Søren Johansen
Professor emeritus
Økonomisk Institut
Øster Farimagsgade 5
1353 København K
- 2007
- Udgivet
Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate
Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 s.Publikation: Working paper › Forskning
- 2006
- Udgivet
Cointegration. Overview and Development
Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
Cointegration: a survey
Johansen, Søren, 2006, Handbook of Econometrics: Vol 1 Econometric Theory. Mills, T. C. & Palgrave, K. P. (red.). Palgrave Macmillan, Bind 1. s. 540-577Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Confronting the Economic Model with the Data
Johansen, Søren, 2006, Post Walrasian Macroeconomics. Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (red.). Cambridge University Press, s. 287-300Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Extracting information from the data: a European view on empirical macro
Juselius, Katarina & Johansen, Søren, 2006, Post Walrasian Macroeconomics: Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (red.). Cambridge: Cambridge University Press, s. 301-333Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Søren, 2006, I: Journal of Econometrics. 132, s. 81-115Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 2005
- Udgivet
A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables
Johansen, Søren & Lütkepohl, H., 2005, I: Econometric Theory. 21, s. 653-658Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
Confronting the Economic Model with the Data
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.Publikation: Working paper › Forskning
- Udgivet
Extracting Information from the Data: A European View on Empirical Macro
Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, s. 1-26.Publikation: Working paper › Forskning
ID: 8722
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A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
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A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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