Katarina Juselius
Personal Details
First Name: | Katarina |
Middle Name: | |
Last Name: | Juselius |
Suffix: | |
RePEc Short-ID: | pju54 |
[This author has chosen not to make the email address public] | |
https://www.econ.ku.dk/ansatte/emeriti/?pure=da/persons/142900 | |
Affiliation
Økonomisk Institut
Københavns Universitet
København, Denmarkhttp://www.econ.ku.dk/
RePEc:edi:okokudk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Katarina Juselius, 2018.
"Searching for a theory that fits the data: A personal research odyssey,"
Discussion Papers
18-07, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2021. "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, vol. 9(1), pages 1-27, February.
- Katarina Juselius, 2017. "A CVAR scenario for a standard monetary model using theory-consistent expectations," Discussion Papers 17-08, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
Discussion Papers
17-07, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Econometrics, MDPI, vol. 5(3), pages 1-20, July.
- 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.
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2017. "The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana," Journal of Development Studies, Taylor & Francis Journals, vol. 53(7), pages 1075-1103, July.
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2013. "The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana," WIDER Working Paper Series wp-2013-090, World Institute for Development Economic Research (UNU-WIDER).
- Katarina Juselius & Katrin Assenmacher, 2014.
"Real exchange rate persistence: the case of the Swiss franc-US dollar rate,"
Discussion Papers
14-26, University of Copenhagen. Department of Economics.
- Katarina Juselius & Katrin Assenmacher, 2015. "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers 2015-03, Swiss National Bank.
- 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.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal-to-noise ratio is small," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-30.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
- Katarina Juselius, 2012.
"Haavelmo's Probability Approach and the Cointegrated VAR,"
Discussion Papers
12-01, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2015. "Haavelmo’S Probability Approach And The Cointegrated Var," Econometric Theory, Cambridge University Press, vol. 31(2), pages 213-232, April.
- 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.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2011.
"The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis,"
WIDER Working Paper Series
wp-2011-051, World Institute for Development Economic Research (UNU-WIDER).
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2014. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 153-184, April.
- 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.
- Katarina Juselius, 2010.
"On the Role of Theory and Evidence in Macroeconomics,"
Discussion Papers
10-12, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2011. "On the Role of Theory and Evidence in Macroeconomics," Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17, Edward Elgar Publishing.
- 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.
- Søren Johansen & Katarina Juselius, 2010.
"An invariance property of the common trends under linear transformations of the data,"
CREATES Research Papers
2010-72, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Katarina Juselius, 2010. "An Invariance Property of the Common Trends under Linear Transformations of the Data," Discussion Papers 10-30, University of Copenhagen. Department of Economics.
- Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009.
"A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings,"
CREATES Research Papers
2009-01, Department of Economics and Business Economics, Aarhus University.
- 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.
- 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.
- Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte, 2009.
"The financial crisis and the systemic failure of academic economics,"
Kiel Working Papers
1489, Kiel Institute for the World Economy (IfW Kiel).
- D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth, 2010. "The Financial Crisis and the Systemic Failure of Academic Economics," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
- 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.
- 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.
- Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte, 2009.
"The financial crisis and the systemic failure of academic economics,"
Kiel Working Papers
1489, Kiel Institute for the World Economy (IfW Kiel).
- D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth, 2010. "The Financial Crisis and the Systemic Failure of Academic Economics," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
- 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.
- 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.
- 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).
- 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 (IfW Kiel).
- 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.
- Søren Johansen & Katarina Juselius & Roman Frydberg & Michael Goldberg, 2008.
"Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate,"
CREATES Research Papers
2008-03, Department of Economics and Business Economics, Aarhus University.
- 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.
- 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.
- Franchi, Massimo & Jusélius, Katarina, 2007.
"Taking a DSGE Model to the Data Meaningfully,"
Economics Discussion Papers
2007-6, Kiel Institute for the World Economy (IfW Kiel).
- Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-38.
- 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.
- 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 251-255, May.
- Katarina Juselius & Javier Ordóñez, 2005.
"The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain,"
Working Papers
05-13, Asociación Española de Economía y Finanzas Internacionales.
- 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.
- Katarina Juselius & Javier Ordóñez, "undated". "The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain," Working Papers on International Economics and Finance 05-13, FEDEA.
- 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.
- Katarina Juselius, 2004.
"Inflation, Money Growth, and I(2) Analysis,"
Discussion Papers
04-31, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2004. "Inflation, Money Growth, and 1(2) Analysis," Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 69-106, Emerald Group Publishing Limited.
- 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.
- 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.
- Soren JOHANSEN & Katarina JUSELIUS, 2001.
"Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data,"
Economics Working Papers
ECO2001/02, European University Institute.
- 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.
- 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.
- 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.
- 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.
- Katarina Juselius & Ronald MacDonald, 2003. "International Parity Relationships Between Germany and the United States: A Joint Modelling Approach," FRU Working Papers 2004/08, University of Copenhagen. Department of Economics. Finance Research Unit.
- Katarina Juselius & David F. Hendry, 2000.
"Explaining Cointegration Analysis: Part II,"
Discussion Papers
00-20, University of Copenhagen. Department of Economics.
- David F. Hendry & Katarina Juselius, 2001. "Explaining Cointegration Analysis: Part II," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 75-120.
- David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, , vol. 21(1), pages 1-42, January.
- David F. Hendry & Katarina Juselius, 2001. "Explaining Cointegration Analysis: Part II," The Energy Journal, , vol. 22(1), pages 75-120, January.
- 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.
- Katarina Juselius, 1999.
"Models and Relations in Economics and Econometrics,"
Discussion Papers
99-13, University of Copenhagen. Department of Economics.
- Katarina Juselius, 1999. "Models and relations in economics and econometrics," Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(2), pages 259-290.
- 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.
- 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.
- 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.
- Katarina Juselius, 1997.
"Changing Monetary Transmission Mechanisms within the EU,"
Discussion Papers
97-18, University of Copenhagen. Department of Economics.
- Katarina Juselius, 1998. "Changing monetary transmission mechanisms within the EU," Empirical Economics, Springer, vol. 23(3), pages 455-481.
- Katarina Juselius, 1996. "A Structured VAR under Changing Monetary Policy," Discussion Papers 96-02, University of Copenhagen. Department of Economics.
- 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.
- 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.
- : 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.
- : Katarina Juselius, 1993.
"VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling,"
Discussion Papers
93-05, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Empirical Economics, Springer, vol. 18(4), pages 595-622.
- 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.
- 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.
- 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.
- Juselius, K., 1991.
"Long-Run Relations in Australian Monetary Data,"
Papers
238, Australian National University - Department of Economics.
- Katarina Juselius, 1991. "Long-run Relations in Australian Monetary Data," Discussion Papers 91-18, University of Copenhagen. Department of Economics.
- 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.
- Katarina Juselius, 1991. "Domestic and Foreign Effects on Prices in an Open Economy," Discussion Papers 91-05, University of Copenhagen. Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Katarina Juselius & Sophia Dimelis, "undated".
"The Greek crisis: A story of self-reinforcing feedback mechanisms,"
Discussion Papers
18-06, University of Copenhagen. Department of Economics.
- Juselius, Katarina & Dimelis, Sophia, 2019. "The Greek crisis: A story of self-reinforcing feedback mechanisms," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-22.
- Juselius, Katarina & Dimelis, Sophia, 2018. "The Greek crisis: A story of self-reinforcing feedback mechanisms," Economics Discussion Papers 2018-65, Kiel Institute for the World Economy (IfW Kiel).
Articles
- Katarina Juselius, 2022. "A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations," Econometrics, MDPI, vol. 10(2), pages 1-15, April.
- Katarina Juselius, 2021.
"Searching for a Theory That Fits the Data: A Personal Research Odyssey,"
Econometrics, MDPI, vol. 9(1), pages 1-27, February.
- Katarina Juselius, 2018. "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers 18-07, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2021. "Disequilibrium macroeconometrics [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 357-376.
- Juselius, Katarina & Dimelis, Sophia, 2019.
"The Greek crisis: A story of self-reinforcing feedback mechanisms,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-22.
- Katarina Juselius & Sophia Dimelis, "undated". "The Greek crisis: A story of self-reinforcing feedback mechanisms," Discussion Papers 18-06, University of Copenhagen. Department of Economics.
- Juselius, Katarina & Dimelis, Sophia, 2018. "The Greek crisis: A story of self-reinforcing feedback mechanisms," Economics Discussion Papers 2018-65, Kiel Institute for the World Economy (IfW Kiel).
- Juselius, Katarina & Stillwagon, Josh R., 2018. "Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 93-105.
- Katarina Juselius & Katrin Assenmacher, 2017. "Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(6), pages 1145-1155, September.
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2017.
"The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana,"
Journal of Development Studies, Taylor & Francis Journals, vol. 53(7), pages 1075-1103, July.
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2013. "The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana," WIDER Working Paper Series wp-2013-090, World Institute for Development Economic Research (UNU-WIDER).
- 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.
- Katarina Juselius, 2017. "Recent Developments in Cointegration," Econometrics, MDPI, vol. 6(1), pages 1-5, December.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
Econometrics, MDPI, vol. 5(3), pages 1-20, July.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers 17-07, University of Copenhagen. Department of Economics.
- Hoover, Kevin & Juselius, Katarina, 2015. "Trygve Haavelmo’S Experimental Methodology And Scenario Analysis In A Cointegrated Vector Autoregression," Econometric Theory, Cambridge University Press, vol. 31(2), pages 249-274, April.
- Juselius, Katarina, 2015.
"Haavelmo’S Probability Approach And The Cointegrated Var,"
Econometric Theory, Cambridge University Press, vol. 31(2), pages 213-232, April.
- Katarina Juselius, 2012. "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers 12-01, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2014.
"Testing for near I(2) trends when the signal-to-noise ratio is small,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-30.
- 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.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
- 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.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2014.
"The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 153-184, April.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2011. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," WIDER Working Paper Series wp-2011-051, World Institute for Development Economic Research (UNU-WIDER).
- Katarina Juselius, 2011. "Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 35(2), pages 423-436.
- D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth, 2010.
"The Financial Crisis and the Systemic Failure of Academic Economics,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
- 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.
- 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.
- Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte, 2009. "The financial crisis and the systemic failure of academic economics," Kiel Working Papers 1489, Kiel Institute for the World Economy (IfW Kiel).
- 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.
- 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-30.
- Jusélius, Katarina, 2009. "Special Issue on Using Econometrics for Assessing Economic Models: An Introduction," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-20.
- 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 251-255, May.
- 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.
- Franchi, Massimo & Jusélius, Katarina, 2007.
"Taking a DSGE Model to the Data Meaningfully,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-38.
- Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy (IfW Kiel).
- 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.
- 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.
- 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.
- 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.
- David F. Hendry & Katarina Juselius, 2001. "Explaining Cointegration Analysis: Part II," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 75-120.
- David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, , vol. 21(1), pages 1-42, January.
- David F. Hendry & Katarina Juselius, 2001. "Explaining Cointegration Analysis: Part II," The Energy Journal, , vol. 22(1), pages 75-120, January.
- Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics.
- Katarina Juselius, 1999.
"Models and relations in economics and econometrics,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(2), pages 259-290.
- Katarina Juselius, 1999. "Models and Relations in Economics and Econometrics," Discussion Papers 99-13, University of Copenhagen. Department of Economics.
- 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.
- Katarina Juselius, 1998.
"Changing monetary transmission mechanisms within the EU,"
Empirical Economics, Springer, vol. 23(3), pages 455-481.
- Katarina Juselius, 1997. "Changing Monetary Transmission Mechanisms within the EU," Discussion Papers 97-18, University of Copenhagen. Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Juselius, Katarina, 1993.
"VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling,"
Empirical Economics, Springer, vol. 18(4), pages 595-622.
- : Katarina Juselius, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers 93-05, University of Copenhagen. Department of Economics.
- 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.
- 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.
- 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.
- 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.
Chapters
- Katarina Juselius, 2011.
"On the Role of Theory and Evidence in Macroeconomics,"
Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17,
Edward Elgar Publishing.
- Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2009. "The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 8, pages 349-384, Palgrave Macmillan.
- Katarina Juselius, 2004.
"Inflation, Money Growth, and 1(2) Analysis,"
Contributions to Economic Analysis, in: New Directions in Macromodelling, pages 69-106,
Emerald Group Publishing Limited.
- Katarina Juselius, 2004. "Inflation, Money Growth, and I(2) Analysis," Discussion Papers 04-31, University of Copenhagen. Department of Economics.
Books
- Juselius, Katarina, 2006. "The Cointegrated VAR Model: Methodology and Applications," OUP Catalogue, Oxford University Press, number 9780199285679.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 40 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CBA: Central Banking (16) 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 2017-05-14. Author is listed
- NEP-MAC: Macroeconomics (14) 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 2018-09-10 2018-09-10 2018-10-15. Author is listed
- NEP-ECM: Econometrics (12) 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 2012-03-28 2012-12-06 2014-02-21. Author is listed
- 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
- NEP-ETS: Econometric Time Series (9) 2001-10-22 2001-10-29 2008-01-05 2008-01-05 2008-06-27 2010-11-13 2012-03-28 2014-02-21 2018-09-10. Author is listed
- NEP-EEC: European Economics (8) 2001-10-22 2001-10-29 2002-03-04 2002-03-04 2003-01-12 2008-03-15 2008-05-17 2018-09-10. Author is listed
- NEP-MON: Monetary Economics (8) 2001-10-22 2002-03-04 2005-01-02 2008-03-15 2008-12-21 2010-02-20 2015-03-13 2017-05-14. Author is listed
- NEP-OPM: Open Economy Macroeconomics (7) 2008-06-27 2008-12-21 2009-01-17 2014-03-08 2015-03-13 2017-05-14 2017-05-14. Author is listed
- NEP-HPE: History and Philosophy of Economics (6) 2005-04-16 2009-03-14 2009-09-11 2010-05-02 2012-12-06 2018-09-10. Author is listed
- NEP-LAB: Labour Economics (3) 2003-01-12 2008-05-17 2008-07-20
- NEP-KNM: Knowledge Management and Knowledge Economy (2) 2008-12-21 2010-11-13
- NEP-PKE: Post Keynesian Economics (2) 2009-03-14 2009-03-22
- NEP-SOG: Sociology of Economics (2) 2009-03-14 2009-03-22
- NEP-AFR: Africa (1) 2014-03-08
- NEP-CBE: Cognitive and Behavioural Economics (1) 2009-03-22
- NEP-DGE: Dynamic General Equilibrium (1) 2007-05-19
- NEP-MIC: Microeconomics (1) 2001-10-22
- NEP-ORE: Operations Research (1) 2017-05-14
- NEP-SEA: South East Asia (1) 2001-10-01
- NEP-TRA: Transition Economics (1) 2003-01-05
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