Psalms 118:26a declares, "Blessed is He who comes in the name of Jehovah." This indicates that Christ will come in the name of God, in the name of Jehovah. In fact, He will come two times in the name of Jehovah.
The first time is mentioned in Matthew 21:5-11. That was the time when Christ was warmly welcomed by the people in Jerusalem who said, "Blessed is He who comes in the name of the Lord!" (v. 9).
After Christ came in the name of Jehovah the first time, He was rejected by the Jews, and today they still will not welcome Him. However, when He comes back, the Jews will give Him a warm welcome and say, "Blessed is He who comes in the name of the Lord" (Matt. 23:39).
The Lord Jesus quoted Psalm 118 in Matthew 21:42 and in 23:39, each time applying the words of the psalm to Himself and thereby interpreting them. Without His interpretation, we could not understand that the cornerstone in Psalm 118:22 refers to Christ and that the word in verse 26 about "He who comes in the name of Jehovah" also refers to Christ.
Finally, Psalm 118:26b says, "We bless you from the house of Jehovah." Here we have the psalmists blessing Israel with all the nations from the praising house of Jehovah.