Katarina Juselius
Professor emeritus, Professor, emeritus
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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
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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