Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    1. 1996
    2. 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. 791-817

      Research output: Contribution to journalJournal articleResearchpeer-review

    3. 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 paperResearch

    4. 1995
    5. Published

      CATS in RATS: Manual to Cointegration Analysis of Time Series

      Hansen, Henrik & Juselius, Katarina, 1995, Evanston, Illinois: Estima. 91 p.

      Research output: Book/ReportBookEducation

    6. 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. 211-240

      Research output: Contribution to journalJournal articleResearchpeer-review

    7. 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. 257-263

      Research output: Contribution to journalJournal articleResearchpeer-review

    8. 1994
    9. 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 proceedingBook chapterResearch

    10. Published
    11. Published
    12. 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/ReportBookResearch

    13. Published
    14. 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. 7-36

      Research output: Contribution to journalJournal articleResearchpeer-review

    15. 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. 151-179

      Research output: Contribution to journalJournal articleResearchpeer-review

    16. 1993
    17. Published
    18. 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. 193-198

      Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

    19. 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 paperResearch

    20. Published

      VAR modelling and Haavelmo's probability approach to macroeconomic modelling

      Juselius, Katarina, 1993, In: Empirical Economics. 18, 4, p. 595-622

      Research output: Contribution to journalJournal articleResearchpeer-review

    21. 1992
    22. 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. 401-428

      Research output: Contribution to journalJournal articleResearchpeer-review

    23. 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 paperResearch

    24. 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 paperResearch

    25. 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. 249-285

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    26. Published

      Modern Econometrics

      Juselius, Katarina, 1992, In: Nationaløkonomisk tidsskrift. 130, 3, p. 427-450

      Research output: Contribution to journalJournal articleResearchpeer-review

    27. 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. 57-66

      Research output: Contribution to journalJournal articleResearchpeer-review

    28. 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. 211-244

      Research output: Contribution to journalJournal articleResearchpeer-review

    29. 1991
    30. 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. 125-130

      Research output: Contribution to journalLetterResearch

    31. 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 paperResearch

    ID: 10140