Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2007
- Published
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 p.Research output: Working paper › Research
- 2006
- Published
Cointegration. Overview and Development
Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.Research output: Working paper › Research
- Published
Cointegration: a survey
Johansen, Søren, 2006, Handbook of Econometrics: Vol 1 Econometric Theory. Mills, T. C. & Palgrave, K. P. (eds.). Palgrave Macmillan, Vol. 1. p. 540-577Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Confronting the Economic Model with the Data
Johansen, Søren, 2006, Post Walrasian Macroeconomics. Beyond the Dynamic Stochastic General Equilibrium Model. Colander, D. (ed.). Cambridge University Press, p. 287-300Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
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. (ed.). Cambridge: Cambridge University Press, p. 301-333Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Statistical analysis of hypotheses on the cointegrating relations in the I(2) model
Johansen, Søren, 2006, In: Journal of Econometrics. 132, p. 81-115Research output: Contribution to journal › Journal article › Research › peer-review
- 2005
- Published
A Note on testing restrictions for the cointegration parameters of a VAR with I(2) variables
Johansen, Søren & Lütkepohl, H., 2005, In: Econometric Theory. 21, p. 653-658Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-22.Research output: Working paper › Research
- Published
Confronting the Economic Model with the Data
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-13.Research output: Working paper › Research
- Published
Extracting Information from the Data: A European View on Empirical Macro
Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, p. 1-26.Research output: Working paper › Research
ID: 8722
Most downloads
-
3671
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3608
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3362
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published