Kristian Jönsson

发表

Cross-Sectional Dependency and Size Distortion in a Small-Sample Homogeneous Panel Data Unit Root Test

Kristian Jönsson, Kristian Jönsson, 2005 .

Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test

Kristian Jönsson, 2006 .

A Real Options Approach to Nuclear Waste Disposal in Sweden

Kristian Jönsson, J. Söderkvist, 2004 .

In Search of a Method for Measuring the Output Gap of the Swedish Economy

Kristian Jönsson, Göran Hjelm, 2010 .

Fiscal Policy Regimes and Household Consumption1

Kristian Jönsson, 2007, Journal of Public Policy.

Trade Deficits in the Baltic States: How Long Will the Party Last?

Rudolfs Bems, Kristian Jönsson, 2006 .

Effective Consumption and Non-Keynesian Effects of Fiscal Policy

Kristian Jönsson, 2004 .

Public debt and the effects of government expenditure on private consumption - A Kalman filter analysis of the Swedish experience 1970-1997

M. Johansson, Kristian Jönsson, 2003 .

Time-specific disturbances in a panel stationarity test

Kristian Jönsson, 2011 .

The accuracy of normal approximation in a heterogeneous panel data unit root test

Kristian Jönsson, 2008 .

Cross-sectional and serial correlation in a small-sample homogeneous panel data unit root test

Kristian Jönsson, 2005 .

Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results

Kristian Jönsson, 2005 .

Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated

Kristian Jönsson, 2004 .

Real Exchange Rate and Consumption Fluctuations following Trade Liberalization

Kristian Jönsson, 2005 .

Macroeconomic aspects of capital flows to small open economies in transition

Kristian Jönsson, 2004 .

Choosing Between Panel Data Stationarity Tests

Kristian Jönsson, 2008 .

Finite-Sample Stability of the KPSS Test

Kristian Jönsson, 2006 .

Financial Crisis in Emerging Markets and the Optimal Bailout Policy

Rudolfs Bems, Kristian Jönsson, 2002 .

Machine Learning and Nowcasts of Swedish GDP

Kristian Jönsson, Kristian Jönsson, 2020, Journal of Business Cycle Research.

Using panel data to increase the power of modified unit root tests in the presence of structural breaks

Kristian Jönsson, Kristian Jönsson, 2005, Appl. Math. Comput..

A robust test for multivariate normality

Kristian Jönsson, 2011 .

Bootstrap aggregation accuracy gains in nearest‐neighbor nowcasting of Swedish gross domestic product

Kristian Jönsson, 2021 .