Katarina Jusélius

Best Publications

• MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

  Søren Johansen;Katarina Juselius

  21362
  Citations

• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

  S∅ren Johansen;Katarina Juselius

  2562
  Citations

• Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK

  Soren Johansen;Katarina Juselius

  2529
  Citations

• The cointegrated VAR model : methodology and applications

  Katarina Juselius

  2063
  Citations

• Explaining Cointegration Analysis: Part II

  David F. Hendry;Katarina Juselius

  983
  Citations

• Identification of the long-run and the short-run structure an application to the ISLM model

  Søren Johansen;Katarina Juselius

  904
  Citations

• The Financial Crisis and the Systemic Failure of Academic Economics

  David Colander;Hans Föllmer;Armin Haas;Michael D. Goldberg

  595
  Citations

• THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION

  David Colander;Michael Goldberg;Armin Haas;Katarina Juselius

  496
  Citations

• 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

  Katarina Juselius

  379
  Citations

• Domestic and foreign effects on prices in an open economy: The case of Denmark

  Katarina Juselius

  274
  Citations

• The Long‐Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis*

  Katarina Juselius;Niels Framroze Møller;Finn Tarp

  262
  Citations

• Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression

  Kevin D. Hoover;Soren Johansen;Katarina Juselius

  229
  Citations

• International parity relationships between the USA and Japan

  Katarina Juselius;Ronald MacDonald

  173
  Citations

• Models and relations in economics and econometrics

  Katarina Juselius

  157
  Citations

• The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications

  Soren Johansen;Katarina Juselius

  139
  Citations

• International Parity Relationships Between Germany and the United States: A Joint Modelling Approach

  Katarina Juselius;Ronald MacDonald

  115
  Citations

• A Structured VAR for Denmark Under Changing Monetary Regimes

  Katarina Juselius

  113
  Citations

• Taking a DSGE Model to the Data Meaningfully

  Katarina Juselius;Massimo Franchi

  112
  Citations

• Changing monetary transmission mechanisms within the EU

  Katarina Juselius

  107
  Citations

• Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate

  Søren Johansen;Søren Johansen;Katarina Juselius;Roman Frydman;Michael Goldberg

  59
  Citations