Kristian Jönsson

CV

Download the CV of Kristian Jönsson

---

Education

Associate Professor (Docent), Economics, 2013, Lund University

Ph.D., Economics, 2005, Lund University

Licentiate, Economics, 2004, Lund University

M.Sc., Economics, Macroeconomics, 2003, Lund University

B.Sc., Business administration, Accounting, 2003, Lund University

---

Publications in refereed journals

Bootstrap Aggregation Accuracy Gains in Nearest-Neighbor Nowcasting of Swedish Gross Domestic Product, 2021, Applied AI Letters, Vol. 2, Issue 2.

Machine Learning and Nowcasts of Swedish GDP, Journal of Business Cycle Research, 2020, Vol. 16, No. 2, pp. 123-134.

Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters, Journal of Business Cycle Research, 2020, Vol. 16, No. 2, pp. 151-162.

Real-time US GDP gap properties using Hamilton’s regression-based filter, Empirical Economics, 2018, Vol. 59, No. 1, pp. 307-314.

Restricted Hodrick–Prescott Filtering in a State-Space Framework, Empirical Economics, 2017, Vol. 53, Issue 3, pp. 1243-1251.

A Robust Test for Multivariate Normality, Economics Letters, 2011, Vol 113, Issue 2, pp. 199-201.

Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated, Oxford Bulletin of Economics and Statistics, 2011, Vol 73, Issue 5, pp. 669-690.

Time-Specific Disturbances in a Panel Stationarity Test, Applied Economics, 2011, Vol. 43, No. 7, pp. 845-853.

Trend Extraction with a Judgement-Augmented Hodrick-Prescott Filter, Empirical Economics, 2010, Vol. 39, No. 3, pp. 703-711.

Choosing Between Panel Data Stationarity Tests, Economics Bulletin, 2008, Vol. 3, No. 25 pp. 1-8.

The Accuracy of Normal Approximation in a Heterogeneous Panel Data Unit Root Test, Statistical Papers, 2008, Vol. 49, No. 3, pp. 565-579.

Finite-Sample Distribution of a Recursively Mean-Adjusted Panel Data Unit Root Test, Journal of Statistical Computation and Simulation, 2007, Vol 77, Issue 4, pp. 293-303.

Fiscal Policy Regimes and Household Consumption, Journal of Public Policy, 2007, Vol 27, pp. 183214.

Time-Specific Disturbances and Cross-Sectional Dependency in a Small-Sample Heterogeneous Panel Data Unit Root Test, Applied Economics, 2006, Vol 38, pp. 1309-1317.

Using Panel Data to Increase the Power of Modified Unit Root Tests in the Presence of Structural Breaks, Applied Mathematics and Computation, 2005, Vol 171, pp. 832-842.

Cross-Sectional and Serial Correlation in a Small-Sample Homogeneous Panel Data Unit Root Test. Applied Economics Letters, 2005, Vol 12, pp. 899-905.

Cross-Sectional Dependency and Size Distortion in a Small-Sample Homogeneous Panel Data Unit Root Test. Oxford Bulletin of Economics and Statistics, 2005, Vol 67, nr 3, pp. 369-392.

---

Other publications

Working papers

In Search of a Method for Measuring the Output Gap of the Swedish Economy, 2010, Working Paper 115, National Institute of Economic Research, joint with Göran Hjelm.

Finite-Sample Stability of the KPSS Test. Working Paper 2006:23, Lund University.

Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results. Working Paper 2005:16, Lund University.

Effective Consumption and Non-Keynesian Effects of Fiscal Policy. Working Paper 2004:26, Lund University.

Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated. Working Paper 2004:17, Lund University.

Public Debt and the Effects of Government Expenditure on Private Consumption – A Kalman Filter Analysis of the Swedish Experience 1970-1997, joint with Martin W. Johansson. Working Paper 2003:3, Lunds universitet.

Other

Cyber risks and Financial Stability, Staff memo, Sveriges riksbank, 2023-06-01, joint with Joacim Häggmark, Ulrika Nilsson and Johanna Stenkula von Rosen.

Identifying systemically-important banks in Sweden – what can quantitative indicators show us?, Sveriges Riksbank Economic Review, 2013:2, joint with Elias Bengtsson and Ulf Holmberg.

Cobweb charts as a tool for summarising the stability assessment, Economic Commentary, nr 5 2012, joint with Caroline Leung.

A systemic risk indicator for the Swedish banking system, Economic Commentary, nr 7 2011.

Household indebtedness – consequences for the banks’ credit losses and financial stability, in the Riksbank’s commission of inquiry into risks on the Swedish housing market, 2011, joint with Anders Nordberg and Maria Wallin Fredholm.

A fall in house prices - consequences for  financial stability, in the Riksbank’s commission of inquiry into risks on the Swedish housing market, 2011, joint with Hannes Janzén and Anders Nordberg.