Katarina Juselius

Search results

• 2022

  A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations

  Juselius, K., 2022, In: Econometrics. 10, 2, 16 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

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  3 Citations (Scopus)

  43 Downloads (Pure)
• 2021

  Disequilibrium macroeconometrics

  Juselius, K., Apr 2021, In: Industrial and Corporate Change. 30, 2, p. 357-376

  Research output: Contribution to journal › Journal article › peer-review
  3 Citations (Scopus)
• 2019

  The Greek crisis: a story of self-reinforcing feedback mechanisms

  Juselius, K. & Dimelis, S., 4 Feb 2019, In: Economics. 13, p. 1-23

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

  File
  7 Citations (Scopus)

  98 Downloads (Pure)
• 2018

  Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market

  Juselius, K. & Stillwagon, J. R., 1 May 2018, In: Journal of International Money and Finance. 83, p. 93-105

  Research output: Contribution to journal › Journal article › Research › peer-review
  15 Citations (Scopus)
• 2017

  Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US

  Juselius, K. & Assenmacher, K., 2017, In: Journal of Applied Econometrics. 32, 6, p. 1145–1155 11 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
  22 Citations (Scopus)

• Recent Developments in Cointegration

  Juselius, K., 31 Dec 2017, In: Econometrics. 6, 1, p. 1-5 5 p.

  Research output: Contribution to journal › Journal article › Research

  Open Access
  2 Citations (Scopus)

• The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana

  Juselius, K., Reshid, A. A. & Tarp, F., 2017, In: Journal of Development Studies. 53, 7, p. 1075-1103 29 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access

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  7 Citations (Scopus)

  190 Downloads (Pure)

• Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge

  Juselius, K., 7 Jul 2017, In: Econometrics. 5, 3, p. 1-20 20 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access
  11 Citations (Scopus)
• 2016

  Testing competing forms of the Milankovitch hypothesis: A multivariate approach

  Kaufmann, R. K. & Juselius, K., 2016, In: Paleoceanography. 31, 2, p. 286-297 12 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
  10 Citations (Scopus)
• 2015

  Haavelmo's Probability Approach and the Cointegrated VAR

  Juselius, K., 2015, In: Econometric Theory. 31, 2, p. 213-232

  Research output: Contribution to journal › Journal article › Research › peer-review
  13 Citations (Scopus)

• Trygve Haavelmo's Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression

  Hoover, K. & Juselius, K., 2015, In: Econometric Theory. 31, 2, p. 249-274

  Research output: Contribution to journal › Journal article › peer-review
  12 Citations (Scopus)
• 2014

  An Asymptotic Invariance Property of Common Trends under Linear Transformations of the Data

  Johansen, S. & Juselius, K., 2014, In: Journal of Econometrics. 178, Part 2, p. 310-315 6 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
  7 Citations (Scopus)

• Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small

  Juselius, K., 2014, In: Economics. 8, 2014-21, p. 1-30 31 p., 2014-21 .

  Research output: Contribution to journal › Journal article › Research › peer-review

  Open Access
  10 Citations (Scopus)

• The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis

  Juselius, K., Møller, N. F. & Tarp, F., 2014, In: Oxford Bulletin of Economics and Statistics. 76, 2, p. 153-184 31 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
  110 Citations (Scopus)
• 2013

  Testing Hypotheses About Glacial Cycles Against the Observational Record

  Kaufmann, R. & Juselius, K., 2013, In: Paleoceanography. 28, 1, p. 175–184 11 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
  12 Citations (Scopus)
• 2011

  Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson

  Juselius, K., Mar 2011, In: Cambridge Journal of Economics. 35, 2, p. 423-436 14 p.

  Research output: Contribution to journal › Journal article › Research › peer-review
  24 Citations (Scopus)
• 2010

  Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

  Johansen, S., Juselius, K., Frydman, R. & Goldberg, M., 2010, In: Journal of Econometrics. 158, 1, p. 117-129 13 p.

  Research output: Contribution to journal › Journal article › peer-review
  39 Citations (Scopus)
• 2009

  Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

  Juselius, K. & Ordóñez, J., 2009, In: Economics. 3, 2009-4, 30 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• Mathematics, methods, and modern economics: The Dahlem group on economic modelling

  Juselius, K., Colander, D., Föllmer, H., Armin, H., Kirman, A., Lux, T. & Sloth, B., 8 Sep 2009, In: Real-World Economics Review. 50, p. 118-121 4 p.

  Research output: Contribution to journal › Journal article

  File
  1566 Downloads (Pure)

• Special Issue on Using Econometrics for Assessing Economic Models: An Introduction

  Juselius, K., 2009, In: Economics. 3, 2009-28, 22 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

• The Financial Crisis and the Systemic Failure of the Academics Profession

  Colander, D., Goldberg, M., Haas, A., Juselius, K., Kirman, A., Lux, T. & Sloth, B., 2009, In: Critical Review (Columbus). 21, 2-3, p. 249-267 19 p.

  Research output: Contribution to journal › Journal article › peer-review
  256 Citations (Scopus)
• 2007

  Taking a DSGE Model to the Data Meaningfully

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

  Research output: Contribution to journal › Journal article › Research › peer-review
• 2005

  Moderne Økonometri

  Johansen, S. & Juselius, K., 2005, In: Samfundsøkonomen. 3, p. 4-7

  Research output: Contribution to journal › Journal article › Research › peer-review

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

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

  Research output: Contribution to journal › Journal article › Research › peer-review
  20 Citations (Scopus)
• 2004

  International parity relationships between the USA and Japan

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

  Research output: Contribution to journal › Journal article › Research › peer-review
  67 Citations (Scopus)
• 2001

  European integration and monetary transmission mechanisms: the case of Italy

  Juselius, K., 2001, In: Journal of Applied Econometrics. 16, 3, p. 341-358

  Research output: Contribution to journal › Journal article › Research › peer-review
  14 Citations (Scopus)

• Explaining cointegration: part II

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

  Research output: Contribution to journal › Journal article › Research › peer-review
  193 Citations (Scopus)
• 2000

  Explaining Cointegration Analysis: Part I

  Hendry, D. & Juselius, K., 2000, In: Energy Journal. 21, 1, p. 1-42

  Research output: Contribution to journal › Journal article › Research › peer-review
  216 Citations (Scopus)
• 1999

  Models and relations in economics and econometrics

  Juselius, K., 1999, In: Journal of Economic Methodology. 6, 2, p. 259-290

  Research output: Contribution to journal › Journal article › Research › peer-review
  35 Citations (Scopus)
• 1998

  A structured VAR for Denmark under changing monetary policy

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

  Research output: Contribution to journal › Journal article › peer-review
  42 Citations (Scopus)

• Changing Monetary Transmission Mechanisms with the EU

  Juselius, K., 1998, In: Empirical Economics. 23, 3, p. 455-481

  Research output: Contribution to journal › Journal article › Research › peer-review
  28 Citations (Scopus)
• 1996

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

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

  Research output: Contribution to journal › Journal article › Research › peer-review

  43 Citations (Scopus)
• 1995

  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, In: Journal of Econometrics. 69, 1, p. 211-240

  Research output: Contribution to journal › Journal article › Research › peer-review
  142 Citations (Scopus)

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

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

  Research output: Contribution to journal › Journal article › Research › peer-review
  1 Citation (Scopus)
• 1994

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

  Johansen, S. & Juselius, K., 1994, In: Journal of Econometrics. 63, 1, p. 7-36

  Research output: Contribution to journal › Journal article › Research › peer-review
  337 Citations (Scopus)

• On the duality between long-run relations and common trends in the I(1) versus I(2) model: an application to aggregate money holdings

  Juselius, K., 1994, In: Econometric Reviews. 13, 2, p. 151-179

  Research output: Contribution to journal › Journal article › peer-review
  26 Citations (Scopus)
• 1993

  VAR modelling and Haavelmo's probability approach to macroeconomic modelling

  Juselius, K., 1993, In: Empirical Economics. 18, 4, p. 595-622

  Research output: Contribution to journal › Journal article › Research › peer-review
  26 Citations (Scopus)
• 1992

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

  Juselius, K., 1992, In: Journal of Policy Modeling. 14, 4, p. 401-428

  Research output: Contribution to journal › Journal article › Research › peer-review
  61 Citations (Scopus)

• Modern Econometrics

  Juselius, K., 1992, In: Nationaløkonomisk tidsskrift. 130, 3, p. 427-450

  Research output: Contribution to journal › Journal article › Research › peer-review

• On the Empirical Verification of the Purchasing Power Parity and the Uncovered Interest Rate Parity

  Juselius, K., 1992, In: Nationaløkonomisk tidsskrift. 130, 1-2, p. 57-66

  Research output: Contribution to journal › Journal article › Research › peer-review

• Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK

  Johansen, S. & Juselius, K., 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244

  Research output: Contribution to journal › Journal article › peer-review
  942 Citations (Scopus)
• 1990

  Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics 52, 169–210 (1990). (With K. Juselius)

  Johansen, S. & Juselius, K., 1990, In: Oxford Bulletin of Economics and Statistics. 52, p. 169-210 42 p.

  Research output: Contribution to journal › Journal article › Research › peer-review

  8136 Citations (Scopus)