Sune Karlsson : Citation Profile

Are you Sune Karlsson?

Örebro Universitet

10

H index

10

i10 index

1028

Citations

RESEARCH PRODUCTION:

16

Articles

42

Papers

2

Chapters

RESEARCH ACTIVITY:

   35 years (1989 - 2024). See details.
   Cites by year: 29
   Journals where Sune Karlsson has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 21 (2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka1
   Updated: 2024-11-04    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Österholm, Pär (10)

Mazur, Stepan (5)

Nguyen, Hoang (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 (32)

Clark, Todd (29)

Miranda-Agrippino, Silvia (27)

Ricco, Giovanni (24)

Koop, Gary (23)

Huber, Florian (23)

Giannone, Domenico (20)

Ciccarelli, Matteo (19)

Kapetanios, George (19)

Chan, Joshua (18)

Cites to:

Chan, Joshua (21)

Eisenstat, Eric (19)

Koop, Gary (17)

Clark, Todd (17)

Cogley, Timothy (16)

Watson, Mark (15)

Zha, Tao (15)

Sargent, Thomas (15)

Primiceri, Giorgio (12)

Österholm, Pär (12)

Clark, Andrew (12)

Main data

Where Sune Karlsson has published?

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

Working Papers Series with more than one paper published# docs
Working Papers / Örebro University, School of Business17
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 (2024 and 2023)

YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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

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

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2306.09287.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2024Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235.

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2024Predictive Decision Synthesis for Portfolios: Betting on Better Models. (2024). West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2405.01598.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920.

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2023Human capital agglomeration, institutional barriers, and internal migration in China. (2023). Zhang, Wenwen ; Ye, Jingjing ; Niu, Geng ; Yu, Baixue. In: Growth and Change. RePEc:bla:growch:v:54:y:2023:i:1:p:284-303.

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2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2024Is environmental regulation keeping e-waste under control? Evidence from e-waste exports in the European Union. (2024). de Sa, Leonardo Batista ; Marques, Antonio Cardoso ; Neves, Sonia Almeida. In: Ecological Economics. RePEc:eee:ecolec:v:216:y:2024:i:c:s092180092300294x.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023We modeled long memory with just one lag!. (2023). Chevillon, Guillaume ; Bauwens, Luc ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616.

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2023Do increases in gasoline prices cause higher food prices?. (2023). Karaki, Mohamad B ; Diab, Sara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005649.

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2023Are dynamic tariffs effective in reducing energy poverty? Empirical evidence from US households. (2023). Marques, Antonio Cardoso ; Pereira, Diogo Santos. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022429.

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2024Sentiment 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.

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2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

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2023Compensating income variation in health and subjective well-being for the self-employed. (2023). Oghazi, Pejvak ; Tsionas, Mike G ; Patel, Pankaj C. In: Journal of Business Research. RePEc:eee:jbrese:v:160:y:2023:i:c:s014829632300173x.

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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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2023Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269.

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2024How 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.

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2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

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2024Effectiveness of ATM withdrawal forecasting methods under different market conditions. (2024). Gurgul, Henryk ; Suder, Marcin ; Lach, Ukasz ; Machno, Artur ; Barbosa, Belem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523007746.

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2023Information and communication technologies and employment in developing countries: Effects and transmission channels. (2023). Nchofoung, Tii N ; Kamga, Benjamin Fomba ; Ne, Dieu. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:8:s0308596123001088.

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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2023Interdisciplinary Linkages among Sustainability Dimensions in the Context of European Cities and Regions Research. (2023). Shmeleva, Irina A ; Saadi, Nadim ; Lefievre, Nathan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14738-:d:1257546.

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2023One Hundred Inflation Shocks: Seven Stylized Facts. (2023). Zhao, Wei ; Ratnovski, Lev ; Mylonas, Victor ; Mulas-Granados, Carlos ; Ari, Anil. In: IMF Working Papers. RePEc:imf:imfwpa:2023/190.

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2024The impact of carbon policy news on the national energy industry. (2024). Morão, Hugo ; Moro, Hugo. In: Working Papers REM. RePEc:ise:remwps:wp03212024.

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2023The Greek-Turkish rivalry: A Bayesian VAR approach. (2023). Kechrinioti, Alexandra ; Karamanis, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:116827.

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2024The European energy crisis and the US natural gas market dynamics. A structural VAR investigation. (2024). Rubaszek, Micha ; Szafranek, Karol. In: KAE Working Papers. RePEc:sgh:kaewps:2024099.

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2023Model aggregation for doubly divided data with large size and large dimension. (2023). Wu, Yuanshan ; Yin, Guosheng ; Liu, Yanyan ; He, Baihua. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01242-3.

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2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309.

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2023Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies. (2023). Runstler, Gerhard ; Budnik, Katarzyna. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:186-201.

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2023Subspace shrinkage in conjugate Bayesian vector autoregressions. (2023). Koop, Gary ; Huber, Florian. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576.

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2023Forecasting inflation in open economies: What can a NOEM model do?. (2023). Martinezgarcia, Enrique ; Duncan, Roberto. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:481-513.

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2024Do Survey Data Help Identify Supply and Demand Shocks in Sign-restricted SVARs?. (2024). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:289576.

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Works by Sune Karlsson:

YearTitleTypeCited
2021Vector autoregression models with skewness and heavy tails In: Papers.
[Full Text][Citation analysis]		paper16
2023Vector autoregression models with skewness and heavy tails.(2023) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 16		article
2021Vector autoregression models with skewness and heavy tails.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2023Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article2
2009Foreign Firms and Chinese Employment In: The World Economy.
[Full Text][Citation analysis]		article33
2008Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		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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This paper has nother version. Agregated cites: 2		paper
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.
[Full Text][Citation analysis]		paper92
2005Forecast Combination and Model Averaging using Predictive Measures.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 92		paper
2007Forecast Combination and Model Averaging Using Predictive Measures.(2007) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 92		article
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]		paper11
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 nother version. Agregated cites: 11		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 nother version. Agregated cites: 11		article
2000Computationally efficient double bootstrap variance estimation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
1997Computationally Efficient Double Bootstrap Variance Estimation.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 0		paper
2013Forecasting with Bayesian Vector Autoregression In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter111
2012Forecasting with Bayesian Vector Autoregressions.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 111		paper
2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? In: Economics Letters.
[Full Text][Citation analysis]		article5
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: 5		paper
2020A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States In: Economics Letters.
[Full Text][Citation analysis]		article5
2000On the power and interpretation of panel unit root tests In: Economics Letters.
[Full Text][Citation analysis]		article142
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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This paper has nother version. Agregated cites: 142		paper
2019Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia In: Finance Research Letters.
[Full Text][Citation analysis]		article0
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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This paper has nother version. Agregated cites: 28		paper
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]		paper484
1997Numerical Methods for Estimation and Inference in Bayesian VAR-Models..(1997) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 484		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2001Asymptotic 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]		paper0
2001Specification 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]		paper1
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]		paper7
2007An Embarrassment of Riches: Forecasting Using Large Panels In: Working Papers.
[Full Text][Citation analysis]		paper3
2007An Embarrassment of Riches: Forecasting Using Large Panels.(2007) In: Economics.
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This paper has nother version. Agregated cites: 3		paper
2007Computational Efficiency in Bayesian Model and Variable Selection In: Working Papers.
[Full Text][Citation analysis]		paper2
2007Computational Efficiency in Bayesian Model and Variable Selection.(2007) In: Economics.
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This paper has nother version. Agregated cites: 2		paper
2012Conditional posteriors for the reduced rank regression model In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Bayesian Inference in Regression Models with Ordinal Explanatory Variables In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs In: Working Papers.
[Full Text][Citation analysis]		paper4
2018A Note on the Stability of the Swedish Philips Curve In: Working Papers.
[Full Text][Citation analysis]		paper4
2020A note on the stability of the Swedish Phillips curve.(2020) In: Empirical Economics.
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This paper has nother version. Agregated cites: 4		article
2019New ways to measure well-being? A first joint analysis of subjective and objective measures In: Working Papers.
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2020Flexible Fat-tailed Vector Autoregression In: Working Papers.
[Full Text][Citation analysis]		paper3
2020Statistical Inference for the Tangency Portfolio in High Dimension In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2023A Note of Caution on the Relation between Money Growth and Inflation In: Working Papers.
[Full Text][Citation analysis]		paper1
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: 1		paper
2024US Interest Rates: Are Relations Stable? In: Working Papers.
[Full Text][Citation analysis]		paper0
2002Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach In: Working Paper Series.
[Full Text][Citation analysis]		paper36
2004Finding good predictors for inflation: a Bayesian model averaging approach.(2004) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 36		article
1989FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS. In: Purdue University Economics Working Papers.
[Citation analysis]		paper3
1999RePEc and S-WoPEc: Internet access to electronic preprints in Economics In: RePEc and ReDIf documentation.
[Full Text][Citation analysis]		paper2

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