Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    1. Published

      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 paperResearch

    2. Published
    3. 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

    4. Published

      Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area

      Beyer, A. & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 25 p.

      Research output: Working paperResearch

    5. Published

      Does it matter how to measure aggregates? Monetary transmission mechanisms in the Euro area

      Juselius, Katarina & Beyer, A., 2009, The Methodology and Practice of Econometrics: A Festschrift in Honour of David Hendry. Castle, J. & Shephard, N. (eds.). Oxford: Oxford University Press, p. 365-385 21 p.

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

    6. 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

    7. 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

    8. 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

    9. Published

      Dynamic Modeling and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS

      Gennari, E. & Juselius, Katarina, 1999, Department of Economics, University of Copenhagen, 30 p.

      Research output: Working paperResearch

    10. 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

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