← All authors Sune Karlsson Örebro University (from arXiv:2105.11182, 2021) · ORCID · OpenAlex
24 papers in scope · 24 published · 1 on the econ.EM arXiv · 1,573 citations · h-index 14 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Andrea Renzetti Massimiliano Marcellino Jan Prüser Sylvia Frühwirth-Schnatter Gregor Kastner Florian Huber Gary Koop Joshua C. C. Chan Hoang Nguyen Stepan Mazur Niko Hauzenberger Hedibert F. Lopes Philippe Goulet Coulombe Luca Onorante Xuewen Yu Peter Knaus Anna E. C. Simoni Darjus Hosszejni Michael Pfarrhofer Sascha A. Keweloh Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 24)
On the Stability of Macroeconomic Relationships in Australia
published 2026 · Australian Economic Review · first circulated 2025
with Pär Österholm
Does money growth predict inflation in Sweden? Evidence from vector autoregressions using four centuries of data
published 2024 · Empirical Economics · 3 citations
with Rodney Edvinsson, Pär Österholm
A note of caution on the relation between money growth and inflation
published 2023 · Scottish Journal of Political Economy · 8 citations
with Helge Berger, Pär Österholm
published 2022 · Journal of Economic Dynamics and Control · 24 citations · first circulated 2021
Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions*
published 2022 · Scandinavian Journal of Economics · 14 citations
with Pär Österholm
Statistical inference for the tangency portfolio in high dimension
published 2021 · Statistics · 9 citations · first circulated 2020
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
published 2020 · Economics Letters · 26 citations
with Pär Österholm
The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?
published 2019 · Economics Letters · 14 citations
with Pär Österholm
A note on the stability of the Swedish Phillips curve
published 2019 · Empirical Economics · 10 citations
with Pär Österholm
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia
published 2018 · Finance research letters · 2 citations
with Pär Österholm
Bayesian reduced rank regression in econometrics” [J. Econometrics 75 (1996) 121–146
published 2016 · Journal of Econometrics · 1 citations
Foreign Firms and Chinese Employment
published 2009 · World Economy · 107 citations
with Nannan Lundin, Fredrik Sjöholm, Ping He
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
published 2008 · Studies in Nonlinear Dynamics and Econometrics · 13 citations · first circulated 2006
with Brigitta Hultblad
Forecast Combination and Model Averaging Using Predictive Measures
published 2007 · Econometric Reviews · 134 citations · first circulated 2005
with Jana Eklund
Finding good predictors for inflation: a Bayesian model averaging approach
published 2004 · Journal of Forecasting · 66 citations · first circulated 2002
with Tor Jacobson
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
published 2004 · Empirical Economics · 19 citations · first circulated 2000
with Jimmy Skoglund
Bootstrapping Error Component Models
published 2001 · Computational Statistics · 13 citations · first circulated 2000
with Michael K. Andersson
Computationally efficient double bootstrap variance estimation
published 2000 · Computational Statistics & Data Analysis · 6 citations · first circulated 1997
with Mickael Löthgren
On the power and interpretation of panel unit root tests
published 2000 · Economics Letters · 243 citations · first circulated 1999
with Mickael Löthgren
Lag-length selection in VAR-models using equal and unequal lag-length procedures
published 1999 · Computational Statistics · 33 citations · first circulated 1997
with Mikael Gredenhoff
NUMERICAL METHODS FOR ESTIMATION AND INFERENCE IN BAYESIAN VAR-MODELS
published 1997 · Journal of Applied Econometrics · 605 citations
with K. Rao Kadiyala
Introduction to multiple time series
published 1993 · International Journal of Forecasting · 115 citations
Forecasting with generalized bayesian vector auto regressions
published 1993 · Journal of Forecasting · 65 citations
with K. Rao Kadiyala
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling
published 1993 · International Journal of Forecasting · 43 citations
with Per-Olov Edlund
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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