Sune Karlsson
Personal Details
First Name: Sune
Middle Name:
Last Name: Karlsson
Suffix:
RePEc Short-ID: pka1
Email:
Homepage:
http://www.oru.se/hh/sune_karlsson
Postal Address:
Phone:
Affiliation
- Handelshögskolan
Örebro Universitet
Location: Örebro, Sweden
Homepage: http://www.oru.se/Institutioner/Handelshogskolan-vid-Orebro-universitet/
Email:
Phone: 019-30 30 00
Fax: 019-33 25 46
Postal: 701 82 Örebro
Handle: RePEc:edi:ieoruse (more details at EDIRC)
Lists
This author is editor of the following NEP reports, which disseminate new research in a particular field: This author is featured on the following reading lists, publication compilations or Wikipedia entries:Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Karlsson, Sune & Lundin, Nannan & Sjöholm, Fredrik & He, Ping, 2007. "FDI and Job Creation in China," Working Paper Series 723, Research Institute of Industrial Economics.
- Eklund, Jana & Karlsson, Sune, 2007.
"An Embarrassment of Riches: Forecasting Using Large Panels,"
Working Papers
2007:1, Örebro University, Swedish Business School.
- Jana Eklund & Sune Karlsson, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Economics wp34, Department of Economics, Central bank of Iceland.
- Eklund, Jana & Karlsson, Sune, 2007.
"Computational Efficiency in Bayesian Model and Variable Selection,"
Working Papers
2007:4, Örebro University, Swedish Business School.
- Jana Eklund & Sune Karlsson, 2007. "Computational Efficiency in Bayesian Model and Variable Selection," Economics wp35, Department of Economics, Central bank of Iceland.
- Andersson, Michael K & Karlsson, Sune, 2007.
"Bayesian forecast combination for VAR models,"
Working Paper Series
216, Sveriges Riksbank (Central Bank of Sweden).
- Andersson, Michael K & Karlsson, Sune, 2007. "Bayesian Forecast Combination for VAR Models," Working Papers 2007:13, Örebro University, Swedish Business School.
- 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.
- Brigitta Hultblad & Sune Karlsson, 2008. "Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 12(3), pages 4.
- Eklund, Jana & Karlsson, Sune, 2005.
"Forecast Combination and Model Averaging using Predictive Measures,"
Working Paper Series
191, Sveriges Riksbank (Central Bank of Sweden).
- 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.
- Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
- Mickael Salabasis & Sune Karlsson, 2004. "Seasonality, Cycles and Unit Roots," Econometric Society 2004 Australasian Meetings 268, Econometric Society.
- 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.
- 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.
- 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).
- 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.
- 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.
- 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.
- 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.
- 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.
- Karlsson, Sune & Skoglund, Jimmy, 2000. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Working Paper Series in Economics and Finance 383, Stockholm School of Economics.
- Sune Karlsson & Thomas Krichel, 1999. "RePEc and S-WoPEc: Internet access to electronic preprints in Economics," RePEc and ReDIf documentation lindi, RePEc Team.
- 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.
- 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.
- 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.
- 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.
- Karlsson, Sune & Löthgren, Mickael, 1997.
"Computationally Efficient Double Bootstrap Variance Estimation,"
Working Paper Series in Economics and Finance
151, Stockholm School of Economics.
- Karlsson, Sune & Lothgren, Mickael, 2000. "Computationally efficient double bootstrap variance estimation," Computational Statistics & Data Analysis, Elsevier, vol. 33(3), pages 237-247, May.
- 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.
- Kadiyala, K. Rao & Karlsson, Sune, 1994.
"Numerical Aspects of Bayesian VAR-modeling,"
Working Paper Series in Economics and Finance
12, Stockholm School of Economics.
- 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.
- Kadiyala, K.R. & Karlsson, L.S., 1989. "Forecasting With Bayesian Vector Autoregressions," Purdue University Economics Working Papers 962, Purdue University, Department of Economics.
Articles
- Sune Karlsson & Nannan Lundin & Fredrik Sjöholm & Ping He, 2009. "Foreign Firms and Chinese Employment," The World Economy, Wiley Blackwell, vol. 32(1), pages 178-201, 01.
- Brigitta Hultblad & Sune Karlsson, 2008.
"Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths,"
Studies in Nonlinear Dynamics & Econometrics,
Berkeley Electronic Press, vol. 12(3), pages 4.
- 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.
- 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.
- Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging Using Predictive Measures," CEPR Discussion Papers 5268, C.E.P.R. Discussion Papers.
- Eklund, Jana & Karlsson, Sune, 2005. "Forecast Combination and Model Averaging using Predictive Measures," Working Paper Series 191, Sveriges Riksbank (Central Bank of Sweden).
- 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.
- 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).
- 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.
- 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.
- Karlsson, Sune & Skoglund, Jimmy, 2000. "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Working Paper Series in Economics and Finance 383, Stockholm School of Economics.
- 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.
- 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.
- Karlsson, Sune & Lothgren, Mickael, 2000.
"Computationally efficient double bootstrap variance estimation,"
Computational Statistics & Data Analysis,
Elsevier, vol. 33(3), pages 237-247, May.
- Karlsson, Sune & Löthgren, Mickael, 1997. "Computationally Efficient Double Bootstrap Variance Estimation," Working Paper Series in Economics and Finance 151, Stockholm School of Economics.
- 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.
- Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," Working Paper Series in Economics and Finance 12, Stockholm School of Economics.
- 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.
Software components
- 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.
- Sune Karlsson, 2008. "NEWSIMPACT: Stata module to compute news impact curve for ARCH models," Statistical Software Components S456925, Boston College Department of Economics.
- Sune Karlsson, 2008. "ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials," Statistical Software Components S456924, Boston College Department of Economics.
- Sune Karlsson, 2008. "ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series," Statistical Software Components S456923, Boston College Department of Economics.
- Karlsson, Sune & Barrueco, Jose Manuel, 1997. "remi: Mirror RePEc data," RePEc scripts remi, RePEc Team, revised 11 Nov 2004.
NEP Fields
18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CBA: Central Banking (1) 2007-04-21
- NEP-CFN: Corporate Finance (1) 2003-04-13
- NEP-CMP: Computational Economics (2) 1998-11-11 2007-11-03
- NEP-CNA: China (1) 2007-11-03
- NEP-DEV: Development (1) 2007-11-03
- 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
- 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
- NEP-FIN: Finance (1) 2003-04-13
- NEP-FMK: Financial Markets (1) 2003-04-13
- 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
- NEP-ICT: Information & Communication Technologies (1) 2008-02-16
- NEP-LAB: Labour Economics (2) 2007-11-03 2007-11-03
- NEP-RMG: Risk Management (1) 2003-04-13
- NEP-TRA: Transition Economics (1) 2007-11-03
Statistics
This author is among the top 5% authors according to these criteria:- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
Most cited item
- Kadiyala, K. Rao & Karlsson, Sune, 1994. "Numerical Aspects of Bayesian VAR-modeling," Working Paper Series in Economics and Finance 12, Stockholm School of Economics.
Most downloaded item (past 12 months)
- 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.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, Sune Karlsson should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to correct references and citations.
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