Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

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  1. Published

    Statistical analysis of global surface air temperature and sea level using cointegration methods

    Schmith, T., Johansen, Søren & Thejll , P., 2011, Department of Economics, University of Copenhagen, 29 p.

    Research output: Working paper › Research

  2. Published

    Statistical analysis of global surface temperature and sea level using cointegration methods

    Schmidt, T., Johansen, Søren & Thejll, P., 2012, In: Journal of Climate. 25, 22, p. 7822-7833 12 p.

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

  3. 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

  4. 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

  5. Published

    An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States

    Johansen, Søren, 1992, Macroeconomic Modeling of the Long Run. Hargreaves, C. (ed.). England: Elgar, p. 229-248

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

  6. Published

    Determination of Cointegration Rank in the Presense of a Linear Trend

    Johansen, Søren, 1992, In: Oxford Bulletin of Economics and Statistics. 54, 3, p. 384-97

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

  7. Published

    Testing Exogeneity and the Order of Cointegration in U.K. Money Demand Data

    Johansen, Søren, 1994, Testing Exogeneity. Advanced Texts in Econometrics. Ericsson, N. & Irons, J. (eds.). Oxford: Oxford University Press, p. 121-143

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

  8. Published

    Times Series: Cointegration

    Johansen, Søren, 2015, International Encyclopedia of the Social & Behavioral Sciences. Wright, J. D. (ed.). 2 ed. Oxford: Elsevier, Vol. 24. p. 322--330 9 p.

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

  9. Published

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.

    Research output: Working paper › Research

  10. Published

    Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

    Johansen, Søren, 1991, In: Econometrica. 59, 6, p. 1551-80

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

  11. Published

    Least squares estimation in a simple random coefficient autoregressive model

    Johansen, Søren & Lange, Theis, Apr 2013, In: Journal of Econometrics. 177, 2, p. 285-288 4 p.

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

  12. Published

    Søren Johansen and Katarina Juselius: Interview

    Johansen, Søren & Juselius, Katarina, 2010, European Economics at a Crossroads. Rosser, Jr., J. B., Holt, R. P. F. & Colander, D. (eds.). Cheltenham, UK: Edward Elgar Publishing, p. 115-131 16 p.

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

  13. Published

    Likelihood analysis of the I(2) model

    Johansen, Søren, 1997, In: Scandinavian Journal of Statistics. 24, 4, p. 433-462 30 p.

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

  14. Published

    The Role of the Constant and Linear Terms in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1994, In: Econometric Reviews. 13, 2, p. 205-229

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

  15. Published

    Likelihood Based Inference for Cointegration of Non-Stationary Time Series

    Johansen, Søren, Cox, D. R. (ed.), Barndorff-Nielsen, O. E. (ed.) & Hinkley, D. (ed.), 1996, Likelihood, Time Series with Econometric and other Applications. Cox, D. R., Hinkley, D. & Barndorff-Nielsen, O. E. (eds.). Taylor & Francis

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

  16. Published

    Likelihood-based inference in cointegrated vector auto-regressive models

    Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.

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

  17. 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

  18. Published

    More on testing exact rational expectations in vector autoregressive models: Restricted drift term

    Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, p. 1-11.

    Research output: Working paper › Research

  19. Published

    The Mathematical Structure of Error Correction Models

    Johansen, Søren, 1988, In: Contemporary Mathematics. 80, p. 359–--386 28 p.

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

  20. Published

    Estimation of Proportional Covariances.

    Johansen, Søren & Tolver Jensen, S., 1987, In: Statistics & Probability Letters. 6, p. 83-85 3 p.

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

  21. Published

    Statistical Analysis of Cointegration Vectors.

    Johansen, Søren, 1988, In: Journal of Economic Dynamics and Control. 12, p. 231-254 24 p.

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

  22. Published

    Cointegration analysis in the presence of structural breaks in the deterministic trend

    Johansen, Søren, Nielsen, B. & Mosconi, R., 2000, In: Econometrics Journal. 3, 2, p. 216-249 34 p.

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

  23. 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

  24. Published

    An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and USA

    Johansen, Søren, 1991, København, Kbh.Univ., p. 25.

    Research output: Working paper › Research

  25. Published

    Estimating Systems of Trending Variables

    Johansen, Søren, 1994, In: Econometric Reviews. 13, 3, p. 351-386

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

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