Katarina Juselius
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| Katarina Juselius | |
|---|---|
| Born | 1943 (age 80–81) |
| Nationality | Swedish |
| Field | Statistics Econometrics |
| Influences | David F. Hendry, Clive Granger, Søren Johansen |
| Influenced | David F. Hendry, Clive Granger, Søren Johansen |
| Contributions | Cointegration, VAR modelling |
Katarina Juselius (born 1943) is professor Emeritus of econometrics and empirical economics at the University of Copenhagen. Her work has been on empirical macro models and associated issues. She is married to Søren Johansen who is also a professor of econometrics at the same university.[1]
Selected Publications
- Juselius, K. (2006). The cointegrated VAR model: methodology and applications. Oxford University Press.
- Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration—with applications to the demand for money. Oxford Bulletin of Economics and statistics, 52(2), 169-210.
- Johansen, S., & Juselius, K. (1992). Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. Journal of econometrics, 53(1), 211-244.
References
- ↑ Lua error in package.lua at line 80: module 'strict' not found.
External links
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