Katarina Juselius

Katarina Juselius

Professor emeritus

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    1. 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

    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 paper › Forskning

    3. Udgivet

      A Structured VAR under Changing Monetary Policy

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

      Publikation: Working paper › Forskning

    4. 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

    5. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    6. 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

    7. 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

    8. 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

    9. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    10. 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

    11. 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

    12. 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. 93-105

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    13. 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

    14. 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 Press

      Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt

    15. 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

    16. 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

    17. Udgivet

      Changing Monetary Transmission Mechanisms Within the EU

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

      Publikation: Working paper › Forskning

    18. Udgivet

      Changing Monetary Transmission Mechanisms with the EU

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

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    19. 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. 125-130

      Publikation: Bidrag til tidsskrift › Letter › Forskning

    20. 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

    21. Udgivet

      Disequilibrium macroeconometrics

      Juselius, Katarina, apr. 2021, I: Industrial and Corporate Change. 30, 2, s. 357-376

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    22. 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

    23. 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

    24. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    25. 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

    26. 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

    27. 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

    28. Udgivet

      Domestic and Foreign Effects on Prices in an Open Economy

      Juselius, Katarina, 1991, Department of Economics, University of Copenhagen, 32 s.

      Publikation: Working paper › Forskning

    29. Udgivet

      Domestic and foreign effects on prices in an open economy: the case of Denmark

      Juselius, Katarina, 1992, I: Journal of Policy Modeling. 14, 4, s. 401-428

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    30. 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 paper › Forskning

    31. Udgivet

      Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. I: Theoretical Results in the I(1) and the I(2) Model

      Juselius, Katarina (red.), 1994, Department of Economics, University of Copenhagen. 305 s.

      Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning

    32. Udgivet

      Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. II: Theory with Illustrations & Methodological Questions in Empirical Macroeconomics

      Juselius, Katarina (red.), 1994, Department of Economics, University of Copenhagen. 314 s.

      Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning

    33. Udgivet

      Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. III: Nordic Applications: The Capital and Goods Market and The Monetary Sector

      Juselius, Katarina (red.), 1994, Department of Economics, University of Copenhagen. 312 s.

      Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning

    34. Udgivet

      Econometric Modelling of Long-Run Relations and Common Trends: Theory and Applications. Vol. IV: Common Trends Analysis & Long-Run Relations in the Nordic Labour Markets

      Juselius, Katarina, 1994, Department of Economics, University of Copenhagen. 295 s.

      Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning

    35. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    36. Udgivet

      Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression

      Hoover , K. D. & Juselius, Katarina, 2012, Kbh.: Økonomisk institut, Københavns Universitet, 30 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 16, Bind 12).

      Publikation: Working paper › Forskning

    37. Udgivet

      Explaining Cointegration Analysis: Part I

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

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    38. Udgivet

      Explaining Cointegration Analysis: Part II

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

      Publikation: Working paper › Forskning

    39. Udgivet

      Explaining cointegration: part II

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

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    40. 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 paper › Forskning

    41. 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/rapport › Bidrag til bog/antologi › Forskning

    42. Udgivet

      Fremtiden ligger stadig i markedets hænder

      Juselius, Katarina, 20 sep. 2013, I: Information.

      Publikation: Bidrag til tidsskrift › Bidrag til avis - Avisartikel › Formidling

    43. Udgivet

      Glacial cycles: exogenous orbital changes vs. endogenous climate dynamics

      Kaufmann, R. K. & Juselius, Katarina, 2010, Göttingen: Copernicus Gesellschaft, s. 585-626, 42 s.

      Publikation: Working paper › Forskning

    44. Udgivet

      Haavelmo's Probability Approach and the Cointegrated VAR

      Juselius, Katarina, 2015, I: Econometric Theory. 31, 2, s. 213-232

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    45. Udgivet

      Haavelmo's Probability Approach and the Cointegrated VAR

      Juselius, Katarina, apr. 2012, Department of Economics, University of Copenhagen, 33 s.

      Publikation: Working paper › Forskning

    46. 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 paper › Forskning

    47. Udgivet

      Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model

      Johansen, S. & Juselius, Katarina, 1992, Cph.: Department of Economics, University of Copenhagen, 37 s.

      Publikation: Working paper › Forskning

    48. Udgivet

      Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model

      Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, s. 35.

      Publikation: Working paper › Forskning

    49. Udgivet

      Identification of the long-run and the short-run structure: an application to the ISLM model

      Johansen, Søren & Juselius, Katarina, 1994, I: Journal of Econometrics. 63, 1, s. 7-36

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    50. Udgivet

      Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence

      Juselius, Katarina, 2010, Department of Economics, University of Copenhagen, 22 s.

      Publikation: Working paper › Forskning

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