Mikael Juselius

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

Hanken School of Economics - Department of Economics

PO Box 479

FI-00101 Helsinki

Finland

University of Helsinki - Department of Political and Economic Studies

P.O. Box 54

FIN-00014 Helsinki

Finland

SCHOLARLY PAPERS

14

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CITATIONS
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10

Scholarly Papers (14)

1.

Rethinking Potential Output: Embedding Information About the Financial Cycle

BIS Working Paper No. 404
Number of pages: 35 Posted: 12 Apr 2013 Last Revised: 10 May 2014
Claudio E. V. Borio, Piti Disyatat and Mikael Juselius
Bank for International Settlements (BIS) - Research and Policy Analysis, Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 227 (66,899)
Citation 1

Abstract:

Potential output, output gap, financial cycle, monetary policy, fiscal policy

2.

Can Demography Affect Inflation and Monetary Policy?

BIS Working Paper No. 485
Number of pages: 50 Posted: 10 Feb 2015
Mikael Juselius and Előd Takáts
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 224 (76,745)
Citation 1

Abstract:

demography, ageing, inflation, monetary policy

Do Markup Dynamics Reflect Fundamentals or Changes in Conduct?

Number of pages: 44 Posted: 10 Dec 2008 Last Revised: 04 May 2011
Mikael Juselius, Moshe Kim and Staffan Ringbom
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Haifa - Department of Economics and Swedish School of Economics and Business Administration
Downloads 46 (336,908)
Citation 1

Abstract:

Markups, cointegration, VAR, Macroeconomic fundamentals, competition, Banking

Do Markup Dynamics Reflect Fundamentals or Changes in Conduct?

Bank of Finland Research Discussion Paper No. 12/2009
Number of pages: 48 Posted: 04 Jul 2009
Mikael Juselius, Moshe Kim and Staffan Ringbom
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Haifa - Department of Economics and Swedish School of Economics and Business Administration
Downloads 43 (346,679)
Citation 1

Abstract:

markups, cointegration, VAR, macroeconomic fundamentals, competition, banking

Do Markup Dynamics Reflect Fundamentals or Changes in Conduct?

Empirical Economics, Vol. 48, No. 3, 2015
Number of pages: 31 Posted: 09 Apr 2015
Mikael Juselius, Moshe Kim and Staffan Ringbom
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Haifa - Department of Economics and Swedish School of Economics and Business Administration
Downloads 9 (511,957)
Citation 1

Abstract:

Regime shifts, Conduct, Cointegrated VAR, Smooth transitionarated

4.

Cointegration Implications of Linear Rational Expectation Models

Bank of Finland Research Discussion Paper No. 6/2008
Number of pages: 28 Posted: 12 Mar 2008
Mikael Juselius
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 94 (212,190)
Citation 1

Abstract:

rational expectations, cointegration

5.

Sustainable Financial Obligations and Crisis Cycles

Number of pages: 23 Posted: 10 May 2011
Mikael Juselius and Moshe Kim
Bank for International Settlements (BIS) - Monetary and Economic Department and University of Haifa - Department of Economics
Downloads 86 (228,977)
Citation 1

Abstract:

Debt sustainability, credit losses, financial crises, leverage, financial obligations, regime-switching model, smooth transition regression

6.

Do Debt Service Costs Affect Macroeconomic and Financial Stability?

BIS Quarterly Review September 2012
Number of pages: 15 Posted: 24 Jan 2013
Mathias Drehmann and Mikael Juselius
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 85 (162,483)
Citation 1

Abstract:

7.

Evaluating Early Warning Indicators of Banking Crises: Satisfying Policy Requirements

BIS Working Paper No. 421
Number of pages: 37 Posted: 27 Feb 2014
Mathias Drehmann and Mikael Juselius
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 81 (215,061)

Abstract:

EWIs, ROC, area under the curve, macroprudential policy

8.

A Parsimonious Approach to Incorporating Economic Information in Measures of Potential Output

BIS Working Paper No. 442
Number of pages: 40 Posted: 27 Feb 2014
Claudio E. V. Borio, Piti Disyatat and Mikael Juselius
Bank for International Settlements (BIS) - Research and Policy Analysis, International Monetary Fund (IMF) - Research Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 67 (180,548)
Citation 1

Abstract:

Potential output, output gap, Phillips curve, financial cycle

Testing the New Keynesian Model on U.S. And Euro Area Data

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-24
Number of pages: 27 Posted: 18 Dec 2010
Mikael Juselius
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 22 (437,989)
Citation 3

Abstract:

New Keynesian Phillips curve, cointegration, vector autoregressive model

Testing the New Keynesian Model on U.S. And Euro Area Data

Economics Discussion Paper No. 2008-23
Number of pages: 34 Posted: 18 Dec 2010
Mikael Juselius
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 9 (511,957)
Citation 3

Abstract:

New Keynesian Phillips curve, cointegration, vector autoregressive model

10.

Leverage Dynamics and the Real Burden of Debt

BIS Working Paper No. 501
Number of pages: 53 Posted: 08 May 2015
Mikael Juselius and Mathias Drehmann
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 29 (244,329)

Abstract:

business cycle, credit boom, leverage, debt service burden, financial-real interactions, financial stability

11.

How Much Income is Used for Debt Payments? A New Database for Debt Service Ratios

BIS Quarterly Review September 2015
Number of pages: 15 Posted: 18 Sep 2015
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 18 (305,611)

Abstract:

12.

Testing Steady-State Restrictions of Linear Rational Expectations Models When Data are Highly Persistent

Oxford Bulletin of Economics and Statistics, Vol. 73, Issue 3, pp. 315-334, 2011
Number of pages: 20 Posted: 05 Apr 2011
Mikael Juselius
Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1 (532,214)
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Abstract:

C32, C52, E12

13.

The Relevant Market for Production and Wholesale of Electricity in the Nordic Countries: An Econometric Study

Scandinavian Journal of Economics, Vol. 113, No. 1, pp. 167-189, 2011
Number of pages: 23 Posted: 28 Feb 2011
Mikael Juselius and Rune Stenbacka
Bank for International Settlements (BIS) - Monetary and Economic Department and Hanken School of Economics
Downloads 1 (532,214)
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Abstract:

Geographical market definition, Nord Pool, international transmission capacity, electricity prices, cointegration

14.

Monetary Policy, the Financial Cycle and Ultra-Low Interest Rates

BIS Working Paper No. 569
Number of pages: 66 Posted: 20 Jul 2016
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Research and Policy Analysis, Puey Ungphakorn Institute for Economic Research, Bank of Thailand and Bank for International Settlements (BIS)
Downloads 0 (202,433)

Abstract:

natural interest rate, financial cycle, monetary policy, credit, business cycle