Katarina Juselius
Professor emeritus, Professor, emeritus
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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. 257-263Research output: Contribution to journal › Journal article › Research › peer-review
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Is Beauty Mistaken for Truth? A Marchallian Versus a Walrasian Approach to Economics
Juselius, Katarina, 2009Research output: Other contribution › Net publication - Internet publication › Research
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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
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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
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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. 211-240Research output: Contribution to journal › Journal article › Research › peer-review
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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. 93-105Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Spekulation i fremmed valuta og dens effekt på valutakursen
Juselius, Katarina, 27 Nov 2017Research output: Other contribution › Net publication - Internet publication › Communication
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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
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VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Juselius, Katarina, 1993, In: Empirical Economics. 18, 4, p. 595-622Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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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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
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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. 791-817Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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
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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
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European integration and monetary transmission mechanisms: the case of Italy
Juselius, Katarina, 2001, In: Journal of Applied Econometrics. 16, 3, p. 341-358Research output: Contribution to journal › Journal article › Research › peer-review
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Taking a DSGE Model to the Data Meaningfully
Juselius, Katarina & Franchi, M., 2007, In: Economics. 1, 2007-4Research output: Contribution to journal › Journal article › Research › peer-review
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Haavelmo's Probability Approach and the Cointegrated VAR
Juselius, Katarina, 2015, In: Econometric Theory. 31, 2, p. 213-232Research output: Contribution to journal › Journal article › Research › peer-review
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Inflation, Money Growth, and I(2) Analysis
Juselius, Katarina, 2004, Cph.: Department of Economics, University of Copenhagen, 39 p.Research output: Working paper › Research
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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. 401-428Research output: Contribution to journal › Journal article › Research › peer-review
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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
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International parity relationships between the USA and Japan
Juselius, Katarina & MacDonald, R., 2004, In: Japan and the World Economy. 16, 1, p. 17-34Research output: Contribution to journal › Journal article › Research › peer-review
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The Greek crisis: a story of self-reinforcing feedback mechanisms
Juselius, Katarina & Dimelis, S., 4 Feb 2019, In: Economics. 13, p. 1-23Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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. 151-179Research output: Contribution to journal › Journal article › Research › peer-review
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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
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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
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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
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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
ID: 10140
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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The Financial Crisis and the Systemic Failure of Academic Economics
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