Soren Johansen : Citation Profile

Are you Soren Johansen?

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

29

H index

42

i10 index

21252

Citations

RESEARCH PRODUCTION:

54

Articles

120

Papers

2

Books

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 644
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 596.    Total self citations: 69 (0.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo35
   Updated: 2021-03-07    RAS profile: 2021-01-18    
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Relations with other researchers

Works with:

Nielsen, Morten (13)

Berenguer-Rico, Vanessa (9)

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 (230)

Guillén, Osmani (138)

Kouretas, Georgios (135)

Ericsson, Neil (129)

Hendry, David (127)

Gil-Alana, Luis (106)

GUPTA, RANGAN (98)

Caporale, Guglielmo Maria (96)

Paruolo, Paolo (96)

Pesaran, M (95)

Belke, Ansgar (95)

Cites to:

Hendry, David (37)

Nielsen, Bent (22)

juselius, katarina (19)

Nielsen, Morten (16)

Granger, Clive (15)

Rahbek, Anders (15)

Krolzig, Hans-Martin (13)

Engle, Robert (13)

Saikkonen, Pentti (12)

Paruolo, Paolo (11)

Rogoff, Kenneth (10)

Main data

Where Soren Johansen has published?

Journals with more than one article published# docs
Journal of Econometrics14
Econometric Theory8
Econometrics5
Econometrics Journal3
Journal of Time Series Analysis3
Scandinavian Journal of Statistics3
Econometrica3
Oxford Bulletin of Economics and Statistics3
Computational Statistics2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics47
Economics Working Papers / European University Institute8
Working Paper / Economics Department, Queen's University7
Economics Series Working Papers / University of Oxford, Department of Economics4
Discussion Papers / Statistics Norway, Research Department2
Working Papers Series / Institute for New Economic Thinking2

Recent works citing Soren Johansen (2021 and 2020)

YearTitle of citing document
2020Truncated sum of squares estimation of fractional time series models with deterministic trends. (2020). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2020-07.

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2020Adaptive Inference in Heteroskedastic Fractional Time Series Models. (2020). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe. In: CREATES Research Papers. RePEc:aah:create:2020-08.

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2020To infinity and beyond: Efficient computation of ARCH(1) models. (2020). Nielsen, Morten ; Noel, Antoine L. In: CREATES Research Papers. RePEc:aah:create:2020-13.

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2020Estimation of Consumption Function for Developing Economies: China, Turkey, Vietnam and Bangladesh. (2020). Khan, Khalid ; Wotto, Marguerite ; Liaqat, Saima. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:1-11.

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2020Trivariate 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: Research Africa Network Working Papers. RePEc:abh:wpaper:20/010.

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2020Electricity Consumption, Urbanization and Economic Growth in Nigeria: New Insights from Combined Cointegration amidst Structural Breaks. (2020). Bekun, Festus ; Nathaniel, Solomon P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/013.

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2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Adeosun, Opeoluwa A ; Fagbemi, Fisayo ; Oladejo, Babafemi. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099.

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2020Trivariate 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.

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2020Electricity 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.

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2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099.

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2020Foreign trade policy and economic growth: Indian evidence. (2020). Roy, Subrata. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:107-126.

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2020Fiscal sustainability in Romania. (2020). Vladu, Liana ; Lolea, Iulian Cornel ; Vilcu, Lucian Constantin ; Petrariu, Ioan-Radu. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:357-368.

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2020Testing 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.

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2020Quantifying consumers’ love for marine biodiversity. (2020). Bronmann, Julia ; Lancker, Kira. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304214.

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2020Cattle Cycle Dynamics in a Modern Agricultural Market: Competition in Holstein Cattle Procurement. (2020). Schaefer, Aleks K ; Saitone, Tina L. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304380.

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2020The Impacts of African Swine Fever on Vertical and Spatial Hog Pricing and Market Integration in China. (2020). Chavas, Jean-Paul ; Li, Jian. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304516.

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2020Export-Led Growth Hypothesis in ECOWAS: A Panel Data Analysis. (2020). Kollie, Genesis B. In: African Journal of Economic Review. RePEc:ags:afjecr:304725.

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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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2020An Empirical Appraisal of McKinnon’s Complementarity Hypothesis in Tanzania. (2020). Kilindo, A. A. L., . In: African Journal of Economic Review. RePEc:ags:afjecr:308774.

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2020LIVESTOCK MARKET INTEGRATION AND PRICE DYNAMICS IN THE UNITED STATES. (2020). Palash, Salauddin M ; Monayem, M A ; Akter, Morsalina ; Rahman, Kazi Tamim. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:304092.

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2020Exchange Rate Pass-through and Wheat Prices in Russia. (2020). Svanidze, Miranda ; Gotz, Linde ; Yugay, Stanislav . In: 60th Annual Conference, Halle/ Saale, Germany, September 23-25, 2020. RePEc:ags:gewi18:305595.

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2020Dynamic price relationships and price discovery among cheese markets. (2020). Kim, Man-Keun ; Tejeda, Hernan A. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:308823.

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2020An attribution analysis of soybean price volatility in China: global market connectedness or energy market transmission?. (2020). Li, Jian ; Xu, Yuanyuan ; Zhang, Youwang. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:308824.

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2020The Impact of the Real Effective Exchange Rate on Poland’s Food and Live Animal Exports. (2020). Parliska, Agnieszka ; Tokta, Yilmaz. In: Problems of World Agriculture / Problemy Rolnictwa ?wiatowego. RePEc:ags:polpwa:308625.

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2020Investigating the relationships between stock exchanges’ total trade and total value in Bangladesh. (2020). Sharif, Md Azmir ; Ahammad, Shaikh Mostak . In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:10:p:88-98.

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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 ; Touati-Tliba, Mohamed ; Laksaci, Mohammed. In: AMSE Working Papers. RePEc:aim:wpaimx:2104.

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2020THE IMPACT OF FDI AND EXCHANGE RATE ON GDP IN MENA COUNTRIES : EVIDENCE FROM THE PANEL APPROACH. (2020). Djaballah, Mustapha. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202073.

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2020Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161.

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2020The Impact Population Growth on Disaggregate Energy Generation Source from (Hydro Power, Natural Gas, Oil and Coal Source) in Nigeria. (2020). Yusuf, Ayatu ; Bala, Umar ; Maijama, Rabiu. In: Asian Bulletin of Energy Economics and Technology. RePEc:aoj:abeeat:2018:p:1-8.

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2020Assessing 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.

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2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2020A Socioeconomic Well-Being Index. (2020). Ma, Xiaohan ; Shirvani, Abootaleb ; Trindade, Alexandre A. In: Papers. RePEc:arx:papers:2001.01036.

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

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2020The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Fractional trends in unobserved components models. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.03988.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266.

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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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

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

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2020Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation. (2020). Daizadeh, Iraj. In: Papers. RePEc:arx:papers:2012.10400.

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2020Bayesian 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). Arshad, Riffat ; Fatima, Kaneez ; Shah, Ateeb Akhter. In: Papers. RePEc:arx:papers:2102.01609.

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2020Structural Breaks, Hydroelectricity and Economic Growth: New Findings from Malaysia. (2020). Widyastuti, Esti Tri ; Roslan, Farah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1147-1168.

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2020Insurance Consumption and Economic Growth in the Post-Liberalized India: An Empirical Analysis. (2020). Kumar, Siddharth ; Sahu, Naresh Chandra. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:218-228.

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2020Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777.

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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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2020Exchange Rate Uncertainty and the Demand for Money in Bangladesh: An Analysis of VECM Model. (2020). Selim, Muhaiminul Islam ; Smrity, Dilruba Yesmin. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:241-247.

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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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2020A Re-Examination of the Relationship between Electricity Consumption and Economic Growth in India. (2020). Vashishtha, Simmi ; Singh, Kamaljit. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:36-45.

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2020Crude Oil Price Fluctuation and Unemployment Nexus in Nigeria: Evidence from VECM Technique. (2020). Musa, Kabiru Saidu ; Maijamaaa, Rabiu. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:94-109.

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2020Effect of Macroeconomic Factors on Firms ROA: A Comparative Sectorial Analysis from Pakistan. (2020). Siddiqui, Danish ; Mohd, Ali Shah. In: International Journal of Publication and Social Studies. RePEc:asi:ijopss:2020:p:1-17.

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2020The Impact of Financial Crises on the Informal Economy: The Turkish Case. (2020). Fethi, Sami ; Ouattara, Bazoumana ; Kahyalar, Neslihan. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev6i2-4.

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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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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2020AN EXAMINATION OF THE CAUSALITY RELATIONSHIP BETWEEN CURRENT AND FINANCIAL ACCOUNTS IN TURKEY. (2020). Olak, Olcay ; Karahan, ozcan . In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:7-28.

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2020Nonresident holdings of domestic debt in Nigeria: Internal or external driven?. (2020). Hosny, Amr. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:472-485.

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2020Impact of foreign direct investment on the agricultural sector in Nigeria (1981–2017). (2020). Ugwuanyi, Sonia Onyinye ; Eze, Chidera Godson ; Edeh, Chukwudi Emmanuel. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:4:p:551-564.

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2020Shocks to food market systems: A network approach. (2020). Kshirsagar, Varun ; Baffes, John. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:1:p:111-129.

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2020Animal disease outbreaks and food market price dynamics: Evidence from regime‐dependent modelling and connected scatterplots. (2020). Ihle, Rico ; Barrantes, Carlos ; Acosta, Alejandro. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:960-976.

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2020Sparse vector error correction models with application to cointegration‐based trading. (2020). Wang, Xiaohang ; Lu, Renjie . In: Australian & New Zealand Journal of Statistics. RePEc:bla:anzsta:v:62:y:2020:i:3:p:297-321.

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2020Does Trade Elasticity Vary Across Regimes? New Evidence from Korean Exports, Incorporating Regime Changes. (2020). Choi, Moon Jung ; Kim, Seiwan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:4:p:379-403.

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2020The effectiveness of monetary policy and output fluctuations: An asymmetric analysis. (2020). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:161-181.

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2020Monetary base and federal government debt in the long‐run: A non‐linear analysis. (2020). Ahmed, Haydory Akbar . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:167-184.

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2020External Financial Liberalization and Macroeconomic Performance in Emerging Countries: An Empirical Evaluation of the Brazilian Case. (2020). Prates, Daniela Magalhes ; Cunha, Andre Moreira ; da Silva, Pedro Perfeito. In: Development and Change. RePEc:bla:devchg:v:51:y:2020:i:5:p:1225-1245.

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2020Modelling the Australian J‐Curve: An ARDL Cointegration Approach. (2020). Nuhu, Ahmed Salim ; Churchill, Sefa Awaworyi ; Ivanovski, Kris. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:167-184.

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2020Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries. (2020). Ong, Kian ; Lee, Kevin ; Shields, Kalvinder K. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:294-313.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2020). Gil-Alana, Luis ; GilAlana, Luis ; Caporale, Guglielmo Maria. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185.

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2020Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:164-190.

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2020The forward‐looking ability of the real exchange rate and its misalignment to forecast the economic performance and the stock market return. (2020). Tim, Douglas Kai. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2723-2741.

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2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

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2020The United Kingdom and the stability of the Euro area: From Maastricht to Brexit. (2020). Macchiarelli, Corrado ; Campos, Nauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1792-1808.

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2020DOES EXCHANGE RATE HAVE ASYMMETRIC IMPACT ON TRADE BALANCE? FRESH INSIGHTS FROM COMBINED COINTEGRATION. (2020). Nathaniel, Solomon Prince. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:259-269.

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2020GOLD & STOCK RELATION: INVESTORS REACTION DURING COVID-19 OUTBREAK. (2020). Subrata, Roy. In: Revista Economica. RePEc:blg:reveco:v:72:y:2020:i:3:p:103-126.

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2021Macroprudential policy interactions in a sectoral DSGE model with staggered interest rates. (2021). Stratton, Tom ; Ozden, Tolga ; Khairnar, Kunal ; Hinterschweiger, Marc. In: Bank of England working papers. RePEc:boe:boeewp:0904.

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2020Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?. (2020). Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; Anastasiou, Dimitrios ; Giannoulakis, Stelios. In: Working Papers. RePEc:bog:wpaper:277.

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2020The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis. (2020). Tavlas, George ; Spiliotopoulos, Vassilis ; Petroulas, Pavlos ; Hall, Stephen G ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:278.

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2020Measuring Global Macroeconomic Uncertainty. (2020). Moramarco, Graziano. In: Working Papers. RePEc:bol:bodewp:wp1148.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007.

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2020Interest Rate Policy and Exchange Rates Volatility Lessons from Indonesia. (2020). Kuncoro, Haryo. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:19-42.

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2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289.

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2020Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8674.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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2020La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2020European gasoline markets: price transmission asymmetries in mean and variance. (2020). Escribano, Alvaro ; Torrado, Maria. In: UC3M Working papers. Economics. RePEc:cte:werepe:29633.

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2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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2021Long-run stability of money demand and monetary policy: the case of Algeria. (2021). Boucekkine, Raouf ; Touati-Tliba, M ; Laksaci, M. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021001.

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2020Fisher Effect: An Empirical Re-examination in Case of India. (2020). Kamaiah, Bandi ; Bhat, Sajad Ahmad ; Danish, Shadab ; Adil, Masudul Hasan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00590.

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2020Would rising real GDP boost the combined effects of economic openness and public investment on unemployment in Cameroon?. (2020). Poumie, Bocker ; Orf, Chouafi Nguekam ; Ibrahim, Ngouhouo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00790.

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2020Does the external debt composition matter for economic growth in Tunisia?. (2020). Abdelhafidh, Samir. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00873.

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2020Unemployment, poverty and police performance: an ARDL analysis of crime in São Paulo. (2020). Faciroli, Jessica ; de Souza, Daniel Morais ; Vital, Tau. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00970.

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2020Comparison of the Marshall-Lerner condition in OECD and Asian countries: new evidence from pooled mean group estimation. (2020). Ebadi, Esmaeil. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00060.

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2020The Covid-19 stock market puzzle and money supply in the US. (2020). McMillan, David ; Humpe, Andreas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00803.

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Works by Soren Johansen:

YearTitleTypeCited
2007Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers.
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2010Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics.
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2007Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers.
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2007Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers.
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2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
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2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
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2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
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2007Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers.
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2007Correlation, Regression, and Cointegration of Nonstationary Economic Time Series.(2007) In: Discussion Papers.
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2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
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2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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2007Exact rational expectations, cointegration, and reduced rank regression In: CREATES Research Papers.
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2007Exact Rational Expectations, Cointegration, and Reduced Rank Regression.(2007) In: Discussion Papers.
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2008Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate In: CREATES Research Papers.
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2007Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate.(2007) In: Discussion Papers.
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2008An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers.
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2008An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers.
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2009A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings In: CREATES Research Papers.
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2008A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers.
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2009On a numerical and graphical technique for evaluating some models involving rational expectations In: CREATES Research Papers.
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2009On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations.(2009) In: Discussion Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers.
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2010Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers.
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2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica.
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2010Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers.
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2010Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper.
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2010The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level In: CREATES Research Papers.
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2010The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level.(2010) In: Discussion Papers.
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2011The 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.
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2010A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers.
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2010A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers.
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2010A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper.
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2010An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers.
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2010An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers.
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2011An extension of cointegration to fractional autoregressive processes In: CREATES Research Papers.
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2010An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers.
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2011Some econometric results for the Blanchard-Watson bubble model In: CREATES Research Papers.
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2011Some Econometric Results for the Blanchard-Watson Bubble Model.(2011) In: Discussion Papers.
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2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
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2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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2011Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers.
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2011Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers.
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2011Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers.
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2011Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers.
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2012The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers.
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2012The role of initial values in nonstationary fractional time series models In: CREATES Research Papers.
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2012The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Economics Papers.
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2014Times Series: Cointegration In: CREATES Research Papers.
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2014Times Series: Cointegration.(2014) In: Discussion Papers.
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2014Outlier detection algorithms for least squares time series regression In: CREATES Research Papers.
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2014Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
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2015Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers.
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2015DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers.
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2016Tightness of M-estimators for multiple linear regression in time series In: CREATES Research Papers.
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2016The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers.
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2018The cointegrated vector autoregressive model with general deterministic terms.(2018) In: Journal of Econometrics.
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2016The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers.
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2016The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper.
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2017Cointegration between trends and their estimators in state space models and CVAR models In: CREATES Research Papers.
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2017Cointegration between trends and their estimators in state space models and CVAR models.(2017) In: Discussion Papers.
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2017The role of cointegration for optimal hedging with heteroscedastic error term In: CREATES Research Papers.
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2017The role of cointegration for optimal hedging with heteroscedastic error term.(2017) In: Discussion Papers.
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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers.
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2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics.
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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers.
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2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers.
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2017THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT.(2017) In: Discussion Papers.
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2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment.(2017) In: Working Papers Series.
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2017Testing the CVAR in the fractional CVAR model In: CREATES Research Papers.
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2018Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis.
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2017Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers.
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2017Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper.
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2018Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers.
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2019Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis.
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2018Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers.
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2018Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper.
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2019The analysis of marked and weighted empirical processes of estimated residuals In: CREATES Research Papers.
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2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Discussion Papers.
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2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Papers.
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2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Series Working Papers.
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2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals In: CREATES Research Papers.
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2019PARENTING VALUES MODERATE THE INTERGENRATIONAL TRANSMISSION OF TIME PREFERENCES.(2019) In: Discussion Papers.
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2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Papers.
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2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood In: CREATES Research Papers.
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