Access Statistics for Kristian Jönsson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test 0 0 0 66 0 0 1 554
Effective Consumption and Non-Keynesian Effects of Fiscal Policy 0 0 4 199 1 6 19 667
Finite-Sample Stability of the KPSS Test 0 0 0 181 0 0 3 660
Fiscal Policy Regimes and Household Consumption 0 0 2 213 0 0 4 521
In Search of a Method for Measuring the Output Gap of the Swedish Economy 0 0 3 83 0 2 10 218
Public debt and the effects of government expenditure on private consumption - A Kalman filter analysis of the Swedish experience 1970-1997 0 1 2 467 0 1 6 1,780
Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated 0 0 0 90 1 2 8 375
Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated 0 0 1 269 1 1 6 813
Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results 0 0 0 287 1 1 7 906
Total Working Papers 0 1 12 1,855 4 13 64 6,494


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A robust test for multivariate normality 0 0 1 11 0 0 6 35
Choosing Between Panel Data Stationarity Tests 1 2 3 30 1 2 4 83
Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test 0 0 1 89 0 2 3 739
Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test 0 0 0 101 0 0 0 420
Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter 1 2 2 10 2 3 10 38
Fiscal Policy Regimes and Household Consumption1 0 0 0 1 0 0 0 4
Restricted Hodrick–Prescott filtering in a state-space framework 3 3 8 13 4 5 14 46
Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated 0 0 0 12 0 0 2 65
The accuracy of normal approximation in a heterogeneous panel data unit root test 0 0 0 3 0 0 1 27
Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test 0 0 0 27 0 1 1 139
Time-specific disturbances in a panel stationarity test 0 0 0 1 0 1 2 14
Trend extraction with a judgement-augmented hodrick–prescott filter 1 2 2 18 1 2 2 50
Total Journal Articles 6 9 17 316 8 16 45 1,660


Statistics updated 2020-09-04