Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

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    1. 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

    2. 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

    3. 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

    4. 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

    5. 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

    6. 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

    7. 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

    8. 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

    9. 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

    10. 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

    11. 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

    12. 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

    13. 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

    14. 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

    15. Published

      Models and Relations in Economics and Econometrics

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

      Research output: Working paper › Research

    16. 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

    17. 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

    18. Published

      Long-run Relations in Australian Monetary Data

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

      Research output: Working paper › Research

    19. Published

      Ny Økonomisk Tænkning ved INET Centret i København

      Juselius, Katarina, 2012, Jubilæumsskrift, De Økonomiske Råd 1962-2012. Kbh: De Økonomiske Råd

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

    20. Published

      Changing Monetary Transmission Mechanisms Within the EU

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

      Research output: Working paper › Research

    21. 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

    22. 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

    23. 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

    24. 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

    25. 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

    26. 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

    27. 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

    28. 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

    29. 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

    30. Published

      Spekulation i fremmed valuta og dens effekt på valutakursen

      Juselius, Katarina, 27 Nov 2017

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

    31. 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

    32. 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

    33. 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

    34. 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

    35. 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

    36. 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

    37. 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

    38. 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

    39. 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

    40. 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

    41. 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

    42. 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

    43. 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

    44. 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

    45. 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

    46. 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

    47. 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

    48. 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

    49. 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

    50. Published

      Fremtiden ligger stadig i markedets hænder

      Juselius, Katarina, 20 Sep 2013, In: Information.

      Research output: Contribution to journal › Contribution to newspaper - Newspaper article › Communication

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