Søren Johansen

Søren Johansen

Professor, emeritus


  1. 1992
  2. Published

    A Representation of Vector Autoregressive Processes Integrated of Order 2.

    Johansen, Søren, 1992, In: Econometric Theory. 8, p. 188-202

    Research output: Contribution to journalJournal articlepeer-review

  3. Published

    An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States

    Johansen, Søren, 1992, Macroeconomic Modeling of the Long Run. Hargreaves, C. (ed.). England: Elgar, p. 229-248

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  4. Published

    Cointegration in partial systems and the efficiency of single-equation analysis

    Johansen, Søren, 1992, In: Journal of Econometrics. 52, p. 389-402

    Research output: Contribution to journalJournal articlepeer-review

  5. Published

    Determination of Cointegration Rank in the Presense of a Linear Trend

    Johansen, Søren, 1992, In: Oxford Bulletin of Economics and Statistics. 54, 3, p. 384-97

    Research output: Contribution to journalJournal articlepeer-review

  6. Published

    Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model

    Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, p. 35.

    Research output: Working paperResearch

  7. Published

    Identifying Restrictions of Linear Equations

    Johansen, Søren, 1992, København, p. 18.

    Research output: Working paperResearch

  8. Published

    Recursive Estimation in Cointegrated VAR-Models

    Hansen, Henrik & Johansen, Søren, 1992, Institute of Economics, University of Copenhagen, 20 p.

    Research output: Working paperResearch

  9. Published

    Testing Structural Hypotheses in a Multivariate Cointegration Analysis of the PPP and the UIP for UK

    Johansen, Søren & Juselius, Katarina, 1992, In: Journal of Econometrics. 53, 1-3, p. 211-244

    Research output: Contribution to journalJournal articlepeer-review

  10. Published

    Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data

    Johansen, Søren, 1992, In: Journal of Policy Modeling. 14, 3, p. 313-334

    Research output: Contribution to journalJournal articlepeer-review

  11. Published

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, p. 26.

    Research output: Working paperResearch

ID: 8722