Katarina Juselius
Professor emeritus
- Udgivet
A CVAR scenario for a standard monetary model using theory-consistent expectations
Juselius, Katarina, 2017, 20 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-08).Publikation: Working paper › Forskning
- 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 paper › Forskning
- Udgivet
A Structured VAR under Changing Monetary Policy
Juselius, Katarina, 1996, Department of Economics, University of Copenhagen, 47 s.Publikation: Working paper › Forskning
- Udgivet
A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations
Juselius, Katarina, 2022, I: Econometrics. 10, 2, 16 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
A structured VAR for Denmark under changing monetary policy
Juselius, Katarina, 1998, I: Journal of Business and Economic Statistics. 16, 4, s. 400-411Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 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 paper › Forskning
- 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 tidsskrift › Konferenceartikel › Forskning
- Udgivet
An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2014, I: Journal of Econometrics. 178, Part 2, s. 310-315 6 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 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. 791-817Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 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 paper › Forskning
- Udgivet
An Invariance Property of the Common Trends under Linear Transformations of the Data
Johansen, Søren & Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 13 s.Publikation: Working paper › Forskning
- Udgivet
Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Juselius, Katarina & Stillwagon, J. R., 1 maj 2018, I: Journal of International Money and Finance. 83, s. 93-105Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 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
- Udgivet
Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership
Juselius, Katarina & Ordóñez, J., 2009, I: Economics. 3, 2009-4, 30 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
CATS in RATS: Manual to Cointegration Analysis of Time Series
Hansen, Henrik & Juselius, Katarina, 1995, Evanston, Illinois: Estima. 91 s.Publikation: Bog/antologi/afhandling/rapport › Bog › Undervisning
- Udgivet
Changing Monetary Transmission Mechanisms Within the EU
Juselius, Katarina, 1997, Department of Economics, University of Copenhagen, 29 s.Publikation: Working paper › Forskning
- Udgivet
Changing Monetary Transmission Mechanisms with the EU
Juselius, Katarina, 1998, I: Empirical Economics. 23, 3, s. 455-481Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Comment on E.E. Leamer, "A Bayesian Perspective on Inference from Macroeconomic Data"
Juselius, Katarina, 1991, I: Scandinavian Journal of Economics. 93, 2, s. 125-130Publikation: Bidrag til tidsskrift › Letter › Forskning
- 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 paper › Forskning
- Udgivet
Disequilibrium macroeconometrics
Juselius, Katarina, apr. 2021, I: Industrial and Corporate Change. 30, 2, s. 357-376Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 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 paper › Forskning
- 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, 1993, Department of Economics, University of Copenhagen, 28 s.Publikation: Working paper › Forskning
- 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. 211-240Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 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 paper › Forskning
ID: 10140
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Publikation: Working paper › Forskning
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Publikation: Working paper › Forskning
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The Financial Crisis and the Systemic Failure of Academic Economics
Publikation: Working paper › Forskning
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