Kristian Jönsson

Some recent additions

• 2026-07-16: Forecast-Augmented Hodrick-Prescott Filtering: Analytical Results and Implications is forthcoming in Economic Modelling.

• 2026-06-04: Forecasting Quarterly GDP Growth Rates Using Machine Learning Methods is forthcoming in Journal of Forecasting.

• 2025-09-13: Comparing Real-Time Uncertainty of the Hodrick-Prescott and Hamilton Trend/Cycle Decompositions has been published in Empirical Economics.

• 2025-06-12: Note on how to call Python ML routines from EViews has been added under AI/ML > ML.

• 2025-05-06: New article forthcoming in Empirical Economics: Comparing Real-Time Uncertainty of the Hodrick-Prescott and Hamilton Trend/Cycle Decompositions.

• 2025-03-06: New working paper at NIER: Forecasting Quarterly GDP Growth Rates Using Machine Learning Methods.

• New Matlab code for API data collection: "Retrieving Data for Forecasting and Modeling" under Macroeconomics

• A new KNN article has been published and is listed under AI/ML: "Nearest Neighbor algorithm for GDP forecasting" under AI/ML > ML

• Retrieval-Augmented Generation for Financial Stability is available: "Financial Stability RAG Query" under AI/ML > AI

• C# code for linear regression analysis has been added: "Linear regression model" under Code > C#