Katarina Juselius
Professor emeritus, Professor, emeritus
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Identification of the long-run and the short-run structure: an application to the ISLM model
Johansen, Søren & Juselius, Katarina, 1994, In: Journal of Econometrics. 63, 1, p. 7-36Research output: Contribution to journal › Journal article › Research › peer-review
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Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.Research output: Working paper
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Maximum likelihood estimation and inference on cointegration: with applications to the demand for money
Johansen, S. & Juselius, Katarina, 2005, General-to-Specific Modelling, Vol I. New York: Edward Elgar Publishing, p. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Søren Johansen and Katarina Juselius: Interview
Johansen, Søren & Juselius, Katarina, 2010, European Economics at a Crossroads. Rosser, Jr., J. B., Holt, R. P. F. & Colander, D. (eds.). Cheltenham, UK: Edward Elgar Publishing, p. 115-131 16 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Communication
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Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money
Johansen, Søren & Juselius, Katarina, 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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Domestic and Foreign Effects on Prices in an Open Economy
Juselius, Katarina, 1991, Department of Economics, University of Copenhagen, 32 p.Research output: Working paper
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The real exchange rate, foreign aid and macroeconomic transmission mechanisms in Tanzania and Ghana
Juselius, Katarina, Reshid, A. A. & Tarp, Finn, 2013, UNU-WIDER, (UNU WIDER Working Paper Series; No. 90).Research output: Working paper
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Fremtiden ligger stadig i markedets hænder
Juselius, Katarina, 20 Sep 2013, In: Information.Research output: Contribution to journal › Contribution to newspaper - Newspaper article › Communication
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International parity relationships between Germany and the United States: a joint modelling approach
Juselius, Katarina & MacDonald, R., 2004, Cph.: Department of Economics, University of Copenhagen, 34 p.Research output: Working paper
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An Empirical Analysis of the Changing Role of the German Bundesbank after 1983
Juselius, Katarina, 1996, In: Oxford Bulletin of Economics and Statistics. 58, 4, p. 791-817Research output: Contribution to journal › Journal article › Research › peer-review
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Recent Developments in Cointegration
Juselius, Katarina, 31 Dec 2017, In: Econometrics. 6, 1, p. 1-5 5 p.Research output: Contribution to journal › Journal article › Research
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Do Prices Move Together in the Long Run? An I(2) Analysis of Six Price Indices
Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 20 p.Research output: Working paper
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Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge
Juselius, Katarina, 7 Jul 2017, In: Econometrics. 5, 3, p. 1-20 20 p.Research output: Contribution to journal › Journal article › Research › peer-review
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European integration and monetary transmission mechanisms: the case of Italy
Juselius, Katarina, 2001, In: Journal of Applied Econometrics. 16, 3, p. 341-358Research output: Contribution to journal › Journal article › Research › peer-review
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Taking a DSGE Model to the Data Meaningfully
Juselius, Katarina & Franchi, M., 2007, In: Economics. 1, 2007-4Research output: Contribution to journal › Journal article › Research › peer-review
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Haavelmo's Probability Approach and the Cointegrated VAR
Juselius, Katarina, 2015, In: Econometric Theory. 31, 2, p. 213-232Research output: Contribution to journal › Journal article › Research › peer-review
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Inflation, Money Growth, and I(2) Analysis
Juselius, Katarina, 2004, Cph.: Department of Economics, University of Copenhagen, 39 p.Research output: Working paper
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Domestic and foreign effects on prices in an open economy: the case of Denmark
Juselius, Katarina, 1992, In: Journal of Policy Modeling. 14, 4, p. 401-428Research output: Contribution to journal › Journal article › Research › peer-review
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Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson
Juselius, Katarina, Mar 2011, In: Cambridge Journal of Economics. 35, 2, p. 423-436 14 p.Research output: Contribution to journal › Journal article › Research › peer-review
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International parity relationships between the USA and Japan
Juselius, Katarina & MacDonald, R., 2004, In: Japan and the World Economy. 16, 1, p. 17-34Research output: Contribution to journal › Journal article › Research › peer-review
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The Greek crisis: a story of self-reinforcing feedback mechanisms
Juselius, Katarina & Dimelis, S., 4 Feb 2019, In: Economics. 13, p. 1-23Research output: Contribution to journal › Journal article › Research › peer-review
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Price Convergence in the Medium and Long Run
Juselius, Katarina, 1999, Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger. Engle, R. F. & White, H. (eds.). Oxford: Oxford University Press, p. 301-325Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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On the duality between long-run relations and common trends in the I(1) versus I(2) model: an application to aggregate money holdings
Juselius, Katarina, 1994, In: Econometric Reviews. 13, 2, p. 151-179Research output: Contribution to journal › Journal article › Research › peer-review
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Searching for a Theory That Fits the Data: A Personal Research Odyssey
Juselius, Katarina, 9 Sep 2018, 37 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-07).Research output: Working paper
ID: 10140
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3586
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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2455
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The Financial Crisis and the Systemic Failure of Academic Economics
Research output: Working paper
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