Maximum likelihood estimation and inference on cointegration—with appucations to the demand for money S Johansen, K Juselius Oxford Bulletin of Economics and statistics 52 (2), 169-210, 1990 | 18247 | 1990 |
Some structural hypotheses in a multivariate cointegration analysis of the purchasing power parity and the uncovered interest parity for UK S Johansen, K Juselius University of Copenhagen. Department of Economics Discussion Papers, 1990 | 2447 | 1990 |
The cointegrated VAR model: methodology and applications K Juselius Oxford university press, 2006 | 1842 | 2006 |
Explaining cointegration analysis: Part 1 DF Hendry, K Juselius The Energy Journal 21 (1), 2000 | 870 | 2000 |
Identification of the long-run and the short-run structure an application to the ISLM model S Johansen, K Juselius Journal of Econometrics 63 (1), 7-36, 1994 | 809 | 1994 |
CATS in RATS: Cointegration analysis of time series H Hansen, K Juselius Estima, 1995 | 634 | 1995 |
The financial crisis and the systemic failure of academic economics D Colander, H Föllmer, A Haas, MD Goldberg, K Juselius, A Kirman, ... Univ. of Copenhagen Dept. of Economics Discussion Paper, 2009 | 539 | 2009 |
The financial crisis and the systemic failure of the economics profession D Colander, M Goldberg, A Haas, K Juselius, A Kirman, T Lux, B Sloth Critical Review 21 (2-3), 249-267, 2009 | 416 | 2009 |
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 K Juselius Journal of econometrics 69 (1), 211-240, 1995 | 343 | 1995 |
CATS in RATS Cointegration Analysis of Times Series. Version 2 JG Dennis Estima, 2006 | 243 | 2006 |
Domestic and foreign effects on prices in an open economy: The case of Denmark K Juselius Journal of Policy Modeling 14 (4), 401-428, 1992 | 243 | 1992 |
Allowing the data to speak freely: The macroeconometrics of the cointegrated vector autoregression KD Hoover, S Johansen, K Juselius American Economic Review 98 (2), 251-55, 2008 | 185 | 2008 |
The long‐run impact of foreign aid in 36 African countries: Insights from multivariate time series analysis K Juselius, NF Møller, F Tarp Oxford Bulletin of Economics and Statistics 76 (2), 153-184, 2014 | 176 | 2014 |
International parity relationships between the USA and Japan K Juselius, R MacDonald Japan and the World economy 16 (1), 17-34, 2004 | 162 | 2004 |
Taking a DSGE model to the data meaningfully K Juselius, M Franchi Economics: the open-access, open-assessment E-Journal 1, 4, 2007 | 149* | 2007 |
Maximum likelihood estimation and inference on cointegration-with applications to the demand for money K Juselius Oxford Bulletin of Economics and statistics 52 (2), 169-210, 1990 | 136 | 1990 |
FRU K Juselius, R MacDonald | 131 | 2003 |
Models and relations in economics and econometrics K Juselius Journal of Economic Methodology 6 (2), 259-290, 1999 | 114 | 1999 |
A structured VAR for Denmark under changing monetary regimes K Juselius Journal of Business & Economic Statistics 16 (4), 400-411, 1998 | 105 | 1998 |
Changing monetary transmission mechanisms within the EU K Juselius Empirical Economics 23 (3), 455-481, 1998 | 100 | 1998 |