Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    1. Published

      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 journalJournal articleResearchpeer-review

    2. Published

      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 paperResearch

    3. Published

      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 journalJournal articleResearchpeer-review

    4. Published

      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 Society

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

    5. Published

      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 paperResearch

    6. Published

      The Cointegrated VAR Methodology

      Juselius, Katarina, May 2018, Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, p. 1-26

      Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearchpeer-review

    7. Published

      The Cointegrated VAR  Model: Methodology and Applications

      Juselius, Katarina, 2006, Oxford: Oxford University Press. (Advanced Texts in Econometrics).

      Research output: Book/ReportBookResearchpeer-review

    8. 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 paperResearch

    9. Published

      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 proceedingBook chapterResearch

    10. 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 paperResearch

    ID: 10140