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Citations of
Katarina Juselius

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Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Kiel Working Papers 1489, Kiel Institute for the World Economy.
    1. Olaf Storbeck smackdown watch, nobel prize edition
      by Olaf Storbeck in Economics Intelligence on 2011-10-13 07:37:01
    2. A Nobel Prize for the Ancien Régime
      by Olaf Storbeck in Economics Intelligence on 2011-10-11 08:26:44
    3. Economics 2.0: a review
      by chris dillow in Stumbling and Mumbling on 2009-03-30 13:29:57
    4. Is de economische wetenschap verantwoordelijk voor het ontstaan van de kredietcrisis?
      by Hans Blommestein in Me Judice on 2009-11-25 12:00:00

Working papers

  1. Andreas Beyer & Katarina Juselius, 2010. "Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area," Working Paper Series 1149, European Central Bank.

    Cited by:

    1. Dreger, Christian & Wolters, Jürgen, 2011. "Money and inflation in the euro area during the financial crisis," Discussion Papers 300, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    2. Christian Dreger & Jürgen Wolters, 2010. "Money Demand and the Role of Monetary Indicators in Forecasting Euro Area Inflation," Discussion Papers of DIW Berlin 1064, DIW Berlin, German Institute for Economic Research.

  2. David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Middlebury College Working Paper Series 0901, Middlebury College, Department of Economics.

    Cited by:

    1. Sherstnev, Mikhail, 2011. "Экономический Кризис, Мировая Экономика, Экономическая Наука И Экономическая Политика
      [Economic crisis, world economy, eco      ," MPRA Paper 31912, University Library of Munich, Germany.
    2. Kosta Josifidis & Alpar Lošonc & Novica Supić, 2010. "Neoliberalism: Befall or Respite?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 57(1), pages 101-117, March.
    3. Friedrich Schneider & Gebhard Kirchgässner, 2009. "Financial and world economic crisis: What did economists contribute?," Public Choice, Springer, vol. 140(3), pages 319-327, September.
    4. Ana-Maria Gavril, 2009. "Exchange Rate Risk: Heads or Tails," Advances in Economic and Financial Research - DOFIN Working Paper Series 35, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB.
    5. Giorgio Dominese, 2010. "Europe and the Euro: Do not Indulge in Misinterpreting Strength as Weakness," Transition Studies Review, Springer, vol. 17(4), pages 638-644, December.
    6. Situngkir, Hokky, 2012. "Indonesian Stock Market Crisis Observation with Spectral and Composite Index," MPRA Paper 35961, University Library of Munich, Germany.
    7. Pinto, Hugo, 2009. "A Economia em Ebulição: Integrando o Plural e a Moral numa Ciência Económica Satisfatória
      [Economics in Turmoil: Integrating Moral and Plural in a Satisfactory Economic Science]      ," MPRA Paper 18718, University Library of Munich, Germany.
    8. Lengnick, Matthias & Wohltmann, Hans-Werner, 2010. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2010,10, Christian-Albrechts-University of Kiel, Department of Economics.
    9. Freeman, Alan, 2009. "The Economists of Tomorrow," MPRA Paper 15691, University Library of Munich, Germany.
    10. Germana Bottone, 2009. "A new notion of progress: Institutional quality," ISAE Working Papers 117, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY).
    11. Martha A. Starr, 2011. "Contributions of economists to the housing-price bubble," Working Papers 2011-03, American University, Department of Economics.
    12. Jang, Tae-Seok & Sacht, Stephen, 2012. "Identification of Animal Spirits in a Bounded Rationality Model: An Application to the Euro Area," MPRA Paper 37399, University Library of Munich, Germany.
    13. Khilji, Bashir Ahmad & Farrukh, Muhammad Umer & Iqbal, Mammona & Hameed, Shahzad, 2010. "The Impact of Recent Financial Recession on the Banking sector of Pakistan," MPRA Paper 30558, University Library of Munich, Germany, revised 05 Jan 2011.
    14. Gebhard Kirchgässner, 2009. "Die Krise der Wirtschaft: Auch eine Krise der Wirtschaftswissenschaften?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 436-468, November.
    15. Gonzalo Castañeda, 2010. "Crisis económicas y cambios de paradigma," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 25(2), pages 425-441.
    16. Gunther Tichy, 2010. "War die Finanzkrise vorhersehbar?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 11(4), pages 356-382, November.
    17. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer, vol. 5(2), pages 111-135, December.
    18. Michael W. M. Roos, 2009. "Die deutsche Fiskalpolitik während der Wirtschaftskrise 2008/2009," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 10(4), pages 389-412, November.
    19. Christophe Schinckus, 2011. "What can econophysics contribute to financial economics?," International Review of Economics, Springer, vol. 58(2), pages 147-163, June.
    20. Costa Cabral, Nazare, 2010. "Breve guia temático e bibliográfico sobre o estudo da actual crise financeira e económica
      [Short thematic guide to the study of current financial and economic crisis]      ," MPRA Paper 20743, University Library of Munich, Germany.
    21. Verónica Amarante & Ivone Perazzo, 2011. "Cantidad de niños en los hogares uruguayos: un análisis de los determinantes económicos, 1996-2006," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 26(1), pages 3-34.
    22. Lunn, Pete, 2011. "The Role of Decision-Making Biases in Ireland's Banking Crisis," Papers WP389, Economic and Social Research Institute (ESRI).
    23. Jusélius, Katarina, 2009. "Special Issue on Using Econometrics for Assessing Economic Models: An Introduction," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(28), pages 1-20.
    24. Abdala Rioja, Yamile E, 2011. "All things considered: the interaction of the reasons for the financial crisis," MPRA Paper 33408, University Library of Munich, Germany.

  3. Andreas Beyer & Katarina Juselius, 2008. "Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area," Discussion Papers 08-07, University of Copenhagen. Department of Economics.

    Cited by:

    1. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.

  4. Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.

    Cited by:

    1. Jusélius, Katarina & Ordóñez, Javier, 2008. "Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics Discussion Papers 2008-20, Kiel Institute for the World Economy.

  5. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy.

    Cited by:

    1. David Colander, 2010. "The Keynesian Method, Complexity, and the Training of Economists," Middlebury College Working Paper Series 1035, Middlebury College, Department of Economics.
    2. Kevin D. Hoover & Soren Johansen & Katarina Juselius, 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," American Economic Review, American Economic Association, vol. 98(2), pages 251-55, May.

  6. Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers 07-35, University of Copenhagen. Department of Economics.

    Cited by:

    1. Ordóñez, Javier & Jusélius, Katarina, 2009. "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(4), pages 1-30.
    2. David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Birgitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Discussion Papers 09-03, University of Copenhagen. Department of Economics.
    3. David Colander, 2009. "Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics," Middlebury College Working Paper Series 0912, Middlebury College, Department of Economics.
    4. Giuliana Passamani, 2008. "The process of convergence towards the euro for the Visegrad-4 countries," Department of Economics Working Papers 0825, Department of Economics, University of Trento, Italia.
    5. Corrado Macchiarelli, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
    6. Tovar, Camilo Ernesto, 2009. "DSGE Models and Central Banks," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(16), pages 1-31.
    7. Heutel, Garth, 2011. "How Should Environmental Policy Respond to Business Cycles? Optimal Policy under Persistent Productivity Shocks," Working Papers 11-8, University of North Carolina at Greensboro, Department of Economics.
    8. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(36), pages 1-29.
    9. Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(10), pages 1-14.
    10. Boldyrev, I., 2011. "Economic Methodology Today: a Review of Major Contributions," Journal of the New Economic Association, New Economic Association, issue 9, pages 47-70.
    11. Lightwood, James & Glantz, Stanton A., 2011. "Predicted Effect of California Tobacco Control Funding on Smoking Prevalence, Cigarette Consumption, and Healthcare Costs, 2012-2016," University of California at San Francisco, Center for Tobacco Control Research and Education qt6j03515p, Center for Tobacco Control Research and Education, UC San Francisco.
    12. Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.).

  7. Katarina Juselius & Søren Johansen, 2005. "Extracting Information from the Data: A Popperian View on Empirical Macro," Discussion Papers 05-05, University of Copenhagen. Department of Economics.

    Cited by:

    1. Gunnar Bårdsen & Kjersti-Gro Lindquist & Dimitrios P. Tsomocos, 2006. "Evaluation of macroeconomic models for financial stability analysis," Working Paper 2006/01, Norges Bank.
    2. Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," UNU-MERIT Working Paper Series 016, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
    3. Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," UNU-MERIT Working Paper Series 012, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.

  8. Katarina Juselius & Zorica Mladenovic, 2002. "High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia," Discussion Papers 02-23, University of Copenhagen. Department of Economics.

    Cited by:

    1. Ahlgren, Niklas & Nyblom, Jukka, 2005. "Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models," Working Papers 511, Hanken School of Economics.

  9. Katarina Juselius, 2001. "Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities," Discussion Papers 01-02, University of Copenhagen. Department of Economics.

    Cited by:

    1. Mustafa Ismihan & Kivilcim Metin-Ozcan & Aysit Tansel, 2002. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," Working Papers 0209, Economic Research Forum, revised Mar 2002.

  10. Soren Johansen & Katarina Juselius, 2001. "Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data," Discussion Papers 01-03, University of Copenhagen. Department of Economics.

    Cited by:

    1. Fabrizio Coricelli & Boštjan Jazbec & Igor Masten, 2004. "Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through," William Davidson Institute Working Papers Series 2004-674, William Davidson Institute at the University of Michigan.
    2. Reimers, Hans-Eggert, 2002. "Analysing Divisia Aggregates for the Euro Area," Discussion Paper Series 1: Economic Studies 2002,13, Deutsche Bundesbank, Research Centre.
    3. Nuno Cassola & Claudio Morana, 2002. "Monetary policy and the stock market in the Euro area," Working Paper Series 119, European Central Bank.

  11. Katarina Juselius & Ronald MacDonald, 2000. "International Parity Relationships between Germany and the United States: A Joint Modelling Approach," Discussion Papers 00-10, University of Copenhagen. Department of Economics.

    Cited by:

    1. Hilde C. Bjørnland and Håvard Hungnes, 2005. "The commodity currency puzzle," Discussion Papers 423, Research Department of Statistics Norway.
    2. Corrado Macchiarelli, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
    3. Hilde Christiane Bjørnland and Håvard Hungnes, 2002. "Fundamental determinants of the long run real exchange rate: The case of Norway," Discussion Papers 326, Research Department of Statistics Norway.
    4. Hilde C. Bjørnland and Håvard Hungnes, 2003. "The importance of interest rates for forecasting the exchange rate," Discussion Papers 340, Research Department of Statistics Norway.
    5. Maria Herrerias, 2010. "The causal relationship between equipment investment and infrastructures on economic growth in China," Frontiers of Economics in China, Springer, vol. 5(4), pages 509-526, December.
    6. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
    7. Annick Bruggeman & Marie Donnay, 2003. "A monthly monetary model with banking intermediation for the euro area," Working Paper Series 264, European Central Bank.
    8. Mustafa Ismihan & Kivilcim Metin-Ozcan & Aysit Tansel, 2002. "Macroeconomic Instability, Capital Accumulation and Growth: The Case of Turkey 1963-1999," Working Papers 0209, Economic Research Forum, revised Mar 2002.
    9. Luca Fanelli & Emanuele Bacchiocchi, 2005. "Testing the purchasing power parity through I(2) cointegration techniques," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 749-770.

  12. Katarina Juselius & Ronald MacDonald, 2000. "Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period," Discussion Papers 00-13, University of Copenhagen. Department of Economics.

    Cited by:

    1. J. James Reade & Ulrich Volz, 2009. "Leader of the Pack? German Monetary Dominance in Europe Prior to EMU," Economics Series Working Papers 419, University of Oxford, Department of Economics.

  13. Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics.

    Cited by:

    1. Ivan O. Kitov, 2010. "Modeling share prices of banks and bankrupts," Quantitative Finance Papers 1003.2692, arXiv.org.
    2. António Duarte, 2009. "The Portuguese Disinflation Process: Analysis of Some Costs and Benefits," Transition Studies Review, Springer, vol. 16(1), pages 157-173, May.
    3. Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry, 2010. "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers 470, University of Oxford, Department of Economics.
    4. Kitov, Ivan & Kitov, Oleg, 2010. "S&P 500 returns revisited," MPRA Paper 21733, University Library of Munich, Germany.
    5. Céline Gauthier & Fuchun Li, 2005. "Linking real activity and financial markets: the first steps towards a small estimated model for Canada," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 253-72 Bank for International Settlements.
    6. David J. Ramberg & John E. Parsons, 2010. "The Weak Tie Between Natural Gas and Oil Prices," Working Papers 1017, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
    7. Ihle, Rico & Brümmer, Bernhard & Thompson, Stanley R., 2009. "Spatial market integration in the EU beef and veal sector: policy decoupling and export bans," DARE Discussion Papers 0913, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
    8. Jason B. Jorgensen & Fred Joutz, 2012. "Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region," Working Papers 2012-003, The George Washington University, Department of Economics, Research Program on Forecasting.
    9. David F. Hendry & Felix Pretis, 2011. "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers 584, University of Oxford, Department of Economics.
    10. Erdogdu, Erkan, 2005. "Energy market reforms in Turkey: An economic analysis," MPRA Paper 26929, University Library of Munich, Germany.
    11. David Stern, 2011. "From Correlation to Granger Causality," Crawford School Research Papers 1113, Crawford School of Public Policy, The Australian National University.

  14. Katarina Juselius & Juan Toro, 1999. "The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain," Discussion Papers 99-22, University of Copenhagen. Department of Economics.

    Cited by:

    1. Katarina Juselius, 2001. "European integration and monetary transmission mechanisms: the case of Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 341-358.

  15. Katarina Juselius, 1999. "Models and Relations in Economics and Econometrics," Discussion Papers 99-13, University of Copenhagen. Department of Economics.

    Cited by:

    1. Peter Rowland & Hugo Oliveros, 2003. "Colombian Purchasing Power Parity Analysed Using A Framework of Multivariate Cointegration," BORRADORES DE ECONOMIA 002150, BANCO DE LA REPÚBLICA.
    2. Gebhard Kirchgässner & Jürgen Wolters, 2010. "The Role of Monetary Aggregates in the Policy Analysis of the Swiss National Bank," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 221-253, March.
    3. Imke Brüggemann, 2003. "Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach," German Economic Review, Verein für Socialpolitik, vol. 4, pages 307-339, 08.

  16. Katarina Juselius, 1997. "Changing Monetary Transmission Mechanisms within the EU," Discussion Papers 97-18, University of Copenhagen. Department of Economics.

    Cited by:

    1. Ralf Brueggemann & Helmut Luetkepohl, 2005. "Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe," Economics Working Papers ECO2005/08, European University Institute.
    2. Hannah Nielsen & Giuseppe Tullio & Jürgen Wolters, 2004. "Currency substitution and the stability of the Italian demand for money before the entry into the monetary union, 1972–1998," International Economics and Economic Policy, Springer, vol. 1(1), pages 73-85, 03.
    3. Benedict J. Clements & Zenon Kontolemis G. & Joaquim Vieira Ferreira Levy, 2001. "Monetary Policy Under EMU: Differences in the Transition Mechanism?," IMF Working Papers 01/102, International Monetary Fund.
    4. Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
    5. H. Lütkepohl & J. Wolters, . "The Transmission of German Monetary Policy in the Pre-Euro Period," Sonderforschungsbereich 373 2001-87, Humboldt Universitaet Berlin.
    6. B. Candelon & H. Lütkepohl, . "Was There a Regime Change in the German Monetary Transmission Mechanism in 1983?," Sonderforschungsbereich 373 2000-17, Humboldt Universitaet Berlin.
    7. Hannu Koskinen, 2004. "Modelling of Structural Changes in Demand for Money Cointegration Relations," Finnish Economic Papers, Finnish Economic Association, vol. 17(2), pages 63-72, Autumn.
    8. Kai Carstensen & Jan Hagen & Oliver Hossfeld & Abelardo Salazar Neaves, 2008. "Money Demand Stability and Inflation Prediction in the Four Largest EMU Countries," Ifo Working Paper Series Ifo Working Paper No. 61, Ifo Institute for Economic Research at the University of Munich.
    9. Nina Budina & Wojtek Maliszewski & Georges de Menil & Geomina Turlea, 2002. "Money, Inflation and output in Romania, 1992-2000," DELTA Working Papers 2002-15, DELTA (Ecole normale supérieure).
    10. Imke Brüggemann, 2003. "Measuring Monetary Policy in Germany: A Structural Vector Error Correction Approach," German Economic Review, Verein für Socialpolitik, vol. 4, pages 307-339, 08.
    11. Katarina Juselius, 2001. "European integration and monetary transmission mechanisms: the case of Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 341-358.

  17. Katarina Juselius, 1996. "An Empirical Analysis of the Changing Role of the German Bundesbank after 1983," Discussion Papers 96-18, University of Copenhagen. Department of Economics.

    Cited by:

    1. Bruneau, C. & Jondeau, E., 1998. "Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates," Working papers 53, Banque de France.
    2. H. Lütkepohl & J. Wolters, . "The Transmission of German Monetary Policy in the Pre-Euro Period," Sonderforschungsbereich 373 2001-87, Humboldt Universitaet Berlin.
    3. Francesco Carlucci & Alessandro Girardi, 2004. "National Specifities and Monetary-Policy Trasmission in Europe," Working Papers 73, University of Rome La Sapienza, Department of Public Economics.

  18. : Katarina Juselius, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers 93-05, University of Copenhagen. Department of Economics.

    Cited by:

    1. Sunil Sharma & Neil R. Ericsson, 1996. "Broad Money Demand and Financial Liberalization in Greece," IMF Working Papers 96/62, International Monetary Fund.
    2. Neil R. Ericsson & John S. Irons, 1995. "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers 506, Board of Governors of the Federal Reserve System (U.S.).
    3. Salvatore D'Acunto & Sergio Destefanis & Marco Musella, 2004. "Exports, Supply Constraints and Growth: An Investigation using Regional Data," International Review of Applied Economics, Taylor and Francis Journals, vol. 18(2), pages 167-189.
    4. John S. Irons & N.Ericsson, . "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages _004, Massachussets Institute of Technology, Economics.
    5. Neil R. Ericsson, 1994. "Conditional and structural error correction models," International Finance Discussion Papers 487, Board of Governors of the Federal Reserve System (U.S.).

  19. Søren Johansen & Katarina Juselius, 1992. "Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model," Discussion Papers 92-04, University of Copenhagen. Department of Economics.

    Cited by:

    1. Lisbeth Funding la Cour, 1995. "A Component® based Analysis of the danish Long-run Money Demand Relation," Discussion Papers 95-18, University of Copenhagen. Department of Economics.
    2. Yash P. Mehra, 1997. "The bond rate and actual future inflation," Working Paper 97-03, Federal Reserve Bank of Richmond.
    3. J. Dufour, . "Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration," Sonderforschungsbereich 373 1995-27, Humboldt Universitaet Berlin.
    4. Gerd Hansen, 1996. "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 132(4), pages 675-689, December.
    5. Ben Kaabia, Monia & Gil, Jose Maria, 2005. "Asymetric Price Transmission in the Spanish Lamb Sector," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24631, European Association of Agricultural Economists.
    6. Chebbi, Houssem Eddine & Lachaal, Lassaad, 2007. "Agricultural sector and economic growth in Tunisia: Evidence from co-integration and error correction mechanism," MPRA Paper 9101, University Library of Munich, Germany.
    7. Reitz, Stefan & Rülke, Jan-Christoph & Stadtmann, Georg, 2012. "Nonlinear expectations in speculative markets: Evidence from the ECB survey of professional forecasters," Discussion Papers 311, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    8. Jörg Breitung, 2002. "A parametric approach to the estimation of cointegration vectors in panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-4, International Conferences on Panel Data.
    9. J. M. Gil & M. BenKaabia & H. E. Chebbi, 2009. "Macroeconomics and agriculture in Tunisia," Applied Economics, Taylor and Francis Journals, vol. 41(1), pages 105-124.
    10. Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387.
    11. Shamik Dhar & Darren Pain & Ryland Thomas, 2000. "A small structural empirical model of the UK monetary transmission mechanism," Bank of England working papers 113, Bank of England.
    12. Ronald MacDonald, 1995. "Asset Market and Balance of Payments Characteristics - An Eclectic Exchange Rate Model for the Dollar, Mark, and Yen," IMF Working Papers 95/55, International Monetary Fund.
    13. Adolfson, Malin, 1999. "Swedish Export Price Determination: Pricing to Market Shares?," Working Paper Series 96, Sveriges Riksbank (Central Bank of Sweden).
    14. Shingal, ANIRUDH, 2010. "Services growth and convergence: Getting India’s states together," MPRA Paper 32813, University Library of Munich, Germany.
    15. Jusélius, Katarina & Ordóñez, Javier, 2008. "Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics Discussion Papers 2008-20, Kiel Institute for the World Economy.
    16. Fiess, Norbert M. & Fugazza, Marco & Maloney, William F., 2007. "Informal Labor Markets and Macroeconomic Fluctuations," Proceedings of the German Development Economics Conference, Göttingen 2007 6, Verein für Socialpolitik, Research Committee Development Economics.
    17. Norbert Fiess & Marco fugazza & William Maloney, 2002. "Exchange Rate Appreciations, Labor Market Rigidities, and Informality," Working Papers 2005_15, Business School - Economics, University of Glasgow.
    18. Kalyoncu, Huseyin, 2006. "An aggregate import demand function for Turkey: a cointegration analysis," MPRA Paper 4260, University Library of Munich, Germany.
    19. Dilip Dutta & Nasiruddin Ahmed, . "An Aggregate Import Demand Function for India: A Cointegration Analysis," Working Papers 2001-3, University of Sydney, Department of Economics.
    20. Tobias Linzert, 2004. "Sources of German Unemployment: Evidence from a Structural VAR Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 224(3), pages 317-336, May.
    21. H. Levent Korap, 2007. "Multirank Cointegration Analysis Of Turkish M1 Money Demand (1987q1-2006q3)," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 6(1), pages 1-28, May.
    22. Derek W. Bunn & Carlo Fezzi, 2007. "Interaction of European Carbon Trading and Energy Prices," Working Papers 2007.63, Fondazione Eni Enrico Mattei.
    23. Martin Schmidt, 2003. "The relative adjustment of wages and prices: direct tests within a multiple-equation system," Applied Economics, Taylor and Francis Journals, vol. 35(8), pages 985-997.
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    29. Cerqueti, Roy & Costantini, Mauro, 2005. "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers esdp05027, University of Molise, Dept. SEGeS.
    30. Maria Perez Jurado & Juan Luis Vega, 1994. "Paridad del poder de compra: un análisis empírico," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 539-556, September.
    31. Martin Schmidt, 2003. "Monetary dynamics: a market approach," Applied Economics, Taylor and Francis Journals, vol. 35(2), pages 139-152.
    32. K Alec Chrystal & Paul Mizen, 2001. "Other financial corporations: Cinderella or ugly sister of empirical monetary economics?," Bank of England working papers 151, Bank of England.
    33. Darren Pain & Ryland Thomas, 1997. "Real Interest Rate Linkages: Testing for Common Trends and Cycles," Bank of England working papers 65, Bank of England.
    34. J. Breitung, . "A Simultaneous Equations Approach to Cointegrated Systems," Sonderforschungsbereich 373 1995-46, Humboldt Universitaet Berlin.
    35. Luis Sastre, 2005. "An Alternative Model for the Trade Balance of Countries with Open Economies: The Spanish Case," Working Papers del Instituto Complutense de Estudios Internacionales 02-05, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    36. Zulfiqar Bashir, 2003. "The Impacts of Economic Reforms and Trade Liberalisation on Agricultural Export Performance in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 42(4), pages 941-960.
    37. Dilip Dutta & Nasiruddin Ahmed, 2001. "Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis," ASARC Working Papers 2001-01, Australian National University, Australia South Asia Research Centre.
    38. Nejib Hachicha, 2003. "Capital Inflows-National Saving Dynamics in Tunisia: Evidence from Cointegration, Weak Exogeneity and Simultaneous Error Correction Modelling," International Economic Journal, Korean International Economic Association, vol. 17(4), pages 43-60.
    39. Monia Ben-Kaabia & José M. Gil & Mehrez Ameur, 2005. "Vertical integration and non-linear price adjustments: The Spanish poultry sector," Agribusiness, John Wiley & Sons, Ltd., vol. 21(2), pages 253-271.
    40. Houssem Eddine Chebbi & Marcelo Olarreaga & Habib Zitouna, 2010. "Trade Openness And Co2 Emissions In Tunisia," Working Papers 518, Economic Research Forum, revised Apr 2010.
    41. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics.
    42. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.
    43. Beyer, Andreas & Farmer, Roger E.A., 2007. "Natural rate doubts," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 797-825, March.
    44. Binner, Jane & Elger, Thomas, 2002. "The UK Personal Sector Demand for Risky Money," Working Papers 2002:9, Lund University, Department of Economics.
    45. Kenny, Geoff, 1998. "The Housing Market and the Macroeconomy: Evidence From Ireland," Research Technical Papers 1/RT/98, Central Bank of Ireland.
    46. O. Holtemöller, . "Money and Banks: Some Theory and Empirical Evidence for Germany," Sonderforschungsbereich 373 2002-17, Humboldt Universitaet Berlin.
    47. Ramòn Jiménez-Toribio & Patrice Guillotreau & Rémi Mongruel, 2009. "Global integration of European tuna markets," Working Papers hal-00430014, HAL.
    48. Georgios Kouretas & Leonidas Zarangas, 2001. "Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 109-128.
    49. Schmidt, Martin B., 2001. "The long and short of money and prices: a market equilibrium approach," Journal of Economics and Business, Elsevier, vol. 53(6), pages 563-583.
    50. Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economia Mexicana NUEVA EPOCA, , vol. 0(1), pages 29-42, January-J.
    51. Martínez, J. Manuel & Espasa, Antoni, . "La demanda de importaciones españolas. Un enfoque VECM desagregado," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/3662, Universidad Carlos III de Madrid.
    52. Saha, Bishnu & Mitura, Verna, 2008. "Price Transmission Along the Canadian Beef Supply Chain and the Impact of BSE," Agriculture and Rural Working Paper Series 54823, Statistics Canada.
    53. Dimitris Georgoutsos & George Kouretas, 2001. "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers 0104, University of Crete, Department of Economics.
    54. Frank Asche & Petter Osmundsen & Maria Sandsmark, 2005. "Is It All Oil?," CESifo Working Paper Series 1401, CESifo Group Munich.
    55. Emanuele Bacchiocchi & Massimo Florio & Mara Grasseni, 2005. "The missing shock: the macroeconomic impact of British Privatizations," Applied Economics, Taylor and Francis Journals, vol. 37(14), pages 1585-1596.
    56. Michel Peytrignet & Christof Stahel, 1998. "Stability of money demand in Switzerland: A comparison of the M2 and M3 cases," Empirical Economics, Springer, vol. 23(3), pages 437-454.
    57. K. Hubrich, . "System estimation of the German money demand - a long-run analysis," Sonderforschungsbereich 373 1996-77, Humboldt Universitaet Berlin.
    58. Funding la Cour, Lisbeth & Møllegaard, H. Peter, 2000. "TESTS OF (ABUSE OF) DOMINATION: The Danish cement industry," Working Papers 10-2000, Copenhagen Business School, Department of Economics.
    59. Kleibergen, F.R. & Urbain, J-P. & Dijk, H.K. van, 1997. "Oil Price Shocks and Long Run Price and Import Demand Behavior," Econometric Institute Report EI 9709-/A, Erasmus University Rotterdam, Econometric Institute.
    60. Hubert Strauß, 2001. "Cointegration Analysis in an Inflationary Environment: What Can We Learn from Ukraine's Nominal Exports?," Kiel Working Papers 1084, Kiel Institute for the World Economy.
    61. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN 003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
    62. Martin Schmidt, 2003. "Money and prices: evidence from the G7 countries," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1799-1809.
    63. Jorge Gregoire & Leonardo Letelier, 1998. "Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 183-203.
    64. Shamik Dhar & Stephen P Millard, 2000. "A limited participation model of the monetary transmission mechanism in the United Kingdom," Bank of England working papers 117, Bank of England.
    65. Baffes, John & Elbadawi, Ibrahim A. & O'Connell, Stephen A., 1997. "Single-equation estimation of the equilibrium real exchange rate," Policy Research Working Paper Series 1800, The World Bank.
    66. Ryland Thomas, 1997. "The Demand for M4: A Sectoral Analysis. Part 1 - The Personal Sector," Bank of England working papers 61, Bank of England.
    67. Adam, Anokye M. & Tweneboah, George, 2008. "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper 9357, University Library of Munich, Germany, revised 2008.
    68. Dimitris Hatzinikolaou & Metodey Polasek, 2005. "The commodity-currency view of the Australian dollar: A multivariate cointegration approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 81-99, May.
    69. Yavapolkul, Navin & Gopinath, Munisamy & Gulati, Ashok, 2004. "Post-Uruguay Round price linkages between developed and developing countries," MTID discussion papers 76, International Food Policy Research Institute (IFPRI).
    70. Sophocles N. Brissimis & Theodora S. Kosma, 2005. "Market power, innovative activity and exchange rate pass-through in the euro area," Working Paper Series 531, European Central Bank.
    71. R. Brüggemann, . "On the Small Sample Properties of Weak Exogeneity Tests in Cointegrated VAR models," Sonderforschungsbereich 373 2002-2, Humboldt Universitaet Berlin.
    72. Regt,E.R.,de, 2004. "Hourly wages and working time in the Dutch market sector 1962-1995," Research Memoranda 028, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
    73. Haq, Munshi Masudul, 2008. "Growth and openness: empirical evidence from Bangladesh," MPRA Paper 35732, University Library of Munich, Germany.
    74. Michael D. Bordo & Ronald MacDonald, 1997. "Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914," NBER Working Papers 6115, National Bureau of Economic Research, Inc.
    75. Mark McGillivray & Farhad Noorbakhsh, . "Aid, Conflict and Human Development," Working Papers 2007_03, Business School - Economics, University of Glasgow.
    76. Yash P. Mehra, 1998. "The bond rate and actual future inflation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 27-47.
    77. Hubert Strauß, 2001. "Euroland's Trade with Third Countries: An Estimation Based on NIPA Data," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 434-449.
    78. Katarina Juselius, 2001. "European integration and monetary transmission mechanisms: the case of Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 341-358.
    79. Vitale, Jeffrey D. & Bessler, David A., 2006. "The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?," 2006 Annual meeting, July 23-26, Long Beach, CA 21316, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    80. Ryland Thomas, 1997. "The Demand for M4: A Sectoral Analysis Part 2 The Corporate Sector," Bank of England working papers 62, Bank of England.

  20. Juselius, K., 1991. "Long-Run Relations in Australian Monetary Data," Papers 238, Australian National University - Department of Economics.

    Cited by:

    1. Abbas Valadkhani, 2003. "Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis," School of Economics and Finance Discussion Papers and Working Papers Series 132, School of Economics and Finance, Queensland University of Technology.

  21. Søren Johansen & Katarina Juselius, 1990. "Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK," Discussion Papers 90-05, University of Copenhagen. Department of Economics.

    Cited by:

    1. Halicioglu, Ferda, 2004. "The Gibson Paradox: An Empirical Investigation for Turkey," MPRA Paper 3556, University Library of Munich, Germany.

  22. Søren Johansen & Katarina Juselius, 1989. "The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications," Discussion Papers 89-11, University of Copenhagen. Department of Economics.

    Cited by:

    1. Vogelvang, E., 1990. "Testing for co-integration with spot prices of some related agricultural commodities," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Royfaizal, R. C & Lee, C & Mohamed, Azali, 2007. "Asean-5+3 And Us Stock Markets Interdependence Before, During And After Asian Financial Crisis," MPRA Paper 10263, University Library of Munich, Germany.

  23. Søren Johansen & Katarina Juselius, 1988. "Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland," Discussion Papers 88-05, University of Copenhagen. Department of Economics.

    Cited by:

    1. Vogelvang, E., 1990. "Testing for co-integration with spot prices of some related agricultural commodities," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

Articles

  1. Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael, 2010. "Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate," Journal of Econometrics, Elsevier, vol. 158(1), pages 117-129, September.

    Cited by:

    1. Corrado Macchiarelli, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
    2. Joscha Beckmann, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 0272, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.

  2. Jusélius, Katarina, 2009. "Special Issue on Using Econometrics for Assessing Economic Models: An Introduction," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(28), pages 1-20.

    Cited by:

    1. Katarina Juselius & Niels Framroze & Finn Tarp, 2011. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," Working Papers UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).

  3. Kevin D. Hoover & Soren Johansen & Katarina Juselius, 2008. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," American Economic Review, American Economic Association, vol. 98(2), pages 251-55, May.
    See citations under working paper version above.
  4. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(4), pages 1-38.
    See citations under working paper version above.
  5. Juselius, Katarina & Toro, Juan, 2005. "Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS," Journal of International Money and Finance, Elsevier, vol. 24(3), pages 509-531, April.

    Cited by:

    1. Jusélius, Katarina & Ordóñez, Javier, 2008. "Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics Discussion Papers 2008-20, Kiel Institute for the World Economy.
    2. Juan de Dios Tena & César Salazar, 2008. "Explaining inflation and output volatility in Chile: an empirical analysis of forty years," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID.
    3. Katrin Assenmacher-Wesche, 2008. "Modeling Monetary Transmission in Switzerland with a Structural Cointegrated VAR Model," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 197-246, June.

  6. Juselius, Katarina & MacDonald, Ronald, 2004. "International parity relationships between the USA and Japan," Japan and the World Economy, Elsevier, vol. 16(1), pages 17-34, January.

    Cited by:

    1. Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2006. "Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates," DNB Working Papers 098, Netherlands Central Bank, Research Department.
    2. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    3. Jusélius, Katarina & Ordóñez, Javier, 2008. "Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics Discussion Papers 2008-20, Kiel Institute for the World Economy.
    4. Maria Herrerias, 2010. "The causal relationship between equipment investment and infrastructures on economic growth in China," Frontiers of Economics in China, Springer, vol. 5(4), pages 509-526, December.
    5. Stazka, Agnieszka, 2008. "International parity relations between Poland and Germany: a cointegrated VAR approach," MPRA Paper 24057, University Library of Munich, Germany.

  7. Katarina Juselius, 2001. "European integration and monetary transmission mechanisms: the case of Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 341-358.

    Cited by:

    1. Dierk HERZER & Felicitas NOWAK-LEHMANN D. & Boriss SILIVERSTOVS, 2006. "Export-Led Growth In Chile: Assessing The Role Of Export Composition In Productivity Growth," The Developing Economies, Institute of Developing Economies, vol. 44(3), pages 306-328.
    2. Fabrizio Coricelli & Boštjan Jazbec & Igor Masten, 2004. "Exchange Rate Policy and Inflation in Acceding Countries: The Role of Pass-through," William Davidson Institute Working Papers Series 2004-674, William Davidson Institute at the University of Michigan.

  8. David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, International Association for Energy Economics, vol. 21(1), pages 1-42.
    See citations under working paper version above.
  9. Katarina Juselius, 1999. "Models and relations in economics and econometrics," Journal of Economic Methodology, Taylor and Francis Journals, vol. 6(2), pages 259-290.
    See citations under working paper version above.
  10. Juselius, Katarina, 1998. "A Structured VAR for Denmark under Changing Monetary Regimes," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 400-411, October.

    Cited by:

    1. Kumar, Saten & Webber, Don J., 2010. "Australasian money demand stability: Application of structural break tests," MPRA Paper 27569, University Library of Munich, Germany.
    2. J. M. Gil & M. BenKaabia & H. E. Chebbi, 2009. "Macroeconomics and agriculture in Tunisia," Applied Economics, Taylor and Francis Journals, vol. 41(1), pages 105-124.
    3. Rao, B. Bhaskara & Kumar, Saten, 2010. "Error-Correction Based Panel Estimates of the Demand for Money of Selected Asian Countries with the Extreme Bounds Analysis," MPRA Paper 27263, University Library of Munich, Germany.
    4. Irandoust Manuchehr & Sjoo Boo, 2000. "The Behavior of the Current Account in Response to Unobservable and Observable Shocks," International Economic Journal, Korean International Economic Association, vol. 14(4), pages 41-57.
    5. Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics 0203005, EconWPA.
    6. Banerjee, A. & Cockerell, L. & Russell, B., 1998. "An I(2) Analysis of Inflation and the Markup," Economics Series Working Papers 99203, University of Oxford, Department of Economics.
    7. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).

  11. Katarina Juselius, 1998. "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, vol. 23(3), pages 455-481.
    See citations under working paper version above.
  12. Juselius, Katarina, 1996. "An Empirical Analysis of the Changing Role of the German Bundesbank after 1983," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 791-819, November.
    See citations under working paper version above.
  13. Juselius, Katarina, 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," Journal of Econometrics, Elsevier, vol. 69(1), pages 211-240, September.

    Cited by:

    1. Corrado Macchiarelli, 2011. "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of marcoeconomic and financial information," Working Paper Series 1404, European Central Bank.
    2. Athanasoglou, Panayiotis P. & Bardaka, Ioanna C., 2010. "New trade theory, non-price competitiveness and export performance," Economic Modelling, Elsevier, vol. 27(1), pages 217-228, January.
    3. Rodolfo Helg & Massimiliano Serati, 2000. "The speed of adjustment to PPP: is there any puzzle?," LIUC Papers in Economics 74, Cattaneo University (LIUC).
    4. J. M. Gil & M. BenKaabia & H. E. Chebbi, 2009. "Macroeconomics and agriculture in Tunisia," Applied Economics, Taylor and Francis Journals, vol. 41(1), pages 105-124.
    5. Sule Akkoyunlu & Boriss Siliverstovs, 2010. "Does the Law of One Price Hold in a High-Inflation Environment? A Tale of Two Cities in Turkey," KOF Working papers 10-248, KOF Swiss Economic Institute, ETH Zurich.
    6. I. Aysun Gökcan & Erdal Özmen, 2001. "Do PPP and UIP Need Each Other in a Financially Open Economy? The Turkish Evidence," ERC Working Papers 0101, ERC - Economic Research Center, Middle East Technical University, revised Jan 2001.
    7. Dimitris Georgoutsos & Georgios Kouretas, 2004. "A Multivariate I(2) cointegration analysis of German hyperinflation," Applied Financial Economics, Taylor and Francis Journals, vol. 14(1), pages 29-41.
    8. Brissimis, Sophocles N. & Sideris, Dimitris A. & Voumvaki, Fragiska K., 2005. "Testing long-run purchasing power parity under exchange rate targeting," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 959-981, October.
    9. Mariam Camarero & Cecilio Tamarit, 1996. "Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC," Open Economies Review, Springer, vol. 7(1), pages 61-76, January.
    10. José R. Sánchez-Fung & Peter A. Prazmowski, 2004. "Ppp, Random Walks, And Uip After Interest Rate Liberalisation In A Small Developing Economy," Economics Bulletin, AccessEcon, vol. 6(1), pages 1-7.
    11. Evsey Gurvich & Vladimir Sokolov & Alexey Ulyukaev, 2009. "Analysis of the Relationship Between the Exchange Rate Policy of the Russian Central Bank and the Interest Rates: Uncovered and Covered Parity," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 104-126.
    12. Corrado Macchiarelli, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
    13. Ronald MacDonald, 2000. "The role of the exchange rate in economic growth: a euro-zone perspective," Working Paper Research 09, National Bank of Belgium.
    14. Ian Marsh & Ronald MacDonald, 1999. "Currency Spillovers and Tri-Polarity: a Simultaneous Model of the US Dollar, German Mark and Japanese Yen," Working Papers wp99-14, Warwick Business School, Financial Econometrics Research Centre.
    15. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics.
    16. Dimitrios Sideris, 2008. "Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939," Working Papers 66, Bank of Greece.
    17. Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the Bretton-Woods period," UNU-MERIT Working Paper Series 016, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
    18. Peijie Wang & Trefor Jones, 2005. "A different approach to estimating betas of securities subject to thin trading and serial correlation," Applied Financial Economics, Taylor and Francis Journals, vol. 15(16), pages 1145-1152.
    19. Georgios Kouretas & Leonidas Zarangas, 2001. "Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 109-128.
    20. Chan, Tze-Haw, 2011. "A structural modeling of exchange rate, prices and interest rates between Malaysia-China in the liberalization era," MPRA Paper 32955, University Library of Munich, Germany.
    21. Bevilacqua, Franco, 2006. "Random walks and cointegration relationships in international parity conditions between Germany and USA for the post Bretton-Woods period," UNU-MERIT Working Paper Series 012, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
    22. Rodolfo Helg & Massimiliano Serati, . "Does the PPP need the UIP?," Working Papers 97, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    23. Dimitris Georgoutsos & George Kouretas, 2001. "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers 0104, University of Crete, Department of Economics.
    24. Juan Carlos Cuestas & Barry Harrison, 2009. "Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities," Working Papers 2009/1, Nottingham Trent University, Nottingham Business School, Economics Division.
    25. Graciela Moguillansky, 1995. "¿Existe una Brecha Respecto del Sendero de Equilibrio Cambiario en el Perú? Un Análisis Empírico para el Período 1980-1994," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 32(97), pages 379-410.
    26. Leonardo Letelier & Luis Figueroa, 1994. "Exportaciones, Orientación al Comercio y Crecimiento: Un Enfoque de Cointegración," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 31(94), pages 401-422.
    27. Dimitrios A. Sideris, 2007. "Foreign Exchange Intervention and Equilibrium Real Exchange Rates," Working Papers 56, Bank of Greece.
    28. Dimitris Hatzinikolaou & Metodey Polasek, 2005. "The commodity-currency view of the Australian dollar: A multivariate cointegration approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 81-99, May.
    29. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank).
    30. Katarzyna Leszkiewicz-Kedzior, 2011. "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, Polish Academy of Sciences, The Lodz Branch, vol. 3(2), pages 75-95, June.
    31. Dominick Stephens, 2004. "The equilibrium exchange rate according to PPP and UIP," Reserve Bank of New Zealand Discussion Paper Series DP 2004/03, Reserve Bank of New Zealand.
    32. R. Brüggemann, . "On the Small Sample Properties of Weak Exogeneity Tests in Cointegrated VAR models," Sonderforschungsbereich 373 2002-2, Humboldt Universitaet Berlin.
    33. Robert Kelm, 2010. "The Exchange Rate and Two Price Inations in Poland in the Period 19992009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, Polish Academy of Sciences, The Lodz Branch, vol. 2(4), pages 315-349, September.
    34. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE," Working Papers 0520, University of Crete, Department of Economics.
    35. Sideris, Dimitrios A., 2008. "Foreign exchange intervention and equilibrium real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 344-357, October.
    36. Vitale, Jeffrey D. & Bessler, David A., 2006. "The 2004 Niger Food Crisis: What Role Can Price Discovery Play in Famine Early Warning Systems?," 2006 Annual meeting, July 23-26, Long Beach, CA 21316, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

  14. Johansen, Soren & Juselius, Katarina, 1994. "Identification of the long-run and the short-run structure an application to the ISLM model," Journal of Econometrics, Elsevier, vol. 63(1), pages 7-36, July.
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    1. Eilev S. Jansen, 2004. "Modelling inflation in the Euro Area," Working Paper 2004/10, Norges Bank.
    2. Gerardo Esquivel & Raúl Razo, 2003. "Fuentes de la inflación en México, 1989-2000: Un análisis multicausal de corrección de errores," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 181-226.
    3. David F. Hendry, 2001. "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 255-275.
    4. Roberto Golinelli & Riccardo Rovelli, 2002. "Monetary Policy Transmission, Interest Rate Rules and Inflation Targeting in Three Transition Countries," Eastward Enlargement of the Euro-zone Working Papers wp10, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Aug 2002.
    5. Simatele, Munacinga C H, 2004. "Financial sector reforms and monetary policy reforms in Zambia," MPRA Paper 21575, University Library of Munich, Germany.
    6. Magda Kandil & Hanan Morsy, 2011. "Determinants Of Inflation In Gcc," Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd., vol. 3(02), pages 141-158.
    7. Yuan Xiao & Emilio Sacerdoti, 2001. "Inflation Dynamics in Madagascar, 1971-2000," IMF Working Papers 01/168, International Monetary Fund.
    8. R. Golinelli & R. Rovelli, 2001. "Interest Rate Rules and Inflation Targeting in Three Transition Countries," Working Papers 429, Dipartimento Scienze Economiche, Universita' di Bologna.
    9. Ekaterina VOSTROKNUTOVA, 2003. "Polish Stabilization: What Can We Learn From the I (2) Cointegration Analysis," Economics Working Papers ECO2003/06, European University Institute.
    10. Mathew Kofi Ocran, 2007. "A Modelling of Ghana's Inflation Experience: 1960–2003," Research Papers RP_169 Key words: Ghana, , African Economic Research Consortium.
    11. Jan Gottschalk & Susanne Bröck, 2000. "Inflationsprognosen für den Euro-Raum: wie gut sind P*-Modelle?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 69(1), pages 69-89.
    12. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(36), pages 1-29.
    13. Jennifer L. Castle & David F. Hendry, 2008. "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers 409, University of Oxford, Department of Economics.
    14. D Peel & Ivan Paya & S Zhang, 2009. "Linkages between Shanghai and Hong Kong stock indices," Working Papers 2379, Lancaster University Management School, Economics Department.
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    17. Jorge Dresdner & Leonardo Letelier, 1997. "Cointegración de los Salarios Agregados en Chile: 1980-3-1995-3," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 34(101), pages 49-70.
    18. Eliasson, Ann-Charlotte, 2001. "Is the Short-run Phillips Curve Nonlinear? Empirical Evidence for Australia, Sweden and the United States," Working Paper Series 124, Sveriges Riksbank (Central Bank of Sweden).
    19. Jesus Otero & Manuel Ramirez, 2002. "On the determinants of the inflation rate in Colombia: a disequilibrium market approach," BORRADORES DE INVESTIGACIÓN 003296, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA.
    20. Maher Hasan & Hesham Alogeel, 2008. "Understanding the Inflationary Process in the GCC Region: The Case of Saudi Arabia and Kuwait," IMF Working Papers 08/193, International Monetary Fund.
    21. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998. "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers 616, Board of Governors of the Federal Reserve System (U.S.).
    22. Jesper Rangvid, 1997. "Deviations from long-run equilibria and probabilities of devaluations: An empirical analysis of Danish realignments," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(3), pages 497-522, September.
    23. Juan de Dios Tena & Jorge Dresdner & Ivan Araya, 2007. "A multimarket approach to estimate a New Keynesian Phillips Curve," Statistics and Econometrics Working Papers ws076917, Universidad Carlos III, Departamento de Estadística y Econometría.
    24. Jean-Claude Nachega, 2005. "Fiscal Dominance and Inflation in the Democratic Republic of the Congo," IMF Working Papers 05/221, International Monetary Fund.
    25. Heimonen, Kari, 2001. "Substituting a Substitute Currency – The Case of Estonia," BOFIT Discussion Papers 11/2001, Bank of Finland, Institute for Economies in Transition.
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    27. Zeren, Fatma & Korap, Levent, 2010. "A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach," MPRA Paper 23655, University Library of Munich, Germany.
    28. Neil R. Ericsson, 1994. "Conditional and structural error correction models," International Finance Discussion Papers 487, Board of Governors of the Federal Reserve System (U.S.).
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    30. Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.).
    31. Katarina Juselius, 2001. "European integration and monetary transmission mechanisms: the case of Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 341-358.

  17. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.

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    4. Michael G. Arghyrou & Georgios Chortareas, 2008. "Current Account Imbalances and Real Exchange Rates in the Euro Area," Review of International Economics, Wiley Blackwell, vol. 16(4), pages 747-764, 09.
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    6. Cook, S., 1996. "Econometric methodology II: the role of the philosophy of science," Discussion Paper Series In Economics And Econometrics 9619, Economics Division, School of Social Sciences, University of Southampton.
    7. Graflund, Andreas, 2000. "Dynamic Capital Structure: the Case of Hufvudstaden," Working Papers 2000:20, Lund University, Department of Economics.
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    9. Chebbi, Houssem Eddine & Lachaal, Lassaad, 2007. "Agricultural sector and economic growth in Tunisia: Evidence from co-integration and error correction mechanism," MPRA Paper 9101, University Library of Munich, Germany.
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    11. Andrew Burke, 1996. "The dynamics of product differentiation in the British record industry," Journal of Cultural Economics, Springer, vol. 20(2), pages 145-164, June.
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Books

  1. Juselius, Katarina, 2006. "The Cointegrated VAR Model: Methodology and Applications," OUP Catalogue, Oxford University Press, number 9780199285679, August.

    Cited by:

    1. Ordóñez, Javier & Jusélius, Katarina, 2009. "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(4), pages 1-30.
    2. Pål Boug and Andreas Fagereng, 2007. "Exchange rate volatility and export performance: A cointegrated VAR approach," Discussion Papers 522, Research Department of Statistics Norway.
    3. Bjørnar Karlsen Kivedal, 2012. "A DSGE Model with Housing in the Cointegrated VAR Framework," Working Paper Series 12712, Department of Economics, Norwegian University of Science and Technology.
    4. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    5. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
    6. David Colander, 2009. "Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics," Middlebury College Working Paper Series 0912, Middlebury College, Department of Economics.
    7. Søren Johansen, 2011. "An extension of cointegration to fractional autoregressive processes," CREATES Research Papers 2011-06, School of Economics and Management, University of Aarhus.
    8. Jusélius, Katarina & Ordóñez, Javier, 2008. "Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics Discussion Papers 2008-20, Kiel Institute for the World Economy.
    9. Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 137-157, 02.
    10. Ahlgren, Niklas & Antell, Jan, 2009. "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 541, Hanken School of Economics.
    11. Søren Johansen, 2010. "The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level," CREATES Research Papers 2010-69, School of Economics and Management, University of Aarhus.
    12. Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2011. "Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?," CESifo Working Paper Series 3521, CESifo Group Munich.
    13. Hasanov, Fakhri, 2010. "The impact of real oil price on real effective exchange rate: The case of Azerbaijan," MPRA Paper 33493, University Library of Munich, Germany.
    14. Carlo A. Favero & Arie E. Gozluklu & Andrea Tamoni, 2010. "Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns," Working Papers 360, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    15. Franz Seitz & Julian von Landesberger, 2010. "Household money holdings in the euro area: An explorative investigation," Working Paper Series 1238, European Central Bank.
    16. Giuliana Passamani, 2008. "The process of convergence towards the euro for the Visegrad-4 countries," Department of Economics Working Papers 0825, Department of Economics, University of Trento, Italia.
    17. Magdalena Zachlod-Jelec, 2010. "Interrelations between Consumption and Wealth in Poland," Central European Journal of Economic Modelling and Econometrics, Polish Academy of Sciences, The Lodz Branch, vol. 2(1), pages 37-58, January.
    18. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics.
    19. Christos Alexakis & Emmanouil Mavrakis, 2010. "Is Moderate Market Performance in the U.S. a Sufficient Condition for Abnormal Returns on CEFs?," International Advances in Economic Research, Springer, vol. 16(1), pages 80-95, February.
    20. Corrado Macchiarelli, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
    21. John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).
    22. Joanna Beza-Bojanowska, 2009. "Behavioral and Permanent Zloty/Euro Equilibrium," Central European Journal of Economic Modelling and Econometrics, Polish Academy of Sciences, The Lodz Branch, vol. 1(1), pages 35-55, March.
    23. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2008. "Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience," Working papers 2008-49, University of Connecticut, Department of Economics.
    24. Marc P. B. Klemp, 2012. "Prices, wages and fertility in pre-industrial England," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(1), pages 63-77, January.
    25. Alexandre Manuel Angelo da Silva & José Oswaldo Cândido Júnior, 2009. "Impactos Macroeconômicos dos Gastos Públicos na América Latina," Discussion Papers 1434, Instituto de Pesquisa Econômica Aplicada - IPEA.
    26. Juselius , Mikael & Kim, Moshe & Ringbom, Staffan, 2009. "Do markup dynamics reflect fundamentals or changes in conduct?," Research Discussion Papers 12/2009, Bank of Finland.
    27. Michael Kühl, 2009. "Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates," cege – Center for European, Governance and Economic Development Research Discussion Papers 89, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)., revised 18 Nov 2009.
    28. Ansgar Belke & Ingo G. Bordon & Torben W. Hendricks, 2010. "Monetary Policy, Global Liquidity and Commodity Price Dynamics," Ruhr Economic Papers 0167, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    29. Joanna Beza-Bojanowska & Ronald MacDonald, 2009. "The Behavioural Zloty/Euro Equilibrium Exchange Rate," CESifo Working Paper Series 2568, CESifo Group Munich.
    30. Torben Schmith & Søren Johansen & Peter Thejll, 2011. "Statistical analysis of global surface air temperature and sea level using cointegration methods," Discussion Papers 11-26, University of Copenhagen. Department of Economics.
    31. Basher, Syed Abul & Fachin, Stefano, 2011. "The long-run relationship between savings and investment in oil-exporting developing countries: A case study of the Gulf Arab States," MPRA Paper 29077, University Library of Munich, Germany.
    32. Koivu, Tuuli, 2008. "Has the Chinese economy become more sensitive to interest rates? Studying credit demand in China," BOFIT Discussion Papers 1/2008, Bank of Finland, Institute for Economies in Transition.
    33. Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
    34. Monique Reid, 2012. "Inflation Expectations of the Inattentive General Public," Working Papers 278, Economic Research Southern Africa.
    35. Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(36), pages 1-29.
    36. Hendrickson, Joshua, 2010. "Redundancy or Mismeasurement? A Reappraisal of Money," MPRA Paper 21477, University Library of Munich, Germany.
    37. Michael Pedersen, 2011. "Propagation of Shocks to Food and Energy Prices: an International Comparison," Working Papers Central Bank of Chile 648, Central Bank of Chile.
    38. Joscha Beckmann, 2011. "Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices," Ruhr Economic Papers 0272, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    39. Andreas Beyer & Katarina Juselius, 2010. "Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area," Working Paper Series 1149, European Central Bank.
    40. Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics.
    41. Hasanov, Fakhri & Huseynov, Fariz, 2009. "Real Exchange Rate Misalignment in Azerbaijan," MPRA Paper 29561, University Library of Munich, Germany.
    42. Antonio, Paradiso, 2010. "Long-term interest rates, asset prices, and personal saving ratio: Evidence from the 1990s," MPRA Paper 26754, University Library of Munich, Germany.
    43. D'Adamo, Gaetano, 2010. "Estimating Central Bank preferences in a small open economy: Sweden 1995-2009," MPRA Paper 26575, University Library of Munich, Germany.
    44. Stazka, Agnieszka, 2008. "International parity relations between Poland and Germany: a cointegrated VAR approach," MPRA Paper 24057, University Library of Munich, Germany.
    45. Zanetti Chini, Emilio, 2010. "Updating the PPP puzzle: should we use nonlinear models?," MPRA Paper 27225, University Library of Munich, Germany, revised 31 Aug 2011.
    46. Paradiso, Antonio & Rao, B. Bhaskara, 2011. "What Caused the Decline in the US Saving Ratio?," MPRA Paper 28023, University Library of Munich, Germany.
    47. Dierk Herzer, Peter Nunnenkamp, 2012. "The Effect of Foreign Aid on Income Inequality: Evidence from Panel Cointegration," Kiel Working Papers 1762, Kiel Institute for the World Economy.
    48. Katarina Juselius & Niels Framroze & Finn Tarp, 2011. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," Working Papers UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
    49. John M. Nunley & Richard Alan Seals & Joachim Zietz, 2010. "Demographic Change, Macroeconomic Conditions, and the Murder Rate: The Case of the United States, 1934 to 2006," Auburn Economics Working Paper Series auwp2010-04, Department of Economics, Auburn University.
    50. Lloyd, Tim A., 2008. "Price Leadership in UK Food Retailing: Time Series Representation and Evidence," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK 36862, Agricultural Economics Society.
    51. Agnieszka Stazka, 2006. "Sources of Real Exchange Rate Fluctuations in Central and Eastern Europe – Temporary or Permanent?," CESifo Working Paper Series 1876, CESifo Group Munich.
    52. Roman Horvath & Lubos Komarek & Filip Rozsypal, 2010. "Does Money Help Predict Inflation? An Empirical Assessment for Central Europe," Working Papers 2010/05, Czech National Bank, Research Department.
    53. Michael Kühl, 2007. "Cointegration in the Foreign Exchange Market and Market Efficiency since the Introduction of the Euro: Evidence based on bivariate Cointegration Analyses," cege – Center for European, Governance and Economic Development Research Discussion Papers 68, cege – Center for European, Governance and Economic Development Research, University of Goettingen (Germany)..
    54. Katarzyna Leszkiewicz-Kedzior, 2011. "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, Polish Academy of Sciences, The Lodz Branch, vol. 3(2), pages 75-95, June.
    55. Katarina Juselius, 2012. "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers 12-01, University of Copenhagen. Department of Economics.
    56. Fakhri, Hasanov, 2010. "The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan," MPRA Paper 29556, University Library of Munich, Germany.
    57. Reinhold Heinlein & Hans-Martin Krolzig, 2011. "Effects of monetary policy on the $/£ exchange rate. Is there a 'delayed overshooting puzzle'?," Studies in Economics 1124, Department of Economics, University of Kent.
    58. Nunley, John & Zietz, Joachim, 2008. "The U.S. Divorce Rate: The 1960s Surge Versus Its Long-Run Determinants," MPRA Paper 16317, University Library of Munich, Germany, revised Dec 2008.
    59. Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Businesss School.
    60. Robert Kelm, 2010. "The Exchange Rate and Two Price Inations in Poland in the Period 19992009. Do Globalization and Balassa-Samuelson Effect Matter?," Central European Journal of Economic Modelling and Econometrics, Polish Academy of Sciences, The Lodz Branch, vol. 2(4), pages 315-349, September.
    61. Natan P. Epstein & Corrado Macchiarelli, 2010. "Estimating Poland's Potential Output: A Production Function Approach," IMF Working Papers 10/15, International Monetary Fund.
    62. Andrea Tamoni & Arie E.Gozluklu & Carlo A.Favero, 2008. "Demographics and fluctuations in Dividend/Price," Working Papers 345, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    63. Casadio, Paolo & Paradiso, Antonio, 2010. "Private sector balance, financial markets, and U.S. cycle: A SVAR analysis," MPRA Paper 28105, University Library of Munich, Germany.

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