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Details about Katarina Juselius

Homepage:http://www.econ.ku.dk/okokj
Workplace:Økonomisk Institut (Department of Economics), Københavns Universitet (University of Copenhagen), (more information at EDIRC)

Access statistics for papers by Katarina Juselius.

Last updated 2014-05-09. Update your information in the RePEc Author Service.

Short-id: pju54


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Working Papers

2014

  1. Testing for near I(2) trends when the signal to noise ratio is small
    Economics Discussion Papers, Kiel Institute for the World Economy Downloads
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2013) Downloads
  2. The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
    Also in Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) (2013) Downloads

2012

  1. Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
  2. Haavelmo's Probability Approach and the Cointegrated VAR
    Discussion Papers, University of Copenhagen. Department of Economics Downloads

2011

  1. The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis
    Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (5)

2010

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

2009

  1. A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
    CREATES Research Papers, School of Economics and Management, University of Aarhus Downloads
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2008) Downloads View citations (1)
  2. The Financial Crisis and the Systemic Failure of Academic Economics
    Middlebury College Working Paper Series, Middlebury College, Department of Economics Downloads View citations (17)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2009) Downloads View citations (9)
    Kiel Working Papers, Kiel Institute for the World Economy (2009) Downloads View citations (54)
  3. Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (1)

2008

  1. 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 Downloads View citations (2)
  2. 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 Downloads View citations (1)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2007) Downloads
  3. Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
    Economics Discussion Papers, Kiel Institute for the World Economy Downloads
    Also in Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2008) Downloads

2007

  1. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (4)
    See also Journal Article in American Economic Review (2008)
  2. Taking a DSGE Model to the Data Meaningfully
    Economics Discussion Papers, Kiel Institute for the World Economy Downloads View citations (7)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)
  3. The PPP Puzzle: What the Data Tell when Allowed to Speak Freely
    Discussion Papers, University of Copenhagen. Department of Economics Downloads

2005

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

2004

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

2003

  1. 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 Downloads View citations (2)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2000) Downloads View citations (15)

2002

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

2001

  1. Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (10)
    Also in Economics Working Papers, European University Institute (2001) Downloads View citations (3)
  2. Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (2)

2000

  1. Explaining Cointegration Analysis: Part II
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (35)
    See also Journal Article in The Energy Journal (2001)
  2. 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 Downloads View citations (1)

1999

  1. Do prices move together in the long run? An I(2) analysis of six price indices
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
  2. Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
  3. Models and Relations in Economics and Econometrics
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (14)
    See also Journal Article in Journal of Economic Methodology (1999)
  4. The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (4)

1997

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

1996

  1. A Structured VAR under Changing Monetary Policy
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
  2. 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

  1. 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
  2. VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
    See also Journal Article in Empirical Economics (1993)

1992

  1. Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model
    Discussion Papers, University of Copenhagen. Department of Economics View citations (1)
    See also Journal Article in Journal of Econometrics (1994)

1991

  1. Domestic and Foreign Effects on Prices in an Open Economy
    Discussion Papers, University of Copenhagen. Department of Economics
  2. Long-Run Relations in Australian Monetary Data
    Working Papers, Australian National University - Department of Economics View citations (2)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (1991)
  3. On the Design of Experiments when Data are Collected by Passive Observation
    Discussion Papers, University of Copenhagen. Department of Economics
  4. 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

  1. 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 (2)
  2. 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 (3)

1989

  1. Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration
    Discussion Papers, University of Copenhagen. Department of Economics
  2. The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications
    Discussion Papers, University of Copenhagen. Department of Economics View citations (7)

1988

  1. 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
  2. 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 (4)
  3. Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results
    Discussion Papers, University of Copenhagen. Department of Economics

Journal Articles

2014

  1. An asymptotic invariance property of the common trends under linear transformations of the data
    Journal of Econometrics, 2014, 178, (P2), 310-315 Downloads

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 Downloads View citations (1)

2010

  1. 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 Downloads View citations (10)

2009

  1. 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 Downloads View citations (2)
  2. Special Issue on Using Econometrics for Assessing Economic Models: An Introduction
    Economics - The Open-Access, Open-Assessment E-Journal, 2009, 3, (28), 1-20 Downloads View citations (4)

2008

  1. Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
    American Economic Review, 2008, 98, (2), 251-55 Downloads View citations (24)
    See also Working Paper (2007)

2007

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

2005

  1. 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 Downloads View citations (10)

2004

  1. International parity relationships between the USA and Japan
    Japan and the World Economy, 2004, 16, (1), 17-34 Downloads View citations (18)

2001

  1. European integration and monetary transmission mechanisms: the case of Italy
    Journal of Applied Econometrics, 2001, 16, (3), 341-358 Downloads View citations (10)
  2. Explaining Cointegration Analysis: Part II
    The Energy Journal, 2001, Volume22, (Number 1), 75-120 Downloads View citations (43)
    Also in The Energy Journal, 2000, Volume21, (Number 1), 1-42 (2000) Downloads View citations (45)

    See also Working Paper (2000)

1999

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

1998

  1. A Structured VAR for Denmark under Changing Monetary Regimes
    Journal of Business & Economic Statistics, 1998, 16, (4), 400-411 View citations (13)
  2. Changing monetary transmission mechanisms within the EU
    Empirical Economics, 1998, 23, (3), 455-481 Downloads View citations (17)
    See also Working Paper (1997)

1996

  1. 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 (13)
    See also Working Paper (1996)

1995

  1. 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 Downloads View citations (91)
  2. Predictable and unpredictable components of the long-run growth in nominal prices
    Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 257-263 Downloads

1994

  1. Identification of the long-run and the short-run structure an application to the ISLM model
    Journal of Econometrics, 1994, 63, (1), 7-36 Downloads View citations (174)
    See also Working Paper (1992)

1993

  1. 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

  1. Domestic and foreign effects on prices in an open economy: The case of Denmark
    Journal of Policy Modeling, 1992, 14, (4), 401-428 Downloads View citations (60)
  2. 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 Downloads View citations (457)

1991

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

1990

  1. 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 (1866)

1985

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

Books

2006

  1. The Cointegrated VAR Model: Methodology and Applications
    OUP Catalogue, Oxford University Press View citations (166)
 
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