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Identification of the long-run and short-run structure : an application to the ISLM model
Johansen, Søren; Jusélius, Katarina - 1992
Persistent link: https://www.econbiz.de/10000840556
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Hypothesis testing for cointegration vectors : with an application to the demand for money in Denmark and Finland
Johansen, Søren; Jusélius, Katarina - 1988
Persistent link: https://www.econbiz.de/10000754803
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Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK
Johansen, Søren; Jusélius, Katarina - 1990
Persistent link: https://www.econbiz.de/10000786481
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The full information maximum likelihood procedure for inference on cointegration : with applications
Johansen, Søren; Jusélius, Katarina - 1989
Persistent link: https://www.econbiz.de/10000760157
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Recursive estimation in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - 1992
Persistent link: https://www.econbiz.de/10000851441
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VAR modelling and Haavelmo's probability approach to macroeconomic modelling
Jusélius, Katarina - 1993
Persistent link: https://www.econbiz.de/10000867747
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A structured VAR under changing monetary policy
Jusélius, Katarina - 1996
Persistent link: https://www.econbiz.de/10000932382
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An empirical analysis of the changing role of the German Bundesbank after 1983
Jusélius, Katarina - 1996
Persistent link: https://www.econbiz.de/10000952292
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Do prices move together in the long run? : An I(2) analysis of six price indices
Jusélius, Katarina - 1997
Persistent link: https://www.econbiz.de/10000980355