Soren Johansen : Citation Profile

Are you Soren Johansen?

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

33

H index

46

i10 index

26408

Citations

RESEARCH PRODUCTION:

54

Articles

124

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 754
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 813.    Total self citations: 79 (0.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo35
   Updated: 2023-11-04    RAS profile: 2023-05-08    
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Relations with other researchers

Works with:

Berenguer-Rico, Vanessa (9)

Nielsen, Morten (7)

Rahbek, Anders (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 (282)

Hendry, David (158)

Ericsson, Neil (155)

Gil-Alana, Luis (144)

Kouretas, Georgios (142)

Masih, Abul (139)

Caporale, Guglielmo Maria (124)

Nielsen, Morten (122)

Paruolo, Paolo (118)

GUPTA, RANGAN (115)

Ali, Amjad (100)

Cites to:

Hendry, David (47)

Nielsen, Bent (33)

juselius, katarina (24)

Nielsen, Morten (18)

Rahbek, Anders (18)

Campbell, John (16)

Shiller, Robert (15)

Krolzig, Hans-Martin (14)

Engle, Robert (14)

Paruolo, Paolo (12)

Santos, Carlos (12)

Main data

Where Soren Johansen has published?

Journals with more than one article published# docs
Journal of Econometrics14
Econometric Theory9
Econometrics4
Journal of Time Series Analysis3
Oxford Bulletin of Economics and Statistics3
Scandinavian Journal of Statistics3
Econometrica3
Econometrics Journal3
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 (2023 and 2022)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2023Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30.

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2022Determinants of Domestic Bank Credit to Private sectors in Bangladesh: An Empirical Investigation. (2022). Islam, Didarul. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:65-74.

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2023Relationship between Inflation and Other Macro Economics Factors: Comparative Study of Germany, Japan and New Zealand. (2023). Imran, Muhammad Daniyal ; Khan, Uzair Hassan. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:76-87.

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2022Determinantes de la inflación en Argentina durante el período 2004-2022. (2022). de la Vega, Pablo ; Zack, Guido ; Calvo, Jimena. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4555.

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2022.

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2022Searching for Sustainable Footprints: Does ICT increase CO2 emissions?. (2022). Asongu, Simplice A ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/062.

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2022The impact of foreign direct investment on the economy of Bangladesh: A time-series analysis. (2022). Islam, Mohammed Saiful ; al Faisal, Mohammad Abdullah. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:123-142.

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2022Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174.

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2023Does the effectiveness of money supply and foreign direct investment determine the industrial growth performance in India?. (2023). Sahu, Praveen ; Sahoo, Mrutyunjaya. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:83-102.

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2022.

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2023.

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2023.

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2023.

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2022Loan syndication and cocoa production: Evidence from Ghana. (2022). Awuletey, Joyce Owusuaa ; Agbanyo, Richard ; Dziwornu, Raymond K ; Doku, James Ntiamoah. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:333972.

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2022Pastoral livestock market integration amidst improvements in physical and communication infrastructure: Evidence from northern Kenya. (2022). Muendo, Kavoi Mutuku ; Jensen, Nathaniel ; Chelanga, Philemon. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:333986.

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2022Does Defence Expenditure Affect Education and Health expenditures in Saharan Africa?. (2022). Assan, Maman Mai. In: African Journal of Economic Review. RePEc:ags:afjecr:330366.

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2023Oil Sector and Carbon Emissions in Nigeria: Asymmetry Analysis. (2023). Enisan, Akinlo A. In: African Journal of Economic Review. RePEc:ags:afjecr:333987.

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2022A Historical Cum Empirical Overview of Agriculture Spending and Output Nexus in India. (2022). Rymbai, Motika Sinha ; Mishra, Biswambhara ; Ahmad, Masroor ; Khanday, Shafi Ahmad ; Ul, Samir. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:327260.

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2023Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664.

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2023Does vertical asymmetric price transmission exist in the rice markets?. (2023). Indra, I ; Abd, Shabri M ; Masbar, Raja ; Arida, Agustina. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337424.

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2022.

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2022Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Agri-Tech Economics Proceedings. RePEc:ags:haaepr:335408.

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2022Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:335408.

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2023Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861.

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2022On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533.

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2022Exploring the Nexus between Domestic Consumption of Milled Rice (DCM) and the Gross Domestic Product (GDP) of Bangladesh. (2022). Hassan, Md Khalid ; Rahman, Md Atiqur. In: International Journal of Science and Business. RePEc:aif:journl:v:17:y:2022:i:1:p:21-30.

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2023Exploring the Impact of Inflation on Economic Development in Bangladesh. (2023). Rahman, Md Sayebur. In: International Journal of Science and Business. RePEc:aif:journl:v:19:y:2023:i:1:p:87-96.

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2022HOW DO THE MACROECONOMIC DETERMINANTS UNDERPIN THE CAPITAL MARKET DEVELOPMENT IN NORTH MACEDONIA?. (2022). Hristoski, Ilija ; Spaseska, Tatjana . In: Management and Marketing Journal. RePEc:aio:manmar:v:xx:y:2022:i:2:p:286-325.

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2022.

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2022Political instability and economic growth in Nigeria. (2022). Zubair, Taofeek Bidemi ; Arowolo, Omobola Hannah ; Akinlo, Taiwo. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202209.

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2023Foreign direct investment in Algeria: A theoretical and applied study. (2023). Mohammed, Daoudi. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202307.

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2022Impact of Human Capital on Poverty Reduction in Pakistan. (2022). Ali, Hashim ; Saeed, Muhammad Kashif ; Naweed, Rashid. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:419-428.

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2022The Impact of Economic Growth, Renewable Energy, Non-renewable Energy and Trade Openness on the Ecological Footprint and Forecasting in Turkiye: an Case of the ARDL and NMGM Forecasting Model. (2022). Amkaya, Serhat ; Topal, Samet ; Albayrak, Ozlem Karada. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:10:y:2022:i:2:p:139-154.

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2022Foreign Direct Investment and Inclusive Growth: The Role of the Financial Sector Development. (2022). Uko, Aham Kelvin ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:11:y:2022:i:2:p:144-162.

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2022Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2022Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2022Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context. (2021). Mehta, Ram ; Patni, Sujay ; Rawat, Dhruv. In: Papers. RePEc:arx:papers:2112.08071.

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2022TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design. (2022). Camara, Santiago. In: Papers. RePEc:arx:papers:2201.02916.

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2022Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal. (2022). Gautam, Madhu Sudan ; Bhusal, Aneel. In: Papers. RePEc:arx:papers:2202.00007.

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2022Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions. (2022). Jentsch, Carsten ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2204.01373.

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2022Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939.

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2023Generic Identifiability for REMIS: The Cointegrated Unit Root VAR. (2022). Deistler, Manfred ; Soegner, Leopold ; Gersing, Philipp. In: Papers. RePEc:arx:papers:2204.05952.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022The Econometrics of Financial Duration Modeling. (2022). Cavaliere, Giuseppe ; Vilandt, Frederik ; Rahbek, Anders ; Mikosch, Thomas. In: Papers. RePEc:arx:papers:2208.02098.

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2022Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang. In: Papers. RePEc:arx:papers:2209.05998.

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2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2023Fast Inference for Quantile Regression with Tens of Millions of Observations. (2022). Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae. In: Papers. RePEc:arx:papers:2209.14502.

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2022From Rules to Regs: A Structural Topic Model of Collusion Research. (2022). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2210.02957.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Mechanism of information transmission from a spot rate market to crypto-asset markets. (2022). Kaizoji, Taisei ; Yoshihara, Takeshi. In: Papers. RePEc:arx:papers:2211.16176.

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2023Climate change heterogeneity: A new quantitative approach. (2023). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Papers. RePEc:arx:papers:2301.02648.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023A Comparative Analysis of Forecasting Models Using Moroccan Economic Data: The Factor-Augmented Error Correction Model in Perspective. (2023). Marouane, Daoui. In: Papers. RePEc:arx:papers:2302.14180.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

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2023High-Dimensional Canonical Correlation Analysis. (2023). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2023What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Characterizing Correlation Matrices that Admit a Clustered Factor Representation. (2023). Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2308.05895.

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2023Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2022Rural Structural Transformation and Agricultural Productivity in Nigeria. (2022). Abiola, Abidemi ; Adefabi, Rasak A. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev8i2-2.

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2022Impact of Agriculture Land and Population Density on Economic Growth: An Empirical Evidence from India. (2022). Phougat, Sunil ; Singh, Kamaljit ; Kumar, Deepak. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:180-195.

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2023Foreign Direct Investment in the Quest for Poverty Reduction in Nigeria. (2023). Uko, Aham Kelvin ; Nkoro, Emeka. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:109-125.

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2022.

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2022Do Credits Affect Money Supply and Deposits, or Vice Versa, or Interconnected?. (2022). Hasanov, Mubariz ; Tiryaki, Goksel. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:217-245.

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2022Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach. (2022). Restrepo-Ángel, Sergio ; Garavito, Aaron ; Arcila-Agudelo, Leidy Viviana ; Restrepo-Angel, Sergio ; Garavito-Acosta, Aaron Levi ; Salazar-Diaz, Andrea. In: Borradores de Economia. RePEc:bdr:borrec:1221.

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2023.

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2022THE EFFECTS OF FDI NET INFLOW ON THE CURRENT ACCOUNT OF SOUTHEAST EUROPE COUNTRIES – A PANEL CAUSALITY ANALYSIS. (2022). Kovaevi, Radovan. In: Economic Annals. RePEc:beo:journl:v:67:y:2022:i:235:p:95-122.

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2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

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2022Property price dynamics and asymmetric effects of economic policy uncertainty: New evidence from the Australian capital cities. (2022). Dimovski, William ; Ali, Huson Joher ; Wadud, Ikm Mokhtarul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4359-4380.

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2022Bargaining power and risk from substitutability between products attributes the case of specialty eggs in Canada. (2022). Doyon, Maurice ; Tamini, Lota D ; Atozou, Baoubadi. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:155-169.

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2022The impact of Brazil on global grain dynamics: A study on cross?market volatility spillovers. (2022). Mallory, Mindy L ; Avileis, Felipe G. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:2:p:231-245.

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2022Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382.

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2023Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117.

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2022Consumption?based carbon emissions, renewable energy consumption, financial development and economic growth in Chile. (2022). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Gungor, Hasan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:1123-1137.

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2023Induced innovation and spillover effects of US and Canadian research expenditures in Canadian agriculture. (2023). Yu, Yan ; Clark, Stephen J ; Cechura, Lukas ; Tian, Qingsong. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:2:p:153-169.

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2022The Dynamics of Structural Transformation in Australia, 1960–2020. (2022). Martin, Vance L ; Chindamo, Philip. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:296-315.

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2023The role of sentiment in the US economy: 1920 to 1934. (2023). Nyman, Rickard ; Tuckett, David ; Landonlane, John ; James, Harold ; Kabiri, Ali. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:1:p:3-30.

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2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

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2022The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47.

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2022Does tourism increase CO2 emissions and health spending in Mexico? New evidence from nonlinear ARDL approach. (2022). Ullah, Irfan ; Fan, Yongxian ; Zeeshan, Muhammad ; Hussain, Arif ; Rehman, Alam. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:37:y:2022:i:1:p:242-257.

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2022Financial investments and commodity prices. (2022). Xu, David Xiaoyu ; Qiu, Zhigang ; Liu, Peng. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:637-661.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2022Estimating dynamic market efficiency frontiers. (2022). von Cramontaubadel, Stephan ; Mu, Yali. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:3:p:633-653.

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

Works by Soren Johansen:

YearTitleTypeCited
2007Some identification problems in the cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper9
2010Some identification problems in the cointegrated vector autoregressive model.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2007Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2007Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper102
2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		article
2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		paper
2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
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