Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
All
21 - 30 out of 170Page size: 10
  1. 1992
  2. Published

    Cointegration in partial systems and the efficiency of single-equation analysis

    Johansen, Søren, 1992, In: Journal of Econometrics. 52, p. 389-402

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

  3. 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

  4. Published

    Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model

    Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, p. 35.

    Research output: Working paper › Research

  5. Published

    Identifying Restrictions of Linear Equations

    Johansen, Søren, 1992, København, p. 18.

    Research output: Working paper › Research

  6. Published

    Recursive Estimation in Cointegrated VAR-Models

    Hansen, Henrik & Johansen, Søren, 1992, Institute of Economics, University of Copenhagen, 20 p.

    Research output: Working paper › Research

  7. Published

    Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK

    Johansen, Søren & Juselius, Katarina, 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244

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

  8. Published

    Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data

    Johansen, Søren, 1992, In: Journal of Policy Modeling. 14, 3, p. 313-334

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

  9. Published

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, p. 26.

    Research output: Working paper › Research

  10. 1993
  11. Published

    Likelihood based inference for cointegration of non stationary time series

    Johansen, Søren, 1993, København, p. 30.

    Research output: Working paper › Research

  12. Published

    Recursive Estimation in Cointegrated VAR-Models

    Johansen, Søren & Hansen, Henrik, 1993, København, p. 20.

    Research output: Working paper › Research

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