Søren Johansen

Søren Johansen

Professor, emeritus

ORCID: 0000-0002-9285-8236

Publication year:
All
76 - 100 out of 170Page size: 25
  1. 2007
  2. Published

    Correlation, Regression, and Cointegration of Nonstationary Economic Time Series

    Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 9 p.

    Research output: Working paper › Research

  3. Published

    Exact Rational Expectations, Cointegration, and Reduced Rank Regression

    Johansen, Søren & Swensen, A. R., 2007, Department of Economics, University of Copenhagen, 10 p.

    Research output: Working paper › Research

  4. Published

    Likelihood Inference for a Nonstationary Fractional Autoregressive Model

    Johansen, Søren & Nielsen, M. Ø., 2007, Department of Economics, University of Copenhagen, 45 p.

    Research output: Working paper › Research

  5. Published

    Selecting a Regression Saturated by Indicators

    Hendry, D. F., Johansen, Søren & Santos, C., 2007, Department of Economics, University of Copenhagen, 17 p.

    Research output: Working paper › Research

  6. Published

    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

  7. 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

  8. 2006
  9. Published

    Cointegration. Overview and Development

    Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paper › Research

  10. Published

    Cointegration: a survey

    Johansen, Søren, 2006, Handbook of Econometrics: Vol 1 Econometric Theory. Mills, T. C. & Palgrave, K. P. (eds.). Palgrave Macmillan, Vol. 1. p. 540-577

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

  11. Published

    Confronting the Economic Model with the Data

    Johansen, Søren, 2006, Post Walrasian Macroeconomics. Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (ed.). Cambridge University Press, p. 287-300

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

  12. 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

  13. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2006, In: Journal of Econometrics. 132, p. 81-115

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

  14. 2005
  15. Published

    A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables

    Johansen, Søren & Lütkepohl, H., 2005, In: Econometric Theory. 21, p. 653-658

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

  16. Published

    A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-22.

    Research output: Working paper › Research

  17. Published

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-13.

    Research output: Working paper › Research

  18. Published

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

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, p. 1-26.

    Research output: Working paper › Research

  19. 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

  20. Published

    Moderne Økonometri

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

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

  21. Published

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-23.

    Research output: Working paper › Research

  22. Published

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

    Johansen, Søren, 2005, General-to-Specific Modelling, Vol II. Campos, J., Ericsson, N. & Hendry, D. (eds.). Edward Elgar Publishing, p. 589-610

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

  23. Published

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2005, In: Oxford Bulletin of Economics and Statistics. 67, 1, p. 93-104

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

  24. 2004
  25. Published

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, p. 1-18.

    Research output: Working paper › Research

  26. Published

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, New Directions in Macromodelling. Elsevier, p. 49-68

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

  27. Published

    Cointegration; An Overview

    Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-37.

    Research output: Working paper › Research

  28. Published

    Cointegration; a survey

    Johansen, Søren, 2004, Palgrave Handbook of Econometrics: Volume 1. Bind 1, Chapter 15 ed. Palgrave Macmillan: Palgrave Macmillan, p. 1-37

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

  29. Published

    Discussion of: Pesaran, M.H., Schuermann T., and Weiner S. M., Modeling regional interdependencies using a global error-correcting macroeconometric model

    Johansen, Søren, 2004, In: Journal of Business and Economic Statistics. 22, 2, p. 169-172

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

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