Katarina Juselius

Publikation

Publikationer pr. år 1990 1991 1992 1994 1999 2000 2005 2009 2010 2014 2017 2018

• 47 Working paper
• 39 Tidsskriftartikel
• 20 Bidrag til bog/antologi
• 7 Bog
• 13 Mere
  • 3 Rapport
  • 3 Konferencebidrag i proceedings
  • 2 Encyclopædiartikel
  • 2 Udgivelser på nettet - Net-publikation
  • 1 Konferenceartikel
  • 1 Bidrag til avis - Avisartikel
  • 1 Letter

Publikationer pr. år

Publikationer pr. år

Søgeresultater

• 2008

  A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

  Frydman, R., Goldberg, M. D., Johansen, S. & Juselius, K., 2008, Department of Economics, University of Copenhagen, 37 s.

  Publikation: Working paper › Forskning

  • Purchasing Power Parity 100%
  • Exchange Rates 86%
  • Expectations Hypothesis 38%
  • Currency Market 37%
  • Rational Expectations 32%
  3338 Downloads (Pure)

• Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area

  Beyer, A. & Juselius, K., 2008, Department of Economics, University of Copenhagen, 25 s.

  Publikation: Working paper › Forskning

  • Monetary Transmission Mechanism 100%
  • Euro Area 73%
  • Real GDP 31%
  • Cointegration 25%
  • Vega 21%
  791 Downloads (Pure)

• Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

  Juselius, K. & Ordóñez, J., 2008, 32 s.

  Publikation: Working paper › Forskning

  • Unemployment Dynamics 100%
  • Wage Dynamics 98%
  • Competitiveness 86%
  • Price Dynamics 72%
  • Purchasing Power Parity 49%
  562 Downloads (Pure)
• 2007

  Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

  Hoover, K. D., Juselius, K. & Johansen, S., 2007, Department of Economics, University of Copenhagen, 10 s.

  Publikation: Working paper › Forskning

  • Vector Autoregression 100%
  • Macroeconometrics 78%
  • Cointegration 12%
  • Econometrics 12%
  • General-to-specific 10%
  3048 Downloads (Pure)

• Taking a DSGE Model to the Data Meaningfully

  Juselius, K. & Franchi, M., 2007, I: Economics. 1, 2007-4

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  • DSGE Models 100%
  • RBC Models 62%
  • VAR Model 30%
  • Near Unit Root 21%
  • Common Stochastic Trends 19%

• Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

  Johansen, S., Juselius, K., Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 s.

  Publikation: Working paper › Forskning

  • Nominal Exchange Rate 100%
  • Hypothesis Testing 86%
  • Asymptotic Variance 57%
  • Stochastic Trend 56%
  • Long-term Interest Rates 52%
  1127 Downloads (Pure)

• The PPP Puzzle: What the Data Tell when Allowed to Speak Freely

  Juselius, K., 2007, Department of Economics, University of Copenhagen, 42 s.

  Publikation: Working paper › Forskning

  • PPP Puzzle 100%
  • Real Exchange Rate 27%
  • Benchmark 21%
  • Float 17%
  • Empirical Research 14%
  38 Citationer (Scopus)

  1311 Downloads (Pure)
• 2006

  Extracting information from the data: a European view on empirical macro

  Juselius, K. & Johansen, S., 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

  12 Citationer (Scopus)

• International parity relationships and a nonstationary real exchange rate: Germany versus the US in the post Bretton Woods period

  Juselius, K. & MacDonald, R., 2006, International Macroeconomics: Recent Developments. Zumaquero, A. M. (red.). N.Y.: Nova Publishers, s. 79-103

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

• The Cointegrated VAR  Model: Methodology and Applications

  Juselius, K., 2006, Oxford: Oxford University Press. (Advanced Texts in Econometrics).

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

  21 Citationer (Scopus)
• 2005

  Extracting Information from the Data: A Popperian View on Empirical Macro

  Juselius, K. & Johansen, S., 2005, Cph.: Department of Economics, University of Copenhagen, 31 s.

  Publikation: Working paper › Forskning

  589 Downloads (Pure)

• Maximum likelihood estimation and inference on cointegration: with applications to the demand for money

  Johansen, S. & Juselius, K., 2005, General-to-Specific Modelling, Vol I. New York: Edward Elgar Publishing, s. 512-553

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

• Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money

  Johansen, S. & Juselius, K., 2005, General-to-SpecificModelling, Vol I. Campos, J., Ericsson, N. & Hendry, D. (red.). Edward Elgar Publishing, s. 512-553

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

• Moderne Økonometri

  Johansen, S. & Juselius, K., 2005, I: Samfundsøkonomen. 3, s. 4-7

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

• Monetary transmission mechanisms in Spain: the effect of monetization, financial deregulation, and the EMS

  Juselius, K. & Toro, J., 2005, I: Journal of International Money and Finance. 24, 3, s. 509-531

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  20 Citationer (Scopus)

• The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain

  Juselius, K. & Ordóñez, J., 2005, Cph.: Department of Economics, University of Copenhagen, 20 s.

  Publikation: Working paper › Forskning

  999 Downloads (Pure)
• 2004

  Inflation, Money Growth, and I(2) Analysis

  Juselius, K., 2004, Cph.: Department of Economics, University of Copenhagen, 39 s.

  Publikation: Working paper › Forskning

  302 Downloads (Pure)

• Inflation, money growth, and I(2) analysis

  Juselius, K., 2004, New Directions in Macromodelling. 269 udg. Amsterdam: Elsevier, s. 69-106

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

• International parity relationships between Germany and the United States: a joint modelling approach

  Juselius, K. & MacDonald, R., 2004, Cph.: Department of Economics, University of Copenhagen, 34 s.

  Publikation: Working paper › Forskning

  777 Downloads (Pure)

• International parity relationships between the USA and Japan

  Juselius, K. & MacDonald, R., 2004, I: Japan and the World Economy. 16, 1, s. 17-34

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  61 Citationer (Scopus)
• 2003

  Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area

  Juselius, K., 2003, Cph.: Department of Economics, University of Copenhagen, 41 s.

  Publikation: Working paper › Forskning

  214 Downloads (Pure)
• 2002

  High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia

  Juselius, K. & Mladenovic, Z., 2002, Department of Economics, University of Copenhagen, 32 s.

  Publikation: Working paper › Forskning

  517 Downloads (Pure)
• 2001

  Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data

  Juselius, K. & Johansen, S., 2001, Department of Economics, University of Copenhagen, 41 s.

  Publikation: Working paper › Forskning

  503 Downloads (Pure)

• European integration and monetary transmission mechanisms: the case of Italy

  Juselius, K., 2001, I: Journal of Applied Econometrics. 16, 3, s. 341-358

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  14 Citationer (Scopus)

• Explaining cointegration: part II

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

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  156 Citationer (Scopus)

• Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities

  Juselius, K., 2001, Department of Economics, University of Copenhagen, 18 s.

  Publikation: Working paper › Forskning

  369 Downloads (Pure)
• 2000

  Explaining Cointegration Analysis: Part II

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

  Publikation: Working paper › Forskning

  169 Citationer (Scopus)

  426 Downloads (Pure)

• Explaining Cointegration Analysis: Part I

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

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  169 Citationer (Scopus)

• Interest Rate and Price Linkages Between the USA and Japan: Evidence from the Post-Bretton Woods Period

  Juselius, K. & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 38 s.

  Publikation: Working paper › Forskning

  505 Downloads (Pure)

• International Parity Relationships between Germany and the United States: A Joint Modelling Approach

  Juselius, K. & MacDonald, R., 2000, Department of Economics, University of Copenhagen, 54 s.

  Publikation: Working paper › Forskning

  292 Downloads (Pure)

• Models and relations in economics and econometrics (with discussions)

  Juselius, K., 2000, Macroeconomics and the Real World. Vol. 1: Econometric Techniques and Macroeconomics. Backhouse, R. E. & Salanti, A. (red.). Oxford University Press, s. 167-197

  Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
• 1999

  Dynamic Modeling and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS

  Gennari, E. & Juselius, K., 1999, Department of Economics, University of Copenhagen, 30 s.

  Publikation: Working paper › Forskning

  292 Downloads (Pure)

• Køn og bevillinger

  Henningsen, I., Gundelach, P. & Juselius, K., 1999, København: Forsknings- og Innovationsstyrelsen. 48 s.

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

• Køn og bevillinger: en undersøgelse af sammenhængen mellem køn og bevillingspraksis i Statens Samfundsvidenskabelige Forskningsråd i perioden december 1997 - maj 1998

  Henningensen, I., Gundelach, P. & Juselius, K., 1999, Kbh.: Statens Samfundsvidenskabelige Forskningsråd. 48 s.

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

• Køn og bevillinger: en undersøgelse af sammenhængen mellem mellem køn og bevillingspraksis i Statens Samfundsvidenskabelige Forskningsråd i perioden december 1997-maj 1998

  Henningsen, I., Gundelach, P. & Juselius, K., 1999, Kbh.: Forsknings- og Innovationsstyrelsen. 48 s.

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

• Models and Relations in Economics and Econometrics

  Juselius, K., 1999, Department of Economics, University of Copenhagen, 34 s.

  Publikation: Working paper › Forskning

  534 Downloads (Pure)

• Models and relations in economics and econometrics

  Juselius, K., 1999, I: Journal of Economic Methodology. 6, 2, s. 259-290

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  • VAR Model 100%
  • Econometrics 74%
  • Speed of Adjustment 54%
  • Feedback Effect 53%
  • Market Analysis 52%
  32 Citationer (Scopus)

• Price Convergence in the Medium and Long Run

  Juselius, K., 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. 301-325

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

• The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain

  Juselius, K. & Toro, J., 1999, Department of Economics, University of Copenhagen, 40 s.

  Publikation: Working paper › Forskning

  528 Downloads (Pure)
• 1998

  A structured VAR for Denmark under changing monetary policy

  Juselius, K., 1998, I: Journal of Business and Economic Statistics. 16, 4, s. 400-411

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  40 Citationer (Scopus)

• Changing Monetary Transmission Mechanisms with the EU

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

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  • Monetary Transmission Mechanism 100%
  • EU 52%
  27 Citationer (Scopus)
• 1997

  Changing Monetary Transmission Mechanisms Within the EU

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

  Publikation: Working paper › Forskning

• Do Prices Move Together in the Long Run? An I(2) Analysis of Six Price Indices

  Juselius, K., 1997, Department of Economics, University of Copenhagen, 20 s.

  Publikation: Working paper › Forskning

  280 Downloads (Pure)

• Understanding Cointegration

  Juselius, K., 1997, Centre of Excellence: Proceedings from the Copenhagen Cultural City conference, University of Copenhagen. University of Copenhagen, s. 167-188

  Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning
• 1996

  An Empirical Analysis of the Changing Role of the German Bundesbank after 1983

  Juselius, K., 1996, Department of Economics, University of Copenhagen, 30 s.

  Publikation: Working paper › Forskning

  • Interest Rates 100%
  • Bundesbank 99%
  • Money Supply 71%
  • Income 64%
  • Empirical Analysis 48%
  40 Citationer (Scopus)

• An Empirical Analysis of the Changing Role of the German Bundesbank after 1983

  Juselius, K., 1996, I: Oxford Bulletin of Economics and Statistics. 58, 4, s. 791-817

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  40 Citationer (Scopus)

• A Structured VAR under Changing Monetary Policy

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

  Publikation: Working paper › Forskning

  • Monetary Policy 100%
  • Cointegration 60%
  • Short-run 52%
  • Interest Rates 50%
  • Capital Movements 46%
• 1995

  CATS in RATS: Manual to Cointegration Analysis of Time Series

  Hansen, H. & Juselius, K., 1995, Evanston, Illinois: Estima. 91 s.

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

• 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, K., 1995, I: Journal of Econometrics. 69, 1, s. 211-240

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

  • Uncovered Interest Rate Parity 100%
  • Exchange Rates 95%
  • Multivariate Time Series 87%
  • Purchasing Power Parity 73%
  • Time Series Models 70%
  129 Citationer (Scopus)

• Predictable and unpredictable components of the long-run growth in nominal prices

  Juselius, K., 1995, I: Mathematics and Computers in Simulation. 39, 3-4, s. 257-263

  Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review