28
H index
43
i10 index
18798
Citations
Soren Johansen : Citation Profile
Københavns Universitet (85% share) | RESEARCH PRODUCTION: 54 Articles 112 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1987 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Soren Johansen. | Is cited by:
| Cites to:
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Main data
Where Soren Johansen has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 14 |
| Econometric Theory | 8 |
| Econometrics | 4 |
| Econometrica | 3 |
| Scandinavian Journal of Statistics | 3 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometrics Journal | 3 |
| Computational Statistics | 2 |
| Journal of Time Series Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / University of Copenhagen. Department of Economics | 43 |
| Economics Working Papers / European University Institute | 8 |
| Working Papers / Queen's University, Department of Economics | 7 |
| Discussion Papers / Statistics Norway, Research Department | 2 |
Recent works citing Soren Johansen (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2018 | A Parametric Factor Model of the Term Structure of Mortality. (2018). Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2018-06. Full description at Econpapers || Download paper | |
| 2018 | Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09. Full description at Econpapers || Download paper | |
| 2017 | Dynamic Relationship between Islamic Banking System and Real Economic Activity: Evidence from Pakistan العلاقة الديناميكية بين النظام المصرفي الإسلامي وال. (2017). Rafay, Abdul ; Farid, Saqib. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:no:10:p:97-116. Full description at Econpapers || Download paper | |
| 2017 | Dynamic Relationship between Islamic Banking System and Real Economic Activity: Evidence from Pakistan العلاقة الديناميكية بين النظام المصرفي الإسلامي وال. (2017). Rafay, Abdul ; Farid, Saqib. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:p:97-116. Full description at Econpapers || Download paper | |
| 2017 | Export Instability and Economic Growth in Nigeria: A Time Series Analysis. (2017). Oladipo, Olajide S. In: Research Papers. RePEc:aer:rpaper:rp_322. Full description at Econpapers || Download paper | |
| 2017 | Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Boyer, Jean-Daniel ; Rivot, Sylvie ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:11-17. Full description at Econpapers || Download paper | |
| 2018 | The effects of foreign direct investment on regional growth and productivity. (2018). Park, Jaegon. In: AGI Working Paper Series. RePEc:agi:wpaper:00000149. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2018 | Financial development, trade openness and growth in India. (2018). Chittedi, Krishna ; Sampath, T ; Chandrashekar, Raghutla. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:113-124. Full description at Econpapers || Download paper | |
| 2018 | Exports, imports and economic growth in India: Evidence from cointegration and causality analysis. (2018). Guntukula, Raju. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:221-230. Full description at Econpapers || Download paper | |
| 2017 | Does fiscal policy spur economic growth? Empirical evidence from Algeria. (2017). Matallah, Amal . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:125-146. Full description at Econpapers || Download paper | |
| 2018 | The effects of microeconomic factors on the stock market: A panel for the stock exchange in Istanbul ARDL analysis. (2018). Sadeghzadeh, Khatereh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:113-134. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic determinants of the labour share of income: Evidence from OECD economies. (2018). Trofimov, Ivan D ; Firdaus, Muhammad Khairil. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:25-48. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic variables and stock prices in emerging economies: A panel analysis. (2018). Chittedi, Krishna ; Sampath, T ; Sakthivel, P ; Chandrashekar, Raghutla. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:91-100. Full description at Econpapers || Download paper | |
| 2018 | Causality between foreign direct investments and exports in India. (2018). Babu, Abraham. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:135-144. Full description at Econpapers || Download paper | |
| 2018 | Price transmission for natural rubber: India integration with world markets. (2018). Saji, T G. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:155-168. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2017 | Cattle, Cutouts, and the Drop: How Much Information is in Disaggregated Cattle Prices?. (2017). Hahn, William. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258027. Full description at Econpapers || Download paper | |
| 2017 | Measuring Storage Responses of Broiler Meat Producers During an Outbreak of Highly Pathogenic Avian Influenza. (2017). MacLachlan, Matthew J ; Hagerman, Amy D. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258032. Full description at Econpapers || Download paper | |
| 2017 | How Well is the Russian Wheat Market Functioning? A Comparison with the Corn Market in the USA. (2017). Svanidze, Miranda ; Goetz, Linde J. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258114. Full description at Econpapers || Download paper | |
| 2018 | Identifying the price determinants of animal products in the presence of structural breaks. (2018). MacLachlan, Matthew J ; Boussios, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273974. Full description at Econpapers || Download paper | |
| 2018 | Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Machado, Pedro Celso ; Chung, Chanjin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273993. Full description at Econpapers || Download paper | |
| 2018 | The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111. Full description at Econpapers || Download paper | |
| 2018 | Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Machado, Pedro Celso ; Chung, Chanjin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274841. Full description at Econpapers || Download paper | |
| 2017 | Balance of Payments Constrained Economic Growth in Nigeria. (2017). Emmanuel, Igbinoba. In: African Journal of Economic Review. RePEc:ags:afjecr:264563. Full description at Econpapers || Download paper | |
| 2017 | Double Digit Economic Growth vs. Social Wellbeing in Ethiopia: A Cross-Country Comparison. (2017). Senbet, Dawit ; Wodajo, Tadesse . In: African Journal of Economic Review. RePEc:ags:afjecr:264566. Full description at Econpapers || Download paper | |
| 2017 | Interest Rate Liberalization, Financial Development and Economic Growth in subSaharan African Economies. (2017). Tajudeen, Egbetunda ; Ademola, Balogun Abdulganiy ; Olusola, Ayinde Taofeek. In: African Journal of Economic Review. RePEc:ags:afjecr:264568. Full description at Econpapers || Download paper | |
| 2018 | Domestic Resource Mobilization and Long Term Economic Growth in Tanzania. (2018). Cyril, Chimilila. In: African Journal of Economic Review. RePEc:ags:afjecr:274748. Full description at Econpapers || Download paper | |
| 2017 | Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256. Full description at Econpapers || Download paper | |
| 2017 | Do Sunspots Matter for Cycles in Agricultural Lending: a VEC Approach to Russian Wheat Market. (2017). Burakov, Dmitry. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:262446. Full description at Econpapers || Download paper | |
| 2018 | Relevance of Declining Agriculture in Economic Development of South Asian Countries: An Empirical Analysis. (2018). Ansari, S A ; Khan, W. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276108. Full description at Econpapers || Download paper | |
| 2017 | Capital investment : lubricant of the engine of production process in agricultural sector – evidence from Nigeria. (2017). Okunola, Akinbode Michael . In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:267892. Full description at Econpapers || Download paper | |
| 2017 | Price discovery in the European wheat market. (2017). Vollmer, Teresa ; von Cramon-Taubadel, Stephan. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261135. Full description at Econpapers || Download paper | |
| 2017 | Estimating oligopsony power on two vertically integrated markets. (2017). Alexander, Aaron Stephan ; Hockmann, Heinrich. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261277. Full description at Econpapers || Download paper | |
| 2017 | How well is the Russian wheat market functioning? A comparison with the corn market in the USA. (2017). Svanidze, Miranda ; Gotz, Linde. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261434. Full description at Econpapers || Download paper | |
| 2017 | How well is the Russian wheat market functioning? A comparison with the corn market in the USAHow well is the Russian wheat market functioning? A comparison with the corn market in the USA. (2017). Svanidze, Miranda ; Gotz, Linde. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:262000. Full description at Econpapers || Download paper | |
| 2018 | EGYPT’S WHEAT TENDERS – A PUBLIC NOTICE BOARD FOR BLACK SEA GRAIN NOTATIONS?. (2018). Heigermoser, Maximilian ; Svanidze, Miranda ; Gotz, Linde. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275853. Full description at Econpapers || Download paper | |
| 2018 | FOOD PRICE SENSITIVITY TO CHANGES IN PETROLEUM PRICE AND EXCHANGE RATE IN GHANA: A COINTEGRATION ANALYSIS. (2018). Ebenezer, Appiah Collins ; Mensa-Bonsu, Akwasi ; Baptist, John. In: 2018 Conference (2nd), August 8-11, Kumasi, Ghana. RePEc:ags:ghaaae:277791. Full description at Econpapers || Download paper | |
| 2018 | Examining the relationship between biofuel and food crops markets in Brazil. (2018). Silva, E ; Lima, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275883. Full description at Econpapers || Download paper | |
| 2018 | Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation. (2018). Hillen, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276015. Full description at Econpapers || Download paper | |
| 2018 | The role of fuel prices on the wholesale price relationships between horticultural markets. (2018). Valdes, R ; Engler, A ; von Cramon, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277064. Full description at Econpapers || Download paper | |
| 2018 | Decontrolling, Price Transmission and Market Integration of Sugar Sector in India vis-a-vis Global market - A cointegration Analysis. (2018). Ramadas, Sendhil ; Bakshi, B R ; Venkatasubrmanian, V ; Prathap, Puthira D ; Murali, P ; Sendhil, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277212. Full description at Econpapers || Download paper | |
| 2018 | Apples versus oranges: does interdependence between the European Union juice concentrate markets exist?. (2018). Jambor, Attila ; Potori, N ; Szenderak, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277511. Full description at Econpapers || Download paper | |
| 2017 | U.S. milled rice markets and integration across regions and types. (2017). Kim, Man-Keun ; Yu, Edward T ; Tejeda, Hernan. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:266408. Full description at Econpapers || Download paper | |
| 2017 | Relationship among Energy, Bioenergy and Agricultural Commodity Prices: Re-Considering Structural Changes. (2017). Nemati, Mehdi . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266426. Full description at Econpapers || Download paper | |
| 2017 | CAUSAL RELATIONSHIPS BETWEEN GRAIN, MEAT PRICES AND EXCHANGE RATES. (2017). Musunuru, Naveen Musunuru. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266439. Full description at Econpapers || Download paper | |
| 2017 | TRANSMISSION BETWEEN RETAIL AND PRODUCER PRICES FOR MAIN VEGETABLE CROPS IN TUNISIA. (2017). Jeder, Houcine ; Oueslati, Adnen ; Naimi, Abdelmonem. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266477. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Organic Wheat Prices: Do Conventional Prices Play a Role?. (2018). Drugova, Tatiana ; Curtis, Kynda ; Pozo, Veronica. In: Journal of Food Distribution Research. RePEc:ags:jlofdr:274603. Full description at Econpapers || Download paper | |
| 2017 | Public and private investment and economic growth in Zimbabwe: An empirical test. (2017). Makuyana, Garikai ; Odhiambo, Nicholas M. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264626. Full description at Econpapers || Download paper | |
| 2017 | Analysis of the impact of select macroeconomic variables on the Indian stock market: A heteroscedastic cointegration approach. (2017). Alam, Naushad. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264630. Full description at Econpapers || Download paper | |
| 2017 | ANALYSIS OF SUPPLY RESPONSE AND PRICE RISK ON RICE PRODUCTION IN NIGERIA. (2017). Ayinde, Opeyemi Eyitayo ; Oni, Femi Emmanuel ; Bessler, David Arnold. In: Journal of Agribusiness and Rural Development. RePEc:ags:pojard:259669. Full description at Econpapers || Download paper | |
| 2018 | A Matlab program and user’s guide for the fractionally cointegrated VAR model. (2018). Popiel, Michal ; Nielsen, Morten. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274656. Full description at Econpapers || Download paper | |
| 2017 | Truncated sum of squares estimation of fractional time series models with deterministic trends. (2017). Nielsen, Morten ; Hualde, Javier. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274702. Full description at Econpapers || Download paper | |
| 2017 | Examination of asymmetric supply response in the U.S. livestock industry. (2017). Yoon, Jongyeol ; Brown, Scott. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252779. Full description at Econpapers || Download paper | |
| 2018 | From agricultural to economic growth: Targeting investments across Africa. (2018). Getahun, Tigabu ; Nigussie, Yalemzewd ; Baumuller, Heike. In: Discussion Papers. RePEc:ags:ubzefd:271153. Full description at Econpapers || Download paper | |
| 2017 | Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703. Full description at Econpapers || Download paper | |
| 2017 | FEMALE LABOR FORCE PARTICIPATION RATE AND ECONOMIC GROWTH IN THE FRAMEWORK OF KUZNETS CURVE: EVIDENCE FROM TURKEY. (2017). doğan, buhari ; Akyuz, Mursel ; Dogan, Buhari. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:doganb. Full description at Econpapers || Download paper | |
| 2018 | Central Bank’s Role in Ensuring Financial Stability and An Efficient Pass-Through of Monetary Policy Measures. (2018). Latea, Gabriela . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:156-167. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Averaging of Classical Estimates (BACE) for gretl. (2018). Błażejowski, Marcin ; Kwiatkowski, Jacek. In: gretl working papers. RePEc:anc:wgretl:6. Full description at Econpapers || Download paper | |
| 2017 | An Econometric Analysis of the Environmental Kuznets Curve: The Case of Turkey. (2017). Yurttaguler, Pek Melahat ; Kutlu, Sinem. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:5:y:2017:i:1:p:115-126. Full description at Econpapers || Download paper | |
| 2018 | BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101. Full description at Econpapers || Download paper | |
| 2018 | BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118. Full description at Econpapers || Download paper | |
| 2018 | AVALIAÇÃO DA MEDIDA DE NÚCLEO DE INFLAÇÃO BASEADA NO MÉTODO WAVELET PARA O BRASIL. (2018). Denardin, Anderson Antonio ; Schmidt, Alex A ; Kozakevicius, Alice. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:34. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43. Full description at Econpapers || Download paper | |
| 2018 | STRUCTURAL CHANGE, CATCHING UP AND FALLING BEHIND IN THE BRICS: A COMPARATIVE ANALYSIS BASED ON TRADE PATTERN AND THIRLWALL?S LAW. (2018). Feijo, Carmem ; Araujo, Eliane ; Nassif, Andre. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:89. Full description at Econpapers || Download paper | |
| 2017 | Why are the Performances of Business Groups Different? A Case Study of Formosa Plastics Group and Far Eastern Group. (2017). Lan, Yu-Wei ; Lin, LU. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2017:p:106-120. Full description at Econpapers || Download paper | |
| 2018 | Analyzing the Savings-Investment Trend in a Panel of G-7 Countries. (2018). Mansoor, Abdul ; Saeed, Romana ; Sultana, Baserat. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2018:p:147-154. Full description at Econpapers || Download paper | |
| 2018 | Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19. Full description at Econpapers || Download paper | |
| 2017 | International Capital Flows and Inclusive Growth in Nigeria. (2017). Ewubare, Dennis Brown ; Ozigbu, Chukwuma Johnbosco. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:182-196. Full description at Econpapers || Download paper | |
| 2017 | An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia. (2017). Islam, Mohd Aminul . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:303-314. Full description at Econpapers || Download paper | |
| 2017 | How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64. Full description at Econpapers || Download paper | |
| 2018 | Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6. Full description at Econpapers || Download paper | |
| 2018 | Bank Capital and Credit Supply in Ivory Coast: Evidence from an ARDLBounds Testing Approach. (2018). Seraphin, Prao Yao ; Eugne, Kamalan. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:99-106. Full description at Econpapers || Download paper | |
| 2018 | Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27. Full description at Econpapers || Download paper | |
| 2018 | The Impact of the Logistic Sector on Competitiveness in the Presence of Structural Breaks: A Study on Turkey. (2018). Keser, Hilal Yldrr ; Eryiit, Kadir Y. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:246-256. Full description at Econpapers || Download paper | |
| 2017 | The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840. Full description at Econpapers || Download paper | |
| 2017 | Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies. (2017). Sharma, Yash . In: Papers. RePEc:arx:papers:1705.08022. Full description at Econpapers || Download paper | |
| 2018 | Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583. Full description at Econpapers || Download paper | |
| 2018 | Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991. Full description at Econpapers || Download paper | |
| 2018 | Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures. (2018). Perron, Pierre ; Oka, Tatsushi ; Kim, Dukpa ; Estrada, Francisco. In: Papers. RePEc:arx:papers:1805.09937. Full description at Econpapers || Download paper | |
| 2018 | CAP and Monetary Policy. (2018). Duisberg, Carl. In: Papers. RePEc:arx:papers:1807.09475. Full description at Econpapers || Download paper | |
| 2018 | Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337. Full description at Econpapers || Download paper | |
| 2018 | Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
| 2018 | Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
| 2017 | Finance-Growth Nexus in Bangladesh? An Empirical Analysis. (2017). Amin, Sakib Bin ; Hossain, Ridwan Mosharraf . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:152-163. Full description at Econpapers || Download paper | |
| 2017 | Exploring the Returns and Volatility Spillover Effect in Taiwan and Japan Stock Markets. (2017). Peng, Chi-Lu ; Wang, Cheng-Te ; Tsai, Chin-Chang ; Chung, Chi-Fu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:175-187. Full description at Econpapers || Download paper | |
| 2018 | Co-Movement between Macroeconomic Variables and Capital Flight. (2018). Hunjra, Ahmed Imran ; Bakari, Haroon ; Mehmood, Hasnain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1185-1195. Full description at Econpapers || Download paper | |
| 2018 | Efficacy of Monetary Policy Instruments on Economic Growth: Evidence from Nigeria. (2018). Tule, Moses K ; Apinran, Martins O ; Ogundele, Oloruntoba S. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1239-1256. Full description at Econpapers || Download paper | |
| 2018 | Islamic (Participation) Banking and Economic Growth: Empirical Focus on Turkey. (2018). Atici, Gonca. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1354-1364. Full description at Econpapers || Download paper | |
| 2018 | Does Globalization Affect the Economic Growth of Bangladesh? - An Econometric Analysis. (2018). Hossain, Md Sabbir ; Islam, Md Shafiqul ; Kibria, Md Golam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1384-1393. Full description at Econpapers || Download paper | |
| 2018 | Exploring the Nexus of Coal Consumption, Economic Growth, Energy Prices and Technological Innovation in Turkey. (2018). Ozturk, Feride. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1406-1414. Full description at Econpapers || Download paper | |
| 2018 | Re-Examining the Mean Reversion of Inflation Rate in ECOWAS. (2018). Guy, Drama Bedi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:653-668. Full description at Econpapers || Download paper | |
| 2017 | Revisiting the Causal Nexus between Defense Expenditure and Economic Growth: Time Series Analysis for Saudi Arabia. (2017). Ping, Guo ; Saud, Alotaish Mohammed . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:35-43. Full description at Econpapers || Download paper | |
| 2018 | The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461. Full description at Econpapers || Download paper | |
| 2018 | . Full description at Econpapers || Download paper | |
| 2017 | Effect of Government Human Capital Investment on Economic Growth in Sub-Saharan Africa: Evidence from Nigeria, South Africa and Ghana (1980-2013). (2017). Obialor, Michael C. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2017:p:328-339. Full description at Econpapers || Download paper | |
| 2018 | Tourism and Poverty Reduction: Evidence from Tanzania. (2018). Yusuf, Salama ; Ali, Mshenga Machano. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2018:p:1130-1138. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Public Expenditures on Economic Growth in Two Very Different Countries: A comparative Analysis of Armenia and Spain. (2017). Sedrakyan, Gohar ; Varela-Candamio, Laura. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1702. Full description at Econpapers || Download paper | |
| 2017 | Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401. Full description at Econpapers || Download paper | |
| 2018 | Marshall-Lerner Condition and the Balance of Payments Constrained Growth: The Spanish Case. (2018). Sastre, Luis . In: Review of Economics & Finance. RePEc:bap:journl:180303. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Soren Johansen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2007 | Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2007 | Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 48 |
| 2010 | Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2007 | Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2010 | Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2007 | Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Correlation, Regression, and Cointegration of Nonstationary Economic Time Series.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2007 | Selecting a Regression Saturated by Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | Exact rational expectations, cointegration, and reduced rank regression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Exact Rational Expectations, Cointegration, and Reduced Rank Regression.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | On a numerical and graphical technique for evaluating some models involving rational expectations In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 83 |
| 2012 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
| 2010 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
| 2010 | The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2010 | A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | A necessary moment condition for the fractional functional central limit theorem.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | An extension of cointegration to fractional autoregressive processes In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Some econometric results for the Blanchard-Watson bubble model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Some Econometric Results for the Blanchard-Watson Bubble Model.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | The role of initial values in nonstationary fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Asymptotic analysis of the Forward Search In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Asymptotic analysis of the Forward Search.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Times Series: Cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Times Series: Cointegration.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Outlier detection algorithms for least squares time series regression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tightness of M-estimators for multiple linear regression in time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The cointegrated vector autoregressive model with general deterministic terms.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Cointegration between trends and their estimators in state space models and CVAR models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Cointegration between trends and their estimators in state space models and CVAR models.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | The role of cointegration for optimal hedging with heteroscedastic error term In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The role of cointegration for optimal hedging with heteroscedastic error term.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2017 | Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Testing the CVAR in the fractional CVAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Testing the CVAR in the fractional CVAR model.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review. [Full Text][Citation analysis] | article | 59 |
| 2007 | Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2010 | Likelihood inference for a nonstationary fractional autoregressive model In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 39 |
| 2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | A necessary moment condition for the fractional functional central limit theorem In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Testing the CVAR in the fractional CVAR model In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Nonstationary cointegration in the fractionally cointegrated VAR model In: Queen's Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2001 | The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1990 | Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 3318 |
| 1992 | Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 387 |
| 1991 | Determination of Cointegration Rank in the Presence of a Linear Trend..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 387 | paper | |
| 2005 | Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 31 |
| 1991 | A Bayesian Perspective on Inference from Macroeconomic Data: Comment. In: Scandinavian Journal of Economics. [Citation analysis] | article | 3 |
| 2002 | Discussion In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 11 |
| 2016 | Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 11 |
| 2011 | On a Graphical Technique for Evaluating Some Rational Expectations Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Paul Johansen, The First Chairman of Astin has Died In: ASTIN Bulletin: The Journal of the International Actuarial Association. [Full Text][Citation analysis] | article | 0 |
| 1995 | A Stastistical Analysis of Cointegration for I(2) Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 65 |
| 1991 | A Statistical Analsysis of Cointegration for I(2) Variables..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2000 | A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 74 |
| 1999 | A Bartlett Correction Factor for Tests on the Cointegrating Relations..(1999) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 74 | paper | |
| 2005 | A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2008 | A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES In: Econometric Theory. [Full Text][Citation analysis] | article | 81 |
| 2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
| 2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2016 | THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
| 2012 | The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1992 | A Representation of Vector Autoregressive Processes Integrated of Order 2 In: Econometric Theory. [Full Text][Citation analysis] | article | 83 |
| 1995 | The Role of Ancillarity in Inference for Non-stationary Variables. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1991 | Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica. [Full Text][Citation analysis] | article | 3358 |
| 2002 | A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica. [Full Text][Citation analysis] | article | 123 |
| 1999 | Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal. [Citation analysis] | article | 338 |
| 2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal. [Full Text][Citation analysis] | article | 301 |
| 2004 | More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term In: Econometrics Journal. [Full Text][Citation analysis] | article | 11 |
| 1988 | Statistical analysis of cointegration vectors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5660 |
| 2000 | Modelling of cointegration in the vector autoregressive model In: Economic Modelling. [Full Text][Citation analysis] | article | 38 |
| 2002 | A small sample correction for tests of hypotheses on the cointegrating vectors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 1999 | A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors..(1999) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2006 | Statistical analysis of hypotheses on the cointegrating relations in the I(2) model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2010 | Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2013 | Least squares estimation in a simple random coefficient autoregressive model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | An asymptotic invariance property of the common trends under linear transformations of the data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1992 | Cointegration in partial systems and the efficiency of single-equation analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 421 |
| 1992 | Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK In: Journal of Econometrics. [Full Text][Citation analysis] | article | 652 |
| 1994 | Identification of the long-run and the short-run structure an application to the ISLM model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 259 |
| 1992 | Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model.(1992) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 259 | paper | |
| 1995 | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 159 |
| 1998 | Likelihood analysis of seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 37 |
| 1997 | Likelihood Analysis of Seasonal Cointegration.(1997) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 1999 | Testing exact rational expectations in cointegrated vector autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
| 1992 | Testing weak exogeneity and the order of cointegration in UK money demand data In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 237 |
| 1991 | Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data..(1991) In: Helsinki - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 237 | paper | |
| 1987 | Estimation of proportional covariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. In: Economics Working Papers. [Citation analysis] | paper | 5 |
| 2001 | Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2001 | Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data.(2001) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1997 | Mathematical and Statistical Modelling of Cointegration In: Economics Working Papers. [Citation analysis] | paper | 0 |
| 1997 | Grangers Representation Theorem and Multicointegration In: Economics Working Papers. [Citation analysis] | paper | 6 |
| 1991 | An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States. In: Australian National University - Department of Economics. [Citation analysis] | paper | 4 |
| 2013 | Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator In: Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2017 | Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Extracting Information from the Data: A Popperian View on Empirical Macro In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | An analysis of the indicator saturation estimator as a robust regression In: Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland In: Discussion Papers. [Citation analysis] | paper | 12 |
| 1989 | The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications In: Discussion Papers. [Citation analysis] | paper | 17 |
| 1990 | Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK In: Discussion Papers. [Citation analysis] | paper | 10 |
| 1992 | Recursive Estimation in Cointegrated VAR-Models In: Discussion Papers. [Citation analysis] | paper | 35 |
| 1995 | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue. [Citation analysis] | book | 2402 |
| 1998 | Workbook on Cointegration In: OUP Catalogue. [Citation analysis] | book | 28 |
| 2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 129 |
| 2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 1994 | Testing Rational Expectations in Vector Autoregressive Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes In: Econometric Reviews. [Full Text][Citation analysis] | article | 17 |
| 2014 | Optimal Hedging with the Vector Autoregressive Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration In: Contemporary Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team