Loading...

← Back to Leaderboard

Katarina Juselius

Global rank #3568 95%

Institution: Københavns Universitet

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.econ.ku.dk/ansatte/emeriti/?pure=da/persons/142900

First Publication: 1985

Most Recent: 2018

RePEc ID: pju54 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 2.01 0.00 2.01
All Time 0.67 5.53 13.74 0.00 27.48

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 20.03

Publications (17)

Year Article Journal Tier Authors
2018 Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market Journal of International Money and Finance B 2
2017 Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US Journal of Applied Econometrics B 2
2015 HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR Econometric Theory B 1
2015 TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION Econometric Theory B 2
2014 An asymptotic invariance property of the common trends under linear transformations of the data Journal of Econometrics A 2
2014 The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis Oxford Bulletin of Economics and Statistics B 3
2010 Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate Journal of Econometrics A 4
2008 Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression American Economic Review S 3
2005 Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS Journal of International Money and Finance B 2
2001 Explaining Cointegration Analysis: Part II The Energy Journal B 2
2000 Explaining Cointegration Analysis: Part 1 The Energy Journal B 2
1996 An Empirical Analysis of the Changing Role of the German Bundesbank after 1983. Oxford Bulletin of Economics and Statistics B 1
1995 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 Journal of Econometrics A 1
1994 Identification of the long-run and the short-run structure an application to the ISLM model Journal of Econometrics A 2
1992 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK Journal of Econometrics A 2
1990 Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics B 2
1985 Modelling short- and long-term effects in the aggregate demand for soft drinks International Journal of Forecasting B 1