Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    1. Published

      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. 328-350

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    2. Published

      Inflation, Money Growth, and I(2) Analysis

      Juselius, Katarina, 2004, Cph.: Department of Economics, University of Copenhagen, 39 p.

      Research output: Working paperResearch

    3. Published

      Inflation, money growth, and I(2) analysis

      Juselius, Katarina, 2004, New Directions in Macromodelling. 269 ed. Amsterdam: Elsevier, p. 69-106

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    4. Published

      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 paperResearch

    5. 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 paperResearch

    6. Published

      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. 79-103

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    7. 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 paperResearch

    8. 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 journalJournal articleResearchpeer-review

    9. Published

      Is Beauty Mistaken for Truth? A Marchallian Versus a Walrasian Approach to Economics

      Juselius, Katarina, 2009

      Research output: Other contributionNet publication - Internet publicationResearch

    10. Published

      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/ReportReportResearch

    11. Published

      Køn og bevillinger

      Henningsen, Inge Biehl, Gundelach, Peter & Juselius, Katarina, 1999, København: Forsknings- og Innovationsstyrelsen. 48 p.

      Research output: Book/ReportReportResearch

    12. Published
    13. Published

      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. 249-285

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    14. Published

      Long-run Relations in Australian Monetary Data

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

      Research output: Working paperResearch

    15. Published

      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. 336-357

      Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

    16. Published

      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 journalJournal articleResearch

    17. Published

      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. 512-553

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    18. Published

      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 journalJournal articleResearchpeer-review

    19. Published

      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. 512-553

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    20. Published

      Models and Relations in Economics and Econometrics

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

      Research output: Working paperResearch

    21. Published

      Models and relations in economics and econometrics

      Juselius, Katarina, 1999, In: Journal of Economic Methodology. 6, 2, p. 259-290

      Research output: Contribution to journalJournal articleResearchpeer-review

    22. Published

      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. 167-197

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    23. Published

      Modern Econometrics

      Juselius, Katarina, 1992, In: Nationaløkonomisk tidsskrift. 130, 3, p. 427-450

      Research output: Contribution to journalJournal articleResearchpeer-review

    24. Published

      Moderne Økonometri

      Johansen, Søren & Juselius, Katarina, 2005, In: Samfundsøkonomen. 3, p. 4-7

      Research output: Contribution to journalJournal articleResearchpeer-review

    25. Published

      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. 509-531

      Research output: Contribution to journalJournal articleResearchpeer-review

    26. 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 proceedingBook chapterCommunication

    27. 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 proceedingBook chapterResearch

    28. Published

      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 paperResearch

    29. 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 paperResearch

    30. Published

      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. 57-66

      Research output: Contribution to journalJournal articleResearchpeer-review

    31. Published

      On the Role of Theory and Evidence in Macroeconomics

      Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paperResearch

    32. 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 journalJournal articleResearchpeer-review

    33. Published

      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 proceedingBook chapterResearchpeer-review

    34. Published

      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. 404-426

      Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    35. 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 journalJournal articleResearchpeer-review

    36. 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 proceedingArticle in proceedingsResearchpeer-review

    37. 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 proceedingBook chapterResearch

    38. Published

      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 paperResearch

    39. 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 journalJournal articleResearchpeer-review

    40. Published

      Recent Developments in Cointegration

      Juselius, Katarina (ed.), Jun 2018, Basel, Switzerland: MDPI. 210 p.

      Research output: Book/ReportBookResearch

    41. Published

      Recent Developments in Cointegration

      Juselius, Katarina, 31 Dec 2017, In: Econometrics. 6, 1, p. 1-5 5 p.

      Research output: Contribution to journalJournal articleResearch

    42. 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 paperResearch

    43. Published

      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 journalJournal articleResearchpeer-review

    44. Published

      Spekulation i fremmed valuta og dens effekt på valutakursen

      Juselius, Katarina, 27 Nov 2017

      Research output: Other contributionNet publication - Internet publicationCommunication

    45. Published

      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 proceedingBook chapterCommunication

    46. Published

      Taking a DSGE Model to the Data Meaningfully

      Juselius, Katarina & Franchi, M., 2007, In: Economics. 1, 2007-4

      Research output: Contribution to journalJournal articleResearchpeer-review

    47. 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 journalJournal articleResearchpeer-review

    48. Published

      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 paperResearch

    49. Published

      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. 211-244

      Research output: Contribution to journalJournal articleResearchpeer-review

    50. 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 journalJournal articleResearchpeer-review

    ID: 10140