Katarina Juselius - Selected Publications#

2016: "Real Exchange Rate Persistence: the Case of the Swiss franc - US dollar rate" , Forthcoming in the Journal of Applied econometrics, (with Katrin Assenmacher).

2015: "Trygve Haavelmo's Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression", Econometric Theory, Vol. 31, Nr. 2, s. 249-274, (with Kevin Hoover).

2015: "Trygve Haavelmo's Probability Approach and the Cointegrated VAR", Econometric TheoryVol. 31, Nr. 2, s. 213-232.

2014: "The Long-Run Impact of Foreign Aid in 36 African Countries : Insights from Multivariate Time Series Analysis", Oxford Bulletin of Economics and Statistics, Vol. 76, Nr. 2, s. 153-184, (with Niels Framroze Møller and Finn Tarp).

2014: "An Invariance Property of the Common Trends under Linear Transformations of the Data", Journal of Econometrics, , Vol. 178, Nr. Part 2, s. 310-315. (with S. Johansen).

2014: "Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small", Economics, Vol. 8, Nr. 2014-21, s. 1-30.

2013: "Balance sheet recessions and time-varying coefficients in a Phillips curve relationship: An application to Finnish data". In (eds.) N. Haldrup, M. Meitz, and P. Saikkonen, Essays in Nonlinear Time Series Econometrics: Festschrift in Honour of Timo Teräsvirta. Oxford University Press. (with Mikael Juselius)

2013: "Testing Hypotheses About Glacial Cycles Against the Observational Record". Paleoceanography, 28, 1-11, (with Robert Kaufmann)

2012: "Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence", (eds. E. Phelps and R. Frydman), Rethinking Expectations: The Way Forward for Macroeconomics, Princeton University Press, Princeton.

2012: " On the theory and evidence in macroeconomics", in (Eds.) Wade Hands and John Davis: The Elgar Companion to Recent Economic Methodology s. 404-426.

2011: "Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson", Cambridge Journal of Economics, Vol. 35, Nr. 2, s. 423-436.

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, Vol. 158, Nr. 1, s. 117-129, (with Søren Johansen, Roman Frydman, and Michael Goldberg).

2009: "The Long Swings Puzzle : What the Data Tell When Allowed to Speak Freely", in (Eds.) Kerry Patterson and Terence C. Mills: Palgrave Handbook of Econometrics: Vol. 2: Applied Econometrics. Palgrave Macmillan, s. 349-384.

2009: "The Financial Crisis and the Systemic Failure of the Academics Profession", Critical Review (Columbus), Vol. 21, Nr. 2-3, s. 249-267, (with David Colander, Michael Goldberg, Armin Haas, Alan Kirman, Thomas Lux, and Birgitte Sloth.

2009: "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership", Economics, Vol. 3, Nr. 2009-4, (with Javier Ordóñez).

2009: "Does it matter how to measure aggregates? : Monetary transmission mechanisms in the Euro area", in (Eds.) Jennifer Castle; Neil Shephard: The Methodology and Practice of Econometrics: A Festschrift in Honour of David Hendry, Oxford University Press, s. 365-385. (with Andreas Beyer).

2008: "Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression". American Economic Review 98, pp. 251-55. (with K. Hoover and S. Johansen)

2007: "Taking a DSGE Model to the Data Meaningfully", Economics, Vol. 1, Nr. 2007-4, (with Massimo Franchi)

2006: "The cointegrated VAR model: Econometric Methodology and Empirical Applications", Oxford University Press. 457 pp.

2005: "Monetary transmission mechanisms in Spain : the effect of monetization, financial deregulation, and the EMS", Journal of International Money and Finance, Vol. 24, Nr. 3, s. 509-531, (with Juan Toro).

2004: "International parity relationships between the USA and Japan", Japan and the World Economy, Vol. 16, Nr. 1, s. 17-34. (with Ronald MacDonald).

2001: "European integration and monetary transmission mechanisms: The case of Italy", Journal of Applied Econometrics' 16: 341-358.

2001: "Explaining cointegration : part II", Energy Journal, Vol. 22, Nr. 1, s. 75-120, (with David Hendry).

2000: "Explaining Cointegration Analysis : Part I. Energy Journal, Vol. 21, Nr. 1, s. 1-42, (with David Hendry).

1999: "Models and relations in economics and econometrics", Journal of Economic Methodology, Vol. 6, Nr. 2, s. 259-290.

1999: "Price Convergence in the Medium and Long Run. In (Eds.) Robert F. Engle and Halbert White:
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger, Oxford University Press, s. 301-325.

1998: "A structured VAR under changing monetary policy", Journal of Business and Economics Statistics. 6, 400-412.

1998: "Changing Monetary Transmission Mechanisms with the EU", Empirical Economics, Vol. 23, Nr. 3, s. 455-481.

1996: "An Empirical Analysis of the Changing Role of the German Bundesbank after 1983", Oxford Bulletin of Economics and Statistics, Vol. 58, Nr. 4, s. 791-817.

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, Vol. 69, Nr. 1, s. 211-240.

1994: "Identification of the Long-Run and Short-Run Structure. An Application to the ISLM Model." Journal of Econometrics 63, pp.7-36. (with Søren Johansen)

1992: "Domestic and foreign effects on prices in an open economy : the case of Denmark", Journal of Policy Modeling, Vol. 14, Nr. 4, s. 401-428.

1992: "Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK". Journal of Econometrics 53, 211-244. (with Soren Johansen)

1990: "The full information maximum likelihood procedure for inference on cointegration - with applications". Oxford Bulletin of Statistics and Economics, vol. 52, 2. pp 169-211. (with Søren Johansen)
Imprint Privacy policy « This page (revision-2) was last changed on Monday, 7. December 2015, 17:08 by Kaiser Dana
  • operated by