Access Statistics for Katarina Juselius

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CVAR scenario for a standard monetary model using theory-consistent expectations 1 1 6 60 1 1 11 52
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 1 2 3 231 2 6 19 531
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 1 136 0 1 4 324
A Structured VAR under Changing Monetary Policy 0 0 0 2 0 1 8 263
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 7 639 0 2 23 1,053
An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 0 0 0 0 0 2 10 213
An Invariance Property of the Common Trends under Linear Transformations of the Data 0 0 0 25 1 2 9 124
An invariance property of the common trends under linear transformations of the data 1 1 2 54 1 1 4 111
Changing Monetary Transmission Mechanisms within the EU 0 0 0 0 1 3 7 414
Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark 0 0 0 0 2 3 6 170
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data 0 0 2 750 0 1 7 1,625
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data 0 0 0 191 0 0 1 432
Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model 0 0 0 0 2 6 16 697
Do prices move together in the long run? An I(2) analysis of six price indices 1 1 1 100 1 2 8 442
Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area 0 0 2 83 3 4 12 264
Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area 0 1 2 116 2 3 10 194
Domestic and Foreign Effects on Prices in an Open Economy 0 0 0 0 2 3 9 347
Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS 0 0 0 160 0 1 4 473
Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression 0 0 0 72 1 1 12 156
Explaining Cointegration Analysis: Part II 1 1 16 3,629 4 8 56 6,992
Extracting Information from the Data: A Popperian View on Empirical Macro 0 0 3 366 1 2 8 824
Haavelmo's Probability Approach and the Cointegrated VAR 0 1 1 118 0 3 8 179
High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia 1 1 9 573 1 3 21 2,281
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland 0 0 0 4 9 24 84 1,146
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model 0 0 0 7 0 14 39 2,280
Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence 0 0 1 113 2 3 7 198
Inflation, Money Growth, and I(2) Analysis 0 0 0 365 0 1 7 880
Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period 0 2 3 402 4 8 19 1,968
International Parity Relationships Between Germany and the United States: A Joint Modelling Approach 0 0 2 256 1 1 9 860
International Parity Relationships between Germany and the United States: A Joint Modelling Approach 3 4 7 547 6 10 31 1,656
Long-Run Relations in Australian Monetary Data 0 0 0 3 1 3 8 253
Long-run Relations in Australian Monetary Data 0 0 0 0 2 4 6 198
Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations 0 0 0 0 2 5 21 772
Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results 0 0 0 0 0 0 2 98
Models and Relations in Economics and Econometrics 0 0 3 535 0 1 6 1,071
On the Design of Experiments when Data are Collected by Passive Observation 0 0 0 0 3 5 10 407
On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings 0 0 0 0 1 2 4 127
On the Role of Theory and Evidence in Macroeconomics 0 0 3 183 1 2 15 291
Real exchange rate persistence: The case of the Swiss franc-US dollar rate 0 0 0 42 0 1 7 128
Real exchange rate persistence: the case of the Swiss franc-US dollar rate 0 0 0 64 1 1 9 192
Searching for a theory that fits the data: A personal research odyssey 1 1 10 83 4 8 33 69
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK 0 0 0 1 16 63 395 1,971
Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration 0 0 0 0 0 1 7 159
Taking a DSGE Model to the Data Meaningfully 1 1 4 379 2 6 17 750
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate 0 0 1 174 2 3 14 409
Testing for Near I (2) Trends When the Signal to Noise Ratio is Small 0 0 0 16 1 2 7 49
Testing for near I(2) trends when the signal to noise ratio is small 0 0 0 51 0 1 6 48
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate 0 0 0 58 1 1 6 156
The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain 0 0 2 188 1 4 9 478
The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain 0 0 2 26 0 0 5 115
The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain 0 0 1 101 1 1 13 398
The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain 0 0 0 145 1 3 9 507
The Financial Crisis and the Systemic Failure of Academic Economics 0 1 6 426 2 7 40 915
The Financial Crisis and the Systemic Failure of Academic Economics 1 5 31 561 7 26 107 1,308
The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications 0 0 0 2 7 23 60 1,900
The Greek crisis: A story of self-reinforcing feedback mechanisms 0 0 1 10 2 5 12 20
The Greek crisis: A story of self-reinforcing feedback mechanisms 0 0 1 29 1 4 9 21
The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis 0 2 4 664 0 5 12 2,411
The PPP Puzzle: What the Data Tell when Allowed to Speak Freely 0 0 2 213 0 1 6 348
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana 0 0 3 112 1 2 20 403
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana 0 0 0 30 2 2 8 92
The financial crisis and the systemic failure of academic economics 3 5 23 3,053 15 26 82 7,724
Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) 0 0 2 181 3 4 10 298
Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities 0 0 0 232 1 3 10 783
Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge 0 1 2 32 1 3 12 42
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling 0 0 0 1 0 4 9 309
Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership 0 0 0 53 0 0 6 201
Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area 0 1 4 324 3 8 20 782
Wage, price and unemployment dynamics in the Spanish transition to EMU membership 0 0 0 88 0 0 1 222
Total Working Papers 15 32 173 17,059 132 360 1,502 53,574


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Structured VAR for Denmark under Changing Monetary Regimes 0 0 0 0 0 0 6 265
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 1 4 308 1 3 14 570
An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 0 0 0 1 0 1 8 154
An asymptotic invariance property of the common trends under linear transformations of the data 0 0 0 11 0 1 10 89
Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market 0 0 7 14 0 1 28 62
Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership 0 0 1 80 0 1 11 297
Changing monetary transmission mechanisms within the EU 0 0 1 267 1 3 6 1,033
Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model 0 0 7 712 0 4 26 1,984
Domestic and foreign effects on prices in an open economy: The case of Denmark 0 5 9 242 0 6 15 466
European integration and monetary transmission mechanisms: the case of Italy 0 1 3 204 0 1 6 658
Explaining Cointegration Analysis: Part 1 2 7 25 387 5 20 73 1,110
Explaining Cointegration Analysis: Part II 1 6 18 210 3 13 67 766
HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR 0 1 2 15 0 1 4 53
Identification of the long-run and the short-run structure an application to the ISLM model 2 3 21 831 2 8 47 1,510
International parity relationships between the USA and Japan 1 2 12 181 1 2 16 460
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money 0 0 0 31 46 114 458 10,697
Modelling short- and long-term effects in the aggregate demand for soft drinks 0 1 2 31 0 2 4 120
Models and relations in economics and econometrics 0 0 1 23 0 1 10 251
Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS 0 0 3 90 0 0 9 260
Predictable and unpredictable components of the long-run growth in nominal prices 0 0 0 1 0 0 3 15
Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US 0 0 3 17 0 2 13 60
Recent Developments in Cointegration 0 0 1 11 1 2 8 29
Special Issue on Using Econometrics for Assessing Economic Models: An Introduction 0 0 1 73 0 0 8 281
TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION 0 0 2 14 0 0 4 41
Taking a DSGE Model to the Data Meaningfully 1 1 4 134 4 4 19 346
Testing for near I(2) trends when the signal-to-noise ratio is small 0 0 1 10 2 5 23 69
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate 0 0 2 46 0 2 11 162
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 6 19 86 1,985 16 47 201 3,869
The Greek crisis: A story of self-reinforcing feedback mechanisms 0 0 4 5 2 4 13 24
The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis 0 0 4 101 7 21 83 896
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana 0 0 3 12 1 1 10 36
Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson 0 1 2 36 0 1 3 114
Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge 1 1 2 3 2 4 17 49
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling 0 0 0 0 0 2 7 258
Total Journal Articles 14 49 231 6,086 94 277 1,241 27,054


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Cointegrated VAR Model: Methodology and Applications 0 0 0 0 30 80 238 968
Total Books 0 0 0 0 30 80 238 968


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On the Role of Theory and Evidence in Macroeconomics 0 0 3 23 1 1 7 42
Total Chapters 0 0 3 23 1 1 7 42


Statistics updated 2020-09-04