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Modelling univariate seasonal time series : a reappraisal of the empirical results in Prothero and Wallis: modelling macroeconomic time series ; [Svenska Handelshögskolan] ; Swedis...

Jusélius, Katarina - 1981

Persistent link: https://www.econbiz.de/10003594618

On the design of experiments when data are collected by passive observation

Jusélius, Katarina - In: A spectrum of statistical thought : essays in …, (pp. 85-111). 1991

Persistent link: https://www.econbiz.de/10001311800

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

VAR modelling and Haavelmo's probability approach to macroeconomic modelling

Jusélius, Katarina - In: Empirical economics : a journal of the Institute for … 18 (1993) 4, pp. 595-622

Persistent link: https://www.econbiz.de/10001331528

Taking a DSGE Model to the Data Meaningfully

Franchi, Massimo; Jusélius, Katarina - In: Economics: The Open-Access, Open-Assessment E-Journal 1 (2007) 2007-4, pp. 1-38

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/10010295287