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Testing weak exogeneity and the order of cointegration in UK money demand data

Johansen, Søren - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 3, pp. 313-334

Persistent link: https://www.econbiz.de/10001125795

Asymptotic inference on cointegrating rank in partial systems

Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399

Persistent link: https://www.econbiz.de/10001251806

On the duality between long-run relations and common trends in the I(1) versus I(2) model : an application to aggregate money holdings

Jusélius, Katarina - In: Econometric reviews 13 (1994) 2, pp. 151-178

Persistent link: https://www.econbiz.de/10001163117

Nordic applications : the capital and goods market and the monetary sector

Jusélius, Katarina (ed.) - 1994

Persistent link: https://www.econbiz.de/10000895836

Long-run relations in Australian monetary data

Jusélius, Katarina - 1991

Persistent link: https://www.econbiz.de/10000826404

Long-run relations in Australian monetary data

Jusélius, Katarina - 1991

Persistent link: https://www.econbiz.de/10000135756

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

Does it matter how aggregates are measured? : the case of monetary transmission mechanisms in the euro area

Beyer, Andreas; Jusélius, Katarina - 2010

Beyer, Doornik and Hendry (2000, 2001) show analytically that three out of four aggregation methods yield problematic results when exchange rate shifts induce relative-price changes between individual countries and found the least problematic method to be the variable weight method of growth...

Persistent link: https://www.econbiz.de/10003970393

Inflation, money growth, and I(2) analysis

Jusélius, Katarina (contributor) - 2004

Persistent link: https://www.econbiz.de/10002475689

Monetary transmission mechanisms in Spain : the effect of monetization, financial deregulation, and the EMS

Jusélius, Katarina; Toro, Juan - In: Journal of international money and finance 24 (2005) 3, pp. 509-531

Persistent link: https://www.econbiz.de/10002738515