hhs:rbnkwp:0191)
by Eklund, Jana & Karlsson, Sune - Bayesian forecast combination for VAR models (RePEc:hhs:rbnkwp:0216)
by Andersson, Michael K & Karlsson, Sune - An Embarrassment of Riches: Forecasting Using Large Panels (RePEc:ice:wpaper:wp34)
by Jana Eklund & Sune Karlsson - Computational Efficiency in Bayesian Model and Variable Selection (RePEc:ice:wpaper:wp35)
by Jana Eklund & Sune Karlsson - A Note of Caution on the Relation Between Money Growth and Inflation (RePEc:imf:imfwpa:2023/137)
by Mr. Helge Berger & Sune Karlsson & Pär Österholm - Numerical Methods for Estimation and Inference in Bayesian VAR-Models (RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132)
by Kadiyala, K Rao & Karlsson, Sune - Finding good predictors for inflation: a Bayesian model averaging approach (RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496)
by Sune Karlsson & Tor Jacobson - Forecasting With Bayesian Vector Autoregressions (RePEc:pur:prukra:962)
by Kadiyala, K.R. & Karlsson, L.S. - RePEc and S-WoPEc: Internet access to electronic preprints in Economics (RePEc:rpc:rdfdoc:lindi)
by Sune Karlsson & Thomas Krichel - remi: Mirror RePEc data (RePEc:rpc:script:remi)
by Karlsson, Sune - Bootstrapping Error Component Models (RePEc:spr:compst:v:16:y:2001:i:2:d:10.1007_s001800100061)
by Michael K. Andersson & Sune Karlsson - Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects (RePEc:spr:empeco:v:29:y:2004:i:1:p:79-88)
by Sune Karlsson & Jimmy Skoglund - A note on the stability of the Swedish Phillips curve (RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w)
by Sune Karlsson & Pär Österholm - Forecast Combination and Model Averaging Using Predictive Measures (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363)
by Jana Eklund & Sune Karlsson