Katarina Juselius
#35,207
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Finnish economist
Katarina Juselius's AcademicInfluence.com Rankings
Katarina Juseliuseconomics Degrees
Economics
#951
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#1118
Historical Rank
Econometrics
#30
World Rank
#31
Historical Rank
Macroeconomics
#283
World Rank
#299
Historical Rank
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Economics
Katarina Juselius's Degrees
- PhD Economics University of Helsinki
Why Is Katarina Juselius Influential?
(Suggest an Edit or Addition)According to Wikipedia, Katarina Juselius is professor Emeritus of econometrics and empirical economics at the University of Copenhagen. Her work has been on empirical macro models and associated issues. She obtained her Lic.Econ.Sc. and PhD from the Swedish School of Economics and Business Administration in Helsinki.
Katarina Juselius's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (2009) (11572)
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992) (1828)
- The Cointegrated VAR Model: Methodology and Applications (2006) (1059)
- Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model (1992) (669)
- Explaining Cointegration Analysis: Part II (2000) (592)
- THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009) (386)
- 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 (1995) (308)
- The Financial Crisis and the Systemic Failure of Academic Economics (2009) (255)
- The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications (1989) (201)
- The Long‐Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis (2014) (185)
- Domestic and foreign effects on prices in an open economy: The case of Denmark (1992) (178)
- Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK (1990) (174)
- International parity relationships between the USA and Japan (2004) (142)
- Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression (2007) (113)
- Taking a DSGE Model to the Data Meaningfully (2007) (113)
- International Parity Relationships Between Germany and the United States: A Joint Modelling Approach (2000) (110)
- Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression (2008) (100)
- Models and Relations in Economics and Econometrics (1999) (88)
- Oxford Bulletin of Economics and Statistics (1990) (84)
- Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate (2010) (77)
- The Economics of Economists: The financial crisis and the systemic failure of academic economics (2014) (77)
- Nominal Wage Flexibility , Wage Indexation and Monetary Union (2002) (69)
- Changing monetary transmission mechanisms within the EU (1997) (61)
- A Structured VAR for Denmark under Changing Monetary Regimes (1998) (57)
- Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland (1988) (57)
- Long—run relations in a well—defined statistical model for the data generating process. Cointegration analysis of the PPP and the UIP relations for Denmark and Germany (1990) (48)
- Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS (2005) (45)
- Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to Us Data (2001) (43)
- VAR modelling and Haavelmo's probability approach to macroeconomic modelling (1993) (38)
- A Structured VAR under Changing Monetary Policy (1996) (38)
- Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate (2008) (38)
- European integration and monetary transmission mechanisms: the case of Italy (2001) (36)
- A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings (2008) (30)
- Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership (2009) (25)
- Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US (2017) (24)
- AN EMPIRICAL ANALYSIS OF THE CHANGING ROLE OF THE GERMAN BUNDESBANK AFTER 1983 (2009) (24)
- Time to Reject the Privileging of Economic Theory Over Empirical Evidence? A Reply to Lawson (2009) (2009) (23)
- Long-run Relations in Australian Monetary Data (1991) (23)
- Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period (2000) (23)
- Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence (2010) (22)
- Testing hypotheses about glacial cycles against the observational record (2013) (22)
- HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (2012) (22)
- High Inflation, Hyperinflation and Explosive Roots. The Case of Yugoslavia. (2002) (20)
- Special Issue on Using Econometrics for Assessing Economic Models—An Introduction (2009) (19)
- Extracting Information from the Data: A Popperian View on Empirical Macro (2005) (19)
- Real Exchange Rate Persistence: The Case of the Swiss Franc-US Dollar Rate (2014) (19)
- The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely (2009) (18)
- Are outcomes driving expectations or the other way around?: An I(2) CVAR analysis of interest rate expectations in the dollar/pound market (2018) (18)
- The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana (2014) (18)
- Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area (2002) (18)
- Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge (2017) (17)
- Inflation, Money Growth, and I(2) Analysis (2004) (16)
- Domestic and Foreign Effects on Prices in an Open Economy (1991) (15)
- Testing for Near I (2) Trends When the Signal to Noise Ratio is Small (2014) (14)
- Recent Developments in Cointegration (2017) (14)
- TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION (2014) (13)
- On the Role of Theory and Evidence in Macroeconomics (2010) (13)
- An asymptotic invariance property of the common trends under linear transformations of the data (2014) (12)
- Allowing the Data to Speak Freely (2015) (11)
- On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings (1991) (10)
- The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain (1999) (10)
- Does it Matter How Aggregates are Measured? The Case of Monetary Transmission Mechanisms in the Euro Area (2010) (10)
- Testing competing forms of the Milankovitch hypothesis: A multivariate approach (2016) (9)
- International Parity Relationships and a Nonstationarity Real Exchange Rate : Germany Versus the US in the Post Bretton Woods Period (2003) (8)
- Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities (2001) (8)
- On the Empirical Verification of the Purchasing Power Parity and the Uncovered Interest Rate Parity (1992) (8)
- Balance sheet recessions and time-varying coe¢ cients in a Phillips curve relationship: An application to Finnish data (2012) (8)
- The Cointegrated VAR Methodology (2018) (7)
- Searching for a Theory That Fits the Data: A Personal Research Odyssey (2018) (7)
- The Greek crisis: a story of self-reinforcing feedback mechanisms (2018) (7)
- Glacial cycles and solar insolation: the role of orbital, seasonal, and spatial variations (2010) (6)
- Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration (1989) (5)
- Wage, Price and Unemployment Dynamics in the Spanish Transition to Emu Membership (2008) (5)
- Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area (2008) (5)
- An Invariance Property of the Common Trends Under Linear Transformations of the Data (2010) (5)
- The PPP Puzzle: What the Data Tell when Allowed to Speak Freely (2007) (5)
- Do prices move together in the long run? An I(2) analysis of six price indices (1999) (5)
- Cointegration Analysis of Climate Change: An Exposition (2007) (5)
- Long Swings in Currency Markets : Imperfect Knowledge and I ( 2 ) Trends (2012) (5)
- Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark (1988) (4)
- Long-run relationships among temperature, CO2, methane, ice and dust over the last 420.000 years: Cointegration analysis of the Vostok ice core data (2009) (3)
- Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS (1999) (3)
- A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations (2022) (3)
- The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain (2005) (3)
- Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small (2014) (3)
- Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression (2012) (3)
- Does it matter how to measure aggregates?: Monetary transmission mechanisms in the Euro area (2009) (2)
- A CVAR Scenario for a Standard Monetary Model Using Theory-Consistent Expectations (2017) (2)
- High Inflation, Hyperinflation and Explosive Roots (2015) (2)
- Real exchange rate persistence and the excess return puzzle: the case of Switzerland versus USA (2015) (2)
- Predictable and unpredictable components of the long-run growth in nominal prices (1995) (2)
- A Bayesian Perspective on Inference from Macroeconomic Data: Comment (1991) (1)
- Glacial cycles: exogenous orbital changes vs. endogenous climate dynamics (2010) (1)
- Modeling the Interconnectivity of Non-stationary Polar Ice Sheets (2021) (1)
- Comment on E.E. Leamer, "A Bayesian Perspective on Inference from Macroeconomic Data" (1991) (1)
- A COMMON TRENDS MODEL : IDENTIFICATION , ESTIMATIONAND INFERENCEANDERS WARNEAbstract (1993) (1)
- Modelling short- and long-term effects in the aggregate demand for soft drinks (1985) (1)
- Structural Slumps: A Cointegrated VAR Analysis (2012) (1)
- Interactive comment on “Glacial cycles and solar insolation: the role of orbital, seasonal, and spatial variations” by R. K. Kaufmann and K. Juselius (2010) (0)
- S 0 ren Johansen Katarina Juselius Hypothesis Testing for Cointegration Vectors · with an Application to the Demand for Money in Denmark and Finland (2012) (0)
- Cointegration Analysis : Part II (2000) (0)
- On the Design of Experiments when Data are Collected by Passive Observation (1991) (0)
- Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results (1988) (0)
- Interactive comment on “Glacial cycles: exogenous orbital changes vs. endogenous climate dynamics” by R. K. Kaufmann and K. Juselius (2010) (0)
- Glacial cycles: drivers (2010) (0)
- Statistical Approaches for Modeling Ice Sheet Interconnectivity (2020) (0)
- Universitet High Inflation , Hyperinflation and Explosive Roots Juselius (2002) (0)
- econstor Make Your Publications Visible . A Service of zbw (2007) (0)
- Crisis Banking 101 (2009) (0)
- Visible . A Service of zbw (2009) (0)
- The Balassa-Samu price and unemplo (2005) (0)
- Does it Matter How to Measure Aggregates (2015) (0)
- T ERMS OF T RADE , C ATCH - UP , AND H OME M ARKET E FFECT : T HE E XAMPLE OF J APAN (2007) (0)
- Study I Real Wage Determination in the Swedish Engineering Industry Study II Intersectoral Wage Linkages in Sweden Study III Wage and Price Determination in the Private Sector in Sweden 1 (2004) (0)
- Institute of Economics University of Copenhagen Wage , Price , and U and the Converge Parity in Katar Studiestræde (2003) (0)
- The Macroeconometrics of the Cointegrated Vector Autoregression (2007) (0)
- Working Paper No . 2011 / 51 The Long-Run Impact of Foreign Aid in 36 African Countries Insights from Multivariate Time Series Analysis (2011) (0)
- Searching for a T heory that fi t s the D ata : A P ersonal (2018) (0)
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