| NUMERICAL METHODS FOR ESTIMATION AND INFERENCE IN BAYESIAN VAR‐MODELS K Kadiyala, S Karlsson Journal of Applied Econometrics 12 (2), 99-132, 1997 | 814 | 1997 |
| Forecasting with Bayesian vector autoregression S Karlsson Handbook of Economic Forecasting 2, 791-897, 2013 | 314 | 2013 |
| On the power and interpretation of panel unit root tests S Karlsson, M Löthgren Economics Letters 66 (3), 249-255, 2000 | 301 | 2000 |
| Foreign firms and Chinese employment S Karlsson, N Lundin, F Sjöholm, P He The World Economy 32 (1), 178-201, 2009 | 195* | 2009 |
| Forecast combination and model averaging using predictive measures J Eklund, S Karlsson Econometric Reviews 26 (2-4), 329-363, 2007 | 179 | 2007 |
| Finding good predictors for inflation: A Bayesian model averaging approach T Jacobson, S Karlsson Journal of Forecasting 23 (7), 479-496, 2004 | 96 | 2004 |
| Forecasting with generalized bayesian vector auto regressions K Rao Kadiyala, S Karlsson Journal of Forecasting 12 (3‐4), 365-378, 1993 | 91 | 1993 |
| Bayesian forecast combination for VAR models MK Andersson, S Karlsson Bayesian econometrics 23, 501-524, 2008 | 86 | 2008 |
| Forecasting the Swedish unemployment rate VAR vs. transfer function modelling PO Edlund, S Karlsson International Journal of Forecasting 9 (1), 61-76, 1993 | 53 | 1993 |
| Lag-length selection in VAR-models using equal and unequal lag-length procedures M Gredenhoff, S Karlsson Computational Statistics 14, 171-187, 1999 | 51 | 1999 |
| Testing and correcting for sample selection bias in discrete choice contingent valuation studies J Eklöf, S Karlsson Working Paper Series in Economics and Finance, 1997 | 39 | 1997 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects S Karlsson, J Skoglund Empirical Economics 29 (1), 79-88, 2004 | 28* | 2004 |
| Vector autoregression models with skewness and heavy tails S Karlsson, S Mazur, H Nguyen Journal of Economic Dynamics and Control 146, 104580, 2023 | 27 | 2023 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach J Ericsson, S Karlsson On-line. Internet. http://swopec. hhs. se/hastef/papers/hastef0524. pdf …, 2003 | 23 | 2003 |
| Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions S Karlsson, P Österholm The Scandinavian Journal of Economics 125 (1), 287-314, 2023 | 22* | 2023 |
| A note on the stability of the Swedish Phillips curve S Karlsson, P Österholm Empirical Economics 59 (6), 2573-2612, 2020 | 21 | 2020 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics. presented at the Third ICCC S Karlsson, T Krichel IFIP Conference on Electronic Publishing in Ronneby, May, 10-12, 1999 | 21* | 1999 |
| Polymorphisms in the CLDN1 and CLDN7 genes are related to differentiation and tumor stage in colon carcinoma V Hahn‐Strömberg, S Askari, R Befekadu, P Matthiessen, S Karlsson, ... Apmis 122 (7), 636-642, 2014 | 20 | 2014 |
| A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States S Karlsson, P Österholm Economics Letters 197, 109622, 2020 | 19 | 2020 |
| The relation between the corporate bond-yield spread and the real economy: Stable or time-varying? S Karlsson, P Österholm Economics Letters 186, 108883, 2020 | 17 | 2020 |
Pär ÖsterholmProfessor of economics, Örebro UniversityVerifierad e-postadress på oru.se
