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Unit Roots and Cointegration: A Panel Discussion With David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen

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  • Neil R. Ericsson
  • Andrew B. Martinez

Abstract

In April 2025, the Department of Economics at the University of Oxford hosted the ‘Workshop to Celebrate Forty Years of Unit Roots and Cointegration’, which commemorated the 40th anniversary of the Oxford Bulletin of Economics and Statistics' 1986 special issue ‘Economic Modelling With Cointegrated Variables’. The current article summarizes that workshop's panel discussion with major contributors to the literature on cointegration—David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen—and includes additional remarks by Martin Ellison and the conference's audience. The discussion highlights key roles that the panellists and the Bulletin have played in advancing the literature on cointegration.

Suggested Citation

  • Neil R. Ericsson & Andrew B. Martinez, 2026. "Unit Roots and Cointegration: A Panel Discussion With David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 88(4), pages 573-586, August.
    • Handle: RePEc:bla:obuest:v:88:y:2026:i:4:p:573-586
    DOI: 10.1111/obes.70096
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