10
H index
10
i10 index
1070
Citations
Örebro Universitet | 10 H index 10 i10 index 1070 Citations RESEARCH PRODUCTION: 18 Articles 43 Papers 2 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 | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / rebro University, School of Business | 18 |
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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2024 | Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
2024 | Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235. Full description at Econpapers || Download paper |
2024 | Predictive Decision Synthesis for Portfolios: Betting on Better Models. (2024). West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2405.01598. Full description at Econpapers || Download paper |
2025 | Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890. Full description at Econpapers || Download paper |
2024 | Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349. Full description at Econpapers || Download paper |
2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper |
2025 | Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711. Full description at Econpapers || Download paper |
2025 | Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759. Full description at Econpapers || Download paper |
2024 | Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14. Full description at Econpapers || Download paper |
2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86. Full description at Econpapers || Download paper |
2024 | Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie ; Labonne, Paul ; Hoogerheide, Lennart ; van Djik, Herman K. In: Working Papers. RePEc:bny:wpaper:0135. Full description at Econpapers || Download paper |
2024 | Moderation or indulgence? Effects of bank distribution restrictions during stress. (2024). Baruník, Jozef ; Katsoulis, Petros ; Barunik, Jozef ; Acosta-Smith, Jonathan ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:1053. Full description at Econpapers || Download paper |
2024 | Capital Inflow, Strategic Subcontracting, and Formal Employment. (2024). Maiti, Dibyendu ; Bansal, Renu. In: Working papers. RePEc:cde:cdewps:348. Full description at Econpapers || Download paper |
2024 | Sudden Stop: Supply and Demand Shocks in the German Natural Gas Market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11191. Full description at Econpapers || Download paper |
2024 | Stability of Phillips Curve: The case of Taiwan. (2024). Zheng, Xin-Hua ; Chin, Kuo-Hsuan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00331. Full description at Econpapers || Download paper |
2024 | Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003. Full description at Econpapers || Download paper |
2025 | Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052. Full description at Econpapers || Download paper |
2025 | The credit channel of the sovereign spread: A Bayesian SVAR analysis. (2025). Rivolta, Giulia ; Missale, Alessandro ; Cafiso, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003419. Full description at Econpapers || Download paper |
2024 | Is environmental regulation keeping e-waste under control? Evidence from e-waste exports in the European Union. (2024). Neves, Sonia Almeida ; de Sa, Leonardo Batista ; Marques, Antonio Cardoso. In: Ecological Economics. RePEc:eee:ecolec:v:216:y:2024:i:c:s092180092300294x. Full description at Econpapers || Download paper |
2024 | The asymmetric effects of temperature shocks on inflation in the largest euro area countries. (2024). Ciccarelli, Matteo ; Kuik, Friderike ; Hernandez, Catalina Martinez. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s001429212400134x. Full description at Econpapers || Download paper |
2024 | The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003049. Full description at Econpapers || Download paper |
2024 | Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning. (2024). Vacca, Gianmarco ; Riso, Luigi. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002083. Full description at Econpapers || Download paper |
2024 | Corporate credit risk and bond yield spreads: Market reactions to the spreads. (2024). Dong, Xueqin ; Dai, Haiyan ; Xue, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009632. Full description at Econpapers || Download paper |
2024 | Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers || Download paper |
2024 | A Bayesian Dirichlet auto-regressive moving average model for forecasting lead times. (2024). Weiss, Robert E ; Brusch, Kai Thomas ; Katz, Harrison. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1556-1567. Full description at Econpapers || Download paper |
2024 | The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x. Full description at Econpapers || Download paper |
2024 | Multivariate unified skew-t distributions and their properties. (2024). Arellano-Valle, Reinaldo B ; Genton, Marc G ; Karling, Maicon J ; Wang, Kesen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000290. Full description at Econpapers || Download paper |
2025 | Scaled envelope models for multivariate time series. (2025). Samadi, Yaser S ; Wiranthe, H M. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000770. Full description at Econpapers || Download paper |
2024 | How economic transformation influence the employment of resource-based cities: Evidence from Shanxi Province, China. (2024). Dong, Xiucheng ; Luo, Ximing. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012643. Full description at Econpapers || Download paper |
2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper |
2024 | Promoting the circular economy in the EU: How can the recycling of e-waste be increased?. (2024). Neves, Sonia Almeida ; Silva, Ines Patricio ; Marques, Antonio Cardoso. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:192-201. Full description at Econpapers || Download paper |
2024 | Effectiveness of ATM withdrawal forecasting methods under different market conditions. (2024). Lach, Łukasz ; Gurgul, Henryk ; Suder, Marcin ; Barbosa, Belem ; Machno, Artur. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007746. Full description at Econpapers || Download paper |
2024 | Gender disparity and enterprise expansion in the impact and transmission channels of ICT on unemployment in developing countries. (2024). Brice, M'Bakob Gilles. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000630. Full description at Econpapers || Download paper |
2025 | The Relationship Between Firm Formation and Unemployment: Evidence from Türkiye. (2025). Ileri, Erife Gen ; Moiz, Muhammad. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:28-:d:1577646. Full description at Econpapers || Download paper |
2025 | Unboxing Okun’s Relation Between Economic Growth and Unemployment Rate: Evidence from the United States, 1948–2024. (2025). Pelez-Herreros, Scar. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:59-:d:1595686. Full description at Econpapers || Download paper |
2024 | From Multidimensional Ornstein - Uhlenbeck Process to Bayesian Vector Autoregressive Process. (2024). , Lewis. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:15:y:2024:i:1:p:32. Full description at Econpapers || Download paper |
2024 | The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024. Full description at Econpapers || Download paper |
2025 | The European energy crisis and the US natural gas market dynamics: a structural VAR investigation. (2025). Rubaszek, Michał ; Szafranek, Karol. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00636-6. Full description at Econpapers || Download paper |
2024 | Striking a Bargain: Narrative Identification of Wage Bargaining Shocks. (2024). Sokol, Andrej ; Budrys, Žymantas ; Porqueddu, Mario. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:121. Full description at Econpapers || Download paper |
2025 | A systematic mapping review of foreign direct investment by multinational corporations in emerging economies. (2025). Nazzal, Ahmed ; Snchez-Rebull, Maria-Victoria ; Barber-Marin, Maria Glria ; Nierola, Angels Monserrat. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04571-y. Full description at Econpapers || Download paper |
2024 | Monetary policy developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123004. Full description at Econpapers || Download paper |
2024 | Fiscal policy developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123010. Full description at Econpapers || Download paper |
2024 | Commodity price developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123011. Full description at Econpapers || Download paper |
2024 | Foreign exchange developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123014. Full description at Econpapers || Download paper |
2025 | Financial market developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124271. Full description at Econpapers || Download paper |
2025 | External demand developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124372. Full description at Econpapers || Download paper |
2025 | Business confidence developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124373. Full description at Econpapers || Download paper |
2025 | Market uncertainty developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124374. Full description at Econpapers || Download paper |
2025 | Geopolitical risk developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124375. Full description at Econpapers || Download paper |
2025 | Economic causation nexus and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124711. Full description at Econpapers || Download paper |
2024 | The European energy crisis and the US natural gas market dynamics. A structural VAR investigation. (2024). Szafranek, Karol ; Rubaszek, Michał. In: KAE Working Papers. RePEc:sgh:kaewps:2024099. Full description at Econpapers || Download paper |
2024 | Urban growth in the long term: Belgium, 1880–1970. (2024). Standaert, Samuel ; Ramos, Arturo ; González-Val, Rafael ; Gonzlez-Val, Rafael. In: The Annals of Regional Science. RePEc:spr:anresc:v:72:y:2024:i:3:d:10.1007_s00168-023-01226-1. Full description at Econpapers || Download paper |
2024 | Tips and tricks for Bayesian VAR models in gretl. (2024). Pedini, Luca. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-024-01492-3. Full description at Econpapers || Download paper |
2024 | The evolution of the natural rate of interest: evidence from the Scandinavian countries. (2024). Österholm, Pär ; Solberger, Martin ; Armelius, Hanna ; Spnberg, Erik. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02503-w. Full description at Econpapers || Download paper |
2024 | Inflationary dynamics under fiscal and monetary asymmetries: a nonlinear investigation in Pakistan. (2024). Ullah, Obaid ; Zeb, Ali ; Shuhai, Niu. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:12:d:10.1007_s43546-024-00703-9. Full description at Econpapers || Download paper |
2024 | Application of VAR Models to Assess the Impact of Budget Expenditures on GDP Dynamics. (2024). Sokolov, I A ; Matveev, E O. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:35:y:2024:i:5:d:10.1134_s1075700724700199. Full description at Econpapers || Download paper |
2024 | Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie ; Labonne, Paul ; Hoogerheide, Lennart ; van Dijk, Herman K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240056. Full description at Econpapers || Download paper |
2024 | Jobs, investments, and exporting: the real effects of electricity crises in South Africa. (2024). Ndubuisi, Gideon ; Avenyo, Elvis Korku. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2024-89. Full description at Econpapers || Download paper |
2024 | Statistically identified structural VAR model with potentially skewed and fat‐tailed errors. (2024). Lanne, Markku ; Anttonen, Jetro ; Luoto, Jani. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:422-437. Full description at Econpapers || Download paper |
2024 | Sudden stop: Supply and demand shocks in the German natural gas market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Gntner, Jochen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1282-1300. Full description at Econpapers || Download paper |
2024 | Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320. Full description at Econpapers || Download paper |
2024 | The Impact of Credit Market Sentiment Shocks. (2024). Boeck, Maximilian ; Zrner, Thomas O. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1645-1673. Full description at Econpapers || Download paper |
2024 | Sudden stop: Supply and demand shocks in the German natural gas market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: Discussion Papers. RePEc:zbw:bubdps:299244. Full description at Econpapers || Download paper |
2024 | Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?. (2024). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:289576. Full description at Econpapers || Download paper |
2024 | Local labour concentration moderates the disemployment effects of minimum wages in China. (2024). Martins, Pedro ; Duan, Wenjing ; Dai, LI. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1504. Full description at Econpapers || Download paper |
2024 | Sudden stop: Supply and demand shocks in the German natural gas market. (2024). Wolters, Maik ; Reif, Magnus ; Güntner, Jochen ; Guntner, Jochen. In: IMFS Working Paper Series. RePEc:zbw:imfswp:299246. 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 | 19 |
2023 | Vector autoregression models with skewness and heavy tails.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2021 | Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
2023 | A note of caution on the relation between money growth and inflation In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
2023 | A Note of Caution on the Relation between Money Growth and Inflation.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | A Note of Caution on the Relation Between Money Growth and Inflation.(2023) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2009 | Foreign Firms and Chinese Employment In: The World Economy. [Full Text][Citation analysis] | article | 38 |
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 nother 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 | 93 |
2005 | Forecast Combination and Model Averaging using Predictive Measures.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
2007 | Forecast Combination and Model Averaging Using Predictive Measures.(2007) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | 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 | 11 |
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 nother version. Agregated cites: 11 | 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 nother version. Agregated cites: 11 | 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 nother version. Agregated cites: 0 | paper | |
2013 | Forecasting with Bayesian Vector Autoregression In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 115 |
2012 | Forecasting with Bayesian Vector Autoregressions.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | 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 | 6 |
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 nother version. Agregated cites: 6 | 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 | 6 |
2000 | On the power and interpretation of panel unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 146 |
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 nother version. Agregated cites: 146 | 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 | 1 |
1993 | Forecasting the Swedish unemployment rate VAR vs. transfer function modelling In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2008 | Bayesian forecast combination for VAR models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 28 |
2007 | Bayesian Forecast Combination for VAR Models.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2007 | Bayesian forecast combination for VAR models.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
1994 | Numerical Aspects of Bayesian VAR-modeling In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] | paper | 504 |
1997 | Numerical Methods for Estimation and Inference in Bayesian VAR-Models..(1997) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 504 | 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 | 5 |
2001 | Bootstrapping Error Component Models.(2001) In: Computational Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 3 |
2007 | An Embarrassment of Riches: Forecasting Using Large Panels.(2007) In: Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 nother version. Agregated cites: 2 | 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 | 4 |
2018 | A Note on the Stability of the Swedish Philips Curve In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | A note on the stability of the Swedish Phillips curve.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | Flexible Fat-tailed Vector Autoregression In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Statistical Inference for the Tangency Portfolio in High Dimension In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | US Interest Rates: Are Relations Stable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Identifying Useful Indicators for Nowcasting GDP in Sweden In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2004 | Finding good predictors for inflation: a Bayesian model averaging approach.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | 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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