Katarina Juselius
Professor emeritus, Professor, emeritus
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Disequilibrium macroeconometrics
Juselius, Katarina, Apr 2021, In: Industrial and Corporate Change. 30, 2, p. 357-376Research output: Contribution to journal › Journal article › Research › peer-review
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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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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
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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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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
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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
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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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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
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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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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
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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3318
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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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2447
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The Financial Crisis and the Systemic Failure of Academic Economics
Research output: Working paper › Research
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