9
H index
9
i10 index
938
Citations
Örebro Universitet | 9 H index 9 i10 index 938 Citations RESEARCH PRODUCTION: 14 Articles 37 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sune Karlsson. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 3 |
Empirical Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / rebro University, School of Business | 13 |
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics | 11 |
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden) | 3 |
Year | Title of citing document | |
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2021 | The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107. Full description at Econpapers || Download paper | |
2022 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
2021 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2021 | Dynamic industry uncertainty networks and the business cycle. (2021). BarunÃk, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957. Full description at Econpapers || Download paper | |
2021 | Uncertainty Network Risk and Currency Returns. (2021). BarunÃk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738. Full description at Econpapers || Download paper | |
2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions. (2021). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2107.07804. Full description at Econpapers || Download paper | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
2022 | Low-rank Panel Quantile Regression: Estimation and Inference. (2022). Zhang, Yichong ; Su, Liangjun ; Wang, Yiren. In: Papers. RePEc:arx:papers:2210.11062. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175. Full description at Econpapers || Download paper | |
2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
2021 | Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
2021 | Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5. Full description at Econpapers || Download paper | |
2021 | Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30. Full description at Econpapers || Download paper | |
2021 | Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687. Full description at Econpapers || Download paper | |
2021 | Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704. Full description at Econpapers || Download paper | |
2021 | Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers || Download paper | |
2022 | Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078. Full description at Econpapers || Download paper | |
2021 | Nowcasting with Large Bayesian Vector Autoregressions. (2021). Sokol, Andrej ; Monti, Francesca ; Lenza, Michele ; Giannone, Domenico ; Cimadomo, Jacopo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15854. Full description at Econpapers || Download paper | |
2022 | Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122. Full description at Econpapers || Download paper | |
2022 | Striking a bargain: narrative identification of wage bargaining shocks. (2022). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0098:. Full description at Econpapers || Download paper | |
2021 | Combining Bayesian VARs with survey density forecasts: does it pay off?. (2021). Ravazzolo, Francesco ; Paredes, Joan ; Brenna, Federica ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212543. Full description at Econpapers || Download paper | |
2021 | A mixed frequency BVAR for the euro area labour market. (2021). Foroni, Claudia ; Hernandez, Catalina Martinez ; Consolo, Agostino. In: Working Paper Series. RePEc:ecb:ecbwps:20212601. Full description at Econpapers || Download paper | |
2021 | Striking a bargain: narrative identification of wage bargaining shocks. (2021). Sokol, Andrej ; Porqueddu, Mario ; Budrys, Ymantas. In: Working Paper Series. RePEc:ecb:ecbwps:20212602. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20212604. Full description at Econpapers || Download paper | |
2022 | Explaining deviations from Okun’s law. (2022). Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20222699. Full description at Econpapers || Download paper | |
2022 | A new optimum currency area index for the euro area. (2022). Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Kunovac, Davor. In: Working Paper Series. RePEc:ecb:ecbwps:20222730. Full description at Econpapers || Download paper | |
2021 | Forecasting macroeconomic variables in emerging economies. (2021). Leon-Gonzalez, Roberto ; Ha, LE. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001329. Full description at Econpapers || Download paper | |
2022 | Variational Bayesian inference for network autoregression models. (2022). Koch, Thorsten ; Chen, Ying ; Lai, Wei-Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002401. Full description at Econpapers || Download paper | |
2022 | The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises. (2022). Shang, Fei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000604. Full description at Econpapers || Download paper | |
2021 | Artificial intelligence and unemployment: New insights. (2021). Mutascu, Mihai Ioan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:653-667. Full description at Econpapers || Download paper | |
2022 | Inter-portfolio credit risk contagion including macroeconomic and financial factors: A case study for Ecuador. (2022). Tonato, Ronny ; Uquillas, Adriana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:299-320. Full description at Econpapers || Download paper | |
2021 | Expectation spillovers and the return of inflation. (2021). Garcia, Juan Angel ; Ciccarelli, Matteo. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003967. Full description at Econpapers || Download paper | |
2021 | The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis. (2021). Szafranek, Karol ; Rubaszek, Michał ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004047. Full description at Econpapers || Download paper | |
2022 | The impact of rising oil prices on U.S. inflation and inflation expectations in 2020–23. (2022). Zhou, Xiaoqing ; Kilian, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003735. Full description at Econpapers || Download paper | |
2021 | On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and fund flows to the United States. (2022). French, Joseph ; Li, Wei-Xuan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002075. Full description at Econpapers || Download paper | |
2022 | Predicting returns and dividend growth — The role of non-Gaussian innovations. (2022). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003445. Full description at Econpapers || Download paper | |
2022 | The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area. (2022). Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688. Full description at Econpapers || Download paper | |
2021 | Forecasting crude oil prices with DSGE models. (2021). Rubaszek, Michał. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:531-546. Full description at Econpapers || Download paper | |
2021 | Conditional value-at-risk forecasts of an optimal foreign currency portfolio. (2021). Ho, Kyu ; Kim, Dongwhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:838-861. Full description at Econpapers || Download paper | |
2021 | Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2021). Chan, Joshua. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1212-1226. Full description at Econpapers || Download paper | |
2021 | Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097. Full description at Econpapers || Download paper | |
2022 | Potential growth and natural yield curve in Japan. (2022). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000316. Full description at Econpapers || Download paper | |
2021 | Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420302056. Full description at Econpapers || Download paper | |
2022 | Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds. (2022). Mazza, Christian ; Ciobotaru, Corina. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:190:y:2022:i:c:s0047259x2200032x. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of foreign direct investment on employment in an oil producing country: Do human capital, institutions and oil rents matter?. (2021). Hadj, Tarek Bel ; Belhadj, Tarek ; Alfalih, Abdullah Abdulmohsen. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309508. Full description at Econpapers || Download paper | |
2022 | Does more stringencies in government policies during pandemic impact stock returns? Fresh evidence from GREF countries, a new emerging green bloc. (2022). Shi, Lei ; Nosheen, Safia ; Yue, Xiao-Guang ; Gu, Jianqiang. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000332. Full description at Econpapers || Download paper | |
2021 | Inbound Open Innovation and Innovation Performance: A Robustness Study. (2021). Galia, Fabrice ; Ebersberger, Bernd ; Salter, Ammon ; Laursen, Keld. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:7:s0048733321000743. Full description at Econpapers || Download paper | |
2021 | Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2021). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:20-:d:548164. Full description at Econpapers || Download paper | |
2021 | Socioeconomic Effects of COVID-19 Pandemic: Exploring Uncertainty in the Forecast of the Romanian Unemployment Rate for the Period 2020–2023. (2021). Apostu, Simona-Andreea ; Davidescu, Adriana Anamaria ; Adriana Ana Maria Davidescu, ; Stoica, Liviu Adrian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7078-:d:580854. Full description at Econpapers || Download paper | |
2022 | Unravelling the Narratives Behind Macroeconomic Forecasts. (2022). Naranjo-Saldarriaga, Sara ; Moreno-Arias, Nicolas ; Forero-Alvarado, Santiago ; de Castro-Valderrama, Marcela. In: IHEID Working Papers. RePEc:gii:giihei:heidwp18-2022. Full description at Econpapers || Download paper | |
2021 | Bayesian local projections. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Working Papers. RePEc:hal:wpaper:hal-03373574. Full description at Econpapers || Download paper | |
2021 | Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances. (2021). Ãsterholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2021_009. Full description at Econpapers || Download paper | |
2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations. (2021). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2021_010. Full description at Econpapers || Download paper | |
2021 | Tangency portfolio weights under a skew-normal model in small and large dimensions. (2021). Thorsen, Erik ; Mazur, Stepan ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_013. Full description at Econpapers || Download paper | |
2022 | Modelling Okun’s Law – Does non-Gaussianity Matter?. (2022). Ãsterholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2022_001. Full description at Econpapers || Download paper | |
2021 | Cross-Country Connectedness in Inflation and Unemployment: Measurement and Macroeconomic Consequences. (2021). Sala, Hector ; Pham, Binh Thai. In: IZA Discussion Papers. RePEc:iza:izadps:dp14212. Full description at Econpapers || Download paper | |
2021 | Import Competition and Informal Employment: Empirical Evidence from China. (2021). Lehmann, Hartmut ; Liang, Zhe ; Wang, Feicheng. In: IZA Discussion Papers. RePEc:iza:izadps:dp14650. Full description at Econpapers || Download paper | |
2021 | A Comparison of Approaches to Select the Informativeness of Priors in BVARs. (2021). Christoph, Hanck ; Jan, Pruser. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:241:y:2021:i:4:p:501-525:n:4. Full description at Econpapers || Download paper | |
2021 | Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates. (2021). Barnett, William ; Park, Sohee. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202120. Full description at Econpapers || Download paper | |
2021 | Unemployment Rate Forecasting: A Hybrid Approach. (2021). Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar ; Bhattacharya, Shramana. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2. Full description at Econpapers || Download paper | |
2021 | Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates. (2021). Barnett, William ; Park, Sohee. In: MPRA Paper. RePEc:pra:mprapa:110298. Full description at Econpapers || Download paper | |
2022 | Understanding the impact of travel on wellbeing: evidence for Great Britain during the pandemic.. (2022). mamatzakis, emmanuel. In: MPRA Paper. RePEc:pra:mprapa:112974. Full description at Econpapers || Download paper | |
2022 | Macroeconomic Effects of COVID-19 in a Commodity-Exporting Economy: Evidence from Mongolia. (2022). Doojav, Gan-Ochir. In: ADBI Working Papers. RePEc:ris:adbiwp:1337. Full description at Econpapers || Download paper | |
2021 | Reduced Rank Regression Models in Economics and Finance. (2021). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:525. Full description at Econpapers || Download paper | |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534. Full description at Econpapers || Download paper | |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc. Full description at Econpapers || Download paper | |
2022 | Linkages Between Employment and Net FDI Inflow: Insights from Individual as Well as Panel Data for Emerging South Asian Labour Market. (2022). Ray, Kamal ; Das, Ramesh Chandra. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:3:p:785-803. Full description at Econpapers || Download paper | |
2021 | Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068. Full description at Econpapers || Download paper | |
2022 | Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences. (2022). Sala, Hector ; Pham, Binh Thai. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02052-0. Full description at Econpapers || Download paper | |
2021 | Prediction of dissolved oxygen, biochemical oxygen demand, and chemical oxygen demand using hydrometeorological variables: case study of Selangor River, Malaysia. (2021). Shahid, Shamsuddin ; Beyaztas, Ufuk ; Alakili, Intisar ; Salih, Sinan Q ; Yaseen, Zaher Mundher. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:5:d:10.1007_s10668-020-00927-3. Full description at Econpapers || Download 2021 | The impact of Greenfield investment on domestic entrepreneurship. (2021). Thi, Dung Hoai ; Chu, Vu Tuan ; Ha, Tung Son. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:10:y:2021:i:1:d:10.1186_s13731-021-00164-6. Full description at Econpapers || Download paper |
2022 | Aggregate skewness and the business cycle. (2022). Petrella, Ivan ; Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:53. Full description at Econpapers || Download paper | |
2021 | Monetary policy shocks over the business cycle: Extending the Smooth Transition framework. (2021). Piffer, Michele ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2021-07. Full description at Econpapers || Download paper | |
2021 | A Review of the Impact of External Shocks on Monetary Policy Effectiveness in Non-WAEMU Countries. (2021). Odhiambo, Nicholas ; Kordzo, Sedegah. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:31:y:2021:i:3:p:37-59:n:3. Full description at Econpapers || Download paper | |
2021 | Combining shrinkage and sparsity in conjugate vector autoregressive models. (2021). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:3:p:304-327. Full description at Econpapers || Download paper | |
2021 | No?arbitrage priors, drifting volatilities, and the term structure of interest rates. (2021). Clark, Todd ; Carriero, Andrea ; Marcellino, Massimiliano. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:495-516. Full description at Econpapers || Download paper | |
2022 | An automated prior robustness analysis in Bayesian model comparison. (2022). Zhu, Dan ; Jacobi, Liana. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:583-602. Full description at Econpapers || Download paper | |
2021 | Forecasting US overseas travelling with univariate and multivariate models. (2021). Apergis, Nicholas. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:963-976. Full description at Econpapers || Download paper | |
2021 | Bayesian Local Projections. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1348. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Banbura, Marta ; Babura, Marta. In: Discussion Papers. RePEc:zbw:bubdps:482021. Full description at Econpapers || Download paper | |
2021 | Import competition and informal employment: Empirical evidence from China. (2021). Lehmann, Hartmut ; Liang, Zhe ; Wang, Feicheng. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:426. Full description at Econpapers || Download paper | |
2022 | VECM Modelling of the Price Dynamics for Fuels, Agricultural Commodities and Biofuels. (2022). Kravec, Peter ; Janda, Karel. In: EconStor Preprints. RePEc:zbw:esprep:259404. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Vector autoregression models with skewness and heavy tails In: Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2009 | Foreign Firms and Chinese Employment In: The World Economy. [Full Text][Citation analysis] | article | 23 |
2008 | Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
2006 | Bayesian simultaneous determination of structural breaks and lag lengths.(2006) In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2002 | Asymptotics for random effects models with serial correlation In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 0 |
2005 | Forecast Combination and Model Averaging Using Predictive Measures In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 90 |
2005 | Forecast Combination and Model Averaging using Predictive Measures.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
2007 | Forecast Combination and Model Averaging Using Predictive Measures.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | article | |
2004 | Seasonality, Cycles and Unit Roots In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 1 |
2000 | Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 10 |
2000 | Maximum-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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2004 | Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects.(2004) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2000 | Computationally efficient double bootstrap variance estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
1997 | Computationally Efficient Double Bootstrap Variance Estimation.(1997) In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Forecasting with Bayesian Vector Autoregression In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 97 |
2012 | Forecasting with Bayesian Vector Autoregressions.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
2020 | The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2019 | The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2000 | On the power and interpretation of panel unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 139 |
1999 | On the power and interpretation of panel unit root tests.(1999) In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
2019 | Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
1993 | Forecasting the Swedish unemployment rate VAR vs. transfer function modelling In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
1994 | Numerical Aspects of Bayesian VAR-modeling In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 449 |
1997 | Numerical Methods for Estimation and Inference in Bayesian VAR-Models..(1997) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 449 | article | |
1999 | Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 5 |
1997 | Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 3 |
2000 | Bootstrapping Error Component Models In: SSE/EFI Working Paper Series in Economics and Finance. [Citation analysis] | paper | 4 |
2001 | Bootstrapping Error Component Models.(2001) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2001 | Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2001 | Specification and estimation of random effects models with serial correlation of general form In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 1 |
2004 | Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
2007 | FDI and Job Creation in China In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2007 | An Embarrassment of Riches: Forecasting Using Large Panels In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | An Embarrassment of Riches: Forecasting Using Large Panels.(2007) In: Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2007 | Computational Efficiency in Bayesian Model and Variable Selection In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Computational Efficiency in Bayesian Model and Variable Selection.(2007) In: Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2007 | Bayesian Forecast Combination for VAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
2007 | Bayesian forecast combination for VAR models.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2012 | Conditional posteriors for the reduced rank regression model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Bayesian Inference in Regression Models with Ordinal Explanatory Variables In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Is the US Phillips Curve Stable? Evidence from Bayesian VARs In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | A Note on the Stability of the Swedish Philips Curve In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | A note on the stability of the Swedish Phillips curve.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2019 | New ways to measure well-being? A first joint analysis of subjective and objective measures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Statistical Inference for the Tangency Portfolio in High Dimension In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 35 |
2004 | Finding good predictors for inflation: a Bayesian model averaging approach.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
1989 | FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS. In: Purdue University Economics Working Papers. [Citation analysis] | paper | 3 |
1999 | RePEc and S-WoPEc: Internet access to electronic preprints in Economics In: RePEc and ReDIf documentation. [Full Text][Citation analysis] | paper | 2 |
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