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 0 0 0 60 0 0 4 64
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 0 234 0 0 0 550
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings 0 0 0 137 0 0 0 330
A Structured VAR under Changing Monetary Policy 0 0 0 2 0 0 0 271
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 0 647 0 0 3 1,074
An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 0 0 0 0 0 0 1 216
An Invariance Property of the Common Trends under Linear Transformations of the Data 0 0 0 26 0 0 0 130
An invariance property of the common trends under linear transformations of the data 0 0 0 54 0 0 0 117
Changing Monetary Transmission Mechanisms within the EU 0 0 0 0 0 0 0 423
Cointegration and Identification in a Vector Time Series Model: An Application to the Demand for Money in Denmark 0 0 0 0 0 0 1 176
Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data 0 1 1 757 0 2 2 1,643
Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data 0 0 0 191 0 0 1 437
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 0 0 0 717
Do prices move together in the long run? An I(2) analysis of six price indices 0 0 1 101 0 0 4 453
Does it Matter How to Measure Aggregates? The Case of Monetary Transmission Mechanisms in the Euro Area 0 0 0 83 0 1 3 270
Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area 0 0 0 116 1 1 3 200
Domestic and Foreign Effects on Prices in an Open Economy 0 0 0 0 1 1 1 356
Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS 0 0 0 161 0 0 2 478
Experiments, Passive Observation and Scenario Analysis: Trygve Haavelmo and the Cointegrated Vector Autoregression 0 0 0 72 0 0 3 186
Explaining Cointegration Analysis: Part II 0 1 4 3,663 0 1 10 7,103
Extracting Information from the Data: A Popperian View on Empirical Macro 0 0 0 370 0 0 0 855
Haavelmo's Probability Approach and the Cointegrated VAR 0 0 0 118 0 0 2 188
High Inflation, Hyperinflation and Explosive Roots: The Case of Yugoslavia 0 0 1 601 1 2 9 2,395
Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland 0 0 0 4 2 3 21 1,334
Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model 0 0 0 7 0 1 4 2,330
Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence 0 0 0 115 0 0 0 208
Inflation, Money Growth, and I(2) Analysis 1 1 3 375 1 1 5 898
Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period 0 2 2 409 0 3 6 1,990
International Parity Relationships Between Germany and the United States: A Joint Modelling Approach 0 0 1 260 0 1 3 877
International Parity Relationships between Germany and the United States: A Joint Modelling Approach 0 0 4 582 0 0 10 1,785
Long-Run Relations in Australian Monetary Data 0 0 0 3 0 0 1 267
Long-run Relations in Australian Monetary Data 0 0 0 0 0 0 0 208
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 1 1 5 793
Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results 0 0 0 0 0 0 0 99
Models and Relations in Economics and Econometrics 0 0 0 536 0 0 2 1,091
On the Design of Experiments when Data are Collected by Passive Observation 0 0 0 0 0 0 0 427
On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings 0 0 0 0 0 0 1 132
On the Role of Theory and Evidence in Macroeconomics 0 0 0 185 0 0 0 302
Real exchange rate persistence: The case of the Swiss franc-US dollar rate 0 0 1 44 0 0 2 137
Real exchange rate persistence: the case of the Swiss franc-US dollar rate 0 0 0 66 0 1 2 204
Searching for a theory that fits the data: A personal research odyssey 0 0 0 88 0 0 4 99
Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK 0 0 0 1 3 9 23 2,509
Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration 0 0 0 0 0 0 3 167
Taking a DSGE Model to the Data Meaningfully 0 1 2 387 0 2 8 782
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate 0 0 0 176 0 0 1 415
Testing for Near I (2) Trends When the Signal to Noise Ratio is Small 0 0 0 17 0 0 0 58
Testing for near I(2) trends when the signal to noise ratio is small 0 0 0 52 0 0 0 52
Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate 0 0 0 59 0 0 0 158
The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain 0 0 0 188 0 0 1 484
The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain 0 0 0 27 1 1 3 130
The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain 0 0 0 101 0 0 0 406
The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain 0 0 0 147 0 0 1 519
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 1 434 2 4 5 973
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 2 589 0 0 16 1,492
The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications 0 0 0 2 0 2 17 2,041
The Greek crisis: A story of self-reinforcing feedback mechanisms 0 0 0 11 0 1 3 33
The Greek crisis: A story of self-reinforcing feedback mechanisms 0 0 0 30 0 0 1 30
The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis 0 0 1 671 0 1 2 2,441
The PPP Puzzle: What the Data Tell when Allowed to Speak Freely 0 0 0 214 0 0 1 355
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana 0 0 0 32 1 1 1 100
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana 0 0 0 114 0 0 3 421
The financial crisis and the systemic failure of academic economics 0 0 5 3,138 0 0 12 8,003
Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009) 0 0 0 182 0 0 1 305
Unit Roots and the Demand for Cigarettes in Turkey: Pitfalls and Possibilities 0 0 0 232 0 0 1 787
Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge 0 0 0 32 0 0 2 60
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling 0 0 0 1 0 0 0 316
Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership 0 0 0 53 1 3 6 218
Wage, Price, and Unemployment Dynamics and the Convergence to Purchasing Power Parity in the Euro Area 0 0 1 330 0 0 6 802
Wage, price and unemployment dynamics in the Spanish transition to EMU membership 0 0 0 88 1 2 5 232
Total Working Papers 1 6 30 17,375 16 45 237 56,102


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 3 273
A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations 0 0 0 3 2 2 7 17
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression 0 0 0 311 0 0 2 592
An Empirical Analysis of the Changing Role of the German Bundesbank after 1983 0 0 0 1 0 0 0 158
An asymptotic invariance property of the common trends under linear transformations of the data 0 0 2 16 1 1 6 104
Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market 1 1 1 21 1 1 4 101
Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership 0 0 0 82 0 0 0 305
Changing monetary transmission mechanisms within the EU 0 0 0 273 0 0 0 1,042
Disequilibrium macroeconometrics 0 0 4 8 0 0 7 17
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 0 731 1 1 6 2,035
Domestic and foreign effects on prices in an open economy: The case of Denmark 1 1 2 271 1 1 4 512
European integration and monetary transmission mechanisms: the case of Italy 0 0 0 204 0 0 3 668
Explaining Cointegration Analysis: Part 1 1 1 16 495 3 8 42 1,389
Explaining Cointegration Analysis: Part 1 0 1 6 7 0 1 13 16
Explaining Cointegration Analysis: Part II 0 0 3 234 0 3 13 884
Explaining Cointegration Analysis: Part II 0 0 3 3 0 0 5 5
HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR 0 0 0 16 0 0 0 60
Identification of the long-run and the short-run structure an application to the ISLM model 0 0 0 858 1 2 6 1,597
International parity relationships between the USA and Japan 0 0 0 189 0 1 1 486
Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money 0 0 0 31 24 45 202 12,504
Modelling short- and long-term effects in the aggregate demand for soft drinks 0 0 0 31 0 1 1 124
Models and relations in economics and econometrics 0 0 0 24 1 2 2 263
Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS 0 0 0 94 1 1 2 280
Predictable and unpredictable components of the long-run growth in nominal prices 0 0 0 1 0 0 0 16
Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US 0 0 0 21 1 1 2 77
Recent Developments in Cointegration 0 0 0 17 0 0 0 44
Searching for a Theory That Fits the Data: A Personal Research Odyssey 0 0 1 13 1 1 2 33
Special Issue on Using Econometrics for Assessing Economic Models: An Introduction 0 0 0 73 0 0 0 288
TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION 0 0 1 16 0 0 1 48
Taking a DSGE Model to the Data Meaningfully 0 0 1 139 0 1 4 366
Testing for near I(2) trends when the signal-to-noise ratio is small 0 0 0 12 0 0 0 85
Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate 0 0 1 50 0 0 3 179
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK 1 3 27 2,188 2 7 50 4,340
The Financial Crisis and the Systemic Failure of Academic Economics 0 0 2 4 0 0 3 5
The Greek crisis: A story of self-reinforcing feedback mechanisms 0 0 0 12 0 0 0 45
The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis 0 0 1 114 0 1 5 1,090
The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana 0 0 1 18 0 0 1 61
Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson 0 0 1 37 0 0 1 119
Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge 0 0 0 4 0 0 0 55
VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling 0 0 0 0 0 0 0 264
Total Journal Articles 4 7 73 6,622 40 81 401 30,547


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 10 34 80 1,659
Total Books 0 0 0 0 10 34 80 1,659


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inflation, Money Growth, and 1(2) Analysis 1 1 2 2 1 1 2 2
On the Role of Theory and Evidence in Macroeconomics 0 0 0 25 0 0 0 47
The Long Swings Puzzle: What the Data Tell When Allowed to Speak Freely 0 0 0 0 0 0 3 8
Total Chapters 1 1 2 27 1 1 5 57


Statistics updated 2025-07-04