Disequilibrium macroeconometrics von Juselius, Katarina

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Real exchange rate persistence and the excess return puzzle: The case of Switzerland versus the US von Juselius, Katarina, Assenmacher, Katrin

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A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations von Juselius, Katarina

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Searching for a theory that fits the data: A personal research odyssey von Juselius, Katarina

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HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR von Juselius, Katarina

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Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market von Juselius, Katarina, Stillwagon, Josh R.

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Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge von Juselius, Katarina

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The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis von Juselius, Katarina, Møller, Niels Framroze, Tarp, Finn

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The Greek crisis: A story of self-reinforcing feedback mechanisms von Juselius, Katarina, Dimelis, Sophia

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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression von Hoover, Kevin D., Johansen, Søren, Juselius, Katarina

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Recent developments in cointegration von Juselius, Katarina

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Testing for near I(2) trends when the signal-to-noise ratio is small von Juselius, Katarina

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The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana von Juselius, Katarina, Reshid, Abdulaziz, Tarp, Finn

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THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION von Colander, David, Goldberg, Michael, Haas, Armin, Juselius, Katarina, Kirman, Alan, Lux, Thomas, Sloth, Brigitte

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Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson von Juselius, Katarina

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The Greek crisis: a story of self-reinforcing feedback mechanisms von Juselius Katarina, Dimelis Sophia

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TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION von Hoover, Kevin, Juselius, Katarina

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An asymptotic invariance property of the common trends under linear transformations of the data von Johansen, Søren, Juselius, Katarina

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Recent Developments in Cointegration von Juselius, Katarina

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Testing hypotheses in an I ( 2 ) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate von Johansen, Søren, Juselius, Katarina, Frydman, Roman, Goldberg, Michael

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