5
H index
2
i10 index
97
Citations
Sveriges Riksbank | 5 H index 2 i10 index 97 Citations RESEARCH PRODUCTION: 18 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kristian Jönsson. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Empirical Economics | 4 |
| Journal of Business Cycle Research | 3 |
| Oxford Bulletin of Economics and Statistics | 2 |
| Economics Bulletin | 2 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Lund University, Department of Economics | 8 |
| Year | Title of citing document |
|---|---|
| 2025 | Trend-cycle decomposition in the presence of large shocks. (2025). Wong, Benjamin ; Morley, James ; Kamber, Gne. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000326. Full description at Econpapers || Download paper |
| 2024 | Investigating the Relationship and Impact of Environmental Governance, Green Goods, Non-Green Goods and Eco-Innovation on Material Footprint and Renewable Energy in the BRICS Group. (2024). Ganda, Fortune. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1602-:d:1338876. Full description at Econpapers || Download paper |
| 2024 | Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea. (2024). Chang, Yoosoon ; Kim, Yong-Gun ; Park, Joon Y ; Kwak, Boreum. In: CAEPR Working Papers. RePEc:inu:caeprp:2024005. Full description at Econpapers || Download paper |
| 2024 | On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles. (2024). Siemers, Lars-Hinrich ; Lars-H. R. Siemers, . In: MAGKS Papers on Economics. RePEc:mar:magkse:202421. Full description at Econpapers || Download paper |
| 2024 | Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94. Full description at Econpapers || Download paper |
| 2025 | Nowcasting GDP using machine learning methods. (2025). de Winter, Jasper ; Pick, Andreas ; Kant, Dennis. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00515-0. Full description at Econpapers || Download paper |
| 2024 | Health care policy uncertainty and state-level employment. (2024). Witvorapong, Nopphol ; Jack, Chak Hung. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02532-5. Full description at Econpapers || Download paper |
| 2024 | On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles. (2024). Siemers, Lars-Hinrich ; Lars-H. R. Siemers, . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00107-0. Full description at Econpapers || Download paper |
| 2024 | The boosted Hodrick‐Prescott filter is more general than you might think. (2024). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 26 |
| 2003 | Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2011 | Testing Stationarity in Small‐ and Medium‐Sized Samples when Disturbances are Serially Correlated In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated.(2009) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Fiscal Policy Regimes and Household Consumption1 In: Journal of Public Policy. [Full Text][Citation analysis] | article | 0 |
| 2008 | Choosing Between Panel Data Stationarity Tests In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2018 | Extending the state-space representation of the judgement-augmented Hodrick-Prescott filter In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | A robust test for multivariate normality In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2003 | Public debt and the effects of government expenditure on private consumption - A Kalman filter analysis of the Swedish experience 1970-1997 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Fiscal Policy Regimes and Household Consumption In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Effective Consumption and Non-Keynesian Effects of Fiscal Policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Finite-Sample Stability of the KPSS Test In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | In Search of a Method for Measuring the Output Gap of the Swedish Economy In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Trend extraction with a judgement-augmented hodrick–prescott filter In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Restricted Hodrick–Prescott filtering in a state-space framework In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Real-time US GDP gap properties using Hamilton’s regression-based filter In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 2025 | Comparing real-time uncertainty of the Hodrick-Prescott and Hamilton trend/cycle decompositions In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters In: Journal of Business Cycle Research. [Full Text][Citation analysis] | article | 5 |
| 2020 | Machine Learning and Nowcasts of Swedish GDP In: Journal of Business Cycle Research. [Full Text][Citation analysis] | article | 2 |
| 2024 | Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions In: Journal of Business Cycle Research. [Full Text][Citation analysis] | article | 1 |
| 2024 | Neighbor Weighting and Distance Metrics in Nearest Neighbor Nowcasting of Swedish GDP In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2008 | The accuracy of normal approximation in a heterogeneous panel data unit root test In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
| 2005 | Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 33 |
| 2006 | Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Time-specific disturbances in a panel stationarity test In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team