Katarina Juselius
Professor emeritus, Professor, emeritus
- 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
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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
ID: 10140
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3585
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
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3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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2450
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The Financial Crisis and the Systemic Failure of Academic Economics
Research output: Working paper › Research
Published