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Information about:
Katarina Juselius

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Personal Details

First Name: Katarina
Middle Name:
Last Name: Juselius
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RePEc Short-ID: pju54

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Homepage: http://www.econ.ku.dk/okokj
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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Number of Authors
  3. Number of Citations
  4. Number of Citations, Discounted by Citation Age
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  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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  22. Wu-Index

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  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," Middlebury College Working Paper Series 0901, Middlebury College, Department of Economics. [Downloadable!]
    Other versions:

  2. Katarina Juselius, 2009. "Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)," Discussion Papers 09-16, University of Copenhagen. Department of Economics. [Downloadable!]

  3. Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2008. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," Discussion Papers 08-31, University of Copenhagen. Department of Economics. [Downloadable!]
    Other versions:

  4. 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. [Downloadable!]

  5. Javier Ordoñez & Katarina Juselius, 2008. "Wage, price and unemployment dynamics in the Spanish transition to EMU membership," Working Papers. Serie EC 2008-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Other versions:

  6. 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. [Downloadable!]
    Other versions:

  7. 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. [Downloadable!]
    Published as:

  8. Katarina Juselius, 2007. "The PPP Puzzle: What the Data Tell when Allowed to Speak Freely," Discussion Papers 07-33, University of Copenhagen. Department of Economics, revised Dec 2007. [Downloadable!]

  9. Franchi, Massimo & Juselius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy. [Downloadable!]
    Published as:

  10. Katarina Juselius & Javier Ordóñez, 2005. "The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain," Discussion Papers 05-29, University of Copenhagen. Department of Economics. [Downloadable!]
    Other versions:

  11. 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. [Downloadable!]

  12. Katarina Juselius, 2004. "Inflation, Money Growth, and I(2) Analysis," Discussion Papers 04-31, University of Copenhagen. Department of Economics. [Downloadable!]

  13. Katarina Juselius, 2002. "Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area," Discussion Papers 03-01, University of Copenhagen. Department of Economics. [Downloadable!]

  14. 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. [Downloadable!]

  15. 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. [Downloadable!]

  16. 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. [Downloadable!]
    Other versions:

  17. 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. [Downloadable!]
    Other versions:

  18. 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. [Downloadable!]

  19. Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics. [Downloadable!]
    Published as:

  20. Katarina Juselius & Elena Gennari, 1999. "Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS," Discussion Papers 99-12, University of Copenhagen. Department of Economics. [Downloadable!]

  21. 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. [Downloadable!]

  22. Katarina Juselius, 1999. "Models and Relations in Economics and Econometrics," Discussion Papers 99-13, University of Copenhagen. Department of Economics. [Downloadable!]
    Published as:

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

  24. Katarina Juselius, 1997. "Do prices move together in the long run? An I(2) analysis of six price indices," Discussion Papers 97-21, University of Copenhagen. Department of Economics, revised Sep 1999. [Downloadable!]

  25. 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.
    Published as:

  26. Katarina Juselius, 1996. "A Structured VAR under Changing Monetary Policy," Discussion Papers 96-02, University of Copenhagen. Department of Economics.

  27. : Katarina Juselius, 1993. "Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model," Discussion Papers 93-14, University of Copenhagen. Department of Economics.

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

  29. 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.
    Published as:

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

  31. Katarina Juselius, 1991. "On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings," Discussion Papers 91-15, University of Copenhagen. Department of Economics.

  32. Katarina Juselius, 1991. "Domestic and Foreign Effects on Prices in an Open Economy," Discussion Papers 91-05, University of Copenhagen. Department of Economics.

  33. Katarina Juselius, 1991. "On the Design of Experiments when Data are Collected by Passive Observation," Discussion Papers 91-14, University of Copenhagen. Department of Economics.

  34. 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.

  35. Katarina Juselius, 1990. "Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations," Discussion Papers 90-11, University of Copenhagen. Department of Economics.

  36. Katarina Juselius, 1989. "Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration," Discussion Papers 89-12, University of Copenhagen. Department of Economics.

  37. 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.

  38. 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.

  39. Katarina Juselius, 1988. "Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark," Discussion Papers 88-03, University of Copenhagen. Department of Economics.

  40. Katarina Juselius, 1988. "Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results," Discussion Papers 88-04, University of Copenhagen. Department of Economics.

Articles

  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. [Downloadable!]

  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. [Downloadable!]

  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. [Downloadable!]
    Other versions:

  4. Franchi, Massimo & Juselius, 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. [Downloadable!]
    Other versions:

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)

  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. [Downloadable!]

  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.
    Other versions:
    Published as:

  9. Juselius, Katarina, 1999. "Models and Relations in Economics and Econometrics," Journal of Economic Methodology, Taylor and Francis Journals, vol. 6(2), pages 259-90, July.
    Other versions:

  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.

  11. Katarina Juselius, 1998. "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, vol. 23(3), pages 455-481. [Downloadable!] (restricted)
    Other versions:

  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.
    Other versions:

  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. [Downloadable!] (restricted)

  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. [Downloadable!] (restricted)
    Other versions:

  15. Juselius, Katarina, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Empirical Economics, Springer, vol. 18(4), pages 595-622.
    Other versions:

  16. 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. [Downloadable!] (restricted)

  17. Juselius, Katarina, 1992. "Domestic and foreign effects on prices in an open economy: The case of Denmark," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 401-428, August. [Downloadable!] (restricted)

  18. Juselius, Katarina, 1991. " A Bayesian Perspective on Inference from Macroeconomic Data: Comment," Scandinavian Journal of Economics, Blackwell Publishing, vol. 93(2), pages 253-58.

  19. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.

  20. Juselius, Katarina, 1985. "Modelling short- and long-term effects in the aggregate demand for soft drinks," International Journal of Forecasting, Elsevier, vol. 1(3), pages 253-272. [Downloadable!] (restricted)

NEP Fields

28 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (13) 2001-10-22 2001-10-29 2001-10-29 2002-03-04 2003-01-05 2005-01-02 2008-01-05 2008-01-05 2008-03-15 2008-06-27 2008-12-21 2009-01-17 2009-09-11 Author is listed
  2. NEP-CBE: Cognitive & Behavioural Economics (1) 2009-03-22
  3. NEP-DGE: Dynamic General Equilibrium (1) 2007-05-19
  4. NEP-ECM: Econometrics (8) 2001-10-22 2001-10-29 2003-01-05 2005-01-02 2007-05-19 2008-01-05 2008-01-05 2009-09-11 Author is listed
  5. NEP-EEC: European Economics (7) 2001-10-22 2001-10-29 2002-03-04 2002-03-04 2003-01-12 2008-03-15 2008-05-17 Author is listed
  6. NEP-ETS: Econometric Time Series (5) 2001-10-22 2001-10-29 2008-01-05 2008-01-05 2008-06-27 Author is listed
  7. NEP-HPE: History & Philosophy of Economics (3) 2005-04-16 2009-03-14 2009-09-11
  8. NEP-IFN: International Finance (11) 2001-10-29 2001-10-29 2003-01-05 2003-01-12 2006-01-01 2006-01-24 2008-01-05 2008-01-05 2008-06-27 2008-12-21 2009-01-17 Author is listed
  9. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2008-12-21
  10. NEP-LAB: Labour Economics (3) 2003-01-12 2008-05-17 2008-07-20
  11. NEP-MAC: Macroeconomics (8) 2001-10-29 2005-01-02 2005-04-16 2006-01-01 2007-05-19 2008-03-15 2008-05-17 2008-07-20 Author is listed
  12. NEP-MIC: Microeconomics (1) 2001-10-22
  13. NEP-MON: Monetary Economics (5) 2001-10-22 2002-03-04 2005-01-02 2008-03-15 2008-12-21 Author is listed
  14. NEP-OPM: Open MacroEconomics (3) 2008-06-27 2008-12-21 2009-01-17
  15. NEP-PKE: Post Keynesian Economics (2) 2009-03-14 2009-03-22
  16. NEP-SEA: South East Asia (1) 2001-10-01
  17. NEP-SOG: Sociology of Economics (2) 2009-03-14 2009-03-22
  18. NEP-TRA: Transition Economics (1) 2003-01-05
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This page was last updated on 2009-11-8.

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