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Sune Karlsson

Personal Details

First Name:Sune
Middle Name:
Last Name:Karlsson
Suffix:
RePEc Short-ID:pka1
https://www.oru.se/personal/sune_karlsson
Terminal Degree:1989 Department of Economics; Mitchell E. Daniels, Jr. School of Business; Purdue University (from RePEc Genealogy)

Affiliation

Handelshögskolan
Örebro Universitet

Örebro, Sweden
https://www.oru.se/institutioner/handelshogskolan/
RePEc:edi:ieoruse (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024. "US Interest Rates: Are Relations Stable?," Working Papers 2024:3, Örebro University, School of Business.
  2. Berger, Helge & Karlsson, Sune & Österholm, Pär, 2023. "A Note of Caution on the Relation between Money Growth and Inflation," Working Papers 2023:9, Örebro University, School of Business.
  3. Edvinsson, Rodney & Karlsson, Sune & Österholm, Pär, 2023. "Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data," Working Papers 2023:3, Örebro University, School of Business.
  4. Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
  5. Karlsson, Sune & Mazur, Stepan, 2020. "Flexible Fat-tailed Vector Autoregression," Working Papers 2020:5, Örebro University, School of Business.
  6. Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020. "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers 2020:10, Örebro University, School of Business.
  7. Andrén, Daniela & Clark, Andrew E. & D’Ambrosio, Conchita & Karlsson, Sune & Pettersson, Nicklas, 2019. "New ways to measure well-being? A first joint analysis of subjective and objective measures," Working Papers 2018:13, Örebro University, School of Business.
  8. Karlsson, Sune & Österholm, Pär, 2019. "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers 2019:7, Örebro University, School of Business.
  9. Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
  10. Karlsson, Sune & Österholm, Pär, 2018. "A Note on the Stability of the Swedish Philips Curve," Working Papers 2018:6, Örebro University, School of Business.
  11. Andrén, Daniela & Clark, Andrew E & D´Ambrosio, Conchita & Karlsson, Sune & Pettersson, Nicklas, 2017. "Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data," Working Papers 2017:8, Örebro University, School of Business.
  12. Karlsson, Sune & Temesgen, Asrat, 2015. "Bayesian Inference in Regression Models with Ordinal Explanatory Variables," Working Papers 2015:9, Örebro University, School of Business.
  13. Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
  14. Karlsson, Sune, 2012. "Conditional posteriors for the reduced rank regression model," Working Papers 2012:11, Örebro University, School of Business.
  15. Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, School of Business.
  16. Karlsson, Sune & Lundin, Nannan & Sjöholm, Fredrik & He, Ping, 2007. "FDI and Job Creation in China," Working Paper Series 723, Research Institute of Industrial Economics.
  17. Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, School of Business.
  18. Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, School of Business.
  19. Hultblad, Brigitta & Karlsson, Sune, 2006. "Bayesian simultaneous determination of structural breaks and lag lengths," SSE/EFI Working Paper Series in Economics and Finance 630, Stockholm School of Economics.
  20. Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
  21. Mickael Salabasis & Sune Karlsson, 2004. "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings 268, Econometric Society.
  22. Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," SSE/EFI Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004.
  23. Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data.
  24. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden).
  25. Skoglund, Jimmy & Karlsson, Sune, 2001. "Specification and estimation of random effects models with serial correlation of general form," SSE/EFI Working Paper Series in Economics and Finance 0433, Stockholm School of Economics.
  26. Skoglund, Jimmy & Karlsson, Sune, 2001. "Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation," SSE/EFI Working Paper Series in Economics and Finance 0432, Stockholm School of Economics.
  27. Sune Karlsson & Jimmy Skoglund, 2000. "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers 1178, Econometric Society.
  28. Andersson, Michael K. & Karlsson, Sune, 1999. "Bootstrapping Error Component Models," SSE/EFI Working Paper Series in Economics and Finance 304, Stockholm School of Economics, revised 30 Jun 2000.
  29. Karlsson, Sune & Löthgren, Mickael, 1999. "On the power and interpretation of panel unit root tests," SSE/EFI Working Paper Series in Economics and Finance 299, Stockholm School of Economics.
  30. Sune Karlsson & Thomas Krichel, 1999. "RePEc and S-WoPEc: Internet access to electronic preprints in Economics," RePEc and ReDIf documentation lindi, RePEc Team.
  31. Gredenhoff, Mikael & Karlsson, Sune, 1997. "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," SSE/EFI Working Paper Series in Economics and Finance 177, Stockholm School of Economics.
  32. Eklöf, Jan & Karlsson, Sune, 1997. "Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies," SSE/EFI Working Paper Series in Economics and Finance 171, Stockholm School of Economics, revised 23 Jun 1999.
  33. Karlsson, Sune & Löthgren, Mickael, 1997. "Computationally Efficient Double Bootstrap Variance Estimation," SSE/EFI Working Paper Series in Economics and Finance 151, Stockholm School of Economics.
  34. Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance 12, Stockholm School of Economics.
  35. Kadiyala, K.R. & Karlsson, L.S., 1989. "Forecasting With Bayesian Vector Autoregressions," Purdue University Economics Working Papers 962, Purdue University, Department of Economics.

Articles

  1. Sune Karlsson & Pär Österholm, 2023. "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
  2. Helge Berger & Sune Karlsson & Pär Österholm, 2023. "A note of caution on the relation between money growth and inflation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 70(5), pages 479-496, November.
  3. Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023. "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  4. Karlsson, Sune & Österholm, Pär, 2020. "A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States," Economics Letters, Elsevier, vol. 197(C).
  5. Karlsson, Sune & Österholm, Pär, 2020. "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, vol. 186(C).
  6. Sune Karlsson & Pär Österholm, 2020. "A note on the stability of the Swedish Phillips curve," Empirical Economics, Springer, vol. 59(6), pages 2573-2612, December.
  7. Karlsson, Sune & Österholm, Pär, 2019. "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, vol. 30(C), pages 378-384.
  8. Sune Karlsson & Nannan Lundin & Fredrik Sjöholm & Ping He, 2009. "Foreign Firms and Chinese Employment," The World Economy, Wiley Blackwell, vol. 32(1), pages 178-201, January.
  9. Hultblad Brigitta & Karlsson Sune, 2008. "Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-29, September.
  10. Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 329-363.
  11. Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496.
  12. Sune Karlsson & Jimmy Skoglund, 2004. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, vol. 29(1), pages 79-88, January.
  13. Michael K. Andersson & Sune Karlsson, 2001. "Bootstrapping Error Component Models," Computational Statistics, Springer, vol. 16(2), pages 221-231, July.
  14. Karlsson, Sune & Lothgren, Mickael, 2000. "On the power and interpretation of panel unit root tests," Economics Letters, Elsevier, vol. 66(3), pages 249-255, March.
  15. Karlsson, Sune & Lothgren, Mickael, 2000. "Computationally efficient double bootstrap variance estimation," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 237-247, May.
  16. Kadiyala, K Rao & Karlsson, Sune, 1997. "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 99-132, March-Apr.
  17. Edlund, Per-Olov & Karlsson, Sune, 1993. "Forecasting the Swedish unemployment rate VAR vs. transfer function modelling," International Journal of Forecasting, Elsevier, vol. 9(1), pages 61-76, April.

Software components

  1. Sune Karlsson, 2008. "ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models," Statistical Software Components S456922, Boston College Department of Economics.
  2. Sune Karlsson, 2008. "NEWSIMPACT: Stata module to compute news impact curve for ARCH models," Statistical Software Components S456925, Boston College Department of Economics, revised 26 Apr 2021.
  3. Sune Karlsson, 2008. "ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials," Statistical Software Components S456924, Boston College Department of Economics.
  4. Sune Karlsson, 2008. "ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series," Statistical Software Components S456923, Boston College Department of Economics.
  5. Karlsson, Sune, 1997. "remi: Mirror RePEc data," RePEc scripts remi, RePEc Team, revised 2016.

Chapters

  1. Karlsson, Sune, 2013. "Forecasting with Bayesian Vector Autoregression," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897, Elsevier.
  2. Michael K. Andersson & Sune Karlsson, 2008. "Bayesian forecast combination for VAR models," Advances in Econometrics, in: Bayesian Econometrics, pages 501-524, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Downloads through RePEc Services over the past 12 months
  3. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  4. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  5. Euclidian citation score
  6. Record of graduates

Co-authorship network on CollEc

NEP Editorship

This author is editor of the following NEP reports, which disseminate new research in a particular field:
  1. Econometrics (subscribe)

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. NEP editors
  2. RePEc team
  3. Stata Users Group

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 36 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (18) 1999-02-08 1999-03-08 2000-05-22 2001-03-16 2001-03-16 2002-08-29 2004-10-30 2005-10-22 2006-06-17 2007-04-21 2007-11-03 2007-12-01 2012-06-05 2012-08-23 2015-09-26 2020-05-11 2020-10-26 2021-05-31. Author is listed
  2. NEP-ETS: Econometric Time Series (18) 1998-09-07 1998-11-05 1999-02-08 1999-03-08 2000-05-22 2002-07-04 2002-08-29 2003-04-13 2004-10-30 2005-10-22 2005-12-09 2006-06-17 2007-04-21 2007-12-01 2008-02-09 2012-08-23 2020-05-11 2021-05-31. Author is listed
  3. NEP-FOR: Forecasting (8) 2005-10-22 2005-12-09 2007-04-21 2007-12-01 2007-12-19 2008-02-09 2012-08-23 2018-03-19. Author is listed
  4. NEP-ORE: Operations Research (7) 2012-08-23 2018-03-19 2018-03-26 2019-10-07 2020-05-11 2020-10-26 2021-05-31. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2018-03-19 2018-03-26 2019-10-07 2021-05-31 2021-05-31. Author is listed
  6. NEP-HIS: Business, Economic and Financial History (3) 2023-03-27 2023-05-22 2023-08-21
  7. NEP-MON: Monetary Economics (3) 2023-03-27 2023-05-22 2023-08-21
  8. NEP-RMG: Risk Management (3) 2003-04-13 2021-05-31 2021-05-31
  9. NEP-CMP: Computational Economics (2) 1998-11-11 2007-11-03
  10. NEP-EEC: European Economics (2) 2018-03-26 2023-08-21
  11. NEP-EUR: Microeconomic European Issues (2) 2017-10-22 2019-02-11
  12. NEP-HAP: Economics of Happiness (2) 2017-10-22 2019-02-11
  13. NEP-HEA: Health Economics (2) 2017-10-22 2019-02-11
  14. NEP-LAB: Labour Economics (2) 2007-11-03 2007-11-03
  15. NEP-LTV: Unemployment, Inequality and Poverty (2) 2017-10-22 2019-02-11
  16. NEP-NEU: Neuroeconomics (2) 2017-10-22 2019-02-11
  17. NEP-CBA: Central Banking (1) 2007-04-21
  18. NEP-CFN: Corporate Finance (1) 2003-04-13
  19. NEP-CNA: China (1) 2007-11-03
  20. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  21. NEP-DEV: Development (1) 2007-11-03
  22. NEP-FDG: Financial Development and Growth (1) 2023-03-27
  23. NEP-FIN: Finance (1) 2003-04-13
  24. NEP-FMK: Financial Markets (1) 2003-04-13
  25. NEP-GEN: Gender (1) 2020-05-11
  26. NEP-ICT: Information and Communication Technologies (1) 2008-02-16
  27. NEP-IFN: International Finance (1) 1998-09-07
  28. NEP-PAY: Payment Systems and Financial Technology (1) 2023-03-27
  29. NEP-SEA: South East Asia (1) 2021-05-31
  30. NEP-TRA: Transition Economics (1) 2007-11-03

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