Søren Johansen

Søren Johansen

Professor emeritus


English, Italian, German and French

Born 6 November 1939

Cand. stat. 1964, dr.phil 1974, University of Copenhagen


I have worked University of Copenhagen, Institute of Mathematical Statistics since 1964 and in the period 1989-2007 as professor. From 2007 I am part time employed as professor of econometrics, Economics Department, KU, and member of CREATES, Aarhus University. In 1996-2001 I was on leave and worked as professor of econometrics at the Department of Economics, European University Institute, Florence.

Academic Contribution

I received the Gold medal from University of Copenhagen 1967 (An application of extreme points methods in probability), dr.phil. 1974 (The embedding problem for Markov chains) and in 1997 I received an award from Dir. Ib Henriksens Fund for outstanding research. I have become the most cited researcher in economic journals in the world in the the period 1990-2000, see T. Coupé (2003), due to the collaboration on cointegration with Katarina Juselius. In 2017 I was awarded the degree of doctor oeconomices honoris causa from Aarhus University.

 Longer stays abroad

Berkeley 1965/67, Imperial College London 1971/72, Oregon State University, 1975, ETH, Zürich, spring 1975, Stanford, summer 1984, San Diego, January 1985, Baltimore, spring 1985, San Diego, fall 1989, Helsinki, spring 1991, Canberra, summer 1991, Sydney winter 1994.

International activities

Member of Institute of Mathematical Statistics (IMS) since 1964 and fellow since 1973. Member of International Statistical Institute since 1976. Fellow of Econometric Society since 2000.

Editorial work: 1974-1981 associate editor of Annals of Statistics and Annals of Probability, 1985-86 associate editor of Scandinavian Journal of Statistics and editor 1986-1990. 1990- associate editor of Econometric Theory, 1997- associate editor of Econometrica.

Conferences organized: 14th EMS, Wroclaw, 1981, Bernoulli Society Amsterdam 1985, ISI Tokyo 1987. ESEM three times.

Research interests

I have worked with mathematical statistics and probability theory as well as medical statistics and since 1983 with econometrics, in particular the theory of cointegration.

In the period 1987 to now I have been involved in various projects under the Danish Social Sciences Research Council, Nordic Research Council for the Social Sciences Natural Sciences Research Council.



Cand. Stat.

ID: 8722