Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    Publication year:
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    1 - 25 out of 131Page size: 25
    1. 2022
    2. Published

      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

    3. 2021
    4. Published

      Disequilibrium macroeconometrics

      Juselius, Katarina, Apr 2021, In: Industrial and Corporate Change. 30, 2, p. 357-376

      Research output: Contribution to journal › Journal article › Research › peer-review

    5. 2019
    6. Published

      The Greek crisis: a story of self-reinforcing feedback mechanisms

      Juselius, Katarina & Dimelis, S., 4 Feb 2019, In: Economics. 13, p. 1-23

      Research output: Contribution to journal › Journal article › Research › peer-review

    7. 2018
    8. 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 paper › Research

    9. 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

    10. Published

      Recent Developments in Cointegration

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

      Research output: Book/Report › Book › Research

    11. Published

      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. 93-105

      Research output: Contribution to journal › Journal article › Research › peer-review

    12. 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 proceeding › Encyclopedia chapter › Research › peer-review

    13. 2017
    14. Published

      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

    15. Published

      Spekulation i fremmed valuta og dens effekt på valutakursen

      Juselius, Katarina, 27 Nov 2017

      Research output: Other contribution › Net publication - Internet publication › Communication

    16. 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

    17. Published

      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

    18. 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 journal › Journal article › Research › peer-review

    19. 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

    20. 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

    21. 2016
    22. 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 journal › Journal article › Research › peer-review

    23. 2015
    24. Published

      Haavelmo's Probability Approach and the Cointegrated VAR

      Juselius, Katarina, 2015, In: Econometric Theory. 31, 2, p. 213-232

      Research output: Contribution to journal › Journal article › Research › peer-review

    25. 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. 249-274

      Research output: Contribution to journal › Journal article › Research › peer-review

    26. 2014
    27. Published

      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

    28. Published

      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

    29. Published

      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 Press

      Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

    30. 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 paper › Research

    31. 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 journal › Journal article › Research › peer-review

    32. 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 paper › Research

    33. 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

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