Katarina Juselius

Last updated
Katarina Juselius
Nationality Finnish
Academic career
Field Statistics
Econometrics
Alma mater Hanken School of Economics
Doctoral
advisor
Johan Fellman  [ fi ]
Influences David F. Hendry, Clive Granger, Søren Johansen
Contributions Cointegration, VAR modelling

Katarina Juselius (born 25 September 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.

Contents

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

Related Research Articles

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Cointegration is a statistical property of a collection (X1X2, ..., Xk) of time series variables. First, all of the series must be integrated of order d (see Order of integration). Next, if a linear combination of this collection is integrated of order less than d, then the collection is said to be co-integrated. Formally, if (X,Y,Z) are each integrated of order d, and there exist coefficients a,b,c such that aX + bY + cZ is integrated of order less than d, then X, Y, and Z are cointegrated. Cointegration has become an important property in contemporary time series analysis. Time series often have trends—either deterministic or stochastic. In an influential paper , Charles Nelson and Charles Plosser (1982) provided statistical evidence that many US macroeconomic time series (like GNP, wages, employment, etc.) have stochastic trends.

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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.