Katarina Juselius

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• 2018

  Searching for a Theory That Fits the Data: A Personal Research Odyssey

  Juselius, K., 9 Sep 2018, 37 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-07).

  Research output: Working paper › Research

• The Greek Crisis: A Story of Self-Reinforcing Feedback Mechanisms

  Juselius, K. & Dimelis, S., 9 Sep 2018, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-06).

  Research output: Working paper › Research
• 2017

  A CVAR scenario for a standard monetary model using theory-consistent expectations

  Juselius, K., 2017, 20 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-08).

  Research output: Working paper › Research

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

  Juselius, K., 2017, 31 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-07).

  Research output: Working paper › Research
• 2014

  Real exchange rate persistence: the case of the Swiss franc-US dollar rate

  Juselius, K. & Katrin Assenmache, K., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 26, Vol. 2014).

  Research output: Working paper › Research

• Testing for near I (2) trends when the signal to noise ratio is small

  Juselius, K., 2014, Kbh.: Økonomisk institut, Københavns Universitet, 22 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 01, Vol. 2014).

  Research output: Working paper › Research

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  843 Downloads (Pure)

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

  Juselius, K., Reshid, A. A. & Tarp, F., 2014, Kbh.: Økonomisk institut, Københavns Universitet, 32 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 02, Vol. 2014).

  Research output: Working paper › Research

  File
  1054 Downloads (Pure)
• 2013

  The real exchange rate, foreign aid and macroeconomic transmission mechanisms in Tanzania and Ghana

  Juselius, K., Reshid, A. A. & Tarp, F., 2013, UNU-WIDER, (UNU WIDER Working Paper Series; No. 90).

  Research output: Working paper › Research
• 2012

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

  Hoover, K. D. & Juselius, K., 2012, Kbh.: Økonomisk institut, Københavns Universitet, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 16, Vol. 12).

  Research output: Working paper

• Haavelmo's Probability Approach and the Cointegrated VAR

  Juselius, K., Apr 2012, Department of Economics, University of Copenhagen, 33 p.

  Research output: Working paper

  File
  1934 Downloads (Pure)
• 2011

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

  Juselius, K., Møller, N. F. & Tarp, F., Sep 2011, Helsinki: UNU-WIDER, 35 p.

  Research output: Working paper › Research
• 2010

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

  Johansen, S. & Juselius, K., 2010, Department of Economics, University of Copenhagen, 13 p.

  Research output: Working paper › Research

  Open Access

  File
  705 Downloads (Pure)

• Glacial cycles: exogenous orbital changes vs. endogenous climate dynamics

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

  Research output: Working paper › Research

  Open Access

  File
  568 Downloads (Pure)

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

  Juselius, K., 2010, Department of Economics, University of Copenhagen, 22 p.

  Research output: Working paper

  Open Access

  File
  798 Downloads (Pure)

• On the Role of Theory and Evidence in Macroeconomics

  Juselius, K., 2010, Department of Economics, University of Copenhagen, 20 p.

  Research output: Working paper

  Open Access

  File
  774 Downloads (Pure)
• 2009

  The Financial Crisis and the Systemic Failure of Academic Economics

  Colander, D., Föllmer, H., Haas, A., Goldberg, M., Juselius, K., Kirman, A., Lux, T. & Sloth, B., 2009, Department of Economics, University of Copenhagen, 14 p.

  Research output: Working paper

  Open Access

  File
  2572 Downloads (Pure)

• Time to Reject the Privileging of Economic Theory over Empirical Evidence? A Reply to Lawson (2009)

  Juselius, K., 2009, Department of Economics, University of Copenhagen, p. 13.

  Research output: Working paper

  Open Access

  File
  2097 Downloads (Pure)
• 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 p.

  Research output: Working paper

  Open Access

  File
  3713 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 p.

  Research output: Working paper

  Open Access

  File
  1011 Downloads (Pure)

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

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

  Research output: Working paper

  Open Access

  File
  636 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 p.

  Research output: Working paper

  Open Access

  File
  3457 Downloads (Pure)

• 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 p.

  Research output: Working paper › Research

  Open Access

  File
  1337 Downloads (Pure)

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

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

  Research output: Working paper

  Open Access

  File
  1492 Downloads (Pure)
• 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 p.

  Research output: Working paper

  File
  635 Downloads (Pure)

• 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 p.

  Research output: Working paper

  File
  1152 Downloads (Pure)
• 2004

  Inflation, Money Growth, and I(2) Analysis

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

  Research output: Working paper › Research

  File
  398 Downloads (Pure)

• 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 p.

  Research output: Working paper › Research

  Open Access

  File
  955 Downloads (Pure)
• 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 p.

  Research output: Working paper › Research

  File
  263 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 p.

  Research output: Working paper › Research

  File
  693 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 p.

  Research output: Working paper

  File
  656 Downloads (Pure)

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

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

  Research output: Working paper

  File
  445 Downloads (Pure)
• 2000

  Explaining Cointegration Analysis: Part II

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

  Research output: Working paper › Research

  File
  523 Downloads (Pure)

• 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 p.

  Research output: Working paper

  File
  1905 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 p.

  Research output: Working paper

  File
  330 Downloads (Pure)
• 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 p.

  Research output: Working paper › Research

  File
  335 Downloads (Pure)

• Models and Relations in Economics and Econometrics

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

  Research output: Working paper

  File
  921 Downloads (Pure)

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

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

  Research output: Working paper › Research

  File
  557 Downloads (Pure)
• 1997

  Changing Monetary Transmission Mechanisms Within the EU

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

  Research output: Working paper › Research

• 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 p.

  Research output: Working paper

  File
  309 Downloads (Pure)
• 1996

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

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

  Research output: Working paper › Research

• A Structured VAR under Changing Monetary Policy

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

  Research output: Working paper › Research
• 1993

  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., 1993, Department of Economics, University of Copenhagen, 28 p.

  Research output: Working paper › Research

• VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling

  Juselius, K., 1993, Department of Economics, University of Copenhagen, 29 p.

  Research output: Working paper › Research
• 1992

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

  Johansen, S. & Juselius, K., 1992, Cph.: Department of Economics, University of Copenhagen, 37 p.

  Research output: Working paper › Research

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

  Johansen, S. & Juselius, K., 1992, Københavns Universitet, p. 35.

  Research output: Working paper › Research
• 1991

  Domestic and Foreign Effects on Prices in an Open Economy

  Juselius, K., 1991, Department of Economics, University of Copenhagen, 32 p.

  Research output: Working paper › Research

• Long-run Relations in Australian Monetary Data

  Juselius, K., 1991, Department of Economics, University of Copenhagen, 35 p.

  Research output: Working paper › Research

• On the Design of Experiments when Data are Collected by Passive Observation

  Juselius, K., 1991, Kbh.: Department of Economics, University of Copenhagen, 26 p.

  Research output: Working paper › Research

• On the Duality between Long Run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings

  Juselius, K., 1991, Department of Economics, University of Copenhagen, 35 p.

  Research output: Working paper › Research