Heino Bohn Nielsen

Heino Bohn Nielsen

Professor with special responsibilities, Professor MSO

Member of:

    ORCID: 0000-0001-8516-161X

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    1. Published

      Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002

      Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.

      Research output: Working paper › Research

    2. Published

      Analyzing I(2) Systems by Transformed Vector Autoregressions

      Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    3. Published

      Analysing I(2) systems by transformed vector autoregressions

      Kongsted, H. C. & Nielsen, Heino Bohn, 2004, In: Oxford Bulletin of Economics and Statistics. 66, 3, p. 379-397

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

    4. Published

      An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 p.

      Research output: Working paper › Research

    5. Published

      An I(2) cointegration model with piecewise linear trends

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2011, In: Econometrics Journal. 14, 2, p. 131-155 25 p.

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

    6. Published

      Properties of Estimated Characteristic Roots

      Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.

      Research output: Working paper › Research

    7. Published

      Cointegration analysis in the presence of outliers

      Nielsen, Heino Bohn, 2004, In: Econometrics Journal. 7, 1, p. 249-271

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

    8. Published

      An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

      Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 p.

      Research output: Working paper › Research

    9. Published

      Unit Root Vector Autoregression with Volatility induced Stationarity

      Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In: Journal of Empirical Finance. 29, p. 144-167

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

    10. Accepted/In press

      Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

      Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics.

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

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