Katarina Juselius
Professor emeritus, Professor, emeritus
- 2018
- Published
The Cointegrated VAR Methodology
Juselius, Katarina, May 2018, Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, p. 1-26Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research › peer-review
- 2014
- 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
- 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 PressResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- 2013
- 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. 328-350Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2012
- 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. 404-426Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2011
- 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
- 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 SocietyResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2010
- 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
- 2009
- 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
- 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
- 2006
- 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. 301-333Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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. 79-103Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2005
- 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. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 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. 512-553Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2004
- Published
Inflation, money growth, and I(2) analysis
Juselius, Katarina, 2004, New Directions in Macromodelling. 269 ed. Amsterdam: Elsevier, p. 69-106Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2000
- 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. 167-197Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 1999
- 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. 301-325Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 1997
- Published
Understanding Cointegration
Juselius, Katarina, 1997, Centre of Excellence: Proceedings from the Copenhagen Cultural City conference, University of Copenhagen. University of Copenhagen, p. 167-188Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research
- 1994
- 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
- 1993
- 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. 193-198Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
- 1992
- 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. 249-285Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 1991
- 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. 336-357Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
- 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
ID: 10140
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3320
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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2452
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The Financial Crisis and the Systemic Failure of Academic Economics
Research output: Working paper › Research
Published