27
H index
36
i10 index
15897
Citations
Soren Johansen : Citation Profile
Københavns Universitet (85% share) | RESEARCH PRODUCTION: 49 Articles 90 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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30 years (1987 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Soren Johansen. | Is cited by:
| Cites to:
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Main data
Where Soren Johansen has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 13 |
| Econometric Theory | 8 |
| Scandinavian Journal of Statistics | 3 |
| Econometrica | 3 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometrics Journal | 3 |
| Computational Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / University of Copenhagen. Department of Economics | 35 |
| Economics Working Papers / European University Institute | 8 |
| Working Papers / Queen's University, Department of Economics | 5 |
| Discussion Papers / Statistics Norway, Research Department | 2 |
Recent works citing Soren Johansen (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2016 | Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30. Full description at Econpapers || Download paper | |
| 2017 | The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Gatarek, Lukasz ; Johansen, Soren . In: CREATES Research Papers. RePEc:aah:create:2017-12. Full description at Econpapers || Download paper | |
| 2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano . In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2016 | The Informational Efficiency of European Natural Gas Hubs: Price Formation and Intertemporal Arbitrage. (2016). Nick, Sebastian. In: The Energy Journal. RePEc:aen:journl:ej37-2-nick. Full description at Econpapers || Download paper | |
| 2016 | Non-discrimination Clauses: Their Effect on British Retail Energy Prices. (2016). Zhu, Minyan ; Price, Catherine Waddams . In: The Energy Journal. RePEc:aen:journl:ej37-2-waddams. Full description at Econpapers || Download paper | |
| 2016 | Economic and Demographic Interactions in Post World War France: A Gendered Approach. (2016). Jaoul-Grammare, Magali ; Perrin, Faustine . In: Working Papers. RePEc:afc:wpaper:10-16. Full description at Econpapers || Download paper | |
| 2016 | The Impact of Pre-marital Sex Ratios on Household Saving in Two Asian Countries: The Competitive Saving Motive Revisited. (2016). Horioka, Charles ; Hagiwara, Akiko ; Terada-Hagiwara, Akiko . In: AGI Working Paper Series. RePEc:agi:wpaper:00000111. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2016 | Short and long term analysis of some factors effecting youth unemployment in Turkey. (2016). Bayrak, Riza ; Tatli, Halim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:229-242. Full description at Econpapers || Download paper | |
| 2016 | Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:183-202. Full description at Econpapers || Download paper | |
| 2016 | Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Iltas, Yuksel ; Bulut, Umit . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:281-298. Full description at Econpapers || Download paper | |
| 2016 | How budget deficit and current account deficit are interrelated in Indian economy. (2016). banday, umer ; Aneja, Ranjan . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:237-246. Full description at Econpapers || Download paper | |
| 2016 | Impact of educational expenditure on economic growth in major Asian countries: Evidence from econometric analysis. (2016). Mallick, Lingaraj ; Pradhan, Kalandi Charan ; Das, Pradeep Kumar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:173-186. Full description at Econpapers || Download paper | |
| 2016 | Short and long term analysis of some factors effecting youth unemployment in Turkey. (2016). Bayrak, Riza ; Tatli, Halim . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:229-242. Full description at Econpapers || Download paper | |
| 2016 | Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:183-202. Full description at Econpapers || Download paper | |
| 2016 | Current account sustainability in SAARC economies: Evidence from combined cointegration approach. (2016). Sahoo, Manoranjan ; Dash, Umakant ; Babu, Suresh M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:281-298. Full description at Econpapers || Download paper | |
| 2017 | An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178. Full description at Econpapers || Download paper | |
| 2016 | Analysis of Price Shock Transmission: Case of the Wheat-Bread Market Value Chain in Ethiopia. (2016). Kalkuhl, Matthias ; Haile, Mekbib ; Gebreselassie, Samuel ; Algieri, Bemardina . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246312. Full description at Econpapers || Download paper | |
| 2016 | Efficiency of selected camel markets in Sudan: A multivariate approach (1995-2011). (2016). , Mohammed ; Kh, Murtada . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246910. Full description at Econpapers || Download paper | |
| 2016 | Modelling price formation and dynamics in the Ethiopian maize market. (2016). Yami, Mesay ; Hassan, Rashid ; Meyer, Ferdi . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:249346. Full description at Econpapers || Download paper | |
| 2016 | Assessing the Market Integration of Domestic and Imported Catfish in the U.S.. (2016). Chen, Xuan ; Scuderi, Ben . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235550. Full description at Econpapers || Download paper | |
| 2016 | Times Series Analysis of the Peanut Butter Demand in Light of the Food Safety Issue. (2016). Bakhtavoryan, Rafael ; Salin, Victoria ; Capps, Oral . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235621. Full description at Econpapers || Download paper | |
| 2016 | Estimating relative price impact: The case of Brent and WTI. (2016). Karali, Berna ; Ye, Shiyu . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235728. Full description at Econpapers || Download paper | |
| 2016 | Measuring price discovery in agricultural markets. (2016). von Cramon-Taubadel, Stephan ; Pavlova, Evgenia . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235866. Full description at Econpapers || Download paper | |
| 2016 | GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162. (2016). Philip, Garcia ; Han, Xue . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236004. Full description at Econpapers || Download paper | |
| 2016 | The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236045. Full description at Econpapers || Download paper | |
| 2016 | Transmission of Global Commodity Prices to Domestic Producer Prices: A Comprehensive Analysis. (2016). Babcock, Bruce ; Zabid, MD. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236285. Full description at Econpapers || Download paper | |
| 2016 | Proximity and price co-movement in West African rice markets. (2016). Kouyaté, Carolin ; Kouyate, Carolin ; Fofana, Ismael ; von Cramon-Taubadel, Stephan . In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:245937. Full description at Econpapers || Download paper | |
| 2016 | Spatial dynamics and determinants of Liberian rice market integration. (2016). TSIBOE, FRANCIS ; Wailes, Eric J ; Dixon, Bruce L. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:245938. Full description at Econpapers || Download paper | |
| 2016 | The Impact of Agricultural and Trade Policies on Price Transmission in Central Asia. (2016). Rajcaniova, Miroslava ; Pokrivcak, Jan ; Bobokhonov, Abdulmajid . In: 2016 Fifth AIEAA Congress, June 16-17, 2016, Bologna, Italy. RePEc:ags:aiea16:242306. Full description at Econpapers || Download paper | |
| 2016 | Assessment of Rice Market Competiveness Using Horizontal Price Transmission: Empirical Evidence from Southern Region of Nigeria. (2016). Inimfon, V P ; Udoka, S J ; Akpan, S B. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:241366. Full description at Econpapers || Download paper | |
| 2016 | Oil Prices, Exchange Rate and Prices for Agricultural Commodities: Empirical Evidence from Russia. (2016). Burakov, Dmitry. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:241368. Full description at Econpapers || Download paper | |
| 2016 | Maize Price Relationships in a Changing International Market: Have Brazil and/or Ukraine Crossed a Threshold?. (2016). Hoffman, Linwood ; Arnade, Carlos . In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:250116. Full description at Econpapers || Download paper | |
| 2016 | The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael. In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:250119. Full description at Econpapers || Download paper | |
| 2016 | Should we cry over the spilt milk? Market power and structural change along dairy supply chains in EU Countries. (2016). Cavicchioli, Daniele ; Pretolani, Roberto ; Cacchiarelli, Luca . In: 149th Seminar, October 27-28, 2016, Rennes, France. RePEc:ags:eaa149:245160. Full description at Econpapers || Download paper | |
| 2016 | DIENEN TERMINMARKTNOTIERUNGEN FÜR SCHLACHTSCHWEINE ZUR PROGNOSE ZUKÜNFTIGER PREISENTWICKLUNGEN?. (2016). Vollmer, Teresa ; Holst, Carsten . In: 56th Annual Conference, Bonn, Germany, September 28-30, 2016. RePEc:ags:gewi16:244806. Full description at Econpapers || Download paper | |
| 2016 | SPATIAL INTEGRATION OF WHEAT MARKETS IN THE REGIONS OF SOUTH CAUCASUS AND CENTRAL ASIA: EVIDENCE FROM ARMENIA, AZERBAIJAN, GEORGIA AND KYRGYZSTAN. (2016). Götz, Linde ; Glauben, Thomas ; Ilyasov, Jarilkasin ; Djuric, Ivan ; Gotz, Linde ; Svanidze, Miranda . In: 56th Annual Conference, Bonn, Germany, September 28-30, 2016. RePEc:ags:gewi16:244889. Full description at Econpapers || Download paper | |
| 2016 | Market Integration and Price Transmission in theWorld Rice Export Markets. (2016). Saghaian, Sayed ; Chen, BO. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:246174. Full description at Econpapers || Download paper | |
| 2016 | Relationship among Energy, Bioenergy, and Agricultural Commodity Prices: Re-Considering Structural Changes. (2016). Nemati, Mehdi. In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229793. Full description at Econpapers || Download paper | |
| 2016 | Dynamics of Price Adjustment in Qualitatively Differentiated Markets in the U.S.: The Case of Organic and Conventional Apples. (2016). Saghaian, Sayed ; Nemati, Mehdi. In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229950. Full description at Econpapers || Download paper | |
| 2017 | Examination of asymmetric supply response in the U.S. livestock industry. (2017). Yoon, Jongyeol ; Brown, Scott . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252779. Full description at Econpapers || Download paper | |
| 2017 | Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703. Full description at Econpapers || Download paper | |
| 2016 | Modelling Economic Growth Function in Nigeria: An ARDL Approach. (2016). Shaibu, Ibrahim ; Okafor, Chinwuba . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2016:p:84-93. Full description at Econpapers || Download paper | |
| 2016 | “Income Inequality and Monetary Policy: An Analysis on the Long Run Relation”. (2016). Davtyan, Karen . In: AQR Working Papers. RePEc:aqr:wpaper:201604. Full description at Econpapers || Download paper | |
| 2017 | How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64. Full description at Econpapers || Download paper | |
| 2016 | Causality and Correlations between BSE and NYSE indexes: A Janus Faced Relationship. (2016). , Neeraj ; Panigrahi, Prasanta K. In: Papers. RePEc:arx:papers:1608.07796. Full description at Econpapers || Download paper | |
| 2016 | Are Chinese transport policies effective? A new perspective from direct pollution rebound effect, and empirical evidence from road transport sector. (2016). He, Ling-Yun ; Qiu, Lu-Yi . In: Papers. RePEc:arx:papers:1612.02653. Full description at Econpapers || Download paper | |
| 2017 | The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840. Full description at Econpapers || Download paper | |
| 2017 | Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies. (2017). Sharma, Yash . In: Papers. RePEc:arx:papers:1705.08022. Full description at Econpapers || Download paper | |
| 2016 | The Effects of Globalization on Employment: Bounds Test Approach in Turkey Sample. (2016). doğan, buhari ; Doan, Buhari . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:620-633. Full description at Econpapers || Download paper | |
| 2016 | Inflation and Economic Growth Nexus in BRICS: Evidence from ARDL Bound Testing Approach. (2016). BEHERA, JAGANATH ; Mishra, Alok Kumar . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2016:p:1-17. Full description at Econpapers || Download paper | |
| 2016 | Alleviating Poverty through Micro Finance: Nigerias Experience. (2016). Lawanson, Olukemi I. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2016:p:153-161. Full description at Econpapers || Download paper | |
| 2016 | Chinese Economic Growth and Visitors to Japan: A Bivariate Cointegration Analysis. (2016). Kurasawa, Kazutaka . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2016:p:168-179. Full description at Econpapers || Download paper | |
| 2017 | Australian Squatters, Convicts, and Capitalists: Dividing Up a Fast-Growing Frontier Pie 1821-1871. (2017). Panza, Laura ; Williamson, Jeffrey G. In: CEH Discussion Papers. RePEc:auu:hpaper:053. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Public Expenditures on Economic Growth in Two Very Different Countries: A comparative Analysis of Armenia and Spain. (2017). Sedrakyan, Gohar ; Varela-Candamio, Laura . In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper1702. Full description at Econpapers || Download paper | |
| 2016 | Consumer tax system of Bulgaria in terms of economic growth and crisis. (2016). Tanchev, Stoyan. In: Economic Thought journal. RePEc:bas:econth:y:2016:i:4:p:85-105,106-125. Full description at Econpapers || Download paper | |
| 2016 | Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03. Full description at Econpapers || Download paper | |
| 2017 | Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Carlos, Capistran ; Juan, Hernandez ; Daniel, Chiquiar . In: Working Papers. RePEc:bdm:wpaper:2017-11. Full description at Econpapers || Download paper | |
| 2016 | Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach. (2016). Rincon-Castro, Hernan ; Parra-Amado, Daniel ; Arias, Fernando ; Delgado, David . In: Borradores de Economia. RePEc:bdr:borrec:932. Full description at Econpapers || Download paper | |
| 2016 | Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T. In: Working papers. RePEc:bfr:banfra:600. Full description at Econpapers || Download paper | |
| 2017 | Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter . In: BIS Working Papers. RePEc:bis:biswps:631. Full description at Econpapers || Download paper | |
| 2016 | THE DEBT OVERHANG HYPOTHESIS: EVIDENCE FROM PAKISTAN. (2016). Ullah, Irfan ; Ur, Rahman Zia ; Irfan, Ullah ; Imran, Shah Muhammad ; Nadeem, Jan . In: Studies in Business and Economics. RePEc:blg:journl:v:11:y:2016:i:1:p:140-151. Full description at Econpapers || Download paper | |
| 2016 | RE-VISTING THE ELECTRICITY-GROWTH NEXUS IN SOUTH AFRICA. (2016). Phiri, Andrew ; Bothwell, Nyoni . In: Studies in Business and Economics. RePEc:blg:journl:v:11:y:2016:i:1:p:97-111. Full description at Econpapers || Download paper | |
| 2016 | Leverage dynamics and the burden of debt. (2016). Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_003. Full description at Econpapers || Download paper | |
| 2016 | Underinvestment and unemployment: the double hazard in the euro area. (2016). Christodoulakis, Nicos ; Axioglou, Christos . In: Working Papers. RePEc:bog:wpaper:205. Full description at Econpapers || Download paper | |
| 2016 | Structural and cyclical factors of Greece’s current account balances: a note. (2016). Bardakas, Ioanna C. In: Working Papers. RePEc:bog:wpaper:206. Full description at Econpapers || Download paper | |
| 2016 | A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?. (2016). Golinelli, Roberto ; Bontempi, Maria ; Squadrani, M. In: Working Papers. RePEc:bol:bodewp:wp1062. Full description at Econpapers || Download paper | |
| 2016 | Concepts and Measurements of Economic Interdependence: The Case of the United States and Mexico. (2016). Barajas-Escamilla, Del Rosio ; Maritza, Sotomayor ; Amir, Kia . In: Global Economy Journal. RePEc:bpj:glecon:v:16:y:2016:i:1:p:63-90:n:6. Full description at Econpapers || Download paper | |
| 2016 | The Impact of Bank-Based and Market-Based Financial Development on Economic Growth: Time-Series Evidence From the United Kingdom. (2016). Odhiambo, Nicholas ; Nyasha, Sheilla. In: Global Economy Journal. RePEc:bpj:glecon:v:16:y:2016:i:2:p:389-410:n:4. Full description at Econpapers || Download paper | |
| 2017 | Assessing the Role of Remittances and Financial Deepening in Growth: The Experience of Lebanon. (2017). Fakih, Ali ; Salah, Abosedra . In: Global Economy Journal. RePEc:bpj:glecon:v:17:y:2017:i:1:p:19:n:1. Full description at Econpapers || Download paper | |
| 2016 | International Mobility of Capital in the United States: Robust Evidence from Time-Series Tests. (2016). Tarlok, Singh . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:193-249:n:1. Full description at Econpapers || Download paper | |
| 2016 | Testing cointegration in quantile regressions with an application to the term structure of interest rates. (2016). Nina, Kuriyama . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:107-121:n:2. Full description at Econpapers || Download paper | |
| 2016 | Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6. Full description at Econpapers || Download paper | |
| 2016 | VAR / VEC: FDI – NET EXPORTS ROMANIA. (2016). Bogdan-Daniel, Floroiu . In: Management Strategies Journal. RePEc:brc:journl:v:31:y:2016:i:1:p:27-36. Full description at Econpapers || Download paper | |
| 2016 | Big Data Analytics: A New Perspective. (2016). Pesaran, M ; Chudik, A ; Kapetanios, G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1611. Full description at Econpapers || Download paper | |
| 2016 | Alternative Asymptotics for Cointegration Tests in Large VARs. (2016). Wang, Chen . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1637. Full description at Econpapers || Download paper | |
| 2016 | Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated. (2016). Reed, W.. In: Working Papers in Economics. RePEc:cbt:econwp:16/01. Full description at Econpapers || Download paper | |
| 2016 | HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf. Full description at Econpapers || Download paper | |
| 2017 | Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Hwang, Jungbin ; Sun, Yixiao . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk. Full description at Econpapers || Download paper | |
| 2016 | Islamic Banking, Credit and Economic Growth: Some Empirical Evidence. (2016). Helmi, Mohamad ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5716. Full description at Econpapers || Download paper | |
| 2016 | Big Data Analytics: A New Perspective. (2016). Pesaran, M ; Chudik, Alexander ; Kapetanios, George . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5824. Full description at Econpapers || Download paper | |
| 2016 | Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:785. Full description at Econpapers || Download paper | |
| 2017 | Forecasting Demand for Denominations of Chilean Coins and Banknotes. (2017). Figueroa, Camila ; Pedersen, Michael . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:799. Full description at Econpapers || Download paper | |
| 2016 | Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions. (2016). Jacobs, Jan ; Hecq, Alain ; Stamatogiannis, Michalis P. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-01. Full description at Econpapers || Download paper | |
| 2016 | Volatility and a Century of Energy Markets Dynamics. (2016). Serletis, Apostolos ; Xu, Libo . In: Working Papers. RePEc:clg:wpaper:2016-29. Full description at Econpapers || Download paper | |
| 2016 | Mandelbrot, Fama and the emergence of econophysics. (2016). . In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:014605. Full description at Econpapers || Download paper | |
| 2016 | Herramientas de estabilización de los precios internos del azúcar en Colombia: ¿Funcionan?. (2016). Alonso, Julio ; Arana, Sebastian Montenegro ; Arcila, Andres Mauricio . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015396. Full description at Econpapers || Download paper | |
| 2016 | Priors for the Long Run. (2016). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11261. Full description at Econpapers || Download paper | |
| 2016 | Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401. Full description at Econpapers || Download paper | |
| 2016 | Growth expectations, undue optimism, and short-run fluctuations. (2016). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11521. Full description at Econpapers || Download paper | |
| 2016 | Macroeconomics and Consumption. (2016). muellbauer, john. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11588. Full description at Econpapers || Download paper | |
| 2016 | Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls. (2016). Mandalinci, Zeyyad ; Boero, Gianna ; Taylor, Mark P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11689. Full description at Econpapers || Download paper | |
| 2016 | The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Souza, Waldemar ; Gross, Christian ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116. Full description at Econpapers || Download paper | |
| 2016 | Eurozone Debt Crisis and Bond Yields Convergence: Evidence from the New EU Countries. (2016). Koukouritakis, Minoas . In: Working Papers. RePEc:crt:wpaper:1606. Full description at Econpapers || Download paper | |
| 2016 | Eurozones Leader and its Followers: Are their Markets Integrated Enough?. (2016). Koukouritakis, Minoas ; Giannellis, Nikolaos . In: Working Papers. RePEc:crt:wpaper:1607. Full description at Econpapers || Download paper | |
| 2017 | Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, Maria Dolores . In: UC3M Working papers. Economics. RePEc:cte:werepe:24121. Full description at Econpapers || Download paper | |
| 2016 | Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674. Full description at Econpapers || Download paper | |
| 2017 | Estimating non-stationary common factors : Implications for risk sharing. (2017). Ortega, Esther Ruiz ; Corona, Francisco ; Poncela, Pilar . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585. Full description at Econpapers || Download paper | |
| 2016 | Discovering common trends in a large set of disaggregates: statistical procedures and their properties. (2016). Carlomagno, Guillermo ; Espasa, Antoni . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1519. Full description at Econpapers || Download paper | |
| 2016 | On the Relationship Between Exchange Rates and External Imbalances: Should we Learn from East and South-east Asia?. (2016). Regis, Paulo ; Cuestas, Juan. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:cuestas. Full description at Econpapers || Download paper | |
| 2016 | Further Causality Evidence on Arms Race, Inflation and Economic Growth. (2016). Hung-Pin, Lin ; Yang, Cheng-lang ; Wang, Tsung-Li . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:2:p:123-136. 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 | 5 |
| 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: 5 | 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: 5 | paper | |
| 2007 | Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | 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: 31 | paper | |
| 2010 | Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2007 | Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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 | 3 |
| 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: 3 | 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 | 56 |
| 2012 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
| 2010 | Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2010 | Likelihood inference for a fractionally cointegrated vector autoregressive model.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2010 | The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2010 | A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | A necessary moment condition for the fractional functional central limit theorem.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 4 |
| 2010 | An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Some econometric results for the Blanchard-Watson bubble model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Some Econometric Results for the Blanchard-Watson Bubble Model.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | The role of initial values in nonstationary fractional time series models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Asymptotic analysis of the Forward Search In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Asymptotic analysis of the Forward Search.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Times Series: Cointegration In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Times Series: Cointegration.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Outlier detection algorithms for least squares time series regression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tightness of M-estimators for multiple linear regression in time series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Cointegration between trends and their estimators in state space models and CVAR models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review. [Full Text][Citation analysis] | article | 49 |
| 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: 49 | 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 | 2848 |
| 1992 | Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 345 |
| 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: 345 | paper | |
| 2005 | Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 27 |
| 1991 | A Bayesian Perspective on Inference from Macroeconomic Data: Comment. In: Scandinavian Journal of Economics. [Citation analysis] | article | 2 |
| 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 | 3 |
| 2016 | Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | On a Graphical Technique for Evaluating Some Rational Expectations Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Paul Johansen, The First Chairman of Astin has Died In: ASTIN Bulletin: The Journal of the International Actuarial Association. [Full Text][Citation analysis] | article | 0 |
| 1995 | A Stastistical Analysis of Cointegration for I(2) Variables In: Econometric Theory. [Full Text][Citation analysis] | article | 63 |
| 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: 63 | paper | |
| 2000 | A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 68 |
| 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: 68 | 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 | 61 |
| 2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2016 | THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2012 | The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1992 | A Representation of Vector Autoregressive Processes Integrated of Order 2 In: Econometric Theory. [Full Text][Citation analysis] | article | 75 |
| 1995 | The Role of Ancillarity in Inference for Non-stationary Variables. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1991 | Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica. [Full Text][Citation analysis] | article | 2788 |
| 2002 | A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica. [Full Text][Citation analysis] | article | 102 |
| 1999 | Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal. [Citation analysis] | article | 302 |
| 2000 | Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal. [Full Text][Citation analysis] | article | 253 |
| 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 | 10 |
| 1988 | Statistical analysis of cointegration vectors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4793 |
| 2000 | Modelling of cointegration in the vector autoregressive model In: Economic Modelling. [Full Text][Citation analysis] | article | 34 |
| 2002 | A small sample correction for tests of hypotheses on the cointegrating vectors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 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: 22 | paper | |
| 2006 | Statistical analysis of hypotheses on the cointegrating relations in the I(2) model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 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 | 24 |
| 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 | 1 |
| 1992 | Cointegration in partial systems and the efficiency of single-equation analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 373 |
| 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 | 584 |
| 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 | 225 |
| 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: 225 | paper | |
| 1995 | Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 137 |
| 1998 | Likelihood analysis of seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1997 | Likelihood Analysis of Seasonal Cointegration.(1997) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 1999 | Testing exact rational expectations in cointegrated vector autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 1992 | Testing weak exogeneity and the order of cointegration in UK money demand data In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 211 |
| 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: 211 | paper | |
| 1987 | Estimation of proportional covariances In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model. In: Economics Working Papers. [Citation analysis] | paper | 4 |
| 2001 | Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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 | 5 |
| 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 | 8 |
| 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 |
| 1988 | Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland In: Discussion Papers. [Citation analysis] | paper | 9 |
| 1989 | The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications In: Discussion Papers. [Citation analysis] | paper | 14 |
| 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 | 9 |
| 1992 | Recursive Estimation in Cointegrated VAR-Models In: Discussion Papers. [Citation analysis] | paper | 36 |
| 1995 | Likelihood-Based Inference in Cointegrated Vector Autoregressive Models In: OUP Catalogue. [Citation analysis] | book | 1995 |
| 1998 | Workbook on Cointegration In: OUP Catalogue. [Citation analysis] | book | 27 |
| 2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 116 |
| 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: 116 | 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 | 15 |
| 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 June, 1st 2017. Contact: CitEc Team