Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:

    ORCID: 0000-0001-8516-161X

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    1. Published

      Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing1

      Bec, F., Nielsen, Heino Bohn & Saïdi, S., Dec 2021, In: Oxford Bulletin of Economics and Statistics. 82, 6, p. 1413-1428 16 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    2. Published

      Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

      Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263

      Research output: Contribution to journal › Journal article › Research › peer-review

    3. Published

      Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2015, In: Econometrica. 83, 2, p. 813-831

      Research output: Contribution to journal › Journal article › Research › peer-review

    4. Published

      An Introduction to Bootstrap Theory in Time Series Econometrics

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (eds.). Oxford University Press

      Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

    5. Published

      An Introduction to Bootstrap Theory in Time Series Econometrics

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 May 2020, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-02).

      Research output: Working paper › Research

    6. Published

      Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, In: Journal of Business and Economic Statistics. 38, 1, p. 55-67

      Research output: Contribution to journal › Journal article › Research › peer-review

    7. Published

      Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

      Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 Dec 2018, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-10).

      Research output: Working paper › Research

    8. Published

      On the consistency of bootstrap testing for a parameter on the boundary of the parameter space

      Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 513–534

      Research output: Contribution to journal › Journal article › Research › peer-review

    9. Published

      US Monetary Police 1988-2004: An Empirical Analysis

      Christensen, A. M. & Nielsen, Heino Bohn, 2005, Cph.: Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    10. Published

      Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion

      Christensen, A. M. & Nielsen, Heino Bohn, 2009, In: Oxford Bulletin of Economics and Statistics. 71, 1, p. 69-89 22 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    11. Published

      Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

      Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.

      Research output: Working paper › Research

    12. Published

      Analyzing I(2) Systems by Transformed Vector Autoregressions

      Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    13. Published

      Analysing I(2) systems by transformed vector autoregressions

      Kongsted, H. C. & Nielsen, Heino Bohn, 2004, In: Oxford Bulletin of Economics and Statistics. 66, 3, p. 379-397

      Research output: Contribution to journal › Journal article › Research › peer-review

    14. Published

      An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 p.

      Research output: Working paper › Research

    15. Published

      An I(2) cointegration model with piecewise linear trends

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2011, In: Econometrics Journal. 14, 2, p. 131-155 25 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    16. Published

      Properties of Estimated Characteristic Roots

      Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.

      Research output: Working paper › Research

    17. Published

      Cointegration analysis in the presence of outliers

      Nielsen, Heino Bohn, 2004, In: Econometrics Journal. 7, 1, p. 249-271

      Research output: Contribution to journal › Journal article › Research › peer-review

    18. Published

      UK Money Demand 1873-2001:  a Cointegrated VAR Analysis with Additive Data Corrections

      Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    19. Published

      Comment on "The long-run determinants of UK wages, 1860-2004"

      Nielsen, Heino Bohn, 2009, In: Journal of Macroeconomics. 31, 1, p. 29-34 6 p.

      Research output: Contribution to journal › Comment/debate › Research

    20. Published

      Robust Estimation of the Expected Inflation

      Nielsen, Heino Bohn & Knudsen, D., 2002, Danmarks Nationalbank, 18 p.

      Research output: Working paper › Research

    21. Published

      An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

      Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    22. Published

      Unit Root Vector Autoregression with Volatility induced Stationarity

      Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In: Journal of Empirical Finance. 29, p. 144-167

      Research output: Contribution to journal › Journal article › Research › peer-review

    23. Accepted/In press

      Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

      Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics.

      Research output: Contribution to journal › Journal article › Research › peer-review

    24. Published

      Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices

      Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 p.

      Research output: Working paper › Research

    25. Published

      Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

      Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 p.

      Research output: Working paper › Research

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