Access Statistics for Kristian Jönsson

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	2	568
Effective Consumption and Non-Keynesian Effects of Fiscal Policy	0	0	0	202	0	0	1	688
Finite-Sample Stability of the KPSS Test	0	0	1	187	1	3	10	691
Fiscal Policy Regimes and Household Consumption	0	0	1	222	0	2	3	541
In Search of a Method for Measuring the Output Gap of the Swedish Economy	0	0	0	89	0	0	0	235
Public debt and the effects of government expenditure on private consumption - A Kalman filter analysis of the Swedish experience 1970-1997	0	0	1	475	0	1	3	1,795
Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated	0	0	0	90	0	0	0	377
Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated	0	0	0	269	1	1	2	822
Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results	0	0	0	287	0	0	0	908
Total Working Papers	0	0	3	1,887	2	8	21	6,625

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A robust test for multivariate normality	0	1	1	14	0	2	2	41
Choosing Between Panel Data Stationarity Tests	0	0	0	39	0	1	9	125
Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test	0	0	0	89	0	3	3	745
Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test	0	1	2	105	1	2	5	436
Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters	1	3	11	32	2	6	23	86
Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter	1	2	6	28	1	3	12	76
Fiscal Policy Regimes and Household Consumption1	0	0	0	4	1	1	1	13
Machine Learning and Nowcasts of Swedish GDP	1	4	7	31	1	5	13	86
Real-time US GDP gap properties using Hamilton’s regression-based filter	1	3	6	25	1	5	13	67
Restricted Hodrick–Prescott filtering in a state-space framework	1	3	10	62	1	4	14	128
Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated	0	0	0	13	0	0	0	73
The accuracy of normal approximation in a heterogeneous panel data unit root test	0	0	0	3	0	0	0	27
Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test	0	0	0	28	1	4	6	154
Time-specific disturbances in a panel stationarity test	0	0	0	2	0	0	0	16
Trend extraction with a judgement-augmented hodrick–prescott filter	1	2	3	26	1	2	4	62
Total Journal Articles	6	19	46	501	10	38	105	2,135

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Statistics updated 2025-03-03