katarina juselius

Names

Identifer

Contact

Affiliations

• Københavns Universitet / Økonomisk Institut
  • EDIRC entry
  • location:

Research profile

author of:

• Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate (RePEc:aah:create:2008-03)
  by Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg
• A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings (RePEc:aah:create:2009-01)
  by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius
• An invariance property of the common trends under linear transformations of the data (RePEc:aah:create:2010-72)
  by Søren Johansen & Katarina Juselius
• Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression (RePEc:aea:aecrev:v:98:y:2008:i:2:p:251-55)
  by Kevin D. Hoover & Soren Johansen & Katarina Juselius
• The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain (RePEc:aee:wpaper:0513)
  by Katarina Juselius & Javier Ordóñez
• Explaining Cointegration Analysis: Part 1 (RePEc:aen:journl:2000v21-01-a01)
  by David F. Hendry & Katarina Juselius
• Explaining Cointegration Analysis: Part II (RePEc:aen:journl:2001v22-01-a04)
  by David F. Hendry & Katarina Juselius
• A Structured VAR for Denmark under Changing Monetary Regimes (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:400-411)
  by Juselius, Katarina
• Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money (RePEc:bla:obuest:v:52:y:1990:i:2:p:169-210)
  by Johansen, Soren & Juselius, Katarina
• An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 (RePEc:bla:obuest:v:58:y:1996:i:4:p:791-819)
  by Juselius, Katarina
• The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis (RePEc:bla:obuest:v:76:y:2014:i:2:p:153-184)
  by Katarina Juselius & Niels Framroze Møller & Finn Tarp
• Haavelmo’S Probability Approach And The Cointegrated Var (RePEc:cup:etheor:v:31:y:2015:i:02:p:213-232_00)
  by Juselius, Katarina
• Trygve Haavelmo’S Experimental Methodology And Scenario Analysis In A Cointegrated Vector Autoregression (RePEc:cup:etheor:v:31:y:2015:i:02:p:249-274_00)
  by Hoover, Kevin & Juselius, Katarina
• Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area (RePEc:ecb:ecbwps:20101149)
  by Beyer, Andreas & Juselius, Katarina
• Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate (RePEc:eee:econom:v:158:y:2010:i:1:p:117-129)
  by Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael
• An asymptotic invariance property of the common trends under linear transformations of the data (RePEc:eee:econom:v:178:y:2014:i:p2:p:310-315)
  by Johansen, Søren & Juselius, Katarina
• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244)
  by Johansen, Søren & Juselius, Katarina
• Identification of the long-run and the short-run structure an application to the ISLM model (RePEc:eee:econom:v:63:y:1994:i:1:p:7-36)
  by Johansen, Soren & Juselius, Katarina
• 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 (RePEc:eee:econom:v:69:y:1995:i:1:p:211-240)
  by Juselius, Katarina
• Modelling short- and long-term effects in the aggregate demand for soft drinks (RePEc:eee:intfor:v:1:y:1985:i:3:p:253-272)
  by Juselius, Katarina
• International parity relationships between the USA and Japan (RePEc:eee:japwor:v:16:y:2004:i:1:p:17-34)
  by Juselius, Katarina & MacDonald, Ronald
• Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS (RePEc:eee:jimfin:v:24:y:2005:i:3:p:509-531)
  by Juselius, Katarina & Toro, Juan
• Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market (RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105)
  by Juselius, Katarina & Stillwagon, Josh R.
• Domestic and foreign effects on prices in an open economy: The case of Denmark (RePEc:eee:jpolmo:v:14:y:1992:i:4:p:401-428)
  by Juselius, Katarina
• Predictable and unpredictable components of the long-run growth in nominal prices (RePEc:eee:matcom:v:39:y:1995:i:3:p:257-263)
  by Juselius, Katarina
• On the Role of Theory and Evidence in Macroeconomics (RePEc:elg:eechap:13684_17)
  by Katarina Juselius
• Inflation, Money Growth, and 1(2) Analysis (RePEc:eme:ceazzz:s0573-8555(04)69004-3)
  by Katarina Juselius
• Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data (RePEc:eui:euiwps:eco2001/02)
  by Soren JOHANSEN & Katarina JUSELIUS
• The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain (RePEc:fda:fdadef:05-13)
  by Katarina Juselius & Javier Ordóñez
• Long-Run Relations in Australian Monetary Data (RePEc:fth:aunaec:238)
  by Juselius, K.
• A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations (RePEc:gam:jecnmx:v:10:y:2022:i:2:p:16-:d:787961)
  by Katarina Juselius
• Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge (RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032)
  by Katarina Juselius
• Recent Developments in Cointegration (RePEc:gam:jecnmx:v:6:y:2017:i:1:p:1-:d:124889)
  by Katarina Juselius
• Searching for a Theory That Fits the Data: A Personal Research Odyssey (RePEc:gam:jecnmx:v:9:y:2021:i:1:p:5-:d:490756)
  by Katarina Juselius
• Wage, price and unemployment dynamics in the Spanish transition to EMU membership (RePEc:ivi:wpasec:2008-09)
  by Javier Ordoñez & Katarina Juselius
• European integration and monetary transmission mechanisms: the case of Italy (RePEc:jae:japmet:v:16:y:2001:i:3:p:341-358)
  by Katarina Juselius
• Unknown item RePEc:kie:kieliw:1489 (paper)
• International Parity Relationships between Germany and the United States: A Joint Modelling Approach (RePEc:kud:kuiedp:0010)
  by Katarina Juselius & Ronald MacDonald
• Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period (RePEc:kud:kuiedp:0013)
  by Katarina Juselius & Ronald MacDonald
• Explaining Cointegration Analysis: Part II (RePEc:kud:kuiedp:0020)
  by Katarina Juselius & David F. Hendry
• Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities (RePEc:kud:kuiedp:0102)
  by Katarina Juselius
• Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data (RePEc:kud:kuiedp:0103)
  by Soren Johansen & Katarina Juselius
• High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia (RePEc:kud:kuiedp:0223)
  by Katarina Juselius & Zorica Mladenovic
• Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area (RePEc:kud:kuiedp:0301)
  by Katarina Juselius
• Inflation, Money Growth, and I(2) Analysis (RePEc:kud:kuiedp:0431)
  by Katarina Juselius
• Extracting Information from the Data: A Popperian View on Empirical Macro (RePEc:kud:kuiedp:0505)
  by Katarina Juselius & Søren Johansen
• The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain (RePEc:kud:kuiedp:0529)
  by Katarina Juselius & Javier Ordóñez
• The PPP Puzzle: What the Data Tell when Allowed to Speak Freely (RePEc:kud:kuiedp:0733)
  by Katarina Juselius
• Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate (RePEc:kud:kuiedp:0734)
  by Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg
• Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression (RePEc:kud:kuiedp:0735)
  by Kevin D. Hoover & Katarina Juselius & Søren Johansen
• Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area (RePEc:kud:kuiedp:0807)
  by Andreas Beyer & Katarina Juselius
• A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings (RePEc:kud:kuiedp:0831)
  by Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius
• The Financial Crisis and the Systemic Failure of Academic Economics (RePEc:kud:kuiedp:0903)
  by David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Birgitte Sloth
• Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) (RePEc:kud:kuiedp:0916)
  by Katarina Juselius
• On the Role of Theory and Evidence in Macroeconomics (RePEc:kud:kuiedp:1012)
  by Katarina Juselius
• An Invariance Property of the Common Trends under Linear Transformations of the Data (RePEc:kud:kuiedp:1030)
  by Søren Johansen & Katarina Juselius
• Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence (RePEc:kud:kuiedp:1031)
  by Katarina Juselius
• Haavelmo's Probability Approach and the Cointegrated VAR (RePEc:kud:kuiedp:1201)
  by Katarina Juselius
• Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression (RePEc:kud:kuiedp:1216)
  by Kevin Hoover & Katarina Juselius
• Testing for Near I (2) Trends When the Signal to Noise Ratio is Small (RePEc:kud:kuiedp:1401)
  by Katarina Juselius
• The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana (RePEc:kud:kuiedp:1402)
  by Katarina Juselius & Abdulaziz Reshid & Finn Tarp
• Real exchange rate persistence: the case of the Swiss franc-US dollar rate (RePEc:kud:kuiedp:1426)
  by Katarina Juselius & Katrin Assenmacher
• Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge (RePEc:kud:kuiedp:1707)
  by Katarina Juselius
• A CVAR scenario for a standard monetary model using theory-consistent expectations (RePEc:kud:kuiedp:1708)
  by Katarina Juselius
• The Greek crisis: A story of self-reinforcing feedback mechanisms (RePEc:kud:kuiedp:1806)
  by Katarina Juselius & Sophia Dimelis
• Searching for a theory that fits the data: A personal research odyssey (RePEc:kud:kuiedp:1807)
  by Katarina Juselius
• Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark (RePEc:kud:kuiedp:8803)
  by Katarina Juselius
• Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results (RePEc:kud:kuiedp:8804)
  by Katarina Juselius
• Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland (RePEc:kud:kuiedp:8805)
  by Søren Johansen & Katarina Juselius
• The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications (RePEc:kud:kuiedp:8911)
  by Søren Johansen & Katarina Juselius
• Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration (RePEc:kud:kuiedp:8912)
  by Katarina Juselius
• Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK (RePEc:kud:kuiedp:9005)
  by Søren Johansen & Katarina Juselius
• Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations (RePEc:kud:kuiedp:9011)
  by Katarina Juselius
• Domestic and Foreign Effects on Prices in an Open Economy (RePEc:kud:kuiedp:9105)
  by Katarina Juselius
• On the Design of Experiments when Data are Collected by Passive Observation (RePEc:kud:kuiedp:9114)
  by Katarina Juselius
• On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings (RePEc:kud:kuiedp:9115)
  by Katarina Juselius
• Long-run Relations in Australian Monetary Data (RePEc:kud:kuiedp:9118)
  by Katarina Juselius
• Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model (RePEc:kud:kuiedp:9204)
  by Søren Johansen & Katarina Juselius
• VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling (RePEc:kud:kuiedp:9305)
  by : Katarina Juselius
• Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model (RePEc:kud:kuiedp:9314)
  by : Katarina Juselius
• A Structured VAR under Changing Monetary Policy (RePEc:kud:kuiedp:9602)
  by Katarina Juselius
• An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 (RePEc:kud:kuiedp:9618)
  by Katarina Juselius
• Changing Monetary Transmission Mechanisms within the EU (RePEc:kud:kuiedp:9718)
  by Katarina Juselius
• Do prices move together in the long run? An I(2) analysis of six price indices (RePEc:kud:kuiedp:9721)
  by Katarina Juselius
• Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS (RePEc:kud:kuiedp:9912)
  by Katarina Juselius & Elena Gennari
• Models and Relations in Economics and Econometrics (RePEc:kud:kuiedp:9913)
  by Katarina Juselius
• The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain (RePEc:kud:kuiedp:9922)
  by Katarina Juselius & Juan Toro
• International Parity Relationships Between Germany and the United States: A Joint Modelling Approach (RePEc:kud:kuiefr:200408)
  by Katarina Juselius & Ronald MacDonald
• The Financial Crisis and the Systemic Failure of Academic Economics (RePEc:mdl:mdlpap:0901)
  by David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth
• The Financial Crisis and the Systemic Failure of Academic Economics (RePEc:nos:voprec:y:2010:id:1033)
  by D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth
• Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson (RePEc:oup:cambje:v:35:y:2011:i:2:p:423-436)
  by Katarina Juselius
• Disequilibrium macroeconometrics
  [The financial crisis and the systemic failure of the academics profession] (RePEc:oup:indcch:v:30:y:2021:i:2:p:357-376.)
  by Katarina Juselius
• The Cointegrated VAR Model: Methodology and Applications (RePEc:oxp:obooks:9780199285679)
  by Juselius, Katarina
• The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely (RePEc:pal:palchp:978-0-230-24440-5_8)
  by Katarina Juselius
• Explaining Cointegration Analysis: Part 1 (RePEc:sae:enejou:v:21:y:2000:i:1:p:1-42)
  by David F. Hendry & Katarina Juselius
• Explaining Cointegration Analysis: Part II (RePEc:sae:enejou:v:22:y:2001:i:1:p:75-120)
  by David F. Hendry & Katarina Juselius
• Real exchange rate persistence: The case of the Swiss franc-US dollar rate (RePEc:snb:snbwpa:2015-03)
  by Katarina Juselius & Katrin Assenmacher
• VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling (RePEc:spr:empeco:v:18:y:1993:i:4:p:595-622)
  by Juselius, Katarina
• Changing monetary transmission mechanisms within the EU (RePEc:spr:empeco:v:23:y:1998:i:3:p:455-481)
  by Katarina Juselius
• The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana (RePEc:taf:jdevst:v:53:y:2017:i:7:p:1075-1103)
  by Katarina Juselius & Abdulaziz Reshid & Finn Tarp
• Models and relations in economics and econometrics (RePEc:taf:jecmet:v:6:y:1999:i:2:p:259-290)
  by Katarina Juselius
• The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis (RePEc:unu:wpaper:wp-2011-051)
  by Katarina Juselius & Niels Framroze Møller & Finn Tarp
• The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana (RePEc:unu:wpaper:wp-2013-090)
  by Katarina Juselius & Abdulaziz Reshid & Finn Tarp
• Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US (RePEc:wly:japmet:v:32:y:2017:i:6:p:1145-1155)
  by Katarina Juselius & Katrin Assenmacher
• Testing for near I(2) trends when the signal to noise ratio is small (RePEc:zbw:ifwedp:20148)
  by Juselius, Katarina
• The Greek crisis: A story of self-reinforcing feedback mechanisms (RePEc:zbw:ifwedp:201865)
  by Juselius, Katarina & Dimelis, Sophia
• Taking a DSGE Model to the Data Meaningfully (RePEc:zbw:ifwedp:5520)
  by Franchi, Massimo & Jusélius, Katarina
• Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership (RePEc:zbw:ifwedp:7265)
  by Jusélius, Katarina & Ordóñez, Javier
• Testing for near I(2) trends when the signal-to-noise ratio is small (RePEc:zbw:ifweej:201421)
  by Juselius, Katarina
• The Greek crisis: A story of self-reinforcing feedback mechanisms (RePEc:zbw:ifweej:201911)
  by Juselius, Katarina & Dimelis, Sophia
• Taking a DSGE Model to the Data Meaningfully (RePEc:zbw:ifweej:5739)
  by Franchi, Massimo & Jusélius, Katarina
• Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership (RePEc:zbw:ifweej:7548)
  by Ordóñez, Javier & Jusélius, Katarina
• Special Issue on Using Econometrics for Assessing Economic Models: An Introduction (RePEc:zbw:ifweej:7613)
  by Jusélius, Katarina
• The financial crisis and the systemic failure of academic economics (RePEc:zbw:ifwkwp:1489)
  by Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte