Sune Karlsson

Articles in journals

• Berger, H. , Karlsson, S. & Österholm, P. (2023). A note of caution on the relation between money growth and inflation. Scottish Journal of Political Economy, 70 (5), 479-496.
• Karlsson, S. & Österholm, P. (2023). Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. Scandinavian Journal of Economics, 125 (1), 287-314.
• Karlsson, S. , Kiss, T. , Nguyen, H. & Österholm, P. (2023). Svensk ekonomi är inte normal (och oberoende) – fakta om makroekonomiska variablers tidsserieegenskaper. Ekonomisk Debatt, 51 (1), 42-54.
• Karlsson, S. , Mazur, S. & Nguyen, H. (2023). Vector autoregression models with skewness and heavy tails. Journal of Economic Dynamics and Control, 146.
• Karlsson, S. & Österholm, P. (2021). Okuns lag i Sverige – är sambandet stabilt?. Ekonomisk Debatt, 49 (8), 39-47.
• Karlsson, S. , Mazur, S. & Muhinyuza, S. (2021). Statistical inference for the tangency portfolio in high dimension. Statistics, 55 (3), 532-560.
• Karlsson, S. & Österholm, P. (2020). A Hybrid Time-Varying Parameter Bayesian VAR Analysis of Okun’s Law in the United States. Economics Letters, 197.
• Karlsson, S. & Österholm, P. (2020). A Note on the Stability of the Swedish Phillips Curve. Empirical Economics, 59 (6), 2573-2612.
• Karlsson, S. & Österholm, P. (2020). Sambandet mellan arbetslöshet och inflation i Sverige. Ekonomisk Debatt, 48 (1), 7-19.
• Karlsson, S. & Österholm, P. (2020). The relation between the corporate bond-yield spread and the realeconomy: Stable or time-varying?. Economics Letters, 186.
• Karlsson, S. & Österholm, P. (2020). Visst påverkar utlandet svensk inflation – kommentar till Andersson och Jonung. Ekonomisk Debatt, 48 (5), 87-91.
• Andrén, D. , Clark, A. , D’Ambrosio, C. , Karlsson, S. & Pettersson, N. (2019). Nya sätt att mäta välbefinnande? En analys av subjektiva och objektiva mått. Ekonomisk Debatt, 1, 44-51.
• Karlsson, S. & Österholm, P. (2019). Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in Australia. Finance Research Letters, 30, 378-384.
• Karlsson, S. (2017). Corrigendum to “Bayesian reduced rank regression in econometrics” [J. Econometrics 75 (1996) 121–146]. Journal of Econometrics, 201 (1), 170-171.
• Hahn-Strömberg, V. , Askari, S. , Befekadu, R. , Matthiessen, P. , Karlsson, S. & Nilsson, T. K. (2014). Polymorphisms in the CLDN1 and CLDN7 genes are related to differentiation and tumor stage in colon carcinoma. Acta Pathologica, Microbiologica et Immunologica Scandinavica (APMIS), 122 (7), 636-642.
• Karlsson, S. , Lundin, N. , Sjöholm, F. & Ping, H. (2009). Foreign Firms and Chinese Employment. The World Economy, 32 (1), 178-201.
• Hultblad, B. & Karlsson, S. (2008). Bayesian simultaneous determination of structural breaks and lag lengths. Studies in Nonlinear Dynamics and Econometrics, 12 (3).
• Eklund, J. & Karlsson, S. (2007). Forecast combination and model averaging using predictive measures. Econometric Reviews, 26 (2-4), 329-363.
• Jacobson, T. & Karlsson, S. (2004). Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach. Journal of Forecasting, 23 (7), 479-496.
• Karlsson, S. & Skoglund, J. (2004). Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects. Empirical Economics, 29 (1), 79-88.
• Andersson, M. K. & Karlsson, S. (2001). Bootstrapping Error Component Models. Computational statistics (Zeitschrift), 16 (2), 221-231.
• Karlsson, S. & Löthgren, M. (2000). Computationally efficient double bootstrap variance estimation. Computational Statistics & Data Analysis, 33 (3), 237-247.
• Karlsson, S. & Löthgren, M. (2000). On the power and interpretation of panel unit root tests. Economics Letters, 66 (3), 249-255.
• Gredenhoff, M. & Karlsson, S. (1999). Lag-length selection in VAR-models using equal and unequal lag-length procedures. Computational statistics (Zeitschrift), 14 (2), 171-187.
• Kadiyala, K. R. & Karlsson, S. (1997). Numerical Methods for Estimation and Inference in Bayesian VAR-models. Journal of applied econometrics (Chichester, England), 12 (2), 99-132.
• Edlund, P. & Karlsson, S. (1993). Forecasting the Swedish unemployment rate. VAR vs. transfer function modelling. International Journal of Forecasting, 9 (1), 61-76.
• Kadiyala, K. R. & Karlsson, S. (1993). Forecasting with Generalized Bayesian Vector Autoregressions. Journal of Forecasting, 12 (3-4), 365-378.

Chapters in books

• Karlsson, S. (2013). Forecasting with Bayesian Vector Autoregression. In: Graham Elliott, Allan Timmermann, Handbook of Economic Forecasting, Volume 2 (pp. 791-897). . Elsevier.
• Andersson, M. K. & Karlsson, S. (2008). Bayesian forecast combination for VAR models. In: Siddhartha Chib, William Griffiths, Gary Koop, Dek Terrell, Bayesian Econometrics (pp. 501-524). Bingley: Emerald.

Conference papers

• Karlsson, S. & Mazur, S. (2023). Flexible Fat-tailed Vector Autoregression.  Paper presented at 9th Annual Conference of the International Association for Applied Econometrics (IAAE 2023), Oslo, Norway, June 27–30, 2023.
• Karlsson, S. & Mazur, S. (2021). Flexible Fat-tailed Vector Autoregression.  Paper presented at The 28th Nordic Conference in Mathematical Statistics (NORDSTAT 2021), Tromsø, Norway, June 21-24, 2021.
• Karlsson, S. & Mazur, S. (2020). Flexible, Fat-tailed Vector Autoregression.  Paper presented at 12th World Congress of the Econometric Society (ESWC 2020), Bocconi University, Milano, Italy (Virtual Congress), August 17-21, 2020.
• Karlsson, S. & Mazur, S. (2019). Flexible Fat-tailed BVARs.  Paper presented at 10th European Seminar on Bayesian Econometrics, St Andrews, Scotland, September 2-3, 2019.
• Andrén, D. , Clark, A. , D'Ambrassio, C. & Karlsson, S. (2016). From birth to adulthood: What are the consequences for a woman in her forties?.  Paper presented at Subjective well-being over the life course: evidence and policy implications, London School of Economics and Political Science, London, UK, December 12-13, 2016.

Reports

• Karlsson, S. & Mazur, S. (2020). Flexible Fat-tailed Vector Autoregression.. Örebro University, School of Business (Working Papers, School of Business 5).
• Karlsson, S. & Österholm, P. (2018). Is the US Phillips Curve Stable? Evidence from Bayesian VARs.. (Working Papers, School of Business 2018:5).
• Andrén, D. , Clark, A. E. , D’Ambrosio, C. , Karlsson, S. & Pettersson, N. (2018). New ways to measure well-being?: A first joint analysis of subjective and objective measures. Örebro: Örebro University, School of Business (Working Papers, School of Business 2018:13).
• Andrén, D. , Clark, A. , D'Ambrosio, C. , Karlsson, S. & Pettersson, N. (2017). Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data. Örebro: Örebro universitet (Working Papers, School of Business 2017: 8).
• Karlsson, S. (2012). Conditional posteriors for the reduced rank regression model. Örrbro: Örebro University (Working Papers, School of Business 11/2012).