Heino Bohn Nielsen
Professor with special responsibilities, Professor MSO
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-04
Member of:
- 2001
- Published
An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- 2002
- Published
An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2002, In: Oxford Bulletin of Economics and Statistics. 64, 5, p. 449-472Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Analyzing I(2) Systems by Transformed Vector Autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
Robust Estimation of the Expected Inflation
Nielsen, Heino Bohn & Knudsen, D., 2002, Danmarks Nationalbank, 18 p.Research output: Working paper › Research
- 2003
- Published
Cointegration Analysis in the Presence of Outliers
Nielsen, Heino Bohn, 2003, Cph.: Department of Economics, University of Copenhagen, 22 p.Research output: Working paper › Research
- Published
Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002
Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.Research output: Working paper › Research
- Published
Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 p.Research output: Working paper › Research
- Published
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.Research output: Working paper › Research
- Published
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 p.Research output: Working paper › Research
- Published
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.Research output: Working paper › Research
- 2004
- Published
Analysing I(2) systems by transformed vector autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2004, In: Oxford Bulletin of Economics and Statistics. 66, 3, p. 379-397Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Cointegration analysis in the presence of outliers
Nielsen, Heino Bohn, 2004, In: Econometrics Journal. 7, 1, p. 249-271Research output: Contribution to journal › Journal article › Research › peer-review
- Published
I(1) and I(2) Cointegration Analysis: Theory and Applications
Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen. 133 p. (Rød Serie; No. 98).Research output: Book/Report › Ph.D. thesis › Research
- Published
UK Money Demand 1873-2001: a Cointegrated VAR Analysis with Additive Data Corrections
Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- 2005
- Published
US Monetary Police 1988-2004: An Empirical Analysis
Christensen, A. M. & Nielsen, Heino Bohn, 2005, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- 2006
- Published
Inflation adjustment in the open economy: an I(2) analysis of UK prices
Nielsen, Heino Bohn & Bowdler, C., 2006, In: Empirical Economics. 31, 3, p. 569-586Research output: Contribution to journal › Journal article › Research › peer-review
- 2007
- Published
A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions
Nielsen, Heino Bohn, 2007, In: Economics Letters. 94, 3, p. 445-451Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The likelihood ratio test for cointegration ranks in the I(2) model
Nielsen, Heino Bohn & Rahbek, Anders, 2007, In: Econometric Theory. 23, 4, p. 615-637Research output: Contribution to journal › Journal article › Research › peer-review
- Published
UK money demand 1873-2001: a long-run time series analysis and event study
Nielsen, Heino Bohn, 2007, In: Cliometrica. 1, 1, p. 45-61Research output: Contribution to journal › Journal article › Research › peer-review
- 2008
- Published
Influential observations in cointegrated VAR models: Danish money demand 1973-2003
Nielsen, Heino Bohn, 2008, In: Econometrics Journal. 11, 1, p. 39-57 19 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Properties of Estimated Characteristic Roots
Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
- 2009
- Published
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 p.Research output: Working paper › Research
- Published
Comment on "The long-run determinants of UK wages, 1860-2004"
Nielsen, Heino Bohn, 2009, In: Journal of Macroeconomics. 31, 1, p. 29-34 6 p.Research output: Contribution to journal › Comment/debate › Research
- Published
Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion
Christensen, A. M. & Nielsen, Heino Bohn, 2009, In: Oxford Bulletin of Economics and Statistics. 71, 1, p. 69-89 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2011
- Published
An I(2) cointegration model with piecewise linear trends
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2011, In: Econometrics Journal. 14, 2, p. 131-155 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3210
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
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Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1147
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Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published