Katarina Juselius
Professor emeritus, Professor, emeritus
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A CVAR scenario for a standard monetary model using theory-consistent expectations
Juselius, Katarina, 2017, 20 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-08).Research output: Working paper › Research
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Frydman, R., Goldberg, M. D., Johansen, Søren & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 37 p.Research output: Working paper › Research
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A Structured VAR under Changing Monetary Policy
Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 47 p.Research output: Working paper › Research
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A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations
Juselius, Katarina, 2022, In: Econometrics. 10, 2, 16 p.Research output: Contribution to journal › Journal article › Research › peer-review
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A structured VAR for Denmark under changing monetary policy
Juselius, Katarina, 1998, In: Journal of Business and Economic Statistics. 16, 4, p. 400-411Research output: Contribution to journal › Journal article › Research › peer-review
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.Research output: Working paper › Research
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Johansen, Søren & Juselius, Katarina, 2008, In: American Economic Review (Print Edition). 2 (Papers & Proceedings), p. 251–255 5 p.Research output: Contribution to journal › Conference article › Research
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An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2014, In: Journal of Econometrics. 178, Part 2, p. 310-315 6 p.Research output: Contribution to journal › Journal article › Research › peer-review
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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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An Empirical Analysis of the Changing Role of the German Bundesbank after 1983
Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 30 p.Research output: Working paper › Research
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An Invariance Property of the Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
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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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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
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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
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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
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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
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Changing Monetary Transmission Mechanisms Within the EU
Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 29 p.Research output: Working paper › Research
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Changing Monetary Transmission Mechanisms with the EU
Juselius, Katarina, 1998, In: Empirical Economics. 23, 3, p. 455-481Research output: Contribution to journal › Journal article › Research › peer-review
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Comment on E.E. Leamer, "A Bayesian Perspective on Inference from Macroeconomic Data"
Juselius, Katarina, 1991, In: Scandinavian Journal of Economics. 93, 2, p. 125-130Research output: Contribution to journal › Letter › Research
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Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
Juselius, Katarina & Johansen, Søren, 2001, Department of Economics, University of Copenhagen, 41 p.Research output: Working paper › Research
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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
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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
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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
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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
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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
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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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Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression
Hoover , K. D. & Juselius, Katarina, 2012, Kbh.: Økonomisk institut, Københavns Universitet, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 16, Vol. 12).Research output: Working paper › Research
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Explaining Cointegration Analysis: Part I
Hendry, D. & Juselius, Katarina, 2000, In: Energy Journal. 21, 1, p. 1-42Research output: Contribution to journal › Journal article › Research › peer-review
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Explaining Cointegration Analysis: Part II
Hendry, D. F. & Juselius, Katarina, 2000, Department of Economics, University of Copenhagen, 33 p.Research output: Working paper › Research
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Explaining cointegration: part II
Hendry, D. F. & Juselius, Katarina, 2001, In: Energy Journal. 22, 1, p. 75-120Research output: Contribution to journal › Journal article › Research › peer-review
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Extracting Information from the Data: A Popperian View on Empirical Macro
Juselius, Katarina & Johansen, S., 2005, Cph.: Department of Economics, University of Copenhagen, 31 p.Research output: Working paper › Research
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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
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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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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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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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Haavelmo's Probability Approach and the Cointegrated VAR
Juselius, Katarina, Apr 2012, Department of Economics, University of Copenhagen, 33 p.Research output: Working paper › Research
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High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia
Juselius, Katarina & Mladenovic, Z., 2002, Department of Economics, University of Copenhagen, 32 p.Research output: Working paper › Research
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Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model
Johansen, S. & Juselius, Katarina, 1992, Cph.: Department of Economics, University of Copenhagen, 37 p.Research output: Working paper › Research
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Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model
Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, p. 35.Research output: Working paper › Research
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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
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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
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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
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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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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
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Interest Rate and Price Linkages Between the USA and Japan: Evidence from the Post-Bretton Woods Period
Juselius, Katarina & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 38 p.Research output: Working paper › Research
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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
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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
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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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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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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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Køn og bevillinger: en undersøgelse af sammenhængen mellem køn og bevillingspraksis i Statens Samfundsvidenskabelige Forskningsråd i perioden december 1997 - maj 1998
Henningensen, I., Gundelach, Peter & Juselius, Katarina, 1999, Kbh.: Statens Samfundsvidenskabelige Forskningsråd. 48 p.Research output: Book/Report › Report › Research
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Køn og bevillinger
Henningsen, Inge Biehl, Gundelach, Peter & Juselius, Katarina, 1999, København: Forsknings- og Innovationsstyrelsen. 48 p.Research output: Book/Report › Report › Research
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Køn og bevillinger: en undersøgelse af sammenhængen mellem mellem køn og bevillingspraksis i Statens Samfundsvidenskabelige Forskningsråd i perioden december 1997-maj 1998
Henningsen, Inge Biehl, Gundelach, Peter & Juselius, Katarina, 1999, Kbh.: Forsknings- og Innovationsstyrelsen. 48 p.Research output: Book/Report › Report › Research
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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
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Long-run Relations in Australian Monetary Data
Juselius, Katarina, 1991, Department of Economics, University of Copenhagen, 35 p.Research output: Working paper › Research
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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
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Mathematics, methods, and modern economics: The Dahlem group on economic modelling
Juselius, Katarina, Colander, D., Föllmer, H., Armin, H., Kirman, A., Lux, T. & Sloth, B., 8 Sep 2009, In: Real-World Economics Review. 50, p. 118-121 4 p.Research output: Contribution to journal › Journal article › Research
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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
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Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics 52, 169–210 (1990). (With K. Juselius)
Johansen, Søren & Juselius, Katarina, 1990, In: Oxford Bulletin of Economics and Statistics. 52, p. 169-210 42 p.Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Models and Relations in Economics and Econometrics
Juselius, Katarina, 1999, Department of Economics, University of Copenhagen, 34 p.Research output: Working paper › Research
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Models and relations in economics and econometrics
Juselius, Katarina, 1999, In: Journal of Economic Methodology. 6, 2, p. 259-290Research output: Contribution to journal › Journal article › Research › peer-review
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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
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Modern Econometrics
Juselius, Katarina, 1992, In: Nationaløkonomisk tidsskrift. 130, 3, p. 427-450Research output: Contribution to journal › Journal article › Research › peer-review
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Moderne Økonometri
Johansen, Søren & Juselius, Katarina, 2005, In: Samfundsøkonomen. 3, p. 4-7Research output: Contribution to journal › Journal article › Research › peer-review
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Monetary transmission mechanisms in Spain: the effect of monetization, financial deregulation, and the EMS
Juselius, Katarina & Toro, J., 2005, In: Journal of International Money and Finance. 24, 3, p. 509-531Research output: Contribution to journal › Journal article › Research › peer-review
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Ny Økonomisk Tænkning ved INET Centret i København
Juselius, Katarina, 2012, Jubilæumsskrift, De Økonomiske Råd 1962-2012. Kbh: De Økonomiske RådResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Communication
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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
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On the Design of Experiments when Data are Collected by Passive Observation
Juselius, Katarina, 1991, Kbh.: Department of Economics, University of Copenhagen, 26 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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On the Empirical Verification of the Purchasing Power Parity and the Uncovered Interest Rate Parity
Juselius, Katarina, 1992, In: Nationaløkonomisk tidsskrift. 130, 1-2, p. 57-66Research output: Contribution to journal › Journal article › Research › peer-review
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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 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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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
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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
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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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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
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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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Real exchange rate persistence: the case of the Swiss franc-US dollar rate
Juselius, Katarina & Katrin Assenmache, K., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 26, Vol. 2014).Research output: Working paper › Research
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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
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Recent Developments in Cointegration
Juselius, Katarina (ed.), Jun 2018, Basel, Switzerland: MDPI. 210 p.Research output: Book/Report › Book › Research
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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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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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Special Issue on Using Econometrics for Assessing Economic Models: An Introduction
Juselius, Katarina, 2009, In: Economics. 3, 2009-28, 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
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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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Søren Johansen and Katarina Juselius: Interview
Johansen, Søren & Juselius, Katarina, 2010, European Economics at a Crossroads. Rosser, Jr., J. B., Holt, R. P. F. & Colander, D. (eds.). Cheltenham, UK: Edward Elgar Publishing, p. 115-131 16 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Communication
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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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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 Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.Research output: Working paper › Research
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Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK
Johansen, Søren & Juselius, Katarina, 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244Research 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
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Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small
Juselius, Katarina, 2014, In: Economics. 8, 2014-21, p. 1-30 31 p., 2014-21 .Research output: Contribution to journal › Journal article › Research › peer-review
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Testing for near I (2) trends when the signal to noise ratio is small
Juselius, Katarina, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 22 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 01, Vol. 2014).Research output: Working paper › Research
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Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2010, In: Journal of Econometrics. 158, 1, p. 117-129 13 p.Research output: Contribution to journal › Journal article › Research › peer-review
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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
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The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain
Juselius, Katarina & Ordóñez, J., 2005, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
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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
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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
- Published
The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain
Juselius, Katarina & Toro, J., 1999, Department of Economics, University of Copenhagen, 40 p.Research output: Working paper › Research
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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
- Published
The Financial Crisis and the Systemic Failure of Academic Economics
Colander, D., Föllmer, H., Haas, A., Goldberg, M., Juselius, Katarina, Kirman, A., Lux, T. & Sloth, B., 2009, Department of Economics, University of Copenhagen, 14 p.Research output: Working paper › Research
- Published
The Financial Crisis and the Systemic Failure of the Academics Profession
Colander, D., Goldberg, M., Haas, A., Juselius, Katarina, Kirman, A., Lux, T. & Sloth, B., 2009, In: Critical Review (Columbus). 21, 2-3, p. 249-267 19 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Greek Crisis: A Story of Self-Reinforcing Feedback Mechanisms
Juselius, Katarina & Dimelis, S., 9 Sep 2018, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-06).Research output: Working paper › Research
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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
- 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
- Published
The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis
Juselius, Katarina, Møller, N. F. & Tarp, Finn, 2014, In: Oxford Bulletin of Economics and Statistics. 76, 2, p. 153-184 31 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis
Juselius, Katarina, Møller, N. F. & Tarp, Finn, Sep 2011, Helsinki: UNU-WIDER, 35 p.Research output: Working paper › Research
- 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
- Published
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana
Juselius, Katarina, Reshid, A. A. & Tarp, Finn, 2017, In: Journal of Development Studies. 53, 7, p. 1075-1103 29 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana
Juselius, Katarina, Reshid, A. A. & Tarp, Finn, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 32 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 02, Vol. 2014).Research output: Working paper › Research
- 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
- 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
- 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
- Published
Trygve Haavelmo's Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression
Hoover, K. & Juselius, Katarina, 2015, In: Econometric Theory. 31, 2, p. 249-274Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities
Juselius, Katarina, 2001, Department of Economics, University of Copenhagen, 18 p.Research output: Working paper › Research
- Published
Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge
Juselius, Katarina, 2017, 31 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-07).Research output: Working paper › Research
- 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
- Published
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
Juselius, Katarina, 1993, Department of Economics, University of Copenhagen, 29 p.Research output: Working paper › Research
- Published
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
- 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
- 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
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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