Soren Johansen : Citation Profile

Are you Soren Johansen?

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

33

H index

46

i10 index

27251

Citations

RESEARCH PRODUCTION:

55

Articles

124

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 778
   Journals where Soren Johansen has often published
   Relations with other researchers
   Recent citing documents: 839.    Total self citations: 79 (0.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo35
   Updated: 2024-12-03    RAS profile: 2023-05-08    
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Relations with other researchers

Works with:

Berenguer-Rico, Vanessa (9)

Nielsen, Morten (2)

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 (287)

Hendry, David (166)

Gil-Alana, Luis (158)

Ericsson, Neil (155)

Kouretas, Georgios (142)

Masih, Abul (139)

Caporale, Guglielmo Maria (132)

Nielsen, Morten (122)

Paruolo, Paolo (119)

GUPTA, RANGAN (117)

juselius, katarina (100)

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)

Paruolo, Paolo (12)

Main data

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
Econometrica3
Oxford Bulletin of Economics and Statistics3
Scandinavian Journal of Statistics3
Computational Statistics2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Copenhagen. Department of 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 (2024 and 2023)

YearTitle of citing document
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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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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2023Real exchange rate volatility and Argentine sectoral exports: evidence of a long-run relationship. (2023). Andres, Grosz Fernando ; Ignacio, Warnes. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4700.

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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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2023.

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2023.

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2023.

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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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2023.

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2023Assessing the determinants of agricultural productivity in Somalia: An application of an ARDL model. (2023). Samatar, Elmi Hassan. In: Asian Journal of Agriculture and Rural Development. RePEc:ags:ajosrd:342408.

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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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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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2023Bridging Borders, Nourishing Nations: The Impact of Foreign Direct Investment on Tanzanias Cereal Yield. (2023). Mwenda, Beny B ; Rashid, Furaha N ; Tengaa, Peter E. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:339056.

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2023Nexus Between Investment and Agricultural Growth in The Democratic Republic of Congo: Cointegration, Short-Run Dynamics and Causality. (2023). Chisasa, Joseph ; Lusungu, Luka. In: Journal of Agribusiness and Rural Development. RePEc:ags:pojard:338746.

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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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2023The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market. (2023). Alp, Ozge Sezgin ; Aikgoz, Turker. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:8:y:2023:i:3:p:425-439.

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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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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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2023Nexus Between Foreign Direct Investment and Employment in Manufacturing and Services Sectors in Tunisia: An ARDL Approach. (2023). ben Amor, Mouldi. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:2:p:1-20.

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

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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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2023Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150.

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

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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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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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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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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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2023Incentives for Private Industrial Investment in historical perspective: the case of industrial promotion and investment promotion in Uruguay (1974-2010). (2023). Vallarino, Diego. In: Papers. RePEc:arx:papers:2310.07738.

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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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2023Foreign Capital and Economic Growth: Evidence from Bangladesh. (2023). Huq, Md Fazlul ; Salma, Ummya ; Billah, Md Masum. In: Papers. RePEc:arx:papers:2312.04695.

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2024The 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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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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2023Macroeconomic Stability and Economic Growth: An Empirical Estimation for North Macedonia. (2023). Simeonovski, Kiril ; Lazarov, Darko. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:78-94.

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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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2023Economic and Environmental Sustainability through Trade Openness and Energy Production. (2023). Tomader, Elhassan. In: Business Systems Research. RePEc:bit:bsrysr:v:14:y:2023:i:2:p:102-123:n:6.

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2024.

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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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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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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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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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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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2023EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015.

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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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2024.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2024Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

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2023How capital intensity affects technical progress: An empirical analysis for 17 advanced economies. (2023). Vitali, Beatrice ; Travaglini, Giuseppe ; Bellocchi, Alessandro. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:3:p:606-631.

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2023.

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2023The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence. (2023). Keil, Sascha. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:5:p:1235-1263.

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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.
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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]		paper108
2010Likelihood inference for a nonstationary fractional autoregressive model.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 108		article
2007Likelihood Inference for a Nonstationary Fractional Autoregressive Model.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 108		paper
2009Likelihood Inference For A Nonstationary Fractional Autoregressive Model.(2009) In: Working Paper.
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This paper has nother version. Agregated cites: 108		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.
[Full Text][Citation analysis]		paper0
2007Exact Rational Expectations, Cointegration, and Reduced Rank Regression.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
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]		paper205
2012Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205		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: 205		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: 205		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.
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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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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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This paper has nother version. Agregated cites: 5		article
2010A Necessary Moment Condition for the Fractional Functional Central Limit Theorem.(2010) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
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: 3		paper
2011Statistical analysis of global surface air temperature and sea level using cointegration methods In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2011Statistical analysis of global surface air temperature and sea level using cointegration methods.(2011) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
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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This paper has nother version. Agregated cites: 0		paper
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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