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person:"Jusélius, Katarina"
~person:"McAleer, Michael"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
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Testing for near I (2) trends when the signal to noise ratio is small
Jusélius, Katarina
-
2014
Persistent link: https://www.econbiz.de/10010250518
Saved in:
2
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
-
2012
Persistent link: https://www.econbiz.de/10009521529
Saved in:
3
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688531
Saved in:
4
An invariance property of the common trands under linear transformations of the data
Johansen, Søren
;
Jusélius, Katarina
-
2010
Persistent link: https://www.econbiz.de/10008688532
Saved in:
5
The PPP puzzle : what the data tell when allowed to speak freely
Jusélius, Katarina
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003603877
Saved in:
6
Testing hypothesis in an I(2) model with applications to the persistent long swings in the Dmk/$ rate
Johansen, Søren
;
Jusélius, Katarina
;
Frydman, Roman
; …
-
2007
Persistent link: https://www.econbiz.de/10003603881
Saved in:
7
Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003603883
Saved in:
8
Inflation, money growth, and I(2) analysis
Jusélius, Katarina
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002475689
Saved in:
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