Katarina Juselius
Professor emeritus, Professor, emeritus
- 1994
- 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
- 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
- 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
- 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
- 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. 7-36Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 151-179Research output: Contribution to journal › Journal article › Research › peer-review
- 1995
- Published
CATS in RATS: Manual to Cointegration Analysis of Time Series
Hansen, Henrik & Juselius, Katarina, 1995, Evanston, Illinois: Estima. 91 p.Research output: Book/Report › Book › Education
- 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. 211-240Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 257-263Research output: Contribution to journal › Journal article › Research › peer-review
- 1996
- Published
A Structured VAR under Changing Monetary Policy
Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 47 p.Research output: Working paper › Research
ID: 10140
Most downloads
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3585
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published -
2450
downloads
The Financial Crisis and the Systemic Failure of Academic Economics
Research output: Working paper › Research
Published