Katarina Juselius

University of Copenhagen - Department of Economics

Øster Farimagsgade 5

Bygning 26

1353 Copenhagen K.

Denmark

  • University of Copenhagen - Department of Economics

SCHOLARLY PAPERS

28

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51

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121

Scholarly Papers (28)

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1.

The Financial Crisis and the Systemic Failure of Academic Economics

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-03
Number of pages: 18 Posted: 11 Mar 2009
David Colander, Hans Föllmer, Armin Haas, Michael D. Goldberg, Katarina Juselius, Alan Kirman, Thomas Lux and Birgitte Sloth
Middlebury College - Department of Economics, Humboldt University of Berlin, Institute for Advanced Sustainability Studies, University of New Hampshire, University of Copenhagen - Department of Economics, GREQAM, University of Kiel - Institute of Economics and University of Copenhagen
Downloads 5,850 (2,038)
Citation 114

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financial crisis, academic moral hazard, ethic responsibility of researchers

2.

Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

Number of pages: 12 Posted: 21 Nov 2007
Kevin D. Hoover, Soren Johansen and Katarina Juselius
Duke University - Departments of Economics and Philosophy, University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 295 (156,961)
Citation 11

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cointegrated vector autoregression, VAR, CVAR, cointegration, Johansen, Juselius, Haavelmo, time-series models, Walrasian methodology, Marshallian methodology

3.

Taking a DSGE Model to the Data Meaningfully

Downloads 294 (157,538)
Citation 25

Taking a DSGE Model to the Data Meaningfully

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-4
Number of pages: 38 Posted: 18 Oct 2010
Katarina Juselius and Massimo Franchi
University of Copenhagen - Department of Economics and University of Copenhagen
Downloads 230 (200,814)
Citation 1

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DSGE, RBC, cointegrated VAR

Taking a DSGE Model to the Data Meaningfully

Economics Discussion Paper No. 2007-6
Number of pages: 34 Posted: 06 Dec 2010
Katarina Juselius and Massimo Franchi
University of Copenhagen - Department of Economics and University of Copenhagen
Downloads 64 (520,434)
Citation 2

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DSGE, RBC, cointegrated VAR

4.

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

Downloads 192 (237,931)
Citation 4

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

Number of pages: 42 Posted: 15 Jan 2009
Roman Frydman, Michael D. Goldberg, Soren Johansen and Katarina Juselius
New York University (NYU) - Department of Economics, University of New Hampshire, University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 117 (356,634)
Citation 1

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PPP puzzle, long swings, imperfect knowledge, rational expectations hypothesis

A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 08-31
Number of pages: 39 Posted: 15 Dec 2008
Roman Frydman, Michael D. Goldberg, Soren Johansen and Katarina Juselius
New York University (NYU) - Department of Economics, University of New Hampshire, University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 75 (477,024)
Citation 6

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PPP puzzle, Long Swings, Imperfect Knowledge, Rational Expectations

5.

Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to Us Data

University of Copenhagen Dept. of Economics Discussion Paper No. 01-03
Number of pages: 42 Posted: 21 Mar 2011
Soren Johansen and Katarina Juselius
University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 165 (271,533)
Citation 17

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Inflation Target, Monetary Instruments, Control Rules

6.

Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-16
Number of pages: 31 Posted: 07 Nov 2012
Kevin D. Hoover and Katarina Juselius
Duke University - Departments of Economics and Philosophy and University of Copenhagen - Department of Economics
Downloads 161 (277,041)
Citation 1

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Trygve Haavelmo, experiments, passive observation, CVAR, scenario analysis, probability approach, econometrics

7.

The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain

Number of pages: 30 Posted: 27 Dec 2005
Katarina Juselius and Javier Ordóñez Monfort
University of Copenhagen - Department of Economics and Jaume I University - Department of Economics
Downloads 134 (321,137)

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Balassa-Samuelson effect, noninal and real convergence, unemployment dynamics, purchasing power parity, cointegrated VAR

8.

Time to Reject the Privileging of Economic Theory Over Empirical Evidence? A Reply to Lawson (2009)

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-16
Number of pages: 16 Posted: 03 Sep 2009
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 119 (350,680)

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economic crisis, Dahlem report, CVAR approach, theory-first, reality-first, imperfect knowledge expectations, non-stationary data

9.

Searching for a Theory That Fits the Data: A Personal Research Odyssey

Number of pages: 37 Posted: 09 Sep 2018
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 106 (380,310)

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Cointegrated VAR Methodology, Linking Theory and Evidence, Empirically Based Macroeconomics

10.

On the Role of Theory and Evidence in Macroeconomics

University of Copenhagen Department of Economics Discussion Paper No. 10-12
Number of pages: 25 Posted: 23 Apr 2010
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 89 (426,626)
Citation 1

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11.

Special Issue on Using Econometrics for Assessing Economic Models: An Introduction

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-28
Number of pages: 22 Posted: 18 Dec 2010
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 84 (441,706)

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CVAR, pre-eminence of theory, general-to-specific, empirical macroeconomic methodology

12.

Modeling the Interconnectivity of Non-stationary Polar Ice Sheets

Number of pages: 32 Posted: 27 Sep 2021
Luke Jackson, Katarina Juselius, Andrew B. Martinez and Felix Pretis
University of Durham, University of Copenhagen - Department of Economics, U.S. Department of the Treasury, Office of Macroeconomic Analysis and University of Victoria, Department of Economics
Downloads 70 (489,676)

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Cointegration, dynamic analysis, sea level

13.

Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-4
Number of pages: 32 Posted: 18 Oct 2010
Javier Ordóñez Monfort and Katarina Juselius
Jaume I University - Department of Economics and University of Copenhagen - Department of Economics
Downloads 70 (489,676)
Citation 1

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Balassa-Samuelson effect, nominal and real convergence, unemployment dynamics, purchasing power parity, cointegrated VAR

14.

Haavelmo's Probability Approach and the Cointegrated VAR

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 12-01
Number of pages: 34 Posted: 22 Mar 2012
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 69 (493,525)
Citation 1

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Haavelmo, CVAR, autonomy, identification, passive observations

15.

Does it Matter How Aggregates are Measured? The Case of Monetary Transmission Mechanisms in the Euro Area

Downloads 61 (525,508)
Citation 1

Does it Matter How Aggregates are Measured? The Case of Monetary Transmission Mechanisms in the Euro Area

ECB Working Paper No. 1149
Number of pages: 33 Posted: 08 Feb 2010
Andreas Beyer and Katarina Juselius
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 37 (662,499)
Citation 1

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Aggregation, Flexible weights, Eurowide money demand, Cointegration

Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 08-07
Number of pages: 27 Posted: 21 May 2008
Andreas Beyer and Katarina Juselius
European Central Bank (ECB) and University of Copenhagen - Department of Economics
Downloads 24 (761,102)

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aggregation, flexible weights, Eurowide money demand, cointegration

16.

Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 10-31
Number of pages: 26 Posted: 04 Nov 2010
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 60 (529,675)
Citation 5

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Financial markets, Speculation, Long Swings, Imperfect Knowledge, CVAR

17.

The Greek Crisis: A Story of Self-Reinforcing Feedback Mechanisms

Number of pages: 28 Posted: 09 Sep 2018
Katarina Juselius and Sophia Dimelis
University of Copenhagen - Department of Economics and Athens University of Economics and Business - Department of Informatics
Downloads 57 (542,746)
Citation 1

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Greek Crisis, Unemployment, CVAR Analysis, Structural Slumps, Non-Constant Natural Rate, Self-Reinforcing Adjustment

18.

The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana

Downloads 52 (565,832)
Citation 2

The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana

Number of pages: 33 Posted: 22 Feb 2014
Katarina Juselius, Abdulaziz Reshid and Finn Tarp
University of Copenhagen - Department of Economics, Linnaeus University and University of Copenhagen - Department of Economics
Downloads 52 (576,254)
Citation 2

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The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana

UNU-WIDER working paper 09/2013; 2013/090.
Posted: 14 Dec 2014
Katarina Juselius, Abdulaziz Reshid and Finn Tarp
University of Copenhagen - Department of Economics, Linnaeus University and University of Copenhagen - Department of Economics

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foreign aid, Africa, transmission channels, unit roots, Cointegrated VAR, Tanzania, Ghana

19.

Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

CREATES Research Paper 2008-3
Number of pages: 35 Posted: 25 Jun 2008
Soren Johansen, Katarina Juselius, Roman Frydman and Michael D. Goldberg
University of Copenhagen - Department of Economics, University of Copenhagen - Department of Economics, New York University (NYU) - Department of Economics and University of New Hampshire
Downloads 52 (565,832)
Citation 16

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PPP puzzle, Forward premium puzzle, cointegrated VAR, likelihood inference

20.

A CVAR Scenario for a Standard Monetary Model Using Theory-Consistent Expectations

Number of pages: 20 Posted: 11 Apr 2017
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 48 (585,562)
Citation 1

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Theory-Consistent CVAR, Expectations, International Puzzles, Long Swings, Persistence, Imperfect Knowledge

21.

Real Exchange Rate Persistence: The Case of the Swiss Franc-US Dollar Rate

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 14-26
Number of pages: 37 Posted: 14 Nov 2014
Katarina Juselius and Katrin Assenmacher
University of Copenhagen - Department of Economics and Swiss National Bank
Downloads 46 (595,822)

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Long swings, Imperfect Knowledge, I(2) analysis, Self-reinforcing feed-back

22.

Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge

Number of pages: 31 Posted: 10 Apr 2017
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 44 (606,394)
Citation 1

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Theory-Consistent CVAR, Imperfect Knowledge, Theory-Based Expectations, International Puzzles, Long Swings, Persistence

23.

An Invariance Property of the Common Trends Under Linear Transformations of the Data

University of Copenhagen Department of Economics Discussion Paper No. 10-30
Number of pages: 15 Posted: 01 Nov 2010
Soren Johansen and Katarina Juselius
University of Copenhagen - Department of Economics and University of Copenhagen - Department of Economics
Downloads 34 (665,120)
Citation 4

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Cointegration Vectors, Common Trends, Prediction Errors

24.

Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities

University of Copenhagen Dept. of Economics Discussion Paper No. 01-02
Number of pages: 19 Posted: 21 Mar 2011
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 28 (714,040)
Citation 3

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Partial Adjustment Models, Cointegrated VAR, Intervention Dummies, Data Transformations, Identification

25.

Wage, Price and Unemployment Dynamics in the Spanish Transition to Emu Membership

Economics Discussion Paper No. 2008-20
Number of pages: 33 Posted: 13 Dec 2010
Katarina Juselius and Javier Ordóñez Monfort
University of Copenhagen - Department of Economics and Jaume I University - Department of Economics
Downloads 27 (714,040)

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Balassa-Samuelson effect, nominal and real convergence, unemployment dynamics, purchasing power parity, cointegrated VAR

26.

Testing for Near I (2) Trends When the Signal to Noise Ratio is Small

Number of pages: 23 Posted: 19 Feb 2014
Katarina Juselius
University of Copenhagen - Department of Economics
Downloads 25 (729,285)
Citation 2

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27.

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, Issue 2, pp. 153-184, 2014
Number of pages: 32 Posted: 08 Mar 2014
Katarina Juselius, Niels Framroze Møller and Finn Tarp
University of Copenhagen - Department of Economics, Technical University of Denmark and University of Copenhagen - Department of Economics
Downloads 1 (962,524)
Citation 3

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28.

Changing Monetary Transmission Mechanisms within the EU

Posted: 07 Sep 1998
Katarina Juselius
University of Copenhagen - Department of Economics

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