Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    1. 2001
    2. Published

      Explaining cointegration: part II

      Hendry, D. F. & Juselius, Katarina, 2001, In: Energy Journal. 22, 1, p. 75-120

      Research output: Contribution to journalJournal articleResearchpeer-review

    3. Published

      Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities

      Juselius, Katarina, 2001, Department of Economics, University of Copenhagen, 18 p.

      Research output: Working paperResearch

    4. 2000
    5. Published

      Explaining Cointegration Analysis: Part I

      Hendry, D. & Juselius, Katarina, 2000, In: Energy Journal. 21, 1, p. 1-42

      Research output: Contribution to journalJournal articleResearchpeer-review

    6. Published

      Explaining Cointegration Analysis: Part II

      Hendry, D. F. & Juselius, Katarina, 2000, Department of Economics, University of Copenhagen, 33 p.

      Research output: Working paperResearch

    7. Published

      Interest Rate and Price Linkages Between the USA and Japan: Evidence from the Post-Bretton Woods Period

      Juselius, Katarina & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 38 p.

      Research output: Working paperResearch

    8. Published

      International Parity Relationships between Germany and the United States: A Joint Modelling Approach

      Juselius, Katarina & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 54 p.

      Research output: Working paperResearch

    9. Published

      Models and relations in economics and econometrics (with discussions)

      Juselius, Katarina, 2000, Macroeconomics and the Real World. Vol. 1: Econometric Techniques and Macroeconomics. Backhouse, R. E. & Salanti, A. (eds.). Oxford University Press, p. 167-197

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

    10. 1999
    11. 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

    12. Published
    13. Published

      Køn og bevillinger: en undersøgelse af sammenhængen mellem køn og bevillingspraksis i Statens Samfundsvidenskabelige Forskningsråd i perioden december 1997 - maj 1998

      Henningensen, I., Gundelach, Peter & Juselius, Katarina, 1999, Kbh.: Statens Samfundsvidenskabelige Forskningsråd. 48 p.

      Research output: Book/ReportReportResearch

    14. Published

      Køn og bevillinger

      Henningsen, Inge Biehl, Gundelach, Peter & Juselius, Katarina, 1999, København: Forsknings- og Innovationsstyrelsen. 48 p.

      Research output: Book/ReportReportResearch

    15. Published

      Models and Relations in Economics and Econometrics

      Juselius, Katarina, 1999, Department of Economics, University of Copenhagen, 34 p.

      Research output: Working paperResearch

    16. Published

      Models and relations in economics and econometrics

      Juselius, Katarina, 1999, In: Journal of Economic Methodology. 6, 2, p. 259-290

      Research output: Contribution to journalJournal articleResearchpeer-review

    17. Published

      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. 301-325

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

    18. Published

      The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain

      Juselius, Katarina & Toro, J., 1999, Department of Economics, University of Copenhagen, 40 p.

      Research output: Working paperResearch

    19. 1998
    20. Published

      A structured VAR for Denmark under changing monetary policy

      Juselius, Katarina, 1998, In: Journal of Business and Economic Statistics. 16, 4, p. 400-411

      Research output: Contribution to journalJournal articleResearchpeer-review

    21. Published

      Changing Monetary Transmission Mechanisms with the EU

      Juselius, Katarina, 1998, In: Empirical Economics. 23, 3, p. 455-481

      Research output: Contribution to journalJournal articleResearchpeer-review

    22. 1997
    23. Published

      Changing Monetary Transmission Mechanisms Within the EU

      Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 29 p.

      Research output: Working paperResearch

    24. 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

    25. Published

      Understanding Cointegration

      Juselius, Katarina, 1997, Centre of Excellence: Proceedings from the Copenhagen Cultural City conference, University of Copenhagen. University of Copenhagen, p. 167-188

      Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

    26. 1996
    27. Published

      A Structured VAR under Changing Monetary Policy

      Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 47 p.

      Research output: Working paperResearch

    28. 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

    29. 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

    30. 1995
    31. 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

    32. 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

    ID: 10140