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Jusélius, Katarina (interviewee); … - In: Econometrics : open access journal 10 (2022) 2, pp. 1-21

This article was prepared for the Special Issue "Celebrated Econometricians: Katarina Juselius and Søren Johansen" of Econometrics. It is based on material recorded on 30-31 October 2018 in Copenhagen. It explores Katarina Juselius’ research, and discusses inter alia the following issues:...

Persistent link: https://www.econbiz.de/10013355175

Stationary disequilibrium error processes in the Danish money market : an application of ML cointegration

Jusélius, Katarina - 1989

Persistent link: https://www.econbiz.de/10000768991

The full information maximum likelihood procedure for inference on cointegration : with applications

Johansen, Søren; Jusélius, Katarina - 1989

Persistent link: https://www.econbiz.de/10000760157

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

Does it matter how to measure aggregates? : the case of monetary transmission mechanisms in the Euro area

Beyer, Andreas (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003651081

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

The cointegrated VAR model : methodology and applications

Jusélius, Katarina - 2006 - 1. publ.

Persistent link: https://www.econbiz.de/10003358519

International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period

Jusélius, Katarina; MacDonald, Ronald - In: International macroeconomics : recent developments, (pp. 79-103). 2006

Persistent link: https://www.econbiz.de/10003425988

Taking a DSGE model to the data meaningfully

Jusélius, Katarina (contributor); … - 2007

All economists say that they want to take their models to the data. But with incomplete and highly imperfect data, doing so is difficult and requires carefully matching the assumptions of the model with the statistical properties of the data. The cointegrated VAR (CVAR) offers a way of doing so....

Persistent link: https://www.econbiz.de/10003471380

Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence

Jusélius, Katarina - 2010

Persistent link: https://www.econbiz.de/10008688531