Katarina Juselius

Katarina Juselius

Professor emeritus, Professor, emeritus

Member of:


    Publication year:
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    51 - 100 out of 131Page size: 50
    1. 2009
    2. 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 paper › Research

    3. Published

      The Financial Crisis and the Systemic Failure of the Academics Profession

      Colander, D., Goldberg, M., Haas, A., Juselius, Katarina, Kirman, A., Lux, T. & Sloth, B., 2009, In: Critical Review (Columbus). 21, 2-3, p. 249-267 19 p.

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

    4. Published

      The Long Swings Puzzle: What the Data  Tell When Allowed to Speak Freely

      Juselius, Katarina, 2009, Palgrave Handbook of Econometrics: Vol. 2: Applied Econometrics. Patterson, K. & Mills, T. C. (eds.). Palgrave Macmillan, p. 349-384 36 p.

      Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

    5. Published

      Time to Reject the Privileging of Economic Theory over Empirical Evidence? A Reply to Lawson (2009)

      Juselius, Katarina, 2009, Department of Economics, University of Copenhagen, p. 13.

      Research output: Working paper › Research

    6. 2008
    7. Published

      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

    8. Published

      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

    9. Published

      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

    10. Published

      Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

      Juselius, Katarina & Ordóñez, J., 2008, 32 p.

      Research output: Working paper › Research

    11. 2007
    12. Published

      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

    13. Published

      Taking a DSGE Model to the Data Meaningfully

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

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

    14. 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 paper › Research

    15. Published

      The PPP Puzzle: What the Data Tell when Allowed to Speak Freely

      Juselius, Katarina, 2007, Department of Economics, University of Copenhagen, 42 p.

      Research output: Working paper › Research

    16. 2006
    17. Published

      Extracting information from the data: a European view on empirical macro

      Juselius, Katarina & Johansen, Søren, 2006, Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (ed.). Cambridge: Cambridge University Press, p. 301-333

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

    18. 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 proceeding › Book chapter › Research

    19. Published

      The Cointegrated VAR  Model: Methodology and Applications

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

      Research output: Book/Report › Book › Research › peer-review

    20. 2005
    21. Published

      Extracting Information from the Data: A Popperian View on Empirical Macro

      Juselius, Katarina & Johansen, S., 2005, Cph.: Department of Economics, University of Copenhagen, 31 p.

      Research output: Working paper › Research

    22. 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 proceeding › Book chapter › Research

    23. 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 proceeding › Book chapter › Research

    24. Published

      Moderne Økonometri

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

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

    26. 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 paper › Research

    27. 2004
    28. Published

      Inflation, Money Growth, and I(2) Analysis

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

      Research output: Working paper › Research

    29. 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 proceeding › Book chapter › Research

    30. 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 paper › Research

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

    32. 2003
    33. Published

      Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area

      Juselius, Katarina, 2003, Cph.: Department of Economics, University of Copenhagen, 41 p.

      Research output: Working paper › Research

    34. 2002
    35. Published

      High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia

      Juselius, Katarina & Mladenovic, Z., 2002, Department of Economics, University of Copenhagen, 32 p.

      Research output: Working paper › Research

    36. 2001
    37. Published

      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

    38. Published

      European integration and monetary transmission mechanisms: the case of Italy

      Juselius, Katarina, 2001, In: Journal of Applied Econometrics. 16, 3, p. 341-358

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

    39. Published

      Explaining cointegration: part II

      Hendry, D. F. & Juselius, Katarina, 2001, In: Energy Journal. 22, 1, p. 75-120

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

    40. Published

      Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities

      Juselius, Katarina, 2001, Department of Economics, University of Copenhagen, 18 p.

      Research output: Working paper › Research

    41. 2000
    42. Published

      Explaining Cointegration Analysis: Part I

      Hendry, D. & Juselius, Katarina, 2000, In: Energy Journal. 21, 1, p. 1-42

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

    43. Published

      Explaining Cointegration Analysis: Part II

      Hendry, D. F. & Juselius, Katarina, 2000, Department of Economics, University of Copenhagen, 33 p.

      Research output: Working paper › Research

    44. 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 paper › Research

    45. 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 paper › Research

    46. 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 proceeding › Book chapter › Research

    47. 1999
    48. Published

      Dynamic Modeling and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS

      Gennari, E. & Juselius, Katarina, 1999, Department of Economics, University of Copenhagen, 30 p.

      Research output: Working paper › Research

    49. Published

      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

    50. 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/Report › Report › Research

    51. Published

      Køn og bevillinger

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

      Research output: Book/Report › Report › Research

    52. Published

      Models and Relations in Economics and Econometrics

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

      Research output: Working paper › Research

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

    54. 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 proceeding › Book chapter › Research

    55. 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 paper › Research

    56. 1998
    57. Published

      A structured VAR for Denmark under changing monetary policy

      Juselius, Katarina, 1998, In: Journal of Business and Economic Statistics. 16, 4, p. 400-411

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

    58. Published

      Changing Monetary Transmission Mechanisms with the EU

      Juselius, Katarina, 1998, In: Empirical Economics. 23, 3, p. 455-481

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

    59. 1997
    60. Published

      Changing Monetary Transmission Mechanisms Within the EU

      Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 29 p.

      Research output: Working paper › Research

    61. Published

      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

    62. Published

      Understanding Cointegration

      Juselius, Katarina, 1997, Centre of Excellence: Proceedings from the Copenhagen Cultural City conference, University of Copenhagen. University of Copenhagen, p. 167-188

      Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research

    63. 1996
    64. Published

      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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