Katarina Juselius

MaRDI QIDQ736561zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
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	2016-08-04	Paper
Haavelmo's probability approach and the cointegrated VAR Econometric Theory	2015-04-24	Paper
Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression Econometric Theory	2015-04-24	Paper
An asymptotic invariance property of the common trends under linear transformations of the data Journal of Econometrics	2014-08-06	Paper
Inflation, Money Growth, and I(2) Analysis Contributions to Economic Analysis	2007-06-19	Paper
The cointegrated VAR model: Methodology and applications.	2007-01-15	Paper
scientific article; zbMATH DE number 762933 (Why is no real title available?)	1995-11-28	Paper
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	1995-11-14	Paper
Identification of the long-run and the short-run structure. An application to the ISLM model Journal of Econometrics	1995-02-16	Paper
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK Journal of Econometrics	1992-09-27	Paper

Research outcomes over time

This page was built for person: Katarina Juselius