!!Katarina Juselius - Selected Publications
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2016:  "Real Exchange Rate Persistence: the Case of the Swiss franc - US dollar rate" ,  Forthcoming in the Journal of Applied econometrics, (with Katrin Assenmacher).\\
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2015: "Trygve Haavelmo's Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression",  Econometric Theory, Vol. 31, Nr. 2, s. 249-274, (with Kevin Hoover).\\
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2015:  "Trygve Haavelmo's Probability Approach and the Cointegrated VAR",  Econometric TheoryVol. 31, Nr. 2, s. 213-232.\\
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2014: "The Long-Run Impact of Foreign Aid in 36 African Countries : Insights from Multivariate Time Series Analysis", Oxford Bulletin of Economics and Statistics, Vol. 76, Nr. 2, s. 153-184, (with Niels Framroze Møller and Finn Tarp).\\
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2014: "An Invariance Property of the Common Trends under Linear Transformations of the Data",  Journal of Econometrics, , Vol. 178, Nr. Part 2, s. 310-315. (with S. Johansen). \\
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2014: "Testing for Near I(2) Trends When the Signal-to-Noise Ratio Is Small",  Economics, Vol. 8, Nr. 2014-21, s. 1-30.\\
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2013: "Balance sheet recessions and time-varying coefficients in a Phillips curve relationship: An application to Finnish data". In (eds.) N. Haldrup, M. Meitz, and P. Saikkonen, Essays in Nonlinear Time Series Econometrics: Festschrift in Honour of Timo Teräsvirta. Oxford University Press. (with Mikael Juselius)\\
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2013: "Testing Hypotheses About Glacial Cycles Against the Observational Record".  Paleoceanography, 28, 1-11, (with Robert Kaufmann)\\
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2012:  "Imperfect Knowledge, Asset Price Swings and Structural Slumps: A Cointegrated VAR Analysis of Their Interdependence", (eds. E. Phelps and R. Frydman),  Rethinking Expectations: The Way Forward for Macroeconomics, Princeton University Press, Princeton.  \\
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2012: " On the theory and evidence in macroeconomics", in (Eds.) Wade Hands and John Davis: The Elgar Companion to Recent Economic Methodology s. 404-426.\\
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2011: "Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson",  Cambridge Journal of Economics, Vol. 35, Nr. 2, s. 423-436.\\
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2010: "Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate",  Journal of Econometrics, Vol. 158, Nr. 1,  s. 117-129, (with Søren Johansen, Roman Frydman,  and Michael Goldberg).\\
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2009: "The Long Swings Puzzle : What the Data  Tell When Allowed to Speak Freely", in (Eds.) Kerry Patterson and  Terence C. Mills: Palgrave Handbook of Econometrics: Vol. 2: Applied Econometrics. Palgrave Macmillan, s. 349-384.\\
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2009:  "The Financial Crisis and the Systemic Failure of the Academics Profession", Critical Review (Columbus), Vol. 21, Nr. 2-3,  s. 249-267, (with David Colander, Michael Goldberg, Armin Haas, Alan Kirman, Thomas Lux, and Birgitte Sloth.\\
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2009: "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership", Economics, Vol. 3, Nr. 2009-4, (with Javier Ordóñez).\\
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2009: "Does it matter how to measure aggregates? : Monetary transmission mechanisms in the Euro area", in (Eds.) Jennifer Castle; Neil Shephard:  The Methodology and Practice of Econometrics: A Festschrift in Honour of David Hendry, Oxford University Press, s. 365-385. (with Andreas  Beyer).\\
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2008: "Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression". American Economic Review 98, pp. 251-55. (with K. Hoover and S. Johansen)\\
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2007: "Taking a DSGE Model to the Data Meaningfully", Economics, Vol. 1, Nr. 2007-4, (with Massimo  Franchi)\\
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2006: "The cointegrated VAR model: Econometric Methodology and Empirical Applications",  Oxford University Press. 457 pp.\\
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2005: "Monetary transmission mechanisms in Spain : the effect of monetization, financial deregulation, and the EMS",  Journal of International Money and Finance, Vol. 24, Nr. 3, s. 509-531, (with Juan Toro).\\
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2004: "International parity relationships between the USA and Japan", Japan and the World Economy, Vol. 16, Nr. 1,  s. 17-34. (with Ronald MacDonald).\\
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2001: "European integration and monetary transmission mechanisms: The case of Italy", Journal of Applied Econometrics' 16: 341-358.\\
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2001: "Explaining cointegration : part II", Energy Journal, Vol. 22, Nr. 1, s. 75-120, (with David  Hendry).\\
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2000: "Explaining Cointegration Analysis : Part I. Energy Journal, Vol. 21, Nr. 1,  s. 1-42, (with David  Hendry).\\
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1999: "Models and relations in economics and econometrics", Journal of Economic Methodology, Vol. 6, Nr. 2, s. 259-290.\\
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1999: "Price Convergence in the Medium and Long Run. In (Eds.) Robert F. Engle and Halbert White:\\
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger, Oxford University Press, s. 301-325.\\
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1998: "A structured VAR under changing monetary policy", Journal of Business and Economics Statistics. 6, 400-412.\\
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1998: "Changing Monetary Transmission Mechanisms with the EU",  Empirical Economics, Vol. 23, Nr. 3, s. 455-481.\\
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1996: "An Empirical Analysis of the Changing Role of the German Bundesbank after 1983", Oxford Bulletin of Economics and Statistics, Vol. 58, Nr. 4,  s. 791-817.\\
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1995: "Do purchasing power parity and uncovered interest rate parity hold in the long run? : An example of likelihood inference in a multivariate time-series model", Journal of Econometrics, Vol. 69, Nr. 1,  s. 211-240.\\
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1994:  "Identification of the Long-Run and Short-Run Structure. An Application to the ISLM Model." Journal of Econometrics 63, pp.7-36. (with Søren Johansen)  \\
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1992: "Domestic and foreign effects on prices in an open economy : the case of Denmark", Journal of Policy Modeling, Vol. 14, Nr. 4, s. 401-428.\\
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1992: "Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK". Journal of Econometrics 53, 211-244. (with Soren Johansen)   \\
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1990: "The full information maximum likelihood procedure for inference on cointegration - with applications". Oxford Bulletin of Statistics and Economics, vol. 52, 2. pp 169-211. (with Søren Johansen)