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Information about:
Sune Karlsson

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Sune Karlsson in registering through RePEc. If you are Sune Karlsson , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Sune
Middle Name:
Last Name: Karlsson
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RePEc Short-ID: pka1

Email:
Homepage: http://www.oru.se/esi/karlsson
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Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Abstract Views in RePEc Services over the past 12 months
  2. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
This author is editor of the following NEP reports, which disseminate new research in a particular field:
  1. Econometrics (subscribe)
This author is featured on the following reading lists or publication compilations:
  1. NEP editors
  2. RePEc team
  3. Stata Users Group

Works

| Working papers | Articles | Software | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers 2007:1, Örebro University, Swedish Business School. [Downloadable!]
    Other versions:

  2. Eklund, Jana & Karlsson, Sune, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Working Papers 2007:4, Örebro University, Swedish Business School. [Downloadable!]
    Other versions:

  3. Karlsson, Sune & Lundin, Nannan & Sjöholm, Fredrik & He, Ping, 2007. "FDI and Job Creation in China," Working Paper Series 723, Research Institute of Industrial Economics. [Downloadable!]

  4. Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian forecast combination for VAR models," Working Paper Series 216, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Other versions:

  5. Hultblad, Brigitta & Karlsson, Sune, 2006. "Bayesian simultaneous determination of structural breaks and lag lengths," Working Paper Series in Economics and Finance 630, Stockholm School of Economics. [Downloadable!]

  6. Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Other versions:
    Published as:

  7. Mickael Salabasis & Sune Karlsson, 2004. "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings 268, Econometric Society. [Downloadable!]

  8. Ericsson, Johan & Karlsson, Sune, 2003. "Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach," Working Paper Series in Economics and Finance 524, Stockholm School of Economics, revised 12 Feb 2004. [Downloadable!]

  9. Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data. [Downloadable!]

  10. Jacobson, Tor & Karlsson, Sune, 2002. "Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach," Working Paper Series 138, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Published as:

  11. Skoglund, Jimmy & Karlsson, Sune, 2001. "Specification and estimation of random effects models with serial correlation of general form," Working Paper Series in Economics and Finance 0433, Stockholm School of Economics. [Downloadable!]

  12. Skoglund, Jimmy & Karlsson, Sune, 2001. "Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation," Working Paper Series in Economics and Finance 0432, Stockholm School of Economics. [Downloadable!]

  13. Sune Karlsson & Jimmy Skoglund, 2000. "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers 1178, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  14. Sune Karlsson & Thomas Krichel, 1999. "RePEc and S-WoPEc: Internet access to electronic preprints in Economics," RePEc and ReDIf documentation lindi, RePEc Team. [Downloadable!]

  15. Karlsson, Sune & Löthgren, Mickael, 1999. "On the power and interpretation of panel unit root tests," Working Paper Series in Economics and Finance 299, Stockholm School of Economics. [Downloadable!]
    Published as:

  16. Andersson, Michael K. & Karlsson, Sune, 1999. "Bootstrapping Error Component Models," Working Paper Series in Economics and Finance 304, Stockholm School of Economics, revised 30 Jun 2000.

  17. Karlsson, Sune & Löthgren, Mickael, 1997. "Computationally Efficient Double Bootstrap Variance Estimation," Working Paper Series in Economics and Finance 151, Stockholm School of Economics. [Downloadable!]
    Published as:

  18. Eklöf, Jan & Karlsson, Sune, 1997. "Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies," Working Paper Series in Economics and Finance 171, Stockholm School of Economics, revised 23 Jun 1999. [Downloadable!]

  19. Gredenhoff, Mikael & Karlsson, Sune, 1997. "Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures," Working Paper Series in Economics and Finance 177, Stockholm School of Economics.

  20. Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," Working Paper Series in Economics and Finance 12, Stockholm School of Economics. [Downloadable!]

  21. Kadiyala, K.R. & Karlsson, L.S., 1989. "Forecasting With Bayesian Vector Autoregressions," Purdue University Economics Working Papers 962, Purdue University, Department of Economics.

Articles

  1. Jana Eklund & Sune Karlsson, 2007. "Forecast Combination and Model Averaging Using Predictive Measures," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 329-363. [Downloadable!] (restricted)
    Other versions:

  2. Sune Karlsson & Tor Jacobson, 2004. "Finding good predictors for inflation: a Bayesian model averaging approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(7), pages 479-496. [Downloadable!]
    Other versions:

  3. Sune Karlsson & Jimmy Skoglund, 2004. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, vol. 29(1), pages 79-88, January. [Downloadable!] (restricted)
    Other versions:

  4. Karlsson, Sune & Lothgren, Mickael, 2000. "On the power and interpretation of panel unit root tests," Economics Letters, Elsevier, vol. 66(3), pages 249-255, March. [Downloadable!] (restricted)
    Other versions:

  5. Karlsson, Sune & Lothgren, Mickael, 2000. "Computationally efficient double bootstrap variance estimation," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 237-247, May. [Downloadable!] (restricted)
    Other versions:

  6. Kadiyala, K Rao & Karlsson, Sune, 1997. "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 99-132, March-Apr. [Downloadable!]

  7. Edlund, Per-Olov & Karlsson, Sune, 1993. "Forecasting the Swedish unemployment rate VAR vs. transfer function modelling," International Journal of Forecasting, Elsevier, vol. 9(1), pages 61-76, April. [Downloadable!] (restricted)

Software components

  1. Sune Karlsson, 2008. "NEWSIMPACT: Stata module to compute news impact curve for ARCH models," Statistical Software Components S456925, Boston College Department of Economics. [Downloadable!]

  2. Sune Karlsson, 2008. "ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models," Statistical Software Components S456922, Boston College Department of Economics. [Downloadable!]

  3. Sune Karlsson, 2008. "ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials," Statistical Software Components S456924, Boston College Department of Economics. [Downloadable!]

  4. Sune Karlsson, 2008. "ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series," Statistical Software Components S456923, Boston College Department of Economics. [Downloadable!]

  5. Karlsson, Sune & Barrueco, Jose Manuel, 1997. "remi: Mirror RePEc data," RePEc scripts remi, RePEc Team, revised 11 Nov 2004. [Downloadable!]

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-04-21
  2. NEP-CFN: Corporate Finance (1) 2003-04-13
  3. NEP-CMP: Computational Economics (2) 1998-11-11 2007-11-03
  4. NEP-CNA: China (1) 2007-11-03
  5. NEP-DEV: Development (1) 2007-11-03
  6. NEP-ECM: Econometrics (12) 1999-02-08 1999-03-08 2000-05-22 2001-03-16 2001-03-16 2002-08-29 2004-10-30 2005-10-22 2006-06-17 2007-04-21 2007-11-03 2007-12-01 Author is listed
  7. NEP-ETS: Econometric Time Series (14) 1998-11-05 1999-02-08 1999-03-08 2000-05-22 2002-07-04 2002-08-29 2003-04-13 2004-10-30 2005-10-22 2005-12-09 2006-06-17 2007-04-21 2007-12-01 2008-02-09 Author is listed
  8. NEP-FIN: Finance (1) 2003-04-13
  9. NEP-FMK: Financial Markets (1) 2003-04-13
  10. NEP-FOR: Forecasting (6) 2005-10-22 2005-12-09 2007-04-21 2007-12-01 2007-12-19 2008-02-09 Author is listed
  11. NEP-ICT: Information & Communication Technologies (1) 2008-02-16
  12. NEP-LAB: Labour Economics (2) 2007-11-03 2007-11-03
  13. NEP-RMG: Risk Management (1) 2003-04-13
  14. NEP-TRA: Transition Economics (1) 2007-11-03
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This page was last updated on 2008-5-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.