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 | |
---|---|
Born | 1943 (age 76–77) |
Nationality | Swedish |
Field | Statistics Econometrics |
Alma mater | Hanken School of Economics |
Doctoral advisor | Johan Fellman |
Influences | David F. Hendry, Clive Granger, Søren Johansen |
Contributions | Cointegration, 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.
References
- Economics, Department of (2014-01-20). "Emeriti". www.economics.ku.dk. Retrieved 2020-03-28.
- "Economist Rankings, Number of Citations | IDEAS/RePEc". ideas.repec.org. Retrieved 2020-03-28.
- "Economist Rankings, Number of Citations | IDEAS/RePEc". ideas.repec.org. Retrieved 2020-03-28.
- "Journal of Economic Methodology". www.tandfonline.com. Retrieved 2020-03-28.
- 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.
- "Katarina Juselius - Google Scholar Citations". scholar.google.dk. Retrieved 2020-03-28.
- "Katarina Juselius". ineteconomics.org. Archived from the original on 18 April 2015. Retrieved 12 December 2014.