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Katarina Juselius

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Personal Details

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

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.ku.dk/okokj
Postal Address:
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Affiliation

Økonomisk Institut
Københavns Universitet
Location: København, Denmark
Homepage: http://www.econ.ku.dk/
Email:
Phone: (+45) 35 32 30 10
Fax: (+45) 35 32 30 00
Postal: Øster Farimagsgade 5, building 26,, 1453 København K
Handle: RePEc:edi:okokudk (more details at EDIRC)

Works

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Working papers

  1. Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2014. "The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana," Discussion Papers 14-02, University of Copenhagen. Department of Economics.
  2. Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
  3. Kevin Hoover & Katarina Juselius, 2012. "Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression," Discussion Papers 12-16, University of Copenhagen. Department of Economics.
  4. Katarina Juselius, 2012. "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers 12-01, University of Copenhagen. Department of Economics.
  5. 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 Paper Series UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
  6. Katarina Juselius, 2010. "Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence," Discussion Papers 10-31, University of Copenhagen. Department of Economics.
  7. Beyer, Andreas & Juselius, Katarina, 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.
  8. Søren Johansen & Katarina Juselius, 2010. "An invariance property of the common trends under linear transformations of the data," CREATES Research Papers 2010-72, School of Economics and Management, University of Aarhus.
  9. Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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).
  15. Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Katarina Juselius, 2004. "Inflation, Money Growth, and I(2) Analysis," Discussion Papers 04-31, University of Copenhagen. Department of Economics.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics.
  29. 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.
  30. 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.
  31. Katarina Juselius, 1999. "Models and Relations in Economics and Econometrics," Discussion Papers 99-13, University of Copenhagen. Department of Economics.
  32. Katarina Juselius, 1997. "Changing Monetary Transmission Mechanisms within the EU," Discussion Papers 97-18, University of Copenhagen. Department of Economics.
  33. 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.
  34. Katarina Juselius, 1996. "A Structured VAR under Changing Monetary Policy," Discussion Papers 96-02, University of Copenhagen. Department of Economics.
  35. 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.
  36. : 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.
  37. : Katarina Juselius, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers 93-05, University of Copenhagen. Department of Economics.
  38. 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.
  39. Juselius, K., 1991. "Long-Run Relations in Australian Monetary Data," Papers 238, Australian National University - Department of Economics.
  40. 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.
  41. 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.
  42. Katarina Juselius, 1991. "Domestic and Foreign Effects on Prices in an Open Economy," Discussion Papers 91-05, University of Copenhagen. Department of Economics.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.

Articles

  1. Johansen, Søren & Juselius, Katarina, 2014. "An asymptotic invariance property of the common trends under linear transformations of the data," Journal of Econometrics, Elsevier, vol. 178(P2), pages 310-315.
  2. Katarina Juselius, 2011. "Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson," Cambridge Journal of Economics, Oxford University Press, vol. 35(2), pages 423-436.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 1-42.
  12. Katarina Juselius, 1999. "Models and relations in economics and econometrics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(2), pages 259-290.
  13. Katarina Juselius, 1998. "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, vol. 23(3), pages 455-481.
  14. 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.
  15. 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.
  16. 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.
  17. Juselius, Katarina, 1995. "Predictable and unpredictable components of the long-run growth in nominal prices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 257-263.
  18. 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.
  19. Juselius, Katarina, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Empirical Economics, Springer, vol. 18(4), pages 595-622.
  20. 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.
  21. 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.
  22. Juselius, Katarina, 1991. " A Bayesian Perspective on Inference from Macroeconomic Data: Comment," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 253-58.
  23. 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.
  24. 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.

Books

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

NEP Fields

38 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2011-10-01
  2. NEP-CBA: Central Banking (15) 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 2010-02-20 2010-11-13. Author is listed
  3. NEP-CBE: Cognitive & Behavioural Economics (1) 2009-03-22
  4. NEP-DGE: Dynamic General Equilibrium (1) 2007-05-19
  5. NEP-ECM: Econometrics (13) 2001-10-22 2001-10-29 2003-01-05 2005-01-02 2007-05-19 2008-01-05 2008-01-05 2009-09-11 2010-11-13 2011-10-01 2012-03-28 2012-12-06 2014-02-21. Author is listed
  6. 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
  7. NEP-ETS: Econometric Time Series (8) 2001-10-22 2001-10-29 2008-01-05 2008-01-05 2008-06-27 2010-11-13 2012-03-28 2014-02-21. Author is listed
  8. NEP-HPE: History & Philosophy of Economics (5) 2005-04-16 2009-03-14 2009-09-11 2010-05-02 2012-12-06. Author is listed
  9. NEP-IFN: International Finance (12) 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 2010-02-20. Author is listed
  10. NEP-KNM: Knowledge Management & Knowledge Economy (2) 2008-12-21 2010-11-13
  11. NEP-LAB: Labour Economics (3) 2003-01-12 2008-05-17 2008-07-20
  12. NEP-MAC: Macroeconomics (11) 2001-10-29 2005-01-02 2005-04-16 2006-01-01 2007-05-19 2008-03-15 2008-05-17 2008-07-20 2010-02-20 2010-11-13 2014-03-08. Author is listed
  13. NEP-MIC: Microeconomics (1) 2001-10-22
  14. NEP-MON: Monetary Economics (6) 2001-10-22 2002-03-04 2005-01-02 2008-03-15 2008-12-21 2010-02-20. Author is listed
  15. NEP-OPM: Open Economy Macroeconomics (4) 2008-06-27 2008-12-21 2009-01-17 2014-03-08
  16. NEP-PKE: Post Keynesian Economics (2) 2009-03-14 2009-03-22
  17. NEP-SEA: South East Asia (1) 2001-10-01
  18. NEP-SOG: Sociology of Economics (2) 2009-03-14 2009-03-22
  19. NEP-TRA: Transition Economics (1) 2003-01-05

Statistics

This author is among the top 5% authors according to these criteria:
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  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
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  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. h-index
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  19. Number of Abstract Views in RePEc Services over the past 12 months
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  21. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  22. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  23. Closeness measure in co-authorship network
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  25. Breadth of citations across fields
  26. Wu-Index
  27. Strength of students

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