28
H index
42
i10 index
20014
Citations
Soren Johansen : Citation Profile
Københavns Universitet (85% share) | RESEARCH PRODUCTION: 53 Articles 117 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
32 years (1987 - 2019). 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:
|
Main data
Where Soren Johansen has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 14 |
| Econometric Theory | 8 |
| Econometrics | 4 |
| Econometrics Journal | 3 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Journal of Time Series Analysis | 3 |
| Scandinavian Journal of Statistics | 3 |
| Econometrica | 3 |
| Computational Statistics | 2 |
Recent works citing Soren Johansen (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | A Parametric Factor Model of the Term Structure of Mortality. (2018). , Carsten ; 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 | |
| 2019 | Resuscitating the co-fractional model of Granger (1986). (2019). Santucci de Magistris, Paolo ; Carlini, Federico. In: CREATES Research Papers. RePEc:aah:create:2019-02. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths. (2019). Lindahl-Jacobsen, Rune ; Oeppen, Jim ; Kallestrup-Lamb, Malene ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-07. Full description at Econpapers || Download paper | |
| 2019 | Longevity forecasting by socio-economic groups using compositional data analysis. (2019). Kallestrup-Lamb, Malene ; Oeppen, Jim ; Boucher, Marie-Pier Bergeron ; Ergemen, Yunus Emre ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2019-08. Full description at Econpapers || Download paper | |
| 2019 | Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus V ; Agboola, Mary O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/040. Full description at Econpapers || Download paper | |
| 2019 | Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria. (2019). Onanuga, Olaronke ; Gershon, Obindah ; Akinbobola, Temidayo ; Osabuohien, Evans S ; Egbetokun, Samuel ; Okafor, Victoria. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/059. Full description at Econpapers || Download paper | |
| 2019 | House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Uju V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/067. Full description at Econpapers || Download paper | |
| 2019 | REER Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/071. Full description at Econpapers || Download paper | |
| 2019 | Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/078. Full description at Econpapers || Download paper | |
| 2019 | Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Alimi, Olorunfemi ; Odeleye, Anthonia T ; Ogbuji, Isaac A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/095. Full description at Econpapers || Download paper | |
| 2018 | Impact of Financial and Trade Openness on Financial Development in Emerging Market Economies: The Case of Turkey. (2018). Cakan, Esin. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2017.71.80. Full description at Econpapers || Download paper | |
| 2019 | Role of Energy and Exports in Economic Growth in Ghana. (2019). Adu, Joseph . In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2019.10.18. Full description at Econpapers || Download paper | |
| 2019 | Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/040. Full description at Econpapers || Download paper | |
| 2018 | Working Paper 305 - Inflation Dynamics In Post-Secession Sudan. (2018). Nakumuryango, Amandine ; Darbo, Suwareh. In: Working Paper Series. RePEc:adb:adbwps:2432. Full description at Econpapers || Download paper | |
| 2018 | The Complex Relationship between International Tourism Demand and Economic Growth: An Analysis on Central and Eastern European Economies. (2018). Badulescu, Alina ; Simu, Ramona. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:20:y:2018:i:s12:p:935. Full description at Econpapers || Download paper | |
| 2019 | Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040. Full description at Econpapers || Download paper | |
| 2019 | House prices and tourism development in Cyprus: A contemporary perspective. (2019). Asongu, Simplice ; Alola, Andrew. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/067. Full description at Econpapers || Download paper | |
| 2019 | REER Imbalances and Macroeconomic Adjustments: evidence from the CEMAC zone. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/071. Full description at Econpapers || Download paper | |
| 2019 | Foreign Direct Investment, Domestic Investment and Green Growth in Nigeria: Any Spillovers?. (2019). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/078. Full description at Econpapers || Download paper | |
| 2019 | Growth Effects of Financial Market Instruments: The Ghanaian Experience. (2019). Mesagan, Ekundayo ; Odeleye, Anthonia T ; Alimi, Yasiru O ; Ogbuji, Isaac A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/095. Full description at Econpapers || Download paper | |
| 2020 | Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests. (2020). Nathaniel, Solomon P ; Ali, Hamisu S ; Sarkodie, Samuel A ; Bekun, Festus V ; Uzuner, Gizem. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/010. Full description at Econpapers || Download paper | |
| 2020 | Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus V ; Nathaniel, Solomon P. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/013. 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 | |
| 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 | |
| 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). Firdaus, Muhammad Khairil ; Trofimov, Ivan D. 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 | |
| 2019 | Determinants of domestic saving rate in Turkey: A new generation econometric analysis. (2019). Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:135-150. Full description at Econpapers || Download paper | |
| 2020 | Testing Wagner’s Law for sub-Saharan Africa: A panel cointegration and causality approach. (2020). Jobarteh, Mustapha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:125-136. Full description at Econpapers || Download paper | |
| 2018 | Identifying the price determinants of animal products in the presence of structural breaks. (2018). Boussios, David ; MacLachlan, Matthew J. 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). Chung, Chanjin ; Machado, Pedro Celso. 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). Chung, Chanjin ; Machado, Pedro Celso. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274841. 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 | |
| 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 | |
| 2018 | EGYPT’S WHEAT TENDERS – A PUBLIC NOTICE BOARD FOR BLACK SEA GRAIN NOTATIONS?. (2018). Svanidze, Miranda ; Gotz, Linde ; Heigermoser, Maximilian. 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). Mensa-Bonsu, Akwasi ; Baptist, John ; Ebenezer, Appiah Collins. 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). Lima, R ; Silva, E. 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, Judith. 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). Engler, A ; von Cramon, S ; Valdes, R. 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 | |
| 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 | |
| 2019 | Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders. (2008). Nielsen, Morten. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273650. Full description at Econpapers || Download paper | |
| 2018 | From agricultural to economic growth: Targeting investments across Africa. (2018). Nigussie, Yalemzewd ; Baumuller, Heike ; Getahun, Tigabu. In: Discussion Papers. RePEc:ags:ubzefd:271153. Full description at Econpapers || Download paper | |
| 2019 | Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). sbia, rashid ; Rebei, Nooman. In: AMSE Working Papers. RePEc:aim:wpaimx:1918. 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 | |
| 2019 | How does financial development impact trade openness? Evidence from export performance of Pakistan. (2019). Shamim, Muhammad Asif. In: South Asian Journal of Management Sciences (SAJMS), Iqra University. RePEc:ajm:journl:v:13:y:2019:i:1:p:74-98. Full description at Econpapers || Download paper | |
| 2019 | The Determinants of Credit Dolarization: Turkish Case. (2019). Kapkara, Sevcan ; Uslu, Nilgun Caglarirmak. In: Economics Literature. RePEc:ana:elitjr:v:1:y:2019:i:2:p:148-167. 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 | |
| 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 | |
| 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 | |
| 2019 | Influence of Excessive Expenditure of the Government in Perspective of Interest Rate and Money Circulation Which in Turn Affects the Growing Process in Pakistan. (2019). RAHMAN, ZIA ; Zia-Ur- Rahman, . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:120-129. 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 | |
| 2019 | Oil Consumption and Economic Growth in Turkey: An ARDL Bounds Test Approach in the Presence of Structural Breaks. (2019). Gzel, Alper H ; Zaydan, Zgr. In: Business, Management and Economics Research. RePEc:arp:bmerar:2019:p:77-85. 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 | |
| 2019 | Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93. Full description at Econpapers || Download paper | |
| 2020 | Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28. 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 | |
| 2019 | Determinants of Inflation Sources in Iraq: An Application of Autoregressive Distributed Lag (ARDL) Model. (2019). Abdulkadhim, Hatem Hatef ; Al-Jafari, Mohamed Khaled. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:381-388. Full description at Econpapers || Download paper | |
| 2019 | Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149. Full description at Econpapers || Download paper | |
| 2019 | Inference for Impulse Responses under Model Uncertainty. (2019). 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 | |
| 2019 | Improved Inference on the Rank of a Matrix. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1812.02337. Full description at Econpapers || Download paper | |
| 2020 | Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142. Full description at Econpapers || Download paper | |
| 2019 | Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
| 2019 | Non-Stationary Dividend-Price Ratios. (2019). Neokosmidis, Ioannis ; Polimenis, Vassilis . In: Papers. RePEc:arx:papers:1902.06053. Full description at Econpapers || Download paper | |
| 2019 | On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317. Full description at Econpapers || Download paper | |
| 2019 | Relationships between different Macroeconomic Variables using VECM. (2019). Rawat, Saannidhya. In: Papers. RePEc:arx:papers:1907.04447. Full description at Econpapers || Download paper | |
| 2019 | Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202. Full description at Econpapers || Download paper | |
| 2019 | Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models. (2019). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.09841. Full description at Econpapers || Download paper | |
| 2020 | A Socioeconomic Well-Being Index. (2020). Ma, Xiaohan ; Shirvani, Abootaleb ; Trindade, Alexandre A. In: Papers. RePEc:arx:papers:2001.01036. Full description at Econpapers || Download paper | |
| 2020 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
| 2020 | The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers || Download paper | |
| 2020 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Curran, Michael ; Zalla, Ryan. In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
| 2020 | Modeling High-Dimensional Unit-Root Time Series. (2020). Gao, Zhaoxing ; Tsay, Ruey S. In: Papers. RePEc:arx:papers:2005.03496. Full description at Econpapers || Download paper | |
| 2020 | Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897. Full description at Econpapers || Download paper | |
| 2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper | |
| 2019 | Empirical Investigation of Exports and Economic Growth: Evidence from Sane Countries, 1980-2016. (2019). Siyan, Peter ; Duru, Innocent U. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:318-354. 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 | |
| 2019 | The Impact of Aid and Macroeconomic Policy on Growth in Nigeria: A Bounds Testing Approach. (2019). Usman, Nuruddeen ; Apinran, Martins O. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:581-603. Full description at Econpapers || Download paper | |
| 2019 | Growth Accounting for Saudi Arabia. (2019). Haque, Mohammad Imdadul. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:691-701. Full description at Econpapers || Download paper | |
| 2019 | The Effect of Direct Foreign Investment on Stock Price Volatility in the Saudi Market. (2019). Alawi, Suha . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:875-887. 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 | 8 |
| 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: 8 | 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: 8 | paper | |
| 2007 | Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 53 |
| 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: 53 | 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: 53 | paper | |
| 2009 | Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2007 | Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 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: 9 | 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 | 99 |
| 2010 | Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
| 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: 99 | paper | |
| 2012 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | article | |
| 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 |
| 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 Paper. [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 | 5 |
| 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: 5 | 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 | |
| 2015 | 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 Paper. [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 | 4 |
| 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: 4 | 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: 4 | 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 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment.(2017) In: Working Papers Series. [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: Discussion 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: Working Paper. [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 | 4 |
| 2019 | Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2018 | Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2018 | Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2019 | The analysis of marked and weighted empirical processes of estimated residuals In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | PARENTING VALUES MODERATE THE INTERGENRATIONAL TRANSMISSION OF TIME PREFERENCES.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | SUBJECTIVE MODELS OF THE MACROECONOMY: EVIDENCE FROM EXPERTS AND A REPRESENTATIVE SAMPLE.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Series 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 | 66 |
| 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: 66 | paper | |
| 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 | 3585 |
| 1992 | Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 395 |
| 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: 395 | paper | |
| 2005 | Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 33 |
| 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 | 17 |
| 2016 | Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 17 |
| 2011 | On a Graphical Technique for Evaluating Some Rational Expectations Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1995 | A Stastistical Analysis of Cointegration for I(2) Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 67 |
| 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: 67 | paper | |
| 2000 | A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 75 |
| 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: 75 | 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 | 88 |
| 2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 28 |
| 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 | 10 |
| 2012 | The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models.(2012) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 1992 | A Representation of Vector Autoregressive Processes Integrated of Order 2 In: Econometric Theory. [Full Text][Citation analysis] | article | 90 |
| 1995 | The Role of Ancillarity in Inference for Non-stationary Variables. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 1991 | Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica. [Full Text][Citation analysis] | article | 3631 |
| 2002 | A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica. [Full Text][Citation analysis] | article | 131 |
| 1999 | Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal. [Citation analysis] | article | 357 |
| 2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal. [Full Text][Citation analysis] | article | 324 |
| 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 | 12 |
| 1988 | Statistical analysis of cointegration vectors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5995 |
| 2000 | Modelling of cointegration in the vector autoregressive model In: Economic Modelling. [Full Text][Citation analysis] | article | 41 |
| 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 | 21 |
| 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 | 33 |
| 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 | 439 |
| 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 | 668 |
| 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 | 266 |
| 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: 266 | paper | |
| 1995 | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 170 |
| 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 | 36 |
| 1992 | Testing weak exogeneity and the order of cointegration in UK money demand data In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 250 |
| 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: 250 | paper | |
| 1987 | Estimation of proportional covariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 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 | 17 |
| 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: 17 | 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 |
| 2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes 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 | 13 |
| 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 |
| 2012 | Model Discovery and Trygve Haavelmos Legacy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1995 | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue. [Citation analysis] | book | 2563 |
| 1998 | Workbook on Cointegration In: OUP Catalogue. [Citation analysis] | book | 30 |
| 2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 137 |
| 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: 137 | 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 | 19 |
| 2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes In: Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 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 May, 3 2020. Contact: CitEc Team