Sune Karlsson : Citation Profile


Are you Sune Karlsson?

Örebro Universitet

8

H index

8

i10 index

710

Citations

RESEARCH PRODUCTION:

11

Articles

34

Papers

1

Chapters

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 23
   Journals where Sune Karlsson has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 13 (1.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka1
   Updated: 2020-05-16    RAS profile: 2020-05-11    
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Relations with other researchers


Works with:

Österholm, Pär (5)

Andrén, Daniela (2)

D'Ambrosio, Conchita (2)

Clark, Andrew (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sune Karlsson.

Is cited by:

Carriero, Andrea (31)

Marcellino, Massimiliano (27)

Clark, Todd (26)

Ciccarelli, Matteo (20)

GUPTA, RANGAN (17)

Canova, Fabio (16)

Koop, Gary (15)

Theodoridis, Konstantinos (12)

Wolters, Maik (12)

van Dijk, Herman (12)

Giannone, Domenico (12)

Cites to:

Koop, Gary (14)

Watson, Mark (11)

Zha, Tao (10)

Chan, Joshua (10)

Clark, Andrew (9)

Eisenstat, Eric (9)

Strachan, Rodney (9)

Marcellino, Massimiliano (8)

Giannone, Domenico (8)

Clark, Todd (8)

Primiceri, Giorgio (7)

Main data


Where Sune Karlsson has published?


Journals with more than one article published# docs
Economics Letters2

Recent works citing Sune Karlsson (2020 and 2019)


YearTitle of citing document
2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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2019REGIONAL INTEGRATION AND POVERTY: A REVIEW OF THE TRANSMISSION CHANNELS AND THE EVIDENCE. (2019). Gasiorek, Michael ; Martuscelli, Antonio. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:2:p:431-457.

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2018Smoothing mortality data: the English Life Tables, 2010–2012. (2018). Dodd, Erengul ; PEter, ; Bijak, Jakub ; Forster, Jonathan J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:717-735.

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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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2019Truths and myths about RMB misalignment : A meta-analysis. (2019). HE, Shi ; Cheung, Yin-Wong. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_003.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2019Credit, financial conditions and the business cycle in China. (2019). Soudan, Michel ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192244.

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2020Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202353.

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2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

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2017A small-scale DSGE-VAR model for the Romanian economy. (2017). Pop, Raluca-Elena. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:1-9.

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2020Economic policy uncertainty shocks, economic activity, and exchange rate adjustments. (2020). Rubaszek, Michał ; Uddin, Gazi Salah ; Nilavongse, Rachatar. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303842.

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2019Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors. (2019). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:137-154.

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2019Adaptive hierarchical priors for high-dimensional vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:241-271.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2017Can foreign direct investment harness energy consumption in China? A time series investigation. (2017). Zhang, Lin ; Salim, Ruhul ; Chen, George ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:43-53.

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2017Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Todorova, Neda ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

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2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

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2019Representation, estimation and forecasting of the multivariate index-augmented autoregressive model. (2019). Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:67-79.

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2019Macroeconomic forecasting for Australia using a large number of predictors. (2019). Hyndman, Rob ; Jiang, Bin ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Vahid, Farshid. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:616-633.

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2019Forecasting economic activity with mixed frequency BVARs. (2019). Justiniano, Alejandro ; Butters, Andrew R ; Brave, Scott A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1692-1707.

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2019Assessing the uncertainty in central banks’ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769.

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2019Predictive blends: Fundamental Indexing meets Markowitz. (2019). Alexeev, Vitali ; Tapon, Francis ; Pysarenko, Sergiy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:28-42.

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2019Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR. (2019). Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:142-166.

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2019Bayesian forecast combination in VAR-DSGE models. (2019). Li, Xue ; Chin, Kuo-Hsuan. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:278-298.

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2019Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

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2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

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2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

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2017Wind Profiles and Wave Spectra for Potential Wind Farms in South China Sea. Part II: Wave Spectrum Model. (2017). Liu, Yichao ; Chen, Daoyi ; Yi, Qian . In: Energies. RePEc:gam:jeners:v:10:y:2017:i:1:p:127-:d:88336.

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2019Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector. (2019). Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2776-:d:231284.

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2019Forecasting the Albanian short-term inflation through a Bayesian VAR model. (2019). Papavangjeli, Meri. In: IHEID Working Papers. RePEc:gii:giihei:heidwp16-2019.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

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2019Forecasting Public Investment Using Daily Stock Returns. (2019). Morita, Hiroshi. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-88.

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2019La relación entre robo y desempleo de varones jóvenes en México, 2005-2017. (2019). Salas, Emmanuel Gerardo ; Diaz, Eduardo Loria . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:3:p:433-446.

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2017The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. (2017). van Dijk, Herman ; Opschoor, Anne ; Hoogerheide, Lennart ; Grassi, Stefano ; Baturk, Nalan . In: Journal of Statistical Software. RePEc:jss:jstsof:v:079:i01.

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2019Lithuanian house price index: modelling and forecasting. (2019). Reichenbachas, Tomas ; Gudauskait, Laura ; Ramanauskas, Tomas ; Narusevicius, Laurynas. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:28.

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2019Country-Level Effects of the ECBs Expanded Asset Purchase Programme. (2019). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:201902.

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2019Truths and Myths About RMB Misalignment: A Meta-analysis. (2019). He, Shi ; Cheung, Yin-Wong. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:3:d:10.1057_s41294-019-00093-0.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2018Forecasting GDP: Do Revisions Matter?. (2018). Schipper, Tyler ; Check, Adam ; Nolan, Anna K. In: MPRA Paper. RePEc:pra:mprapa:86194.

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2018Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2019Immigration and the macroeconomy: some new empirical evidence. (2019). Furlanetto, Francesco ; Robstad, Orjan. In: Review of Economic Dynamics. RePEc:red:issued:18-245.

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2019How useful are historical data for forecasting the long-run equity return distribution?. (2007). . In: Working Paper series. RePEc:rim:rimwps:19-07.

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2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1128-y.

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2020The effect of military spending on income inequality: evidence from NATO countries. (2020). Roupakias, Stelios ; Michael, Chletsos. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1576-7.

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2020Forecasting inflation in Sweden. (2020). Stockhammar, Par ; Mossfeldt, Marcus ; Lindholm, Unn. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:1:d:10.1007_s40888-019-00161-9.

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2019Foreign Direct Investment and Employment in Indian Manufacturing Industries. (2019). Malik, Sanjaya Kumar . In: The Indian Journal of Labour Economics. RePEc:spr:ijlaec:v:62:y:2019:i:4:d:10.1007_s41027-019-00193-6.

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2019Panel Bayesian VAR Modeling for Policy and Forecasting when dealing with confounding and latent effects. (2019). Pacifico, Antonio. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:8:y:2019:i:1:f:8_1_1.

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2019Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis. (2019). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: LEM Papers Series. RePEc:ssa:lemwps:2019/28.

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2017The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. (2017). van Dijk, Herman ; Grassi, Stefano ; Opschoor, Anne ; Basturk, Nalan ; Hoogerheide, Lennart. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150042.

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2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

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2018BOOK REVIEW: “Global Inequality: A New Approach for the Age of Globalization”. (2018). Durongkaveroj, Wannaphong. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:63:y:2018:i:03:n:s0217590818800024.

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2020Partial pooling with cross-country priors: An application to house price shocks. (2020). Roth, Markus. In: Discussion Papers. RePEc:zbw:bubdps:062020.

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2019The Impact of Uncertainty and Financial Shocks in Recessions and Booms. (2019). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:206691.

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Works by Sune Karlsson:


YearTitleTypeCited
2009Foreign Firms and Chinese Employment In: The World Economy.
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article14
2008Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2006Bayesian simultaneous determination of structural breaks and lag lengths.(2006) In: SSE/EFI Working Paper Series in Economics and Finance.
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2002Asymptotics for random effects models with serial correlation In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper0
2005Forecast Combination and Model Averaging Using Predictive Measures In: CEPR Discussion Papers.
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paper87
2005Forecast Combination and Model Averaging using Predictive Measures.(2005) In: Working Paper Series.
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2007Forecast Combination and Model Averaging Using Predictive Measures.(2007) In: Econometric Reviews.
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article
2004Seasonality, Cycles and Unit Roots In: Econometric Society 2004 Australasian Meetings.
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paper2
2000Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects In: Econometric Society World Congress 2000 Contributed Papers.
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2000Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has another version. Agregated cites: 10
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2004Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects.(2004) In: Empirical Economics.
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2000Computationally efficient double bootstrap variance estimation In: Computational Statistics & Data Analysis.
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article0
1997Computationally Efficient Double Bootstrap Variance Estimation.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
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2013Forecasting with Bayesian Vector Autoregression In: Handbook of Economic Forecasting.
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2012Forecasting with Bayesian Vector Autoregressions.(2012) In: Working Papers.
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2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? In: Economics Letters.
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2019The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?.(2019) In: Working Papers.
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2000On the power and interpretation of panel unit root tests In: Economics Letters.
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1999On the power and interpretation of panel unit root tests.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
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2019Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia In: Finance Research Letters.
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article0
1993Forecasting the Swedish unemployment rate VAR vs. transfer function modelling In: International Journal of Forecasting.
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article8
1994Numerical Aspects of Bayesian VAR-modeling In: SSE/EFI Working Paper Series in Economics and Finance.
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1997Numerical Methods for Estimation and Inference in Bayesian VAR-Models..(1997) In: Journal of Applied Econometrics.
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1999Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies In: SSE/EFI Working Paper Series in Economics and Finance.
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1997Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures In: SSE/EFI Working Paper Series in Economics and Finance.
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paper3
2000Bootstrapping Error Component Models In: SSE/EFI Working Paper Series in Economics and Finance.
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2001Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation In: SSE/EFI Working Paper Series in Economics and Finance.
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2001Specification and estimation of random effects models with serial correlation of general form In: SSE/EFI Working Paper Series in Economics and Finance.
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2004Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach In: SSE/EFI Working Paper Series in Economics and Finance.
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2007FDI and Job Creation in China In: Working Paper Series.
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2007An Embarrassment of Riches: Forecasting Using Large Panels In: Working Papers.
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2007An Embarrassment of Riches: Forecasting Using Large Panels.(2007) In: Economics.
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2007Computational Efficiency in Bayesian Model and Variable Selection In: Working Papers.
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2007Computational Efficiency in Bayesian Model and Variable Selection.(2007) In: Economics.
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2007Bayesian Forecast Combination for VAR Models In: Working Papers.
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2007Bayesian forecast combination for VAR models.(2007) In: Working Paper Series.
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2012Conditional posteriors for the reduced rank regression model In: Working Papers.
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2015Bayesian Inference in Regression Models with Ordinal Explanatory Variables In: Working Papers.
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2017Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data In: Working Papers.
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2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs In: Working Papers.
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2018A Note on the Stability of the Swedish Philips Curve In: Working Papers.
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2019New ways to measure well-being? A first joint analysis of subjective and objective measures In: Working Papers.
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2002Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach In: Working Paper Series.
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2004Finding good predictors for inflation: a Bayesian model averaging approach.(2004) In: Journal of Forecasting.
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1989FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS. In: Purdue University Economics Working Papers.
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1999RePEc and S-WoPEc: Internet access to electronic preprints in Economics In: RePEc and ReDIf documentation.
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