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	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
Journal Article	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

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Statistics updated 2020-09-04