Katarina Juselius
Professor emeritus, Professor, emeritus
- 1996
- Published
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
- Published
An Empirical Analysis of the Changing Role of the German Bundesbank after 1983
Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 30 p.Research output: Working paper › Research
- 1995
- Published
CATS in RATS: Manual to Cointegration Analysis of Time Series
Hansen, Henrik & Juselius, Katarina, 1995, Evanston, Illinois: Estima. 91 p.Research output: Book/Report › Book › Education
- Published
Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
Juselius, Katarina, 1995, In: Journal of Econometrics. 69, 1, p. 211-240Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Predictable and unpredictable components of the long-run growth in nominal prices
Juselius, Katarina, 1995, In: Mathematics and Computers in Simulation. 39, 3-4, p. 257-263Research output: Contribution to journal › Journal article › Research › peer-review
- 1994
- Published
Domestic and Foreign Effects on Prices in an Open Economy: The Case of Denmark
Juselius, Katarina, 1994, Testing Exogeneity. Ericsson, N. R. & Irons, J. S. (eds.). Oxford, UK: Oxford University Press, p. 161-190 (Advanced Texts in Econometrics).Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. III: Nordic Applications: The Capital and Goods Market and The Monetary Sector
Juselius, Katarina (ed.), 1994, Department of Economics, University of Copenhagen. 312 p.Research output: Book/Report › Book › Research
- Published
Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. IV: Common Trends Analysis & Long-Run Relations in the Nordic Labour Markets
Juselius, Katarina, 1994, Department of Economics, University of Copenhagen. 295 p.Research output: Book/Report › Book › Research
- Published
Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. I: Theoretical Results in the I(1) and the I(2) Model
Juselius, Katarina (ed.), 1994, Department of Economics, University of Copenhagen. 305 p.Research output: Book/Report › Book › Research
- Published
Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. II: Theory with Illustrations & Methodological Questions in Empirical Macroeconomics
Juselius, Katarina (ed.), 1994, Department of Economics, University of Copenhagen. 314 p.Research output: Book/Report › Book › Research
- Published
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
- Published
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
- 1993
- Published
Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? An Example of Likelihood Inference in a Multivariate Time-Series Model
Juselius, Katarina, 1993, Department of Economics, University of Copenhagen, 28 p.Research output: Working paper › Research
- Published
Predictable and unpredictable components of the long-run growth in nominal prices
Juselius, Katarina, 1993, Proceedings of the IMACS/IFAC 2nd International Symposium on Mathematical and Intelligent Models in System Simulation, Brussels, April 12-16, 1993. p. 193-198Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
- Published
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
Juselius, Katarina, 1993, Department of Economics, University of Copenhagen, 29 p.Research output: Working paper › Research
- Published
VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Juselius, Katarina, 1993, In: Empirical Economics. 18, 4, p. 595-622Research output: Contribution to journal › Journal article › Research › peer-review
- 1992
- Published
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
- Published
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model
Johansen, S. & Juselius, Katarina, 1992, Cph.: Department of Economics, University of Copenhagen, 37 p.Research output: Working paper › Research
- Published
Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model
Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, p. 35.Research output: Working paper › Research
- Published
Long-Run Relations in Australian Monetary Data
Hargreaves, C. & Juselius, Katarina, 1992, Macroeconomic Modelling of the Long Run. Hargreaves, C. P. (ed.). London: Edward Elgar Publishing, p. 249-285Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Modern Econometrics
Juselius, Katarina, 1992, In: Nationaløkonomisk tidsskrift. 130, 3, p. 427-450Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On the Empirical Verification of the Purchasing Power Parity and the Uncovered Interest Rate Parity
Juselius, Katarina, 1992, In: Nationaløkonomisk tidsskrift. 130, 1-2, p. 57-66Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK
Johansen, Søren & Juselius, Katarina, 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244Research output: Contribution to journal › Journal article › Research › peer-review
- 1991
- Published
Comment on E.E. Leamer, "A Bayesian Perspective on Inference from Macroeconomic Data"
Juselius, Katarina, 1991, In: Scandinavian Journal of Economics. 93, 2, p. 125-130Research output: Contribution to journal › Letter › Research
- Published
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 › Research
ID: 10140
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3320
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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The Financial Crisis and the Systemic Failure of Academic Economics
Research output: Working paper › Research
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