Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


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    1 - 126 out of 126Page size: 500
    1. 2022
    2. Published

      A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations

      Juselius, Katarina, 2022, In: Econometrics. 10, 2, 16 p.

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

    3. 2021
    4. Published

      Disequilibrium macroeconometrics

      Juselius, Katarina, Apr 2021, In: Industrial and Corporate Change. 30, 2, p. 357-376

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

    5. 2019
    6. Published

      The Greek crisis: a story of self-reinforcing feedback mechanisms

      Juselius, Katarina & Dimelis, S., 4 Feb 2019, In: Economics. 13, p. 1-23

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

    7. 2018
    8. Published

      Searching for a Theory That Fits the Data: A Personal Research Odyssey

      Juselius, Katarina, 9 Sep 2018, 37 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-07).

      Research output: Working paper › Research

    9. Published

      The Greek Crisis: A Story of Self-Reinforcing Feedback Mechanisms

      Juselius, Katarina & Dimelis, S., 9 Sep 2018, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-06).

      Research output: Working paper › Research

    10. Published

      Recent Developments in Cointegration

      Juselius, Katarina (ed.), Jun 2018, Basel, Switzerland: MDPI. 210 p.

      Research output: Book/Report › Book › Research

    11. Published

      Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market

      Juselius, Katarina & Stillwagon, J. R., 1 May 2018, In: Journal of International Money and Finance. 83, p. 93-105

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

    12. Published

      The Cointegrated VAR Methodology

      Juselius, Katarina, May 2018, Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, p. 1-26

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

    13. 2017
    14. Published

      Recent Developments in Cointegration

      Juselius, Katarina, 31 Dec 2017, In: Econometrics. 6, 1, p. 1-5 5 p.

      Research output: Contribution to journal › Journal article › Research

    15. Published

      Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge

      Juselius, Katarina, 7 Jul 2017, In: Econometrics. 5, 3, p. 1-20 20 p.

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

    16. Published

      A CVAR scenario for a standard monetary model using theory-consistent expectations

      Juselius, Katarina, 2017, 20 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-08).

      Research output: Working paper › Research

    17. Published

      Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US

      Juselius, Katarina & Assenmacher, K., 2017, In: Journal of Applied Econometrics. 32, 6, p. 1145–1155 11 p.

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

    18. Published

      The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana

      Juselius, Katarina, Reshid, A. A. & Tarp, Finn, 2017, In: Journal of Development Studies. 53, 7, p. 1075-1103 29 p.

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

    19. Published

      Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge

      Juselius, Katarina, 2017, 31 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-07).

      Research output: Working paper › Research

    20. 2016
    21. Published

      Testing competing forms of the Milankovitch hypothesis: A multivariate approach

      Kaufmann, R. K. & Juselius, Katarina, 2016, In: Paleoceanography. 31, 2, p. 286-297 12 p.

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

    22. 2015
    23. Published

      Haavelmo's Probability Approach and the Cointegrated VAR

      Juselius, Katarina, 2015, In: Econometric Theory. 31, 2, p. 213-232

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

    24. Published

      Trygve Haavelmo's Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression

      Hoover, K. & Juselius, Katarina, 2015, In: Econometric Theory. 31, 2, p. 249-274

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

    25. 2014
    26. Published

      An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data

      Johansen, Søren & Juselius, Katarina, 2014, In: Journal of Econometrics. 178, Part 2, p. 310-315 6 p.

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

    27. Published

      Balance Sheet Recessions and Time-Varying Coefficients in a Phillips Curve Relationship: An Application to Finnish Data

      Juselius, Katarina, 2014, Essays in Nonlinear Time Series Econometrics. Oxford University Press, 31 p.

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

    28. Published

      Balance sheet recessions and time-varying coefficients in a Phillips cure relationship: An application to Finnish data

      Juselius, Katarina & Juselius, M., 2014, Essays in Nonlinear Time series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). Oxford: Oxford University Press

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

    29. Published

      Real exchange rate persistence: the case of the Swiss franc-US dollar rate

      Juselius, Katarina & Katrin Assenmache, K., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 26, Vol. 2014).

      Research output: Working paper › Research

    30. Published

      Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small

      Juselius, Katarina, 2014, In: Economics. 8, 2014-21, p. 1-30 31 p., 2014-21 .

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

    31. Published

      Testing for near I (2) trends when the signal to noise ratio is small

      Juselius, Katarina, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 22 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 01, Vol. 2014).

      Research output: Working paper › Research

    32. Published

      The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis

      Juselius, Katarina, Møller, N. F. & Tarp, Finn, 2014, In: Oxford Bulletin of Economics and Statistics. 76, 2, p. 153-184 31 p.

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

    33. Published

      The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana

      Juselius, Katarina, Reshid, A. A. & Tarp, Finn, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 32 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 02, Vol. 2014).

      Research output: Working paper › Research

    34. 2013
    35. Published

      Imperfect Knowledge, Asset Price Swings, and Structural Slumps

      Juselius, Katarina, 2013, Rethinking Expectations: The Way Forward for Macroeconomics. Frydman, R. & Phelps, E. (eds.). Princeton, New Jersey: Princeton University Press, p. 328-350

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

    36. Published

      Testing Hypotheses About Glacial Cycles Against the Observational Record

      Kaufmann, R. & Juselius, Katarina, 2013, In: Paleoceanography. 28, 1, p. 175–184 11 p.

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

    37. Published

      The real exchange rate, foreign aid and macroeconomic transmission mechanisms in Tanzania and Ghana

      Juselius, Katarina, Reshid, A. A. & Tarp, Finn, 2013, UNU-WIDER, (UNU WIDER Working Paper Series; No. 90).

      Research output: Working paper › Research

    38. 2012
    39. Published

      Haavelmo's Probability Approach and the Cointegrated VAR

      Juselius, Katarina, Apr 2012, Department of Economics, University of Copenhagen, 33 p.

      Research output: Working paper › Research

    40. Published

      Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression

      Hoover , K. D. & Juselius, Katarina, 2012, Kbh.: Økonomisk institut, Københavns Universitet, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 16, Vol. 12).

      Research output: Working paper › Research

    41. Published

      On the theory and evidence in macroeconomics

      Juselius, Katarina, 2012, The Elgar Companion to Recent Economic Methodology. Hands, W. & Davis, J. (eds.). Edward Elgar Publishing, p. 404-426

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

    42. 2011
    43. Published

      The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis

      Juselius, Katarina, Møller, N. F. & Tarp, Finn, Sep 2011, Helsinki: UNU-WIDER, 35 p.

      Research output: Working paper › Research

    44. Published

      Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson

      Juselius, Katarina, Mar 2011, In: Cambridge Journal of Economics. 35, 2, p. 423-436 14 p.

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

    45. Published

      On the role of theory and evidence in macroeconomics

      Juselius, Katarina, 2011, The Elgar Companion to Recent Economic Methodology. Hands, W. & Davis, J. (eds.). Cheltenham & Northampton: Edward Elgar Publishing, p. 404-436 27 p.

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

    46. Published

      Testing the purchashing power parity hypothesis: A cointegrated VAR analysis for I(2) data

      Juselius, Katarina, 2011, Yearbook of the Finnish Statistical Society 2010. Helsinki: Finnish Statistical Society

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

    47. 2010
    48. Published

      An Invariance Property of the Common Trends under Linear Transformations of the Data

      Johansen, Søren & Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 13 p.

      Research output: Working paper › Research

    49. Published

      Glacial cycles: exogenous orbital changes vs. endogenous climate dynamics

      Kaufmann, R. K. & Juselius, Katarina, 2010, Göttingen: Copernicus Gesellschaft, p. 585-626, 42 p.

      Research output: Working paper › Research

    50. Published

      Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence

      Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 22 p.

      Research output: Working paper › Research

    51. Published

      On the Role of Theory and Evidence in Macroeconomics

      Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    52. Published

      Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

      Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2010, In: Journal of Econometrics. 158, 1, p. 117-129 13 p.

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

    53. Published

      The Financial Crisis and the Systemic Failure of Academic Economics

      Colander, D., Goldberg, M., Haas, A., Juselius, Katarina, Kirman, A., Sloth, B. & Lux, T., 2010, Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future. Kolb, R. (ed.). New Jersey: Wiley, p. 427-436 10 p.

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

    54. 2009
    55. Published

      Mathematics, methods, and modern economics: The Dahlem group on economic modelling

      Juselius, Katarina, Colander, D., Föllmer, H., Armin, H., Kirman, A., Lux, T. & Sloth, B., 8 Sep 2009, In: Real-World Economics Review. 50, p. 118-121 4 p.

      Research output: Contribution to journal › Journal article › Research

    56. Published

      Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

      Juselius, Katarina & Ordóñez, J., 2009, In: Economics. 3, 2009-4, 30 p.

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

    57. 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 proceeding › Book chapter › Research

    58. Published

      Is Beauty Mistaken for Truth? A Marchallian Versus a Walrasian Approach to Economics

      Juselius, Katarina, 2009

      Research output: Other contribution › Net publication - Internet publication › Research

    59. Published

      Special Issue on Using Econometrics for Assessing Economic Models: An Introduction

      Juselius, Katarina, 2009, In: Economics. 3, 2009-28, 22 p.

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

    60. Published

      The Financial Crisis and the Systemic Failure of Academic Economics

      Colander, D., Föllmer, H., Haas, A., Goldberg, M., Juselius, Katarina, Kirman, A., Lux, T. & Sloth, B., 2009, Department of Economics, University of Copenhagen, 14 p.

      Research output: Working paper › Research

    61. Published

      The Financial Crisis and the Systemic Failure of the Academics Profession

      Colander, D., Goldberg, M., Haas, A., Juselius, Katarina, Kirman, A., Lux, T. & Sloth, B., 2009, In: Critical Review (Columbus). 21, 2-3, p. 249-267 19 p.

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

    62. Published

      The Long Swings Puzzle: What the Data  Tell When Allowed to Speak Freely

      Juselius, Katarina, 2009, Palgrave Handbook of Econometrics: Vol. 2: Applied Econometrics. Patterson, K. & Mills, T. C. (eds.). Palgrave Macmillan, p. 349-384 36 p.

      Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

    63. Published

      Time to Reject the Privileging of Economic Theory over Empirical Evidence? A Reply to Lawson (2009)

      Juselius, Katarina, 2009, Department of Economics, University of Copenhagen, p. 13.

      Research output: Working paper › Research

    64. 2008
    65. Published

      A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

      Frydman, R., Goldberg, M. D., Johansen, Søren & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 37 p.

      Research output: Working paper › Research

    66. Published

      Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

      Hoover, K. D., Johansen, Søren & Juselius, Katarina, 2008, In: American Economic Review (Print Edition). 2 (Papers & Proceedings), p. 251–255 5 p.

      Research output: Contribution to journal › Conference article › Research

    67. 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 paper › Research

    68. Published

      Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

      Juselius, Katarina & Ordóñez, J., 2008, 32 p.

      Research output: Working paper › Research

    69. 2007
    70. Published

      Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

      Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.

      Research output: Working paper › Research

    71. Published

      Taking a DSGE Model to the Data Meaningfully

      Juselius, Katarina & Franchi, M., 2007, In: Economics. 1, 2007-4

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

    72. Published

      Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

      Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.

      Research output: Working paper › Research

    73. Published

      The PPP Puzzle: What the Data Tell when Allowed to Speak Freely

      Juselius, Katarina, 2007, Department of Economics, University of Copenhagen, 42 p.

      Research output: Working paper › Research

    74. 2006
    75. Published

      Extracting information from the data: a European view on empirical macro

      Juselius, Katarina & Johansen, Søren, 2006, Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (ed.). Cambridge: Cambridge University Press, p. 301-333

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

    76. Published

      International parity relationships and a nonstationary real exchange rate: Germany versus the US in the post Bretton Woods period

      Juselius, Katarina & MacDonald, R., 2006, International Macroeconomics: Recent Developments. Zumaquero, A. M. (ed.). N.Y.: Nova Publishers, p. 79-103

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

    77. Published

      The Cointegrated VAR  Model: Methodology and Applications

      Juselius, Katarina, 2006, Oxford: Oxford University Press. (Advanced Texts in Econometrics).

      Research output: Book/Report › Book › Research › peer-review

    78. 2005
    79. Published

      Extracting Information from the Data: A Popperian View on Empirical Macro

      Juselius, Katarina & Johansen, S., 2005, Cph.: Department of Economics, University of Copenhagen, 31 p.

      Research output: Working paper › Research

    80. Published

      Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money

      Johansen, Søren & Juselius, Katarina, 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 512-553

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

    81. Published

      Maximum likelihood estimation and inference on cointegration: with applications to the demand for money

      Johansen, S. & Juselius, Katarina, 2005, General-to-Specific Modelling, Vol I. New York: Edward Elgar Publishing, p. 512-553

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

    82. Published

      Moderne Økonometri

      Johansen, Søren & Juselius, Katarina, 2005, In: Samfundsøkonomen. 3, p. 4-7

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

    83. Published

      Monetary transmission mechanisms in Spain: the effect of monetization, financial deregulation, and the EMS

      Juselius, Katarina & Toro, J., 2005, In: Journal of International Money and Finance. 24, 3, p. 509-531

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

    84. Published

      The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain

      Juselius, Katarina & Ordóñez, J., 2005, Cph.: Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    85. 2004
    86. Published

      Inflation, Money Growth, and I(2) Analysis

      Juselius, Katarina, 2004, Cph.: Department of Economics, University of Copenhagen, 39 p.

      Research output: Working paper › Research

    87. Published

      Inflation, money growth, and I(2) analysis

      Juselius, Katarina, 2004, New Directions in Macromodelling. 269 ed. Amsterdam: Elsevier, p. 69-106

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

    88. Published

      International parity relationships between Germany and the United States: a joint modelling approach

      Juselius, Katarina & MacDonald, R., 2004, Cph.: Department of Economics, University of Copenhagen, 34 p.

      Research output: Working paper › Research

    89. Published

      International parity relationships between the USA and Japan

      Juselius, Katarina & MacDonald, R., 2004, In: Japan and the World Economy. 16, 1, p. 17-34

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

    90. 2003
    91. Published

      Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area

      Juselius, Katarina, 2003, Cph.: Department of Economics, University of Copenhagen, 41 p.

      Research output: Working paper › Research

    92. 2002
    93. Published

      High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia

      Juselius, Katarina & Mladenovic, Z., 2002, Department of Economics, University of Copenhagen, 32 p.

      Research output: Working paper › Research

    94. 2001
    95. Published

      Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data

      Juselius, Katarina & Johansen, Søren, 2001, Department of Economics, University of Copenhagen, 41 p.

      Research output: Working paper › Research

    96. Published

      European integration and monetary transmission mechanisms: the case of Italy

      Juselius, Katarina, 2001, In: Journal of Applied Econometrics. 16, 3, p. 341-358

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

    97. Published

      Explaining cointegration: part II

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

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

    98. 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 paper › Research

    99. 2000
    100. Published

      Explaining Cointegration Analysis: Part I

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

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

    101. Published

      Explaining Cointegration Analysis: Part II

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

      Research output: Working paper › Research

    102. 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 paper › Research

    103. 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 paper › Research

    104. 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 proceeding › Book chapter › Research

    105. 1999
    106. 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 paper › Research

    107. Published

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

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

      Research output: Book/Report › Report › Research

    108. 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/Report › Report › Research

    109. Published

      Køn og bevillinger

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

      Research output: Book/Report › Report › Research

    110. Published

      Models and Relations in Economics and Econometrics

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

      Research output: Working paper › Research

    111. 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 journal › Journal article › Research › peer-review

    112. 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 proceeding › Book chapter › Research

    113. 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 paper › Research

    114. 1998
    115. 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 journal › Journal article › Research › peer-review

    116. Published

      Changing Monetary Transmission Mechanisms with the EU

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

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

    117. 1997
    118. Published

      Changing Monetary Transmission Mechanisms Within the EU

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

      Research output: Working paper › Research

    119. 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 paper › Research

    120. 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 proceeding › Article in proceedings › Research

    121. 1996
    122. Published

      A Structured VAR under Changing Monetary Policy

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

      Research output: Working paper › Research

    123. 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 journal › Journal article › Research › peer-review

    124. 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

    125. 1995
    126. 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 journal › Journal article › Research › peer-review

    127. 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 journal › Journal article › Research › peer-review

    128. 1994
    129. 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

    130. 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

    131. 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

    132. 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

    133. 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

    134. 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 journal › Journal article › Research › peer-review

    135. 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 journal › Journal article › Research › peer-review

    136. 1993
    137. 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

    138. 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 proceeding › Article in proceedings › Research › peer-review

    139. 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

    140. 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 journal › Journal article › Research › peer-review

    141. 1992
    142. 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 journal › Journal article › Research › peer-review

    143. 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

    144. 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

    145. 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 proceeding › Book chapter › Research

    146. Published

      Modern Econometrics

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

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

    147. 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 journal › Journal article › Research › peer-review

    148. 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 journal › Journal article › Research › peer-review

    149. 1991
    150. 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 journal › Letter › Research

    151. 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

    152. Published

      Long-run Relations in Australian Monetary Data

      Juselius, Katarina, 1991, Department of Economics, University of Copenhagen, 35 p.

      Research output: Working paper › Research

    153. Published

      Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany

      Juselius, Katarina, 1991, Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model. Gruber, J. (ed.). Springer, p. 336-357

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

    154. Published

      On the Design of Experiments when Data are Collected by Passive Observation

      Juselius, Katarina, 1991, Kbh.: Department of Economics, University of Copenhagen, 26 p.

      Research output: Working paper › Research

    155. Published

      On the Design of Experiments when Data are Collected by Passive Observation

      Juselius, Katarina, 1991, A Spectrum of Statistical Thought: Essays in Statistical Theory, Economics and Population Genetics in Honour of Johan Fellman. Rosenqvist, G. & Juselius, K. (eds.). Helsinki: Svenska Handelshögskolan, p. 85-111 (Ekonomi och samhälle; No. 46).

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

    156. Published

      On the Duality between Long Run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings

      Juselius, Katarina, 1991, Department of Economics, University of Copenhagen, 35 p.

      Research output: Working paper › Research

    157. 1990
    158. Published

      Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics 52, 169–210 (1990). (With K. Juselius)

      Johansen, Søren & Juselius, Katarina, 1990, In: Oxford Bulletin of Economics and Statistics. 52, p. 169-210 42 p.

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

    ID: 10140