Sune Karlsson : Citation Profile

Örebro Universitet

10

H index

10

i10 index

1124

Citations

RESEARCH PRODUCTION:

19

Articles

44

Papers

2

Chapters

RESEARCH ACTIVITY:

   36 years (1989 - 2025). See details.
   Cites by year: 31
   Journals where Sune Karlsson has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 26 (2.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1
   Updated: 2026-08-29    RAS profile: 2026-03-09    
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Relations with other researchers

Works with:

Österholm, Pär (9)

Nguyen, Hoang (4)

Mazur, Stepan (4)

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

Is cited by:

Marcellino, Massimiliano (33)

Carriero, Andrea (33)

Clark, Todd (29)

Miranda-Agrippino, Silvia (27)

Huber, Florian (25)

Ricco, Giovanni (24)

Koop, Gary (23)

Giannone, Domenico (20)

Ciccarelli, Matteo (19)

Kapetanios, George (19)

Chan, Joshua (18)

Cites to:

Clark, Todd (26)

Chan, Joshua (22)

Österholm, Pär (19)

Marcellino, Massimiliano (19)

Koop, Gary (18)

Eisenstat, Eric (18)

Zha, Tao (16)

Primiceri, Giorgio (15)

Watson, Mark (15)

Giannone, Domenico (14)

Mazur, Stepan (13)

Main data

Where Sune Karlsson has published?

Journals with more than one article published# docs
Economics Letters3
Empirical Economics3

Working Papers Series with more than one paper published# docs
Working Papers / rebro University, School of Business19
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics11
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)3

Recent works citing Sune Karlsson (2026 and 2025)

YearTitle of citing document
2026Currency Network Risk. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2025Nowcasting with signature methods. (2023). de Paula, Aureo ; Cohen, Samuel N ; Yang, Lingyi ; Nesheim, Lars ; Mantoan, Giulia ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Malpass, Will ; Lui, Silvia. In: Papers. RePEc:arx:papers:2305.10256.

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2026Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Bayesian 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.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Stochastic Volatility-in-mean VARs with Time-Varying Skewness. (2025). Ferreira, Leonardo ; Mumtaz, Haroon ; Skoblar, Ana. In: Papers. RePEc:arx:papers:2510.08415.

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2026When David becomes Goliath: Repo dealer-driven bond mispricing. (2026). Barunik, Jozef ; Gerba, Eddie ; Canon, Carlos. In: Papers. RePEc:arx:papers:2603.10690.

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2026MACROCAST: A Vintage-Consistent Time Series Foundation Model for Real-Time Macroeconomic Forecasting. (2026). Pettenuzzo, Davide ; Carriero, Andrea ; Shekhar, Shubhranshu. In: Papers. RePEc:arx:papers:2606.28670.

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2026A method for forecasting unquoted shares of non-financial corporations in the Italian financial accounts. (2026). Pasetto, Michela Eugenia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1037_26.

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2026Identification of expectational shocks in the oil market using OPEC announcements. (2026). Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1516_26.

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2026Forward guidance in climate policy. (2026). Pallara, Kevin ; Landi, Valerio Nispi ; Natoli, Filippo ; Hamadi, Tara ; Degasperi, Riccardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1540_26.

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2025Quantifying Uncertainty in France’s Debt Trajectory: A VAR Based Analysis. (2025). Cochard, Marion ; Baret, KA ; Bec, Frdrique. In: Working papers. RePEc:bfr:banfra:1019.

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2025Estimating the Output Gap of the Russian Economy: A Multivariate Approach Based on BVAR and the Beveridge€“Nelson Filter. (2025). Kislyak, Nadezhda ; Zverev, Ilya. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:22-46.

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2025The intermittent Phillips curve: Finding a stable (but persistence‐dependent) Phillips curve model specification. (2025). Ashley, Richard ; Verbrugge, Randal. In: Economic Inquiry. RePEc:bla:ecinqu:v:63:y:2025:i:3:p:926-944.

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2025Beware 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.

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2025The 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.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2025Macroeconomic regime change and the size of supply chain disruption and energy supply shocks. (2025). Tornese, Tommaso ; de Santis, Roberto A. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001278.

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2025Monetary policy across inflation regimes. (2025). Matthes, Christian ; Gargiulo, Valeria ; Petrova, Katerina. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s001429212500159x.

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2026Explaining deviations from Okun’s law. (2026). Furlanetto, Francesco ; Foroni, Claudia. In: European Economic Review. RePEc:eee:eecrev:v:182:y:2026:i:c:s0014292125002557.

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2025From carbon policy to consumer prices: The economic impact of carbon caps in the Euro Area. (2025). Morão, Hugo. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988324008843.

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2026Fuel price shocks and inflation dynamics in Lebanon. (2026). Karaki, Mohamad ; el Chaar, Jana. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s014098832500859x.

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2026Analysis of homogeneous and heterogeneous response of clean energy metal prices under geopolitical risk shocks. (2026). Shao, Liuguo ; Zhang, Hua ; Nong, Hao. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525003313.

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2025From uncertainty to adjustment: the influence of the 2023 Israel–Hamas War on Latin American Stock Market Volatility. (2025). Melo-Vega, Oscar ; Chuquillanqui-Lichardo, Bryan. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013868.

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2026Home-country effects of outward foreign direct investment: A systematic review of empirical and policy evidence. (2026). Knoerich, Jan ; Benson, Daniel. In: International Business Review. RePEc:eee:iburev:v:35:y:2026:i:1:s0969593125001428.

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2025Fuel price surges and rising inflation expectations in the Euro Area. (2025). Morão, Hugo. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000994.

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2025Freedom from unit roots? The time series properties of democracy and economic freedom. (2025). O'Reilly, Colin ; Murphy, Ryan H. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:2:p:472-489.

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2025Foreign direct investments and CO2 emissions in Asia: A data-driven optimal transport perspective. (2025). Chen, Hung-Ju ; Pecora, Nicol ; Spelta, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:240:y:2025:i:c:s0167268125004354.

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2024The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x.

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2024Multivariate 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.

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2025Scaled 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.

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2025Likelihood ratio test for covariance matrix under multivariate t distribution with uncorrelated observations. (2025). Mazur, Stepan ; Mrowiska, Malwina ; Filipiak, Katarzyna ; Klein, Daniel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:210:y:2025:i:c:s0047259x25000855.

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2025The macroeconomic effects of climate policy uncertainty: Evidence from Portugal. (2025). Morão, Hugo ; Morao, Hugo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:32:y:2025:i:c:s170349492500026x.

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2025An artificial neural network experiment on the prediction of the unemployment rate. (2025). Magazzino, Cosimo ; Mele, Marco ; Mutascu, Mihai. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:471-491.

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2025Foreign-funded firms and stock price informativeness: Evidence from Chinese capital markets. (2025). Tu, Zhenzhou ; Gao, Jianhao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005945.

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2025Demographic structure and SME credit availability: Rethinking SME finance amid unprecedented demographic transformations. (2025). Wang, Ling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000698.

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2025The 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.

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2025Unboxing 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.

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2025Joint Bottom-up Method for Probabilistic Forecasting of Hierarchical Time Series. (2025). Satop, Ville A ; Jensen, Shane T ; Bertani, Nicol. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:6:p:3260-3277.

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2025The 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.

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2026The Impact of Foreign Direct investment and exports on China’s employment. (2026). Yan, Xuchong. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:23:y:2026:i:2:d:10.1007_s10368-026-00754-3.

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2025A 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.

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2025Financial market developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124271.

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2025Foreign direct investment developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124274.

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2025External demand developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124372.

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2025Business confidence developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124373.

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2025Market uncertainty developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124374.

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2025Geopolitical risk developments and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124375.

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2025Economic causation nexus and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124711.

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2025Economic sensitivity nexus and the minerals industry. (2025). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:124786.

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2025The Role of Technology in the Impact of Non-Renewable Energy Consumption on Ecological Resilience: Application of Threshold Structural Vector Autoregression (TSVAR) Model. (2025). Roudari, Soheil ; Khabbaz, Seyedeh Mahsa ; Tehranchian, Amir Mansour. In: MPRA Paper. RePEc:pra:mprapa:126834.

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2025Macroeconomic effects of lowering South Africa’s inflation target: An SVAR analysis. (2025). Kima, Richard ; Lesame, Keagile. In: ERSA Working Paper Series. RePEc:rza:ersawp:v::y:2025:i::id:218.

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2026The Dynamic Interplay of Branded Hashtag Adoption, Social Media Ties, and User Interest. (2026). Yang, Hui ; Li, Yinxing ; Wang, Hui-Ming Deanna. In: SAGE Open. RePEc:sae:sagope:v:16:y:2026:i:2:p:21582440261455140.

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2026Bayesian model averaging for VAR models: gretl-based implementation. (2026). Kwiatkowski, Jacek ; Kufel, Pawe ; Baejowski, Marcin. In: Computational Statistics. RePEc:spr:compst:v:41:y:2026:i:2:d:10.1007_s00180-026-01716-8.

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2025Two-way random effects model with serial correlation. (2025). Baltagi, Badi ; Etienne, Jean-Michel ; Bresson, Georges. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02695-9.

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2025Do FDI inflows reduces unemployment among youth: evidence from India. (2025). Ali, Rehan ; Jahan, Mairaj. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:12:d:10.1007_s43546-025-00980-y.

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2026When does growth reduce unemployment in India? threshold effects in the growth–unemployment nexus. (2026). Rao, Ch Sankar ; Teeli, Aamir Ahmad. In: SN Business & Economics. RePEc:spr:snbeco:v:6:y:2026:i:1:d:10.1007_s43546-025-01021-4.

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2025Multiple Equilibria and the Phillips Curve: Do Agents Always Underreact?. (2025). Raggi, Davide ; Casarin, Roberto ; Peruzzi, Antonio. In: Working Papers. RePEc:ven:wpaper:2025:10.

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2024Statistically 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.

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2024Fast 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.

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2026Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques. (2026). Beneck, Soa. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:5:p:2458-2501.

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2026Connectedness Across Healthcare Cryptocurrencies, DeFi, and NFTs Tokens: Which Global Risk Factors Should Be Given More Attention?. (2026). Guesmi, Khaled ; Khan, Nasir ; Lucey, Brian ; Su, Tong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:878-903.

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Works by Sune Karlsson:

YearTitleTypeCited
2021Vector autoregression models with skewness and heavy tails In: Papers.
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2023Vector autoregression models with skewness and heavy tails.(2023) In: Journal of Economic Dynamics and Control.
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2021Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers.
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2026On the Stability of Macroeconomic Relationships in Australia In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2025On the Stability of Macroeconomic Relationships in Australia.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article3
2023A note of caution on the relation between money growth and inflation In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article2
2023A Note of Caution on the Relation between Money Growth and Inflation.(2023) In: Working Papers.
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2023A Note of Caution on the Relation Between Money Growth and Inflation.(2023) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2009Foreign Firms and Chinese Employment In: The World Economy.
[Full Text][Citation analysis]		article45
2008Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		paper0
2005Forecast Combination and Model Averaging Using Predictive Measures In: CEPR Discussion Papers.
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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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2004Seasonality, Cycles and Unit Roots In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper1
2000Maximum-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]		paper12
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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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 nother version. Agregated cites: 12		article
2000Computationally efficient double bootstrap variance estimation In: Computational Statistics & Data Analysis.
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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.
[Full Text][Citation analysis]		chapter127
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.
[Full Text][Citation analysis]		article6
2019The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2020A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States In: Economics Letters.
[Full Text][Citation analysis]		article8
2000On the power and interpretation of panel unit root tests In: Economics Letters.
[Full Text][Citation analysis]		article149
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.
[Full Text][Citation analysis]		article1
1993Forecasting the Swedish unemployment rate VAR vs. transfer function modelling In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2008Bayesian forecast combination for VAR models In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter28
2007Bayesian Forecast Combination for VAR Models.(2007) 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 nother version. Agregated cites: 28		paper
1994Numerical Aspects of Bayesian VAR-modeling In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper524
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.
[Full Text][Citation analysis]		paper5
1997Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper3
2000Bootstrapping Error Component Models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper5
2001Bootstrapping Error Component Models.(2001) In: Computational Statistics.
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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.
[Full Text][Citation analysis]		paper2
2007FDI and Job Creation in China In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2007An Embarrassment of Riches: Forecasting Using Large Panels In: Working Papers.
[Full Text][Citation analysis]		paper4
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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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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2023Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data In: Working Papers.
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2024US Interest Rates: Are Relations Stable? In: Working Papers.
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2025Identifying Useful Indicators for Nowcasting GDP in Sweden In: Working Papers.
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