katarina juselius : Citation Profile

Københavns Universitet

21

H index

31

i10 index

8978

Citations

RESEARCH PRODUCTION:

40

Articles

69

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   37 years (1985 - 2022). See details.
   Cites by year: 242
   Journals where katarina juselius has often published
   Relations with other researchers
   Recent citing documents: 138.    Total self citations: 47 (0.52 %)

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   Permalink: http://citec.repec.org/pju54
   Updated: 2025-03-15    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

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

Is cited by:

Shahbaz, Muhammad (127)

Masih, Abul (70)

Kouretas, Georgios (66)

Beckmann, Joscha (54)

Fedderke, Johannes (45)

Ericsson, Neil (44)

Bessler, David (38)

Georgoutsos, Dimitris (38)

Johansen, Soren (37)

Odhiambo, Nicholas (37)

MacDonald, Ronald (37)

Cites to:

Johansen, Soren (82)

Colander, David (28)

Rahbek, Anders (22)

Rogoff, Kenneth (18)

Hendry, David (17)

Hoover, Kevin (15)

Paruolo, Paolo (15)

Hommes, Cars (14)

Fanelli, Luca (13)

Spanos, Aris (12)

Taylor, Mark (12)

Main data

Production by document typearticlebookpaperchapter198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202,5005,0007,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents123456789101112131415161718192021222302,5005,0007,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where katarina juselius has published?

Journals with more than one article published# docs
Journal of Econometrics5
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020)5
Econometrics4
Oxford Bulletin of Economics and Statistics3
The Energy Journal2
Empirical Economics2
Journal of International Money and Finance2
Econometric Theory2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics50
Economics Discussion Papers / Kiel Institute for the World Economy (IfW Kiel)4
WIDER Working Paper Series / World Institute for Development Economic Research (UNU-WIDER)2

Recent works citing katarina juselius (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The Changing Drivers of Food Inflation – Macroeconomics, Inflation, and War. (2024). von Braun, Joachim ; Kornher, Lukas ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:340561.

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2024Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2025The Global Carbon Budget as a cointegrated system. (2024). Nielsen, Morten ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2412.09226.

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2025Critical Mathematical Economics and the Model-theoretic Foundations of Controversies in Economic Policy. (2025). Buchner, Johannes. In: Papers. RePEc:arx:papers:2502.06015.

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2024.

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2024.

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2024.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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2024The quantity theory of money, 1870-2020. (2024). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20242940.

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2024The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir ; Shen, Qian. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28.

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2024An Empirical Analysis of Trade Market Dynamics on CO2 Emissions: A Study of GCC Economies. (2024). Suleman, Shahida ; Sohail, Mariam ; Nawaz, Farrukh ; Wing, Calvin Cheong ; Thas, Hassanudin Mohd ; Kayani, Umar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-12.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024Semiparametrically optimal cointegration test. (2024). Zhou, BO. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001611.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024Inflationary oil shocks, fiscal policy, and debt dynamics: New evidence from oil-importing OECD economies. (2024). Banerjee, Joshua J. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007478.

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2024U.S. light tight oil supply flexibility - A multivariate dynamic model for production and rig activity. (2024). Storrosten, Halvor Briseid. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400094x.

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2024A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy. (2024). Petitjean, Mikael ; Ansaram, Karishma. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001142.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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2024Investigating power outages in Pakistan. (2024). Jamil, Faisal ; Ahmad, Hafsa. In: Energy Policy. RePEc:eee:enepol:v:189:y:2024:i:c:s030142152400137x.

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2024Renewable energy solutions to the lack of access to electricity in conflict-ridden countries: A case study of Yemen. (2024). Matallah, Amal ; Zerigui, Khadidja. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224010065.

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2024Determining the effectiveness of the forest load capacity factor in assisting decarbonization in India. (2024). Pata, Ugur Korkut. In: Forest Policy and Economics. RePEc:eee:forpol:v:166:y:2024:i:c:s1389934124001357.

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2024.

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2024Cross-hedging wild salmon prices. (2024). Roll, Kristin H ; Nygaard, Rune. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000096.

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2024Unraveling the role of Financial Risk, social globalization and Economic Risk towards attaining sustainable environment in China: Does resources curse still holds. (2024). Li, Zhijun ; Wang, Zhenbo ; Rong, Liu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010863.

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2024How geopolitical risk and economic policy uncertainty impact coal, natural gas, and oil rent? Evidence from China. (2024). Gao, KE ; Huang, Yan ; Zhou, Bingjun ; Luo, Chunyang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011042.

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2024Empirical analysis of investment in Pakistan’s upstream sector. (2024). Jamil, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012011.

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2024Nexus among natural resources, environmental sustainability, and political risk: Testing the load capacity factor curve hypothesis. (2024). Yang, Can ; Wang, Tingdong ; Fang, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001582.

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2024Sustainable education index and copper trade interconnections. (2024). Lou, Yanqiang. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006834.

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2024Unraveling causal dynamics: Exploring resource efficiency and biomass utilization in Malaysias context. (2024). Awosusi, Abraham Ayobamiji ; Ramzan, Muhammad ; Zhang, Shuyue ; Ojekemi, Opeoluwa Seun ; Eweade, Babatunde Sunday. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004336.

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2024Environmental higher education, formal finance, energy security risk, and renewable energy investment in China: An aggregate and disaggregate analysis. (2024). Ullah, Sana ; Zeng, Qingrui ; Hafeez, Muhammad ; Sher, Falak. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011704.

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2024The changing dynamics of crypto mining and environmental impact. (2024). Chavali, Kavita ; Mamidala, Vasanthi ; Kumari, Pooja ; Behl, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:940-953.

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2024The interconnectedness of European Banking and Shadow Banking for sustainable development goals: Insights from a network GVAR model. (2024). Samitas, Aristeidis ; Christopoulos, Apostolos ; Dokas, Ioannis ; Xidonas, Panos ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000242.

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2024A Long-Term CO 2 Emission Forecasting Under Sustainability Policy Using an Advanced Model Complementing the PAARIMAX Framework. (2024). Wattana, Supannika ; Luo, Jianhui ; Thanarak, Prapita ; Sa-Ngiamvibool, Worawat ; Sutthichaimethee, Pruethsan. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:12:p:2342-:d:1548763.

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2025Assessing the Sustainability of Southeast Asia’s Energy Transition: A Comparative Analysis. (2025). Ifa, Adel ; Derouez, Faten. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:2:p:287-:d:1564370.

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2024GINI’s Odyssey in Greece: Econometric Analysis of Income Inequality, GDP, and Unemployment Through Economic Phases (Pre-Crisis, Crisis, Memoranda, and Post-Memoranda). (2024). Sakas, Damianos P ; Giannakopoulos, Nikolaos T ; Karountzos, Panagiotis ; Migkos, Stavros P ; Efthalitsidou, Kyriaki I. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:129-:d:1550330.

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2024Bioenergy for Sustainable Rural Development: Elevating Government Governance with Environmental Policy in China. (2024). Sohail, Muhammad Tayyab ; Li, Yue ; Ullah, Sana ; Zhang, Yanan. In: Land. RePEc:gam:jlands:v:13:y:2024:i:12:p:2147-:d:1540442.

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2024Pathway to a Sustainable Energy Economy: Determinants of Electricity Infrastructure in Nigeria. (2024). Lawal, Adedoyin Isola ; Daniel, Linda Nalini ; Elsantil, Yasmeen ; Ahmed, Adel ; Oseni, Ezekiel ; Tabash, Mosab I. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:7:p:2953-:d:1368916.

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2024Factors impacting consumer confidence: Evidence from China. (2024). Lu, Shaoyi ; Bouraoui, Taoufik. In: Post-Print. RePEc:hal:journl:hal-04818095.

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2024Investing energy transition future: a comprehensive assessment of financial and non-financial factors that affect access to capital. (2024). Dong, Zhongchao ; Du, Haiou. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09650-9.

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2024The Gibson Paradox and the Fisher Effect in Advanced and Emerging Economies. (2024). Serletis, Apostolos ; Islam, M M. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09746-1.

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2024Are Public Investment and Education Expenditures Productive in the Argentine Case? A FMOLS and DOLS Analysis, 1960-2019. (2024). Ramirez, Miguel. In: Business and Economic Research. RePEc:mth:ber888:v:14:y:2024:i:1:p:1-22.

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2024Mapping borrowers’ and lenders’ interactions according to their dark financial profiles. (2024). Mavoori, Hareesh ; Mesly, Olivier. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:12:y:2024:i:4:d:10.1057_s41270-023-00263-1.

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2024Revisited the role of foreign aid in capital formation: experience of South Asian countries. (2024). Khandelwal, Tarun ; Gupta, Deepa Jitendra ; Dash, Ranjan Kumar. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02709-y.

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2025Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?. (2025). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:123664.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2024Distributive Effects of Balance-of-Payments Constraints: A Theoretical and Empirical Analysis of Argentina (2004-2022). (2024). Garegnani, Maria Lorena ; Feldman, German David ; Dvoskin, Ariel. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0970.

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2024Effect of Exchange Rate Volatility on Exports: An Empirical Analysis of Disaggregated Data of the Indian Manufacturing Sector. (2024). Bhatt, K N. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:244-268.

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2024Intensive and Extensive Margins of Export Diversification as Strategies for Sustainable Economic Growth: Evidence from the Nigerian Economy. (2024). Young, Ademola Obafemi. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:187-224.

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2024Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach. (2024). Mallick, Lingaraj ; Behera, Smruti Ranjan ; Bhattacharya, Mita. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:279-308.

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2024Government Size and Corruption in Turkey. (2024). Teoman, Özgür ; Cavusoglu, Tarkan. In: Public Finance Review. RePEc:sae:pubfin:v:52:y:2024:i:6:p:910-927.

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2024Analysis of the Moderating Roles of Human and Physical Capital on the Impact of Foreign Aid on Economic Growth in Nigeria. (2024). Babalola, Sikiru Jimoh ; Ramakrishnan, Suresh ; Ehigiamusoe, Kizito Uyi ; Rahmat, Siti Rahyla ; Samsurijan, Mohamad Shaharudin. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241238630.

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2024Macroeconomic Factors and Jakarta Stock Exchange: A Comparative Analysis Pre- and Until the COVID-19 Pandemic. (2024). Marpaung, Netti Natarida ; Demi, Irene Rini. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241247894.

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2024Macroeconomic Determinants of Investment Decisions for Medium and Large Enterprises in Poland’s Manufacturing Sector. (2024). Kara, Dariusz ; Smole, Krzysztof ; Wielechowski, Micha ; Zajc, Adam Andrzej. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2024:i:4:p:74-92.

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

Works by katarina juselius:

Year  ↓Title  ↓Type  ↓Cited  ↓
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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This paper has nother version. Agregated cites: 4		paper
2009A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings In: CREATES Research Papers.
[Full Text][Citation analysis]		paper7
2008A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2010An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2010An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2008Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression In: American Economic Review.
[Full Text][Citation analysis]		article81
2007Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 81		paper
2005The Balassa-Samuelson effect and the wage, price and unemployment dynamics in Spain In: Working Papers.
[Full Text][Citation analysis]		paper0
The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain.() In: Working Papers on International Economics and Finance.
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2005The Balassa-Samuelson Effect and the Wage, Price and Unemployment Dynamics in Spain.(2005) In: Discussion Papers.
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2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
[Full Text][Citation analysis]		article287
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
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2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
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.() In: .
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.() In: .
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1998A Structured VAR for Denmark under Changing Monetary Regimes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article28
1990Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5684
1996An Empirical Analysis of the Changing Role of the German Bundesbank after 1983. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article25
1996An Empirical Analysis of the Changing Role of the German Bundesbank after 1983.(1996) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2014The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article83
2011The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis.(2011) In: WIDER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2015HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR In: Econometric Theory.
[Full Text][Citation analysis]		article2
2012Haavelmos Probability Approach and the Cointegrated VAR.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2015TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article5
2010Does it matter how aggregates are measured? The case of monetary transmission mechanisms in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper14
2010Testing 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]		article33
2014An asymptotic invariance property of the common trends under linear transformations of the data In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK In: Journal of Econometrics.
[Full Text][Citation analysis]		article806
1994Identification of the long-run and the short-run structure an application to the ISLM model In: Journal of Econometrics.
[Full Text][Citation analysis]		article295
1992Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model.(1992) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 295		paper
1995Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model In: Journal of Econometrics.
[Full Text][Citation analysis]		article150
1985Modelling short- and long-term effects in the aggregate demand for soft drinks In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2004International parity relationships between the USA and Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article67
2005Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article15
1992Domestic and foreign effects on prices in an open economy: The case of Denmark In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article75
1995Predictable and unpredictable components of the long-run growth in nominal prices In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2011On the Role of Theory and Evidence in Macroeconomics In: Chapters.
[Full Text][Citation analysis]		chapter2
2010On the Role of Theory and Evidence in Macroeconomics.(2010) In: Discussion Papers.
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In: .
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2004Inflation, Money Growth, and I(2) Analysis.(2004) In: Discussion Papers.
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2001Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data In: Economics Working Papers.
[Full Text][Citation analysis]		paper24
2001Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data.(2001) In: Discussion Papers.
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This paper has nother version. Agregated cites: 24		paper
1991Long-Run Relations in Australian Monetary Data. In: Australian National University - Department of Economics.
[Citation analysis]		paper4
1991Long-run Relations in Australian Monetary Data.(1991) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations In: Econometrics.
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2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge In: Econometrics.
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2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge.(2017) In: Discussion Papers.
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2008Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership.(2008) In: Economics Discussion Papers.
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2018The Greek crisis: A story of self-reinforcing feedback mechanisms.(2018) In: Economics Discussion Papers.
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1988Model Based Seasonal Extraction with both Deterministic and Stochastic Seasonality: Some Simulation Results In: Discussion Papers.
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1989Stationary Disequilibrium Error Processes in the Danish Money Market. An Application of ML Cointegration In: Discussion Papers.
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1990Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK In: Discussion Papers.
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1990Long-run Relations in a Well Defined Statistical Model for the Data Generating Process. Cointegration Analysis of the PPP and the UIP Relations In: Discussion Papers.
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1991Domestic and Foreign Effects on Prices in an Open Economy In: Discussion Papers.
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1991On the Duality between Long-run Relations and Common Trends in an Empirical Analysis of Aggregate Money Holdings In: Discussion Papers.
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1993VAR Modelling and Haavelmos Probability Approach to Macroeconomic Modelling In: Discussion Papers.
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1993VAR Modelling and Haavelmos Probability Approach to Macroeconomic Modelling..(1993) In: Empirical Economics.
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1993Do Purchasing Power Parity and Uncovered Interest Rate Parity Hold in the Long Run? - An Example of Likelihood in a Multivariate Time-Series Model In: Discussion Papers.
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1996A Structured VAR under Changing Monetary Policy In: Discussion Papers.
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1997Changing Monetary Transmission Mechanisms within the EU. In: Discussion Papers.
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1998Changing monetary transmission mechanisms within the EU.(1998) In: Empirical Economics.
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1999Do prices move together in the long run? An I(2) analysis of six price indices. In: Discussion Papers.
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1999Dynamic Models and Structural Shift: Monetary Transmission Mechanisms in Italy before and after EMS In: Discussion Papers.
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1999Models and Relations in Economics and Econometrics In: Discussion Papers.
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1999Models and relations in economics and econometrics.(1999) In: Journal of Economic Methodology.
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1999The Effect of Joining the EMS: Monetary Transmission Mechanisms in Spain In: Discussion Papers.
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2011Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson In: Cambridge Journal of Economics.
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2021Disequilibrium macroeconometrics In: Industrial and Corporate Change.
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2006The Cointegrated VAR Model: Methodology and Applications In: OUP Catalogue.
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2017Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US In: Journal of Applied Econometrics.
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2007Taking a DSGE Model to the Data Meaningfully.(2007) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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2009Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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2009Special Issue on Using Econometrics for Assessing Economic Models: An Introduction In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
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