Katarina Juselius

Katarina Juselius

Professor emeritus

Medlem af:


    1. 2008
    2. Udgivet

      A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

      Frydman, R., Goldberg, M. D., Johansen, Søren & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 37 s.

      Publikation: Working paperForskning

    3. Udgivet

      Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

      Hoover, K. D., Johansen, Søren & Juselius, Katarina, 2008, I: American Economic Review (Print Edition). 2 (Papers & Proceedings), s. 251–255 5 s.

      Publikation: Bidrag til tidsskriftKonferenceartikelForskning

    4. Udgivet

      Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area

      Beyer, A. & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 25 s.

      Publikation: Working paperForskning

    5. Udgivet

      Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

      Juselius, Katarina & Ordóñez, J., 2008, 32 s.

      Publikation: Working paperForskning

    6. 2007
    7. Udgivet

      Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

      Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 s.

      Publikation: Working paperForskning

    8. Udgivet

      Taking a DSGE Model to the Data Meaningfully

      Juselius, Katarina & Franchi, M., 2007, I: Economics. 1, 2007-4

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    9. Udgivet

      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 s.

      Publikation: Working paperForskning

    10. Udgivet

      The PPP Puzzle: What the Data Tell when Allowed to Speak Freely

      Juselius, Katarina, 2007, Department of Economics, University of Copenhagen, 42 s.

      Publikation: Working paperForskning

    11. 2006
    12. Udgivet

      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. (red.). Cambridge: Cambridge University Press, s. 301-333

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    13. Udgivet

      International parity relationships and a nonstationary real exchange rate: Germany versus the US in the post Bretton Woods period

      Juselius, Katarina & MacDonald, R., 2006, International Macroeconomics: Recent Developments. Zumaquero, A. M. (red.). N.Y.: Nova Publishers, s. 79-103

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    14. Udgivet

      The Cointegrated VAR  Model: Methodology and Applications

      Juselius, Katarina, 2006, Oxford: Oxford University Press. (Advanced Texts in Econometrics).

      Publikation: Bog/antologi/afhandling/rapportBogForskningfagfællebedømt

    15. 2005
    16. Udgivet

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

      Juselius, Katarina & Johansen, S., 2005, Cph.: Department of Economics, University of Copenhagen, 31 s.

      Publikation: Working paperForskning

    17. Udgivet

      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. (red.). Edward Elgar Publishing, s. 512-553

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    18. Udgivet

      Maximum likelihood estimation and inference on cointegration: with applications to the demand for money

      Johansen, S. & Juselius, Katarina, 2005, General-to-Specific Modelling, Vol I. New York: Edward Elgar Publishing, s. 512-553

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    19. Udgivet

      Moderne Økonometri

      Johansen, Søren & Juselius, Katarina, 2005, I: Samfundsøkonomen. 3, s. 4-7

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    20. Udgivet

      Monetary transmission mechanisms in Spain: the effect of monetization, financial deregulation, and the EMS

      Juselius, Katarina & Toro, J., 2005, I: Journal of International Money and Finance. 24, 3, s. 509-531

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    21. Udgivet

      The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain

      Juselius, Katarina & Ordóñez, J., 2005, Cph.: Department of Economics, University of Copenhagen, 20 s.

      Publikation: Working paperForskning

    22. 2004
    23. Udgivet

      Inflation, Money Growth, and I(2) Analysis

      Juselius, Katarina, 2004, Cph.: Department of Economics, University of Copenhagen, 39 s.

      Publikation: Working paperForskning

    24. Udgivet

      Inflation, money growth, and I(2) analysis

      Juselius, Katarina, 2004, New Directions in Macromodelling. 269 udg. Amsterdam: Elsevier, s. 69-106

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    25. Udgivet

      International parity relationships between Germany and the United States: a joint modelling approach

      Juselius, Katarina & MacDonald, R., 2004, Cph.: Department of Economics, University of Copenhagen, 34 s.

      Publikation: Working paperForskning

    26. Udgivet

      International parity relationships between the USA and Japan

      Juselius, Katarina & MacDonald, R., 2004, I: Japan and the World Economy. 16, 1, s. 17-34

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    27. 2003
    28. Udgivet

      Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area

      Juselius, Katarina, 2003, Cph.: Department of Economics, University of Copenhagen, 41 s.

      Publikation: Working paperForskning

    29. 2002
    30. Udgivet

      High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia

      Juselius, Katarina & Mladenovic, Z., 2002, Department of Economics, University of Copenhagen, 32 s.

      Publikation: Working paperForskning

    31. 2001
    32. Udgivet

      Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data

      Juselius, Katarina & Johansen, Søren, 2001, Department of Economics, University of Copenhagen, 41 s.

      Publikation: Working paperForskning

    33. Udgivet

      European integration and monetary transmission mechanisms: the case of Italy

      Juselius, Katarina, 2001, I: Journal of Applied Econometrics. 16, 3, s. 341-358

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    34. Udgivet

      Explaining cointegration: part II

      Hendry, D. F. & Juselius, Katarina, 2001, I: Energy Journal. 22, 1, s. 75-120

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    35. Udgivet

      Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities

      Juselius, Katarina, 2001, Department of Economics, University of Copenhagen, 18 s.

      Publikation: Working paperForskning

    36. 2000
    37. Udgivet

      Explaining Cointegration Analysis: Part I

      Hendry, D. & Juselius, Katarina, 2000, I: Energy Journal. 21, 1, s. 1-42

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    38. Udgivet

      Explaining Cointegration Analysis: Part II

      Hendry, D. F. & Juselius, Katarina, 2000, Department of Economics, University of Copenhagen, 33 s.

      Publikation: Working paperForskning

    39. Udgivet

      Interest Rate and Price Linkages Between the USA and Japan: Evidence from the Post-Bretton Woods Period

      Juselius, Katarina & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 38 s.

      Publikation: Working paperForskning

    40. Udgivet

      International Parity Relationships between Germany and the United States: A Joint Modelling Approach

      Juselius, Katarina & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 54 s.

      Publikation: Working paperForskning

    41. Udgivet

      Models and relations in economics and econometrics (with discussions)

      Juselius, Katarina, 2000, Macroeconomics and the Real World. Vol. 1: Econometric Techniques and Macroeconomics. Backhouse, R. E. & Salanti, A. (red.). Oxford University Press, s. 167-197

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    42. 1999
    43. Udgivet

      Dynamic Modeling and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS

      Gennari, E. & Juselius, Katarina, 1999, Department of Economics, University of Copenhagen, 30 s.

      Publikation: Working paperForskning

    44. Udgivet
    45. Udgivet

      Køn og bevillinger: en undersøgelse af sammenhængen mellem køn og bevillingspraksis i Statens Samfundsvidenskabelige Forskningsråd i perioden december 1997 - maj 1998

      Henningensen, I., Gundelach, Peter & Juselius, Katarina, 1999, Kbh.: Statens Samfundsvidenskabelige Forskningsråd. 48 s.

      Publikation: Bog/antologi/afhandling/rapportRapportForskning

    46. Udgivet

      Køn og bevillinger

      Henningsen, Inge Biehl, Gundelach, Peter & Juselius, Katarina, 1999, København: Forsknings- og Innovationsstyrelsen. 48 s.

      Publikation: Bog/antologi/afhandling/rapportRapportForskning

    47. Udgivet

      Models and Relations in Economics and Econometrics

      Juselius, Katarina, 1999, Department of Economics, University of Copenhagen, 34 s.

      Publikation: Working paperForskning

    48. Udgivet

      Models and relations in economics and econometrics

      Juselius, Katarina, 1999, I: Journal of Economic Methodology. 6, 2, s. 259-290

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    49. Udgivet

      Price Convergence in the Medium and Long Run

      Juselius, Katarina, 1999, Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger. Engle, R. F. & White, H. (red.). Oxford: Oxford University Press, s. 301-325

      Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

    50. Udgivet

      The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain

      Juselius, Katarina & Toro, J., 1999, Department of Economics, University of Copenhagen, 40 s.

      Publikation: Working paperForskning

    51. 1998
    52. Udgivet

      A structured VAR for Denmark under changing monetary policy

      Juselius, Katarina, 1998, I: Journal of Business and Economic Statistics. 16, 4, s. 400-411

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    53. Udgivet

      Changing Monetary Transmission Mechanisms with the EU

      Juselius, Katarina, 1998, I: Empirical Economics. 23, 3, s. 455-481

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    54. 1997
    55. Udgivet

      Changing Monetary Transmission Mechanisms Within the EU

      Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 29 s.

      Publikation: Working paperForskning

    56. Udgivet

      Do Prices Move Together in the Long Run? An I(2) Analysis of Six Price Indices

      Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 20 s.

      Publikation: Working paperForskning

    57. Udgivet

      Understanding Cointegration

      Juselius, Katarina, 1997, Centre of Excellence: Proceedings from the Copenhagen Cultural City conference, University of Copenhagen. University of Copenhagen, s. 167-188

      Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskning

    58. 1996
    59. Udgivet

      A Structured VAR under Changing Monetary Policy

      Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 47 s.

      Publikation: Working paperForskning

    60. Udgivet

      An Empirical Analysis of the Changing Role of the German Bundesbank after 1983

      Juselius, Katarina, 1996, I: Oxford Bulletin of Economics and Statistics. 58, 4, s. 791-817

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    61. Udgivet

      An Empirical Analysis of the Changing Role of the German Bundesbank after 1983

      Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 30 s.

      Publikation: Working paperForskning

    62. 1995
    63. Udgivet

      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

      Juselius, Katarina, 1995, I: Journal of Econometrics. 69, 1, s. 211-240

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    64. Udgivet

      Predictable and unpredictable components of the long-run growth in nominal prices

      Juselius, Katarina, 1995, I: Mathematics and Computers in Simulation. 39, 3-4, s. 257-263

      Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

    ID: 10140