Details about Katarina Juselius

Access statistics for papers by Katarina Juselius.

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Short-id: pju54

Working Papers

2012

1. Haavelmo's Probability Approach and the Cointegrated VAR
   Discussion Papers, University of Copenhagen. Department of Economics

2011

2. The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis
   Working Papers, World Institute for Development Economic Research (UNU-WIDER) View citations (1)

2010

3. An Invariance Property of the Common Trends under Linear Transformations of the Data
   Discussion Papers, University of Copenhagen. Department of Economics
   Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2010)
4. Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area
   Working Paper Series, European Central Bank View citations (3)
5. Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence
   Discussion Papers, University of Copenhagen. Department of Economics
6. On the Role of Theory and Evidence in Macroeconomics
   Discussion Papers, University of Copenhagen. Department of Economics

2009

7. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
   CREATES Research Papers, School of Economics and Management, University of Aarhus
   Also in Discussion Papers, University of Copenhagen. Department of Economics (2008)
8. The Financial Crisis and the Systemic Failure of Academic Economics
   Middlebury College Working Paper Series, Middlebury College, Department of Economics View citations (9)
   Also in Discussion Papers, University of Copenhagen. Department of Economics (2009) View citations (9)
   Kiel Working Papers, Kiel Institute for the World Economy (2009) View citations (31)
9. Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)
   Discussion Papers, University of Copenhagen. Department of Economics

2008

10. Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
11. Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
    CREATES Research Papers, School of Economics and Management, University of Aarhus View citations (1)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2007)
12. Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
    Economics Discussion Papers, Kiel Institute for the World Economy
    Also in Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2008)

2007

13. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
    See also Journal Article in American Economic Review (2008)
14. Taking a DSGE Model to the Data Meaningfully
    Economics Discussion Papers, Kiel Institute for the World Economy View citations (5)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
15. The PPP Puzzle: What the Data Tell when Allowed to Speak Freely
    Discussion Papers, University of Copenhagen. Department of Economics

2005

16. Extracting Information from the Data: A Popperian View on Empirical Macro
    Discussion Papers, University of Copenhagen. Department of Economics View citations (4)
17. The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain
    Discussion Papers, University of Copenhagen. Department of Economics
    Also in Working Papers on International Economics and Finance, FEDEA
    Working Papers, Asociación Española de Economía y Finanzas Internacionales (2005)

2004

18. Inflation, Money Growth, and I(2) Analysis
    Discussion Papers, University of Copenhagen. Department of Economics

2003

19. International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2000) View citations (13)

2002

20. High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
21. Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area
    Discussion Papers, University of Copenhagen. Department of Economics

2001

22. Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
    Discussion Papers, University of Copenhagen. Department of Economics View citations (5)
    Also in Economics Working Papers, European University Institute (2001)
23. Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)

2000

24. Explaining Cointegration Analysis: Part II
    Discussion Papers, University of Copenhagen. Department of Economics View citations (18)
    See also Journal Article in The Energy Journal (2001)
25. Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)

1999

26. Do prices move together in the long run? An I(2) analysis of six price indices
    Discussion Papers, University of Copenhagen. Department of Economics
27. Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS
    Discussion Papers, University of Copenhagen. Department of Economics
28. Models and Relations in Economics and Econometrics
    Discussion Papers, University of Copenhagen. Department of Economics View citations (12)
    See also Journal Article in Journal of Economic Methodology (1999)
29. The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain
    Discussion Papers, University of Copenhagen. Department of Economics View citations (3)

1997

30. Changing Monetary Transmission Mechanisms within the EU
    Discussion Papers, University of Copenhagen. Department of Economics
    See also Journal Article in Empirical Economics (1998)

1996

31. A Structured VAR under Changing Monetary Policy
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
32. An Empirical Analysis of the Changing Role of the German Bundesbank after 1983
    Discussion Papers, University of Copenhagen. Department of Economics
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1996)

1993

33. Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model
    Discussion Papers, University of Copenhagen. Department of Economics
34. VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
    Discussion Papers, University of Copenhagen. Department of Economics
    See also Journal Article in Empirical Economics (1993)

1992

35. Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model
    Discussion Papers, University of Copenhagen. Department of Economics
    See also Journal Article in Journal of Econometrics (1994)

1991

36. Domestic and Foreign Effects on Prices in an Open Economy
    Discussion Papers, University of Copenhagen. Department of Economics
37. Long-Run Relations in Australian Monetary Data
    Working Papers, Australian National University - Department of Economics View citations (1)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (1991)
38. On the Design of Experiments when Data are Collected by Passive Observation
    Discussion Papers, University of Copenhagen. Department of Economics
39. On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings
    Discussion Papers, University of Copenhagen. Department of Economics

1990

40. Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
41. Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)

1989

42. Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration
    Discussion Papers, University of Copenhagen. Department of Economics
43. The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications
    Discussion Papers, University of Copenhagen. Department of Economics View citations (6)

1988

44. Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark
    Discussion Papers, University of Copenhagen. Department of Economics
45. Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
46. Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results
    Discussion Papers, University of Copenhagen. Department of Economics

Journal Articles

2011

1. Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson
   Cambridge Journal of Economics, 2011, 35, (2), 423-436

2010

2. Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
   Journal of Econometrics, 2010, 158, (1), 117-129 View citations (3)

2009

3. Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
   Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, (4), 1-30 View citations (1)
4. Special Issue on Using Econometrics for Assessing Economic Models: An Introduction
   Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, (28), 1-20 View citations (1)

2008

5. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
   American Economic Review, 2008, 98, (2), 251-55 View citations (18)
   See also Working Paper (2007)

2007

6. Taking a DSGE Model to the Data Meaningfully
   Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, (4), 1-38
   See also Working Paper (2007)

2005

7. Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS
   Journal of International Money and Finance, 2005, 24, (3), 509-531 View citations (6)

2004

8. International parity relationships between the USA and Japan
   Japan and the World Economy, 2004, 16, (1), 17-34 View citations (13)

2001

9. European integration and monetary transmission mechanisms: the case of Italy
   Journal of Applied Econometrics, 2001, 16, (3), 341-358 View citations (7)
10. Explaining Cointegration Analysis: Part II
    The Energy Journal, 2001, Volume22, (Number 1), 75-120 View citations (25)
    Also in The Energy Journal, 2000, Volume21, (Number 1), 1-42 (2000) View citations (32)
    See also Working Paper (2000)

1999

11. Models and relations in economics and econometrics
    Journal of Economic Methodology, 1999, 6, (2), 259-290 View citations (8)
    See also Working Paper (1999)

1998

12. A Structured VAR for Denmark under Changing Monetary Regimes
    Journal of Business & Economic Statistics, 1998, 16, (4), 400-411 View citations (11)
13. Changing monetary transmission mechanisms within the EU
    Empirical Economics, 1998, 23, (3), 455-481 View citations (16)
    See also Working Paper (1997)

1996

14. An Empirical Analysis of the Changing Role of the German Bundesbank after 1983
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 791-819 View citations (10)
    See also Working Paper (1996)

1995

15. Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model
    Journal of Econometrics, 1995, 69, (1), 211-240 View citations (76)

1994

16. Identification of the long-run and the short-run structure an application to the ISLM model
    Journal of Econometrics, 1994, 63, (1), 7-36 View citations (164)
    See also Working Paper (1992)

1993

17. VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
    Empirical Economics, 1993, 18, (4), 595-622 View citations (9)
    See also Working Paper (1993)

1992

18. Domestic and foreign effects on prices in an open economy: The case of Denmark
    Journal of Policy Modeling, 1992, 14, (4), 401-428 View citations (52)
19. Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
    Journal of Econometrics, 1992, 53, (1-3), 211-244 View citations (401)

1991

20. A Bayesian Perspective on Inference from Macroeconomic Data: Comment
    Scandinavian Journal of Economics, 1991, 93, (2), 253-58

1990

21. Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money
    Oxford Bulletin of Economics and Statistics, 1990, 52, (2), 169-210 View citations (1079)

1985

22. Modelling short- and long-term effects in the aggregate demand for soft drinks
    International Journal of Forecasting, 1985, 1, (3), 253-272

Books

2006

1. The Cointegrated VAR Model: Methodology and Applications
   OUP Catalogue, Oxford University Press View citations (103)