Soren Johansen : Citation Profile

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

33

H index

47

i10 index

27782

Citations

RESEARCH PRODUCTION:

55

Articles

124

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 793
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 576.    Total self citations: 79 (0.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo35
   Updated: 2025-07-12    RAS profile: 2023-05-08    
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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 Soren Johansen.

Is cited by:

Shahbaz, Muhammad (287)

Gil-Alana, Luis (174)

Hendry, David (171)

Ericsson, Neil (155)

Kouretas, Georgios (142)

Caporale, Guglielmo Maria (140)

Masih, Abul (139)

Paruolo, Paolo (126)

Nielsen, Morten (123)

GUPTA, RANGAN (117)

Pesaran, Mohammad (104)

Cites to:

Hendry, David (49)

Nielsen, Bent (33)

juselius, katarina (25)

Rahbek, Anders (18)

Nielsen, Morten (18)

Campbell, John (16)

Shiller, Robert (15)

Krolzig, Hans-Martin (14)

Engle, Robert (14)

Saikkonen, Pentti (13)

Santos, Carlos (12)

Main data

Where Soren Johansen has published?

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

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of Economics48
Economics Working Papers / European University Institute8
Working Paper / Economics Department, Queen's University7
Economics Series Working Papers / University of Oxford, Department of Economics4
Working Papers Series / Institute for New Economic Thinking3
Discussion Papers / Statistics Norway, Research Department2

Recent works citing Soren Johansen (2025 and 2024)

YearTitle of citing document
2024Long-run relationship between insurance premiums and driving factors in Mongolia. (2024). Galaa, Burmaa ; Byambajav, Enkhamgalan ; Myagmar-Ochir, Amarbayasgalan ; Woo, Kai-Yin ; Tsendsuren, Saruultuya. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:116-136.

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2024Gendered Study Choice and Prestige of Professions: France in the Long 20th Century. (2024). DIEBOLT, Claude ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:05-24.

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2025Macro analysis of linkages between export, import and economic growth: evidence from the Indian economy. (2025). , Rajendran. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:289-302.

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2024Governance Quality and Remittances in Nigeria: An Empirical Investigation. (2024). Akanbi, Saad Babatunde ; Yusuf, Abdulfatai Adekunle. In: African Journal of Economic Review. RePEc:ags:afjecr:344147.

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2024Cointegration Analysis of the Worlds Black Pepper Export Market Among Major Producers. (2024). Allan, R ; Rosli, A ; Daud, A. In: ASEAN University for Sustainable Food System, Faculty of Economics, Kasetsart University, Bangkok, Thailand, April 18-19, 2024. RePEc:ags:asea24:344439.

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2024Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344294.

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2024Trade policies and the transmission of international to domestic prices. (2024). von Cramon-Taubadel, Stephan ; Kastens, Lina ; Hoffmann, Clemens ; Vportugal-Perez, Alberto. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344313.

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2024Onion Market Dynamics: Integration and Price Transmission across Key Indian Markets. (2024). Srivastava, Shivendra Kumar ; Nayak, Harshitha S. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344319.

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2024Testing Possible Causes of Asymmetric Price Transmission Behavior of Major Importers of U. S. Wheat. (2024). Johnson, Michael ; Ajewole, Kayode. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344396.

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2024Food Price Volatility in India. (2024). Sharma, Purushottam ; Paul, Ranjit Kumar ; Yeasin, MD ; Meena, Dinesh Chand ; Anwer, Md Ejaz. In: Policy Papers. RePEc:ags:icar24:349209.

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2024An Empirical Investigation of the Relationship Between Foreign Direct Investment and Unemployment Rate in Azerbaijan: An ARDL approach. (2024). Karimov, Mehman. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356813.

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2024The Impact of Bank Credit on Economic Growth in Lao PDR. (2024). Homsombath, Philavanh ; Souvannasouk, Vannasinh ; Sisengnam, Keuangkham ; Sykhanthong, Sengsulixay. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356817.

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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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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2024Market Integration of Small-Scale Farms: Exploring the Bambara Groundnut Markets in Nigeria. (2024). Uche, Udemba Klinsmann ; David, Ude Kingsley ; Benjamin, Okpukpara ; Nkechi, Agbo Josephine. In: Journal of Agriculture and Crops. RePEc:arp:jacarp:2024:p:11-19.

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2024Do Depth, Accessibility, and Efficiency of Financial Institutions Matter for Renewable Energy Development in Azerbaijan?. (2024). PATA, Uğur ; Kartal, Mustafa Tevfik. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:1:p:42-50.

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2024The Impact of Dirty and Clean Energy Consumption on Carbon Emissions in Azerbaijan. (2024). Musayev, Gunduz. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:76-88.

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2024The Impact of Renewable and Non-Renewable Energy Consumption on CO2 Emissions in Türkiye: Evidence from Augmented ARDL Approach. (2024). Gezdim, Seyhat Bayrak ; Huseynov, Adil. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:89-103.

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2024The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2025High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2024What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate. (2024). Chevillon, Guillaume ; Kurita, Takamitsu. In: Papers. RePEc:arx:papers:2307.05818.

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2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875.

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2024Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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2025Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038.

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2024Estimation with Pairwise Observations. (2024). Matyas, Laszlo ; Chan, Felix. In: Papers. RePEc:arx:papers:2401.11229.

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2024Inference for Two-Stage Extremum Estimators. (2024). Houndetoungan, Aristide ; Maoude, Abdoul Haki. In: Papers. RePEc:arx:papers:2402.05030.

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2024Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2402.08108.

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2025). Kilincc, Mustafa R ; Massmann, Michael. In: Papers. RePEc:arx:papers:2404.12882.

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2024The Economy and Public Diplomacy: An Analysis of RTs Economic Content and Context on Facebook. (2024). Massignan, Virginia ; Chen, Keyu Alexander ; el Damanhoury, Kareem ; Villa-Turek, Esteban ; Winkler, Carol K ; Lokmanoglu, Ayse D. In: Papers. RePEc:arx:papers:2405.01798.

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2024SVARs with breaks: Identification and inference. (2024). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2405.04973.

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2024The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982.

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2024Inflation Determinants in Argentina (2004-2022). (2024). Zack, Guido ; de la Vega, Pablo ; Calvo, Jimena ; Libman, Emiliano. In: Papers. RePEc:arx:papers:2405.20822.

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2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions. (2024). Sua, Lutfu S ; Huang, Jun ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2406.07525.

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2024Automated Market Making and Decentralized Finance. (2024). Monga, Marcello. In: Papers. RePEc:arx:papers:2407.16885.

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2024Vela: A Data-Driven Proposal for Joint Collaboration in Space Exploration. (2024). Cornelius, Jason K ; Dinkel, Holly M. In: Papers. RePEc:arx:papers:2408.04730.

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2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

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2024Canonical Correlation Analysis: review. (2024). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2411.15625.

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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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2024A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages. (2024). Boyd, Stephen ; Schmelzer, Thomas ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02660.

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

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2025On (in)consistency of M-estimators under contamination. (2025). Nielsen, Bent ; Klooster, Jens. In: Papers. RePEc:arx:papers:2502.09145.

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2025Maines Forestry and Logging Industry: Building a Model for Forecasting. (2025). Crawley, Andrew ; Daigneault, Adam ; Gendron, Jonathan. In: Papers. RePEc:arx:papers:2503.06087.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Has the Paris Agreement Shaped Emission Trends? A Panel VECM Analysis of Energy, Growth, and CO$_2$ in 106 Middle-Income Countries. (2025). Hassan, Md Sharif ; Amin, Mohammad Bin ; Ol, Judit. In: Papers. RePEc:arx:papers:2503.14946.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Forecasting Impacts to the Forest Sector: An Analysis of Key U.S. States and Industries. (2025). Gendron, Jonathan ; Daigneault, Adam. In: Papers. RePEc:arx:papers:2503.23569.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratios. (2025). Smith, Ronald ; Pesaran, Mohammad ; Chudik, Alexander. In: Papers. RePEc:arx:papers:2506.02135.

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2024Vector Error Correction Models with Stationary and Nonstationary Variables. (2024). Chen, PU. In: Economic Analysis Letters. RePEc:bba:j00004:v:3:y:2024:i:2:p:34-47:d:299.

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2024Exploring the Dynamics of Okun€™s Law: Youth Unemployment and Economic Growth in ASEAN-5 Economies. (2024). Salehhin, Muhamad Amirul ; Othman, Kamarudin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:450-464.

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2024Trans-Atlantic Transmission of Inflation Rate Shocks: Any Macroeconomic Concern for Nigeria?. (2024). Ideh, Timothy Ogbemudiare ; Egbunike, Innocent Ifeanacho ; Adonike, Kingsley Chidera ; Agu, Anthony O. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:11:p:743-755.

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2024Corporate Eco-Efficiency and Performance of Oil and Gas Companies in Nigeria: An Empirical Examination. (2024). Ifeanyichukwu, Nwufo Christopher ; Etibensi, Jackson Edet. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:3:p:2176-2192.

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2024Real Sector Development and Poverty Reduction in Nigeria. (2024). Ebisine, Lubo ; Ayibazuomuno, Donny Marclary. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:8:p:1817-1829.

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2024Impact of Financial Inclusion in Line with Mobile Money on Currency in Circulation. (2024). Kaluba, Temwa Joshua ; Kaira, Benjamin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:9:p:3593-3604.

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2025Does United Kingdom€™s Focus on Climate Technologies, Municipal Waste Treatment, and Economic Development aligns with its 2030 Nationally Determined Contributions (NDCs)?. (2025). Ofori, Kwabena ; Agyare, Frank Yeboah ; Agyemang, Eric Tieku. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:330-352.

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2025Testing the Environmental Kuznets Curve and Pollution Haven Hypothesis: Using the dynamic Interaction of Macroeconomic Variables in Zambia. (2025). Musantu, John ; Banda, Nailess. In: American Journal of Economics. RePEc:bfy:ojtaje:v:9:y:2025:i:1:p:49-75:id:2677.

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2024Macroeconomic Variables€™ Impact on Rental Rate in the United Kingdom Islamic Home Financing Using Bound Cointegration Test. (2024). Salihu, Jamilu. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:10:p:635-647.

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2024Agri‐food trade channel and the ASEAN macroeconomic impacts from output and price shocks. (2024). Raghavan, Mala ; DEVADASON, EVELYN ; Khan, Faisal. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:1:p:5-26.

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2024Impact of the Ruble exchange rate regime and Russias war in Ukraine on wheat prices in Russia. (2024). Yugay, Stanislav ; Svanidze, Miranda ; Gotz, Linde. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:384-411.

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2024Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497.

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2024Tourism‐induced growth and quality of life: the Singapore story. (2024). Wood, Jacob ; Tan, Sook Rei ; Jang, Haejin ; Li, Changtai ; Wong, Caroline. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:38:y:2024:i:1:p:204-224.

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2024Employment and technology: Creative creation or creative destruction? An asymmetric analysis. (2024). Irandoust, Manuchehr. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:2:p:201-219.

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2024How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282.

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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

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2024Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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2024Forecasting the UK top 1% income share in a shifting world. (2024). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:1047-1074.

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2024Follow the leader? The long‐run interaction between public and private sector wage growth in the UK. (2024). Hantzsche, Arno ; Dolton, Peter. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:837-879.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193.

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2024Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2024). Swensen, Anders Rygh ; Johansen, Sren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:248-268.

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2024Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330.

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2024Interest rate, price level, and the inflation rate: Evidence from the UK during the gold standard regimes. (2024). Choudhry, Taufiq. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:1:p:20-39.

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2024A Brief History of General‐to‐specific Modelling. (2024). Hendry, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20.

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2024Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540.

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2024A computable general equilibrium model of the monetary policy implications for financial stability in South Africa. (2024). Beyers, Conrad ; Esselmensah, Kojo A ; Tsomocos, Dimitrios P. In: South African Journal of Economics. RePEc:bla:sajeco:v:92:y:2024:i:4:p:415-443.

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2024Foreign trade and economic performance in China, 1860–1911. (2024). Mengge, Lisha. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:14.

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2024Food Price Inflation in the United States as a Complex Dynamic Economic System. (2024). Senarath, Dharmasena ; Faith, Parum. In: Journal of Agricultural & Food Industrial Organization. RePEc:bpj:bjafio:v:22:y:2024:i:2:p:113-132:n:1002.

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2025Estimating the Size of Fiscal Multipliers in the WAEMU Area. (2025). Aniwar, Konat ; Juste, Som. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:16:n:1002.

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2025Property Registration and Economic Growth: Evidence from Colonial Korea. (2025). Zonghie, Han. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:18:n:1001.

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2025Hypothesis Testing on Invariant Subspaces of Non-Symmetric Matrices with Applications to Network Statistics. (2025). Simons, J R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2530.

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2024Learning about the Long Run. (2024). Nakamura, Emi ; Farmer, Leland E ; Steinsson, JN. In: Department of Economics, Working Paper Series. RePEc:cdl:econwp:qt0tn1s1hp.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11017.

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2024“My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets. (2024). Wadud, Sania ; Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11029.

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2024Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Carmona-Gonzlez, Nieves ; Martin-Valmayor, Miguel A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11409.

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2025Testing for Persistence in Real House Prices in 47 Countries from the OECD Database. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Dominguez, Alfonso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11662.

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2025Earthquakes and Stock Market Performance: Evidence from Japan. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Muoz, Leyre. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11822.

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2025Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio. (2025). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11927.

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2024Acumulación regulatoria y crecimiento económico: una aproximación empírica para Colombia. (2024). Robledo, Jacobo Campo ; Meja, Jos Libardo. In: Revista Desarrollo y Sociedad. RePEc:col:000090:021222.

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2024Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations. (2024). Ceballos, Hermilson Velasquez ; Rendon, Alvaro Hurtado ; Barrera, Alejandro Pinilla. In: Documentos de Trabajo de Valor Público. RePEc:col:000122:000002.

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2024Foreign Direct Investment and Economic Growth in the Pacific Alliance countries. (2024). Velasquez, Libardo Rojas ; Chila, Blademir Quiguanas. In: Revista Finanzas y Politica Economica. RePEc:col:000443:021241.

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2025Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845.

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202540 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122.

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2024Teaching Financial Econometrics to Students Converting to Finance. (2024). Yu, Jun ; Phillips, Peter ; Martin, Vance ; Hurn, Stan. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2397.

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2024The short- and long-term determinants of fertility in Uruguay. (2024). Antón, José Ignacio ; Antn, Jos-Ignacio ; Triunfo, Patricia ; Ferre, Zuleika. In: Demographic Research. RePEc:dem:demres:v:51:y:2024:i:10.

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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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2024CRECIMIENTO ECONÓMICO Y GASTO MILITAR EN EL ECUADOR: UN ENFOQUE DE COINTEGRACIÓN Y CAUSALIDAD, 1960-2019. (2024). Correa-Quezada, Ronny ; Cueva-Jimenez, Maria Gabriela ; Cueva-Rodriguez, Lucia ; Tulcanaza-Prieto, Ana Belen. In: Regional and Sectoral Economic Studies. RePEc:eaa:eerese:v:24:y2024:i:1_6.

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2024A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong. (2024). MESTRE, Roman ; Zhou, Yang Mestre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00816.

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2024Relationship between labor force participation and unemployment in Pakistan. (2024). Amjad, Sadaf ; Said, Rusmawati ; Khan, Muhammad Zaheer. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00801.

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2025Income elasticity of the main taxes in Mexico and fiscal loss during the COVID-19 pandemic. (2025). Roque, Brian ; Ventosa-Santaulria, Daniel ; Hernndez, Juan Ramn. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00515.

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Works by Soren Johansen:

YearTitleTypeCited
2007Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers.
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2010Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics.
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2007Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers.
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2007Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers.
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2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
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2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
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2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
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2007Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers.
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2007Correlation, Regression, and Cointegration of Nonstationary Economic Time Series.(2007) In: Discussion Papers.
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2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
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2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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2007Exact rational expectations, cointegration, and reduced rank regression In: CREATES Research Papers.
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2007Exact Rational Expectations, Cointegration, and Reduced Rank Regression.(2007) In: Discussion Papers.
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2008Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate In: CREATES Research Papers.
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2007Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate.(2007) In: Discussion Papers.
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2008An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers.
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2008An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics Papers.
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2009A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings In: CREATES Research Papers.
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2008A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers.
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2009On a numerical and graphical technique for evaluating some models involving rational expectations In: CREATES Research Papers.
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2009On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations.(2009) In: Discussion Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli In: CREATES Research Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Discussion Papers.
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2010Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli.(2010) In: Economics Papers.
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2010Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers.
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2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica.
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2010Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers.
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2010Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper.
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2010The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level In: CREATES Research Papers.
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2010The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level.(2010) In: Discussion Papers.
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2011The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level.(2011) In: DSS Empirical Economics and Econometrics Working Papers Series.
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2010A necessary moment condition for the fractional functional central limit theorem In: CREATES Research Papers.
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2012A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM.(2012) In: Econometric Theory.
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2010A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers.
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2010A Necessary Moment Condition For The Fractional Functional Central Limit Theorem.(2010) In: Working Paper.
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2010An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers.
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2010An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers.
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2011An extension of cointegration to fractional autoregressive processes In: CREATES Research Papers.
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2010An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers.
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2011Some econometric results for the Blanchard-Watson bubble model In: CREATES Research Papers.
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2011Some Econometric Results for the Blanchard-Watson Bubble Model.(2011) In: Discussion Papers.
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2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
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2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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2011Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers.
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2011Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers.
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2011Asymptotic theory for iterated one-step Huber-skip estimators In: CREATES Research Papers.
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2011Asymptotic theory for iterated one-step Huber-skip estimators.(2011) In: Discussion Papers.
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2012The Selection of ARIMA Models with or without Regressors In: CREATES Research Papers.
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2012The Selection of ARIMA Models with or without Regressors.(2012) In: Discussion Papers.
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2012The role of initial values in nonstationary fractional time series models In: CREATES Research Papers.
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2012The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers.
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2013Asymptotic analysis of the Forward Search.(2013) In: Economics Papers.
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2014Times Series: Cointegration In: CREATES Research Papers.
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2014Times Series: Cointegration.(2014) In: Discussion Papers.
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2014Outlier detection algorithms for least squares time series regression In: CREATES Research Papers.
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2014Outlier detection algorithms for least squares time series regression.(2014) In: Economics Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
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2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
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2015Data revisions and the statistical relation of global mean sea-level and temperature In: CREATES Research Papers.
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2015DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE.(2015) In: Discussion Papers.
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2016Tightness of M-estimators for multiple linear regression in time series In: CREATES Research Papers.
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2016The cointegrated vector autoregressive model with general deterministic terms In: CREATES Research Papers.
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2018The cointegrated vector autoregressive model with general deterministic terms.(2018) In: Journal of Econometrics.
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2016The cointegrated vector autoregressive model with general deterministic terms.(2016) In: Discussion Papers.
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2016The Cointegrated Vector Autoregressive Model With General Deterministic Terms.(2016) In: Working Paper.
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2017Cointegration between trends and their estimators in state space models and CVAR models In: CREATES Research Papers.
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2017Cointegration between trends and their estimators in state space models and CVAR models.(2017) In: Discussion Papers.
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2017The role of cointegration for optimal hedging with heteroscedastic error term In: CREATES Research Papers.
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2017The role of cointegration for optimal hedging with heteroscedastic error term.(2017) In: Discussion Papers.
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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles In: CREATES Research Papers.
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2017Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles.(2017) In: Econometrics.
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2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles.(2017) In: Discussion Papers.
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2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers.
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2017THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT.(2017) In: Discussion Papers.
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2017The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment.(2017) In: Working Papers Series.
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2017Testing the CVAR in the fractional CVAR model In: CREATES Research Papers.
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2018Testing the CVAR in the Fractional CVAR Model.(2018) In: Journal of Time Series Analysis.
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2017Testing the CVAR in the fractional CVAR model.(2017) In: Discussion Papers.
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2017Testing The Cvar In The Fractional Cvar Model.(2017) In: Working Paper.
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2018Nonstationary cointegration in the fractionally cointegrated VAR model In: CREATES Research Papers.
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2019Nonstationary Cointegration in the Fractionally Cointegrated VAR Model.(2019) In: Journal of Time Series Analysis.
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2018Nonstationary cointegration in the fractionally cointegrated VAR model.(2018) In: Discussion Papers.
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2018Nonstationary Cointegration In The Fractionally Cointegrated Var Model.(2018) In: Working Paper.
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2019The analysis of marked and weighted empirical processes of estimated residuals In: CREATES Research Papers.
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2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Discussion Papers.
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2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Papers.
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2019The analysis of marked and weighted empirical processes of estimated residuals.(2019) In: Economics Series Working Papers.
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2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals In: CREATES Research Papers.
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2019PARENTING VALUES MODERATE THE INTERGENRATIONAL TRANSMISSION OF TIME PREFERENCES.(2019) In: Discussion Papers.
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2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Papers.
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2019Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals.(2019) In: Economics Series Working Papers.
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2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood In: CREATES Research Papers.
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2019SUBJECTIVE MODELS OF THE MACROECONOMY: EVIDENCE FROM EXPERTS AND A REPRESENTATIVE SAMPLE.(2019) In: Discussion Papers.
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2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Papers.
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2019Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood.(2019) In: Economics Series Working Papers.
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2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models In: CREATES Research Papers.
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2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models.(2021) In: Discussion 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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2001The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model.(2001) In: Economics Working Papers.
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1990Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money. In: Oxford Bulletin of Economics and Statistics.
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1992Determination of Cointegration Rank in the Presence of a Linear Trend. In: Oxford Bulletin of Economics and Statistics.
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1991Determination of Cointegration Rank in the Presence of a Linear Trend..(1991) In: Helsinki - Department of Economics.
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2005Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model In: Oxford Bulletin of Economics and Statistics.
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2002Discussion In: Scandinavian Journal of Statistics.
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2016Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics.
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2016Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models In: Scandinavian Journal of Statistics.
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2011On a Graphical Technique for Evaluating Some Rational Expectations Models In: Journal of Time Series Econometrics.
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1995A Stastistical Analysis of Cointegration for I(2) Variables In: Econometric Theory.
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1991A Statistical Analsysis of Cointegration for I(2) Variables..(1991) In: Helsinki - Department of Economics.
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2000A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS In: Econometric Theory.
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1999A Bartlett Correction Factor for Tests on the Cointegrating Relations..(1999) In: Economics Working Papers.
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2005A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES In: Econometric Theory.
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2008A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES In: Econometric Theory.
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2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
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2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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2016THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS In: Econometric Theory.
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2012The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models.(2012) In: Working Paper.
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2019BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES In: Econometric Theory.
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1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models. In: Econometrica.
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2002A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model In: Econometrica.
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1999Some tests for parameter constancy in cointegrated VAR-models In: Econometrics Journal.
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2000Cointegration analysis in the presence of structural breaks in the deterministic trend In: Econometrics Journal.
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2004More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term In: Econometrics Journal.
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1999A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors..(1999) In: Economics Working Papers.
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2006Statistical analysis of hypotheses on the cointegrating relations in the I(2) model In: Journal of Econometrics.
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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.
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2013Least squares estimation in a simple random coefficient autoregressive model In: Journal of Econometrics.
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1992Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model.(1992) In: Discussion Papers.
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1995Identifying restrictions of linear equations with applications to simultaneous equations and cointegration In: Journal of Econometrics.
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1997Likelihood Analysis of Seasonal Cointegration.(1997) In: Economics Working Papers.
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