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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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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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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.; Johansen, Søren; Jusélius, Katarina - In: The American economic review 98 (2008) 2, pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
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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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Extracting information from the data : a European view on empirical macro
Jusélius, Katarina; Johansen, Søren - In: Post Walrasian macroeconomics : beyond the dynamic …, (pp. 301-331). 2006
Persistent link: https://www.econbiz.de/10003374630
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An invariance property of the common trands under linear transformations of the data
Johansen, Søren; Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008688532
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Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - In: Journal of econometrics 158 (2010) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10008826871
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Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren; Jusélius, Katarina; Frydman, Roman; … - 2007
Persistent link: https://www.econbiz.de/10003603881
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003603883