Soren Johansen : Citation Profile


Are you Soren Johansen?

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

27

H index

36

i10 index

16301

Citations

RESEARCH PRODUCTION:

49

Articles

100

Papers

2

Books

RESEARCH ACTIVITY:

   30 years (1987 - 2017). See details.
   Cites by year: 543
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 1009.    Total self citations: 44 (0.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo35
   Updated: 2017-12-09    RAS profile: 2017-12-04    
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Relations with other researchers


Works with:

Nielsen, Morten (11)

Nielsen, Bent (7)

Tabor, Morten (3)

Hendry, David (2)

Franchi, Massimo (2)

Hillebrand, Eric (2)

Riani, Marco (2)

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 (188)

Ericsson, Neil (116)

Kouretas, Georgios (109)

Hendry, David (104)

Pesaran, M (92)

Guillén, Osmani (92)

Miller, Stephen (84)

Nielsen, Morten (84)

Belke, Ansgar (81)

GUPTA, RANGAN (76)

Paruolo, Paolo (68)

Cites to:

Hendry, David (33)

Nielsen, Bent (20)

juselius, katarina (17)

Granger, Clive (15)

Rahbek, Anders (15)

Krolzig, Hans-Martin (12)

Engle, Robert (11)

Paruolo, Paolo (11)

Rogoff, Kenneth (10)

Obstfeld, Maurice (9)

Phillips, Peter (8)

Main data


Where Soren Johansen has published?


Journals with more than one article published# docs
Journal of Econometrics13
Econometric Theory8
Econometrics Journal3
Econometrica3
Oxford Bulletin of Economics and Statistics3
Scandinavian Journal of Statistics3
Computational Statistics2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics40
Economics Working Papers / European University Institute8
Working Papers / Queen's University, Department of Economics6
Discussion Papers / Statistics Norway, Research Department2

Recent works citing Soren Johansen (2017 and 2016)


YearTitle of citing document
2016Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2016). Shibaev, Sergei ; Nielsen, Morten. In: CREATES Research Papers. RePEc:aah:create:2016-30.

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2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano . In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2016The 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.

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2016Non-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.

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2017Export Instability and Economic Growth in Nigeria: A Time Series Analysis. (2017). Oladipo, Olajide S. In: Research Papers. RePEc:aer:rpaper:rp_322.

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2016Economic 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.

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2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Boyer, Jean-Daniel ; Rivot, Sylvie ; Jaoul-Grammare, Magali . In: Working Papers. RePEc:afc:wpaper:11-17.

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2016The 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.

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2017An 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.

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2016Short 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.

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2017Does fiscal policy spur economic growth? Empirical evidence from Algeria. (2017). Matallah, Amal . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:125-146.

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2016Foreign 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.

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2016Current 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.

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2016How 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.

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2016Impact 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.

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2016Short 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.

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2016Foreign 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.

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2016Current 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.

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2017An 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.

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2016Analysis 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.

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2016Efficiency 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.

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2016Modelling 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.

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2016Assessing 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.

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2016Times 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.

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2016Estimating 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.

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2016Measuring 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.

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2016GMO 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.

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2016The 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.

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2016Transmission 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.

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2016Proximity 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.

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2016Spatial 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.

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2016The 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.

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2016Assessment 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.

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2016Oil 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.

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2016Maize 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.

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2016The 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.

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2016Should we cry over the spilt milk? Market power and structural change along dairy supply chains in EU Countries. (2016). Cavicchioli, Daniele ; Cacchiarelli, Luca ; Pretolani, Roberto . In: 149th Seminar, October 27-28, 2016, Rennes, France. RePEc:ags:eaa149:245160.

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2016DIENEN 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.

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2016SPATIAL 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.

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2016Market 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.

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2016Relationship 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.

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2016Dynamics 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.

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2017Examination 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.

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2017Was 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.

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2017FEMALE LABOR FORCE PARTICIPATION RATE AND ECONOMIC GROWTH IN THE FRAMEWORK OF KUZNETS CURVE: EVIDENCE FROM TURKEY. (2017). Dogan, Buhari ; Akyuz, Mursel. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:doganb.

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2016Modelling 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.

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2016“Income Inequality and Monetary Policy: An Analysis on the Long Run Relation”. (2016). Davtyan, Karen . In: AQR Working Papers. RePEc:aqr:wpaper:201604.

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2017International Capital Flows and Inclusive Growth in Nigeria. (2017). Ewubare, Dennis Brown ; Ozigbu, Chukwuma Johnbosco. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:182-196.

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2017How 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.

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2016Can OPEC Cartel Reverse Crude Oil Price Downfall?. (2016). Onour, Ibrahim A. In: International Journal of World Policy and Development Studies. RePEc:arp:ijwpds:2016:p:90-93.

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2016Causality and Correlations between BSE and NYSE indexes: A Janus Faced Relationship. (2016). , Neeraj ; Panigrahi, Prasanta K. In: Papers. RePEc:arx:papers:1608.07796.

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2016Are 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.

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2017The 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.

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2017Using Macroeconomic Forecasts to Improve Mean Reverting Trading Strategies. (2017). Sharma, Yash . In: Papers. RePEc:arx:papers:1705.08022.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard . In: Papers. RePEc:arx:papers:1709.09583.

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2016Financial Development and Investment Amount Nexus: A Case Study of Turkey. (2016). Demirhan, Banu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:127-134.

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2016Investigating the Causal Relationship Between Stock Market and Aggregate Economic Performance of South Africa. (2016). Nduka, Eleanya ; Nyiputen, Ishaku R ; Anigbogu, Ugochukwu E. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:218-227.

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2016The Linkage Between Exchange Rates and Stock Prices: Evidence from Vietnam. (2016). Huy, Tran Quang . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:363-373.

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2016The Effect of Energy Consumption on Economic Growth in Cameroon. (2016). Sama, Molem Chirstopher ; Tah, Ndifor Roger . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2016:p:510-521.

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2016The 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.

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2017Finance-Growth Nexus in Bangladesh? An Empirical Analysis. (2017). Amin, Sakib Bin ; Hossain, Ridwan Mosharraf . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:152-163.

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2017Exploring the Returns and Volatility Spillover Effect in Taiwan and Japan Stock Markets. (2017). Peng, Chi-Lu ; Wang, Cheng-Te ; Tsai, Chin-Chang ; Chung, Chi-Fu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:175-187.

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2016Inflation 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.

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2016Alleviating Poverty through Micro Finance: Nigerias Experience. (2016). Lawanson, Olukemi I. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2016:p:153-161.

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2016Chinese 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.

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2017Revisiting the Causal Nexus between Defense Expenditure and Economic Growth: Time Series Analysis for Saudi Arabia. (2017). Ping, Guo ; Saud, Alotaish Mohammed . In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:35-43.

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2017Effect of Government Human Capital Investment on Economic Growth in Sub-Saharan Africa: Evidence from Nigeria, South Africa and Ghana (1980-2013). (2017). Obialor, Michael C. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2017:p:328-339.

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2017Australian 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.

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2017The 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.

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2016Consumer 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.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom . In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2016Unit Root Testing in ARMA Models: A Likelihood Ratio Approach. (2016). Hernandez, Juan ; Juan, Hernandez . In: Working Papers. RePEc:bdm:wpaper:2016-03.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2016Gross 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.

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2016Rationality 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.

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2017Arbitrage 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.

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2016THE DEBT OVERHANG HYPOTHESIS: EVIDENCE FROM PAKISTAN. (2016). Ullah, Irfan ; Nadeem, Jan ; Ur, Rahman Zia ; Irfan, Ullah ; Imran, Shah Muhammad . In: Studies in Business and Economics. RePEc:blg:journl:v:11:y:2016:i:1:p:140-151.

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2016RE-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.

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2017HAVE FINANCIAL STABILITY CONCERNS CHANGED THE PRIORITY OF THE CENTRAL BANK OF THE REPUBLIC OF TURKEY?. (2017). koçak, emrah ; Emrah, Kocak ; Umit, Bulut ; Ekrem, Erdem . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:35-45.

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2017THE EFFECT OF INFLATION ON FINANCIAL DEVELOPMENT INDICATORS IN IRAN (2000-2015). (2017). Mahyar, Hami . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:53-62.

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2017The Fiscal Impacts of Privatization Reforms in Pakistan: A Dynamic Analysis. (2017). Qureshi, Abdul Aleem ; Ahmed, Mohsin Hasnain ; Iftikhar, Syed Faizan . In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:1:p:17-32.

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2017The Future of Money: Liquidity co-movement between financial institutions and real estate firms: evidence from China. (2017). Huang, Sheng ; Xie, RU ; Williams, Jonathan . In: Working Papers. RePEc:bng:wpaper:17004.

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2017Money-Multiplier Shocks. (2017). Ireland, Peter ; Benati, Luca. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:933.

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2016The Demand for Divisia Money: Theory and Evidence. (2016). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2016Leverage dynamics and the burden of debt. (2016). Juselius, John ; Drehmann, Mathias. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_003.

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2016Underinvestment and unemployment: the double hazard in the euro area. (2016). Christodoulakis, Nicos ; Axioglou, Christos . In: Working Papers. RePEc:bog:wpaper:205.

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2016Structural and cyclical factors of Greece’s current account balances: a note. (2016). Bardakas, Ioanna C. In: Working Papers. RePEc:bog:wpaper:206.

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2017Is there accuracy of forward freight agreements in forecasting future freight rates? An empirical investigation. (2017). Kasimati, Evangelia ; Veraros, Nikolaos . In: Working Papers. RePEc:bog:wpaper:230.

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2016A 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.

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2016Concepts 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.

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2016The 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.

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2017Assessing 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.

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2016International 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.

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2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Μπραγουδάκης, Ζαχαρίας ; Bragoudakis, Zacharias ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1.

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2016Testing 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.

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2016Testing 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.

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2016VAR / 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.

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2016Big Data Analytics: A New Perspective. (2016). Pesaran, M ; Kapetanios, G ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1611.

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2016Alternative Asymptotics for Cointegration Tests in Large VARs. (2016). Wang, Chen . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1637.

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2016Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated. (2016). Reed, W.. In: Working Papers in Economics. RePEc:cbt:econwp:16/01.

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

Works by Soren Johansen:


YearTitleTypeCited
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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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2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Working Papers.
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2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
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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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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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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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2011Some econometric results for the Blanchard-Watson bubble model In: CREATES Research 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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2012The role of initial values in nonstationary fractional time series models In: CREATES Research Papers.
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2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
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2016Data 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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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 Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers.
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2017Testing the CVAR in the fractional CVAR model In: CREATES Research Papers.
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2017Testing the CVAR in the fractional CVAR model.(2017) In: Working Papers.
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2008Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review.
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2007Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression.(2007) In: Discussion Papers.
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2003The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model In: Journal of Time Series Analysis.
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2012Paul Johansen, The First Chairman of Astin has Died In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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