Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
- 2008
- Published
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Frydman, R., Goldberg, M. D., Johansen, Søren & Juselius, Katarina, 2008, Department of Economics, University of Copenhagen, 37 p.Research output: Working paper › Research
- Published
A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren, 2008, In: Econometric Theory. 24, 3, p. 651-676 26 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, K. D., Johansen, Søren & Juselius, Katarina, 2008, In: American Economic Review (Print Edition). 2 (Papers & Proceedings), p. 251–255 5 p.Research output: Contribution to journal › Conference article › Research
- Published
An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator
Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 p.Research output: Working paper › Research
- Published
Automatic selection of indicators in a fully saturated regression
Hendry, D. F., Johansen, Søren & Santos, C., 2008, In: Computational Statistics. 23, 2, p. 317-335 19 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren, 2008, Bulletin of the International Statistical Institute vol. LXII: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisboa, Portugal. Gomes, M. I., Martins, J. A. P. & Silva, J. A. (eds.). Instituto Nacional de Estatística, p. 19-26 8 p.Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review
- Published
Exact rational expectations, cointegration, and reduced rank regression
Johansen, Søren & Swensen, A. R., 2008, In: Journal of Statistical Planning and Inference. 138, 9, p. 2738-2748 11 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Reduced Rank Regression
Johansen, Søren, 2008, The New Palgrave Dictionary of Economics. Durlauf, S. N. & Blume, L. E. (eds.). 2 ed. Palgrave Macmillan, 7 p.Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
ID: 8722
Most downloads
-
3642
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3587
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3327
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published