A Conversation with Katarina Juselius

Rocco Mosconi and Paolo Paruolo
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Rocco Mosconi: Dipartimento di Ingegneria Gestionale, Politecnico di Milano, Via Lambruschini 4/B, 20156 Milano, Italy

Econometrics, 2022, vol. 10, issue 2, 1-21

Abstract: This article was prepared for the Special Issue ‘Celebrated Econometricians: Katarina Juselius and Søren Johansen’ of Econometrics . It is based on material recorded on 30–31 October 2018 in Copenhagen. It explores Katarina Juselius’ research, and discusses inter alia the following issues: equilibrium; short and long-run behaviour; common trends; adjustment; integral and proportional control mechanisms; model building and model comparison; breaks, crisis, learning; univariate versus multivariate modelling; mentoring and the gender gap in Econometrics.

Keywords: cointegration; CVAR; I(1); I(2); common trends; adjustment; breaks; model comparison; gender gap (search for similar items in EconPapers)
JEL-codes: B23 C C00 C01 C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:gam:jecnmx:v:10:y:2022:i:2:p:20-:d:793014

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