Details about Kristian Jönsson

Access statistics for papers by Kristian Jönsson.

Last updated 2023-02-20. Update your information in the RePEc Author Service.

Short-id: pjn1

Working Papers

2010

1. In Search of a Method for Measuring the Output Gap of the Swedish Economy
   Working Papers, National Institute of Economic Research View citations (6)

2009

2. Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated
   Working Papers, Lund University, Department of Economics View citations (1)
   See also Journal Article Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (2) (2011)

2006

3. Finite-Sample Stability of the KPSS Test
   Working Papers, Lund University, Department of Economics View citations (2)

2005

4. Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
   Working Papers, Lund University, Department of Economics View citations (1)

2004

5. Effective Consumption and Non-Keynesian Effects of Fiscal Policy
   Working Papers, Lund University, Department of Economics
6. Fiscal Policy Regimes and Household Consumption
   Working Papers, Lund University, Department of Economics View citations (4)
7. Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated
   Working Papers, Lund University, Department of Economics View citations (4)

2003

8. Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test
   Working Papers, Lund University, Department of Economics
   See also Journal Article Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) View citations (26) (2005)
9. Public debt and the effects of government expenditure on private consumption - A Kalman filter analysis of the Swedish experience 1970-1997
   Working Papers, Lund University, Department of Economics

Journal Articles

2020

1. Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters
   Journal of Business Cycle Research, 2020, 16, (2), 151-162 View citations (3)
2. Machine Learning and Nowcasts of Swedish GDP
   Journal of Business Cycle Research, 2020, 16, (2), 123-134 View citations (2)
3. Real-time US GDP gap properties using Hamilton’s regression-based filter
   Empirical Economics, 2020, 59, (1), 307-314 View citations (5)

2018

4. Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter
   Economics Bulletin, 2018, 38, (1), 623-628

2017

5. Restricted Hodrick–Prescott filtering in a state-space framework
   Empirical Economics, 2017, 53, (3), 1243-1251 View citations (1)

2011

6. A robust test for multivariate normality
   Economics Letters, 2011, 113, (2), 199-201 View citations (5)
7. Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated
   Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 669-690 View citations (2)
   See also Working Paper Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated, Working Papers (2009) View citations (1) (2009)

2010

8. Trend extraction with a judgement-augmented hodrick–prescott filter
   Empirical Economics, 2010, 39, (3), 703-711 View citations (1)

2009

9. Time-specific disturbances in a panel stationarity test
   Applied Economics, 2009, 43, (7), 845-853

2008

10. Choosing Between Panel Data Stationarity Tests
    Economics Bulletin, 2008, 3, (25), 1-8
11. The accuracy of normal approximation in a heterogeneous panel data unit root test
    Statistical Papers, 2008, 49, (3), 565-579 View citations (1)

2007

12. Fiscal Policy Regimes and Household Consumption1
    Journal of Public Policy, 2007, 27, (2), 183-214

2006

13. Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test
    Applied Economics, 2006, 38, (11), 1309-1317

2005

14. Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test
    Applied Economics Letters, 2005, 12, (14), 899-905 View citations (32)
15. Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test
    Oxford Bulletin of Economics and Statistics, 2005, 67, (3), 369-392 View citations (26)
    See also Working Paper Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test, Working Papers (2003) (2003)