Soren Johansen : Citation Profile

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

33

H index

46

i10 index

27487

Citations

RESEARCH PRODUCTION:

55

Articles

124

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 785
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 490.    Total self citations: 79 (0.29 %)

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   Permalink: http://citec.repec.org/pjo35
   Updated: 2025-04-05    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)

Hendry, David (171)

Gil-Alana, Luis (163)

Ericsson, Neil (155)

Kouretas, Georgios (142)

Masih, Abul (139)

Caporale, Guglielmo Maria (137)

Paruolo, Paolo (126)

Nielsen, Morten (123)

GUPTA, RANGAN (117)

juselius, katarina (101)

Cites to:

Hendry, David (49)

Nielsen, Bent (33)

juselius, katarina (25)

Nielsen, Morten (18)

Rahbek, Anders (18)

Campbell, John (16)

Shiller, Robert (15)

Krolzig, Hans-Martin (14)

Engle, Robert (14)

Saikkonen, Pentti (13)

Paruolo, Paolo (12)

Main data

Production by document typepaperchapterarticlebook19871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202201020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220100200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202,5005,0007,50010,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 33Most cited documents12345678910111213141516171819202122232425262728293031323334350k5k10kNumber of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Soren Johansen has published?

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

Year  ↓Title of citing document  ↓
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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2024.

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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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2024.

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2024The 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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2025Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2025High-Dimensional Canonical Correlation Analysis. (2023). 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 estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818.

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2024A 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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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2025The modified conditional sum-of-squares estimator for fractionally integrated models. (2024). Massmann, Michael ; Kilincc, Mustafa R. 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). Chen, Keyu Alexander ; Villa-Turek, Esteban ; Massignan, Virginia ; el Damanhoury, Kareem ; Winkler, Carol K ; Lokmanoglu, Ayse D. In: Papers. RePEc:arx:papers:2405.01798.

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

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

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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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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris G. 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). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836.

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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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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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2024Learning about the Long Run. (2024). Farmer, Leland E ; Steinsson, JN ; Nakamura, Emi. 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). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. 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). Dogah, Kingsley ; Wadud, Sania ; Gronwald, Marc. 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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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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2024Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations. (2024). Rendon, Alvaro Hurtado ; Barrera, Alejandro Pinilla ; Ceballos, Hermilson Velasquez. 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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2024The short- and long-term determinants of fertility in Uruguay. (2024). Antón, José Ignacio ; Ferre, Zuleika ; Antn, Jos-Ignacio ; Triunfo, Patricia. 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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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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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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2024Agriculture Productivity and Environmental Degradation in Indonesia: A Time Series Analysis. (2024). Fachrurrozi, Kamal ; Ariani, Rita ; Baihaqi, Akhmad ; Adhiana, Adhiana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-65.

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2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

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2024Risk, arbitrage, and spatial price relationships: Insights from Chinas hog market under the African Swine Fever. (2024). Wang, Holly H ; Delgado, Michael S ; Ma, Meilin. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001566.

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

Works by Soren Johansen:

Year  ↓Title  ↓Type  ↓Cited  ↓
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.
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This paper has nother version. Agregated cites: 9		article
2007Some Identification Problems in the Cointegrated Vector Autoregressive Model.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2007Likelihood inference for a nonstationary fractional autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper110
2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 110		article
2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 110		paper
2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
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This paper has nother version. Agregated cites: 110		paper
2007Correlation, regression, and cointegration of nonstationary economic time series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2007Correlation, Regression, and Cointegration of Nonstationary Economic Time Series.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
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.
[Full Text][Citation analysis]		paper6
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: 6		paper
2008An analysis of the indicator saturation estimator as a robust regression estimator In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2008An analysis of the indicator saturation estimator as a robust regression estimator.(2008) In: Economics 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]		paper10
2008A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings.(2008) In: Discussion Papers.
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This paper has nother version. Agregated cites: 10		paper
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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This paper has nother version. Agregated cites: 0		paper
2010Likelihood inference for a fractionally cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper209
2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica.
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This paper has nother version. Agregated cites: 209		article
2010Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Discussion Papers.
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This paper has nother version. Agregated cites: 209		paper
2010Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model.(2010) In: Working Paper.
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This paper has nother version. Agregated cites: 209		paper
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.
[Full Text][Citation analysis]		paper4
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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This paper has nother version. Agregated cites: 4		paper
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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This paper has nother version. Agregated cites: 4		paper
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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This paper has nother version. Agregated cites: 5		paper
2010An invariance property of the common trends under linear transformations of the data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2010An Invariance Property of the Common Trends under Linear Transformations of the Data.(2010) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2011An extension of cointegration to fractional autoregressive processes In: CREATES Research Papers.
[Full Text][Citation analysis]		paper8
2010An Extension of Cointegration to Fractional Autoregressive Processes.(2010) In: Discussion Papers.
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This paper has nother version. Agregated cites: 8		paper
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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This paper has nother version. Agregated cites: 4		paper
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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This paper has nother version. Agregated cites: 2		paper
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.
[Full Text][Citation analysis]		paper9
2012The role of initial values in nonstationary fractional time series models.(2012) In: Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2013Asymptotic analysis of the Forward Search In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2013Asymptotic analysis of the Forward Search.(2013) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2013Asymptotic analysis of the Forward Search.(2013) In: Economics Papers.
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This paper has nother version. Agregated cites: 2		paper
2014Times Series: Cointegration In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2014Times Series: Cointegration.(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
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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This paper has nother version. Agregated cites: 2		paper
2014Optimal hedging with the cointegrated vector autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2014Optimal hedging with the cointegrated vector autoregressive model.(2014) In: Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
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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