Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
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Some Identification Problems in the Cointegrated Vector Autoregressive Model
Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 26 p.Research output: Working paper › Research
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Some Identification Problems in the Cointegrated Vector Autoregressive Model
Johansen, Søren, 2010, In: Journal of Econometrics. 158, 2, p. 262-273 12 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Some tests for parameter constancy in cointegrated VAR-models
Hansen, Henrik & Johansen, Søren, 1999, In: Econometrics Journal. 2, 2, p. 306-333 28 p.Research output: Contribution to journal › Journal article › Research › peer-review
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Statistical Analysis of Cointegration Vectors
Johansen, Søren, 1991, Long-Run Economic Relationships-Readings in Cointegration. Granger, C. & Engle, R. (eds.). Oxford University Press, p. 131-52Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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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
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Statistical Analysis of some Non-Stationary Time series
Johansen, Søren, 1999, Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium. Strøm, S. (ed.). Cambridge University Press, p. 433-457 25 p. (Econometric Society Monographs; No. 31).Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
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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
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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
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Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Søren, 2002, Københavns Universitet, p. 1-27.Research output: Working paper › Research
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Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Søren, 2006, In: Journal of Econometrics. 132, p. 81-115Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8722
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3634
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
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3584
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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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3319
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
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