Katarina Juselius

Katarina Juselius (born 1943) is professor Emeritus of econometrics and empirical economics at the University of Copenhagen. Her work has been on empirical macro models and associated issues.

Katarina Juselius
Born1943 (age 7677)
NationalitySwedish
FieldStatistics
Econometrics
Alma materHanken School of Economics
Doctoral
advisor
Johan Fellman
InfluencesDavid F. Hendry, Clive Granger, Søren Johansen
ContributionsCointegration, VAR modelling

She obtained her Lic.Econ.Sc. and PhD from the Swedish School of Economics and Business Administration in Helsinki.[1]

Research

She is the 271st most quoted economist in the world according to IDEAS[2] and her research has been quoted 27000 times.[3] She is also the on the editorial board of Journal of Economic Methodology.[4] Her most quoted paper, "Maximum likelihood estimation and inference on cointegration—with applications to the demand for money"[5] has been quoted over 16000 times.[6]

Personal life

She is married to Søren Johansen who is also a professor of econometrics at the same university.[7]

Selected publications

  • Juselius, K. (2006). The Cointegrated VAR Model: Methodology and Applications. Oxford University Press. ISBN 0-19-928566-7.
  • Johansen, S.; Juselius, K. (1990). "Maximum Likelihood Estimation and Inference on Cointegration—with Applications to the Demand for Money". Oxford Bulletin of Economics and Statistics. 52 (2): 169–210. doi:10.1111/j.1468-0084.1990.mp52002003.x.
  • Johansen, S.; Juselius, K. (1992). "Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK". Journal of Econometrics. 53 (1): 211–244. doi:10.1016/0304-4076(92)90086-7.
gollark: What happened?
gollark: Be quiet.
gollark: You can probably break it using that bootloop disk bug.
gollark: Reduce terrariola to nothing, reuse computers for potatOS.
gollark: P @i_dr_delicious#0000: I can make it also Autoboot shutdownOS machines.

References

  1. Economics, Department of (2014-01-20). "Emeriti". www.economics.ku.dk. Retrieved 2020-03-28.
  2. "Economist Rankings, Number of Citations | IDEAS/RePEc". ideas.repec.org. Retrieved 2020-03-28.
  3. "Economist Rankings, Number of Citations | IDEAS/RePEc". ideas.repec.org. Retrieved 2020-03-28.
  4. "Journal of Economic Methodology". www.tandfonline.com. Retrieved 2020-03-28.
  5. Johansen, Søren; Juselius, Katarina (1990). "Maximum Likelihood Estimation and Inference on Cointegration — with Applications to the Demand for Money". Oxford Bulletin of Economics and Statistics. 52 (2): 169–210. doi:10.1111/j.1468-0084.1990.mp52002003.x. ISSN 1468-0084.
  6. "Katarina Juselius - Google Scholar Citations". scholar.google.dk. Retrieved 2020-03-28.
  7. "Katarina Juselius". ineteconomics.org. Archived from the original on 18 April 2015. Retrieved 12 December 2014.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.