Sune Karlsson
Sune Karlsson Befattning: Professor Organisation: Handelshögskolan vid Örebro universitetE-post: c3VuZS5rYXJsc3NvbjtvcnUuc2U=
Telefon: 019 301257
Rum: N4016
Om Sune Karlsson
Replication codes and data
http://repec.oru.se/temp/Matlab_hybrid.zip for
- Karlsson & Österholm (2020), A Hybrid Time-Varying Parameter Bayesian VAR Analysis of Okun’s Law in the United States, Economics Letters, 197, 109622
- Karlsson & Österholm (2021), Okuns lag i Sverige – är sambandet stabilt?, Ekonomisk Debatt
- Karlsson & Österholm (2023), Is the US Phillips Curve Stable? Evidence from Bayesian VARs, Scandinavian Journal of Economics
- Berger, Karlsson, Österholm, (2023), A Note of Caution on the Relation between Money Growth and Inflation, Scottish Journal of Political Economy
http://repec.oru.se/temp/Matlab_TVP-SV.zip for
- Karlsson & Österholm (2020), A note on the stability of the Swedish Phillips curve Empirical Economics 59, 2573-2612
- Karlsson & Österholm (2019), "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in Australia", Finance Research Letters, 30, 378-384.
- Karlsson & Österholm (2020), The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or Time-Varying? Economics Letters, 186, Article 108883
Forskningsprojekt
Pågående projekt
- Bayesiansk analys av dynamiska faktormodeller
- Förbättrad ekonomisk politik och prognoser med högfrekventa data
- Model selection and model uncertainty in Econometrics