Katarina Juselius
Professor emeritus
- 2018
- Udgivet
The Cointegrated VAR Methodology
Juselius, Katarina, maj 2018, Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, s. 1-26Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Forskning › fagfællebedømt
- 2014
- Udgivet
Balance Sheet Recessions and Time-Varying Coefficients in a Phillips Curve Relationship: An Application to Finnish Data
Juselius, Katarina, 2014, Essays in Nonlinear Time Series Econometrics. Oxford University Press, 31 s.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
- Udgivet
Balance sheet recessions and time-varying coefficients in a Phillips cure relationship: An application to Finnish data
Juselius, Katarina & Juselius, M., 2014, Essays in Nonlinear Time series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (red.). Oxford: Oxford University PressPublikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
- 2013
- Udgivet
Imperfect Knowledge, Asset Price Swings, and Structural Slumps
Juselius, Katarina, 2013, Rethinking Expectations: The Way Forward for Macroeconomics. Frydman, R. & Phelps, E. (red.). Princeton, New Jersey: Princeton University Press, s. 328-350Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2012
- Udgivet
On the theory and evidence in macroeconomics
Juselius, Katarina, 2012, The Elgar Companion to Recent Economic Methodology. Hands, W. & Davis, J. (red.). Edward Elgar Publishing, s. 404-426Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2011
- Udgivet
On the role of theory and evidence in macroeconomics
Juselius, Katarina, 2011, The Elgar Companion to Recent Economic Methodology. Hands, W. & Davis, J. (red.). Cheltenham & Northampton: Edward Elgar Publishing, s. 404-436 27 s.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
- Udgivet
Testing the purchashing power parity hypothesis: A cointegrated VAR analysis for I(2) data
Juselius, Katarina, 2011, Yearbook of the Finnish Statistical Society 2010. Helsinki: Finnish Statistical SocietyPublikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2010
- Udgivet
The Financial Crisis and the Systemic Failure of Academic Economics
Colander, D., Goldberg, M., Haas, A., Juselius, Katarina, Kirman, A., Sloth, B. & Lux, T., 2010, Lessons from the Financial Crisis: Causes, Consequences, and Our Economic Future. Kolb, R. (red.). New Jersey: Wiley, s. 427-436 10 s.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2009
- Udgivet
Does it matter how to measure aggregates? Monetary transmission mechanisms in the Euro area
Juselius, Katarina & Beyer, A., 2009, The Methodology and Practice of Econometrics: A Festschrift in Honour of David Hendry. Castle, J. & Shephard, N. (red.). Oxford: Oxford University Press, s. 365-385 21 s.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely
Juselius, Katarina, 2009, Palgrave Handbook of Econometrics: Vol. 2: Applied Econometrics. Patterson, K. & Mills, T. C. (red.). Palgrave Macmillan, s. 349-384 36 s.Publikation: Bidrag til bog/antologi/rapport › Encyclopædiartikel › Forskning
- 2006
- 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. 301-333Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 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. 79-103Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2005
- 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. 512-553Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 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. 512-553Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2004
- Udgivet
Inflation, money growth, and I(2) analysis
Juselius, Katarina, 2004, New Directions in Macromodelling. 269 udg. Amsterdam: Elsevier, s. 69-106Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 2000
- 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. 167-197Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 1999
- 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. 301-325Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 1997
- Udgivet
Understanding Cointegration
Juselius, Katarina, 1997, Centre of Excellence: Proceedings from the Copenhagen Cultural City conference, University of Copenhagen. University of Copenhagen, s. 167-188Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning
- 1994
- Udgivet
Domestic and Foreign Effects on Prices in an Open Economy: The Case of Denmark
Juselius, Katarina, 1994, Testing Exogeneity. Ericsson, N. R. & Irons, J. S. (red.). Oxford, UK: Oxford University Press, s. 161-190 (Advanced Texts in Econometrics).Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 1993
- Udgivet
Predictable and unpredictable components of the long-run growth in nominal prices
Juselius, Katarina, 1993, Proceedings of the IMACS/IFAC 2nd International Symposium on Mathematical and Intelligent Models in System Simulation, Brussels, April 12-16, 1993. s. 193-198Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
- 1992
- Udgivet
Long-Run Relations in Australian Monetary Data
Hargreaves, C. & Juselius, Katarina, 1992, Macroeconomic Modelling of the Long Run. Hargreaves, C. P. (red.). London: Edward Elgar Publishing, s. 249-285Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- 1991
- Udgivet
Long-run relations in a well-defined statistical model for the data generating process: Cointegration analysis of the PPP and the UIP relations for Denmark and Germany
Juselius, Katarina, 1991, Econometric Decision Models: New Methods of Modeling and Applications: Proceedings of the 2nd International Conference on Econometric Decision Model. Gruber, J. (red.). Springer, s. 336-357Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
- Udgivet
On the Design of Experiments when Data are Collected by Passive Observation
Juselius, Katarina, 1991, A Spectrum of Statistical Thought: Essays in Statistical Theory, Economics and Population Genetics in Honour of Johan Fellman. Rosenqvist, G. & Juselius, K. (red.). Helsinki: Svenska Handelshögskolan, s. 85-111 (Ekonomi och samhälle; Nr. 46).Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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The Financial Crisis and the Systemic Failure of Academic Economics
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