Soren Johansen : Citation Profile


Are you Soren Johansen?

Københavns Universitet (85% share)
Aarhus Universitet (15% share)

32

H index

45

i10 index

25341

Citations

RESEARCH PRODUCTION:

55

Articles

123

Papers

2

Books

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 724
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 1080.    Total self citations: 79 (0.31 %)

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   Permalink: http://citec.repec.org/pjo35
   Updated: 2023-01-28    RAS profile: 2023-01-18    
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Relations with other researchers


Works with:

Nielsen, Morten (10)

Berenguer-Rico, Vanessa (9)

Rahbek, Anders (5)

Tabor, Morten (5)

Franchi, Massimo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Soren Johansen.

Is cited by:

Shahbaz, Muhammad (274)

Guillén, Osmani (168)

Ericsson, Neil (154)

Hendry, David (149)

Kouretas, Georgios (141)

Masih, Abul (137)

Gil-Alana, Luis (128)

Caporale, Guglielmo Maria (122)

Nielsen, Morten (122)

Paruolo, Paolo (119)

GUPTA, RANGAN (113)

Cites to:

Hendry, David (45)

Nielsen, Bent (33)

juselius, katarina (24)

Rahbek, Anders (18)

Nielsen, Morten (18)

Campbell, John (16)

Shiller, Robert (15)

Granger, Clive (15)

Krolzig, Hans-Martin (14)

Engle, Robert (14)

Saikkonen, Pentti (13)

Main data


Where Soren Johansen has published?


Journals with more than one article published# docs
Journal of Econometrics14
Econometric Theory9
Econometrics5
Econometrica3
Scandinavian Journal of Statistics3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics3
Journal of Time Series Analysis3
Computational Statistics2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics48
Economics Working Papers / European University Institute8
Working Paper / Economics Department, Queen's University7
Economics Series Working Papers / University of Oxford, Department of Economics4
Working Papers Series / Institute for New Economic Thinking2
Discussion Papers / Statistics Norway, Research Department2

Recent works citing Soren Johansen (2022 and 2021)


YearTitle of citing document
2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2021Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Oluwabunmi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/013.

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2021Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/059.

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2021The causality relationship between energy prices and developed countries indices. (2021). Soylemez, Yakup. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:2:p:24-40.

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2021Investment triggers inclusiveness in the Bolivian TELECOM Sector?. (2021). Mansilla Bustamante, Sergio ; Aliaga Lordemann, Francisco Javier. In: Development Research Working Paper Series. RePEc:adv:wpaper:202104.

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2021.

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2021Education Enrollment Rate vs Employment Rate: Implications for Sustainable Human Capital Development in Nigeria. (2021). Asongu, Simplice ; Adejumo, Akintoye V. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/013.

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2021Has Knowledge Improved Economic Growth? Evidence from Nigeria and South Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/059.

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2022Searching for Sustainable Footprints: Does ICT increase CO2 emissions?. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/062.

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2021Energy and economic growth. An empirical analysis. (2021). Adamopoulos, Antonios. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:151-166.

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2021The response of monetary policy to the COVID-19 pandemic in Turkey. The path of a credit-based economic recovery. (2021). Bulut, Umit. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:231-238.

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2022The impact of foreign direct investment on the economy of Bangladesh: A time-series analysis. (2022). Islam, Mohammed Saiful ; al Faisal, Mohammad Abdullah. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:123-142.

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2021What explains the real exchange rate movement for the BRICS nations? With a separate analysis for Indian economy. (2021). Arora, Hariom. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:207-232.

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2021An impulse response function analysis of the impact of modern payment technologies on money demand in Nigeria. (2021). Nwaobi, Godwin ; Iorngurum, Tersoo. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(627):y:2021:i:2(627):p:97-112.

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2022Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174.

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2021.

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2021.

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2022.

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2021Imported Intermediate Inputs and Manufactured Exports in Nigeria: The Role of Dual Exchange Rate Regime. (2021). Sule, Abubakar ; Shitile, Tersoo Shimonkabir ; Doki, Naomi Onyeje. In: African Journal of Economic Review. RePEc:ags:afjecr:308770.

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2021Determinants of Tax Revenue in Liberia: An Empirical Investigation. (2021). Kollie, Genesis B ; Prowd, Roosesvelt S. In: African Journal of Economic Review. RePEc:ags:afjecr:315790.

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2021Can Governments Enhance Long-run Growth by Reallocating Public Expenditure? Empirical Evidence from Tanzania. (2021). Mwamkonko, Mussa Ally. In: African Journal of Economic Review. RePEc:ags:afjecr:315799.

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2021Globalization and Exchange Rate Pass Through: Evidence from Zambia. (2021). Fandamu, Mercy ; Ndulo, Manenga. In: African Journal of Economic Review. RePEc:ags:afjecr:315813.

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2021Potato and Tomato Supply and Yield Responses to Policy in Ethiopia. (2021). Shikur, Zewdie Habte. In: African Journal of Economic Review. RePEc:ags:afjecr:315814.

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2021Growth Effects of Foreign Direct Investments in Zimbabwe: Do Sources Matter?. (2021). Regret, Sunge ; Kudakwashe, Chinyanganya. In: African Journal of Economic Review. RePEc:ags:afjecr:315818.

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2022A Historical Cum Empirical Overview of Agriculture Spending and Output Nexus in India. (2022). Rymbai, Motika Sinha ; Mishra, Biswambhara ; Ahmad, Masroor ; Khanday, Shafi Ahmad ; Ul, Samir. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:327260.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

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2022.

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2021.

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2021Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen. (2021). von Cramon-Taubadel, Stephan. In: IAMO Discussion Papers. RePEc:ags:iamodp:310088.

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2021The Determinants of Agricultural Exports: Empirical Validation for the Case of Tunisia. (2021). Zidi, Ahmed ; Khalfallah, Sirine ; Bakari, Sayef. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:316272.

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2022On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533.

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2021Female Labour Force Participation in Saudi Arabia and its Determinants. (2021). Agboola, Mary Oluwatoyin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310288.

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2021Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models. (2011). Nielsen, Morten. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273758.

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2021Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

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2022Exploring the Nexus between Domestic Consumption of Milled Rice (DCM) and the Gross Domestic Product (GDP) of Bangladesh. (2022). Hassan, Md Khalid ; Rahman, Md Atiqur. In: International Journal of Science and Business. RePEc:aif:journl:v:17:y:2022:i:1:p:21-30.

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2021Digitalization as vehicle for Financial Institutions’ Growth and Effectiveness. (2021). Ofierohor, Ufuoma Earnest ; Okereke, Emeka. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:1:p:105-114.

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2021Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Laksaci, Mohammed ; Touati-Tliba, Mohamed. In: AMSE Working Papers. RePEc:aim:wpaimx:2104.

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2022HOW DO THE MACROECONOMIC DETERMINANTS UNDERPIN THE CAPITAL MARKET DEVELOPMENT IN NORTH MACEDONIA?. (2022). Hristoski, Ilija ; Spaseska, Tatjana . In: Management and Marketing Journal. RePEc:aio:manmar:v:xx:y:2022:i:2:p:286-325.

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2022Political instability and economic growth in Nigeria. (2022). Zubair, Taofeek Bidemi ; Arowolo, Omobola Hannah ; Akinlo, Taiwo. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202209.

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2021The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33.

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2021.

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2021.

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2021Relationship between the Service Sector and Economic Growth: Evidence from China. (2021). Murselzade, Vusal ; Cavusoglu, Behiye. In: Asian Journal of Social Sciences and Management Studies. RePEc:aoj:ajssms:2021:p:15-22.

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2022Foreign Direct Investment and Inclusive Growth: The Role of the Financial Sector Development. (2022). Uko, Aham Kelvin ; KelvinUko, Aham ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:2:p:144-162.

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2021Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Oykowski, Aleksander ; Konopczak, Karolina. In: Ekonomista. RePEc:aoq:ekonom:v:1:y:2021:p:25-55.

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2021The Effect of Amazon Deforestationon Global Climate Variables. (2021). Cornejo, Magdalena ; Ahumada, Hildegart. In: Working Papers. RePEc:aoz:wpaper:94.

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2022Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431.

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2021Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2021Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179.

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2022Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2021Theory and Applications of Financial Chaos Index. (2021). Peyghami, Reza M ; Yang, Zijiang ; Chen, Shengyuan ; Ataei, Masoud. In: Papers. RePEc:arx:papers:2101.02288.

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2021The Macroeconomic Impacts of Entitlements. (2021). Syed, Ateeb Akhter Shah ; Fatima, Kaneez ; Shah, Ateeb Akhter ; Arshad, Riffat. In: Papers. RePEc:arx:papers:2102.01609.

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2021Interdependencies between Mining Costs, Mining Rewards and Blockchain Security. (2021). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2102.08107.

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2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2021Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581.

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2021The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers. (2021). Avileis, Felipe ; Mallory, Mindy. In: Papers. RePEc:arx:papers:2104.12706.

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2021Identification robust inference for moments based analysis of linear dynamic panel data models. (2021). Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08346.

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2021On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

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2022Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2021Evaluation of Dynamic Cointegration-Based Pairs Trading Strategy in the Cryptocurrency Market. (2021). Kortchmeski, Irina ; Tadi, Masood. In: Papers. RePEc:arx:papers:2109.10662.

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2021Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2022Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071.

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2022TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design. (2022). Camara, Santiago. In: Papers. RePEc:arx:papers:2201.02916.

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2022Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal. (2022). Gautam, Madhu Sudan ; Bhusal, Aneel. In: Papers. RePEc:arx:papers:2202.00007.

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2022Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

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2022Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939.

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2022Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022The Econometrics of Financial Duration Modeling. (2022). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2208.02098.

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2022Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998.

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2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2022Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2022From Rules to Regs: A Structural Topic Model of Collusion Research. (2022). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2210.02957.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2022Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

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2021Exploring the Impact of Exports on Clean Energy Consumption in China: An Empirical Study. (2021). He, Jun ; Ebaidalla, Ebaidalla Mahjoub ; Li, Zhaohua. In: Asian Development Policy Review. RePEc:asi:adprev:2021:p:44-56.

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2021Monetary Policy Channels and Agricultural Performance: Evidence from Nigeria. (2021). Popoola, Olabisi ; Inegbedion, Henry ; Lawal, Adedoyin Isola ; Maimako, Rotdelmwa Filibus ; Asaleye, Abiola John. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:205-218.

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2021The Nexus Between Economic Growth, Financial Development, Financial Inclusion and Financial Innovation in Africa. (2021). Chinoda, Tough ; Otekunrin, Adegbola Olubukola ; Matowanyika, Kudzanai. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:672-681.

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2021The Short and Long Run Dynamics of Monetary Policy, Oil Price Volatility and Economic Growth in the CEMAC Region. (2021). Maredza, Andrew ; Olamide, Ebenezer G. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:78-89.

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2021Openness and Agricultural Performance in Nigeria. (2021). Umaru, Aminu ; Inusa, Eshiozemhe Micheal. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:132-144.

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2021Effect of Natural Resources on Economic Growth in Pakistan: A Time Series Analysis. (2021). Khan, Maria. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:29-47.

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2021The Future of Saudi Arabia’s Date Exports Using a Cointegration Model. (2021). Alhashim, Jawad ; Alamri, Yosef ; Alderiny, Mahmoud ; Alnafissa, Mohamad. In: Asian Journal of Agriculture and rural Development. RePEc:asi:ajosrd:2021:p:113-119.

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2021Labor Productivity in France: Is the Slowdown of its Growth Inevitable or are there Levers to fight it?. (2021). Girard, Pierre-Luis ; Bruneau, Catherine. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-1.

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2022Rural Structural Transformation and Agricultural Productivity in Nigeria. (2022). Abiola, Abidemi ; Adefabi, Rasak A. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-2.

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2021.

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2022Impact of Agriculture Land and Population Density on Economic Growth: An Empirical Evidence from India. (2022). Phougat, Sunil ; Singh, Kamaljit ; Kumar, Deepak. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:180-195.

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2022Do Credits Affect Money Supply and Deposits, or Vice Versa, or Interconnected?. (2022). Hasanov, Mubariz ; Tiryaki, Goksel. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:217-245.

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2021Forecasting corporate capital accumulation in Italy: the role of survey-based information. (2021). Giordano, Claire ; Silvestrini, Andrea ; Marinucci, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_596_21.

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2021REVISITING THE DEBT–GROWTH NEXUS: EVIDENCE FROM INDIA. (2021). Muniyoor, Krishna ; Saini, Pratibha. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:231:p:151-172.

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More than 100 citations found, this list is not complete...

Works by Soren Johansen:


YearTitleTypeCited
2007Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]
paper9
2010Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2007Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
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paper
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