Sune Karlsson : Citation Profile


Are you Sune Karlsson?

Örebro Universitet

8

H index

8

i10 index

845

Citations

RESEARCH PRODUCTION:

14

Articles

35

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1989 - 2020). See details.
   Cites by year: 27
   Journals where Sune Karlsson has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 16 (1.86 %)

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   Permalink: http://citec.repec.org/pka1
   Updated: 2021-03-01    RAS profile: 2021-02-17    
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Relations with other researchers


Works with:

Österholm, Pär (7)

D'Ambrosio, Conchita (2)

Clark, Andrew (2)

Andrén, Daniela (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 (34)

Marcellino, Massimiliano (30)

Clark, Todd (28)

GUPTA, RANGAN (19)

Ciccarelli, Matteo (19)

Giannone, Domenico (18)

Huber, Florian (16)

Koop, Gary (16)

Canova, Fabio (16)

Lenza, Michele (15)

van Dijk, Herman (13)

Cites to:

Koop, Gary (14)

Watson, Mark (13)

Chan, Joshua (12)

Clark, Andrew (12)

Eisenstat, Eric (11)

Zha, Tao (10)

Marcellino, Massimiliano (10)

Powdthavee, Nattavudh (9)

Strachan, Rodney (9)

Giannone, Domenico (8)

Primiceri, Giorgio (8)

Main data


Where Sune Karlsson has published?


Journals with more than one article published# docs
Economics Letters3
Empirical Economics2

Recent works citing Sune Karlsson (2021 and 2020)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation. (2020). van Beek, Misha. In: Papers. RePEc:arx:papers:2004.09042.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021Does Foreign Capital Really Matter for Employment? Evidence from Agricultural Dominance African Countries. (2021). Claude, Dounya Matsop ; Poumie, Boker. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:88-104.

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2020Spillover effects in international business cycles. (2020). Perez Quiros, Gabriel ; Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:2034.

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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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2020Financial stress and the debt structure. (2020). Gauthier, David . In: Bank of England working papers. RePEc:boe:boeewp:0875.

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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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2020The Link between Labor Cost Inflation and Price Inflation in the Euro Area. (2020). Vansteenkiste, Isabel ; Ciccarelli, Matteo ; Bobeica, Elena. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c04pp071-148.

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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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2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

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2020Spillover effects in international business cycles. (2020). Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484.

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2020Structural learning of contemporaneous dependencies in graphical VAR models. (2020). Consonni, Guido ; Paci, Lucia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930235x.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2020Macroeconomic transmission of Eurozone shocks to India—A mean-adjusted Bayesian VAR approach. (2020). Swamy, Vighneswara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:126-150.

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2020Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340.

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

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2020Fat tails in leading indicators. (2020). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s016517652030210x.

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2020Inflation expectations and the recovery from the Great Depression in Germany. (2020). Steege, Lucas Ter ; Daniel, Volker. In: Explorations in Economic History. RePEc:eee:exehis:v:75:y:2020:i:c:s0014498318301554.

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2020Fragility and the effect of international uncertainty shocks. (2020). onorante, luca ; Huber, Florian ; Cuaresma, Jesus Crespo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300838.

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2020Growing against the background of colonization? Chinese labor market and FDI in a historical perspective. (2020). Fidrmuc, Jan ; Tian, Yunhua ; Wang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1018-1031.

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2020Waiting for Godot? Success or failure of firms’ growth in a panel of Italian manufacturing firms. (2020). Bartoloni, Eleonora ; Baussola, Maurizio ; Bagnato, Luca. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:259-275.

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2020No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:88748.

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2020The Role of the Prior in Estimating VAR Models with Sign Restrictions. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:89121.

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2020Sustainable Approach to the Normalization Process of the UK’s Monetary Policy. (2020). Noco, Aleksandra . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9229-:d:440854.

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2020Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset. (2020). Dimiski, Anastasia. In: Working Papers. RePEc:gue:guelph:2020-04.

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2020Routine-Biased Technological Change and Hours Worked over the Business Cycle. (2020). Bock, Sebastien ; Fontaine, Idriss. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02982145.

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2020Estimation of VECM Parameter Using Bayesian Approach: An Application to Analysis of Macroeconomic Variables. (2020). Astutik, Suci ; Hapsari, Meilina Retno ; Soehono, Loekito Adi. In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:9:y:2020:i:6:p:113.

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2020Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2020). Pacifico, Antonio. In: MPRA Paper. RePEc:pra:mprapa:104292.

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2020Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series. (2020). Pacifico, Antonio. In: MPRA Paper. RePEc:pra:mprapa:104379.

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2020Macroeconomic Consequences of Foreign Exchange Futures Market for Inflation Targeting Economies. (2020). Syarifuddin, Ferry. In: MPRA Paper. RePEc:pra:mprapa:104810.

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2020Is there a National Housing Market Bubble Brewing in the United States?. (2020). GUPTA, RANGAN ; Ma, Jun ; Wohar, Mark E ; Theodoridis, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202023.

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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). Lindholm, Unn ; Stockhammar, Par ; Mossfeldt, Marcus. 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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2020Time-Series Based Empirical Assessment of Random Urban Growth: New Evidence from France. (2020). Zumpe, Martin ; Lalanne, Aurelie. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:4:d:10.1007_s40953-020-00204-0.

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2020Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation. (2020). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:934-943.

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2020The Euro Area Bond Free Float and the Implications for QE. (2020). Blattner, Tobias S. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1361-1395.

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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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2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

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2020Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area. (2020). Martinez-Hernandez, Catalina. In: Discussion Papers. RePEc:zbw:fubsbe:202018.

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2020The Impact of Uncertainty and Financial Shocks in Recessions and Booms. (2020). Salzmann, Leonard. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224588.

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Works by Sune Karlsson:


YearTitleTypeCited
2009Foreign Firms and Chinese Employment In: The World Economy.
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article21
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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paper89
2005Forecast Combination and Model Averaging using Predictive Measures.(2005) In: Working Paper Series.
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paper
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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paper10
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
paper
2004Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects.(2004) In: Empirical Economics.
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This paper has another version. Agregated cites: 10
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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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article1
2019The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?.(2019) In: Working Papers.
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2020A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States In: Economics Letters.
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article0
2000On the power and interpretation of panel unit root tests In: Economics Letters.
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article138
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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paper410
1997Numerical Methods for Estimation and Inference in Bayesian VAR-Models..(1997) In: Journal of Applied Econometrics.
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article
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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paper4
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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paper2
2001Bootstrapping Error Component Models.(2001) In: Computational Statistics.
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This paper has another version. Agregated cites: 2
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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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paper0
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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paper1
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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paper2
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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This paper has another version. Agregated cites: 29
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2012Conditional posteriors for the reduced rank regression model In: Working Papers.
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paper1
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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paper4
2018A Note on the Stability of the Swedish Philips Curve In: Working Papers.
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2020A note on the stability of the Swedish Phillips curve.(2020) In: Empirical Economics.
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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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2020Statistical Inference for the Tangency Portfolio in High Dimension 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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