Browsing Department of Economics (ECO) by Author "JUSELIUS, Katarina"
Title:Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data Author(s):JOHANSEN, Soren; JUSELIUS, KatarinaDate:2001Type of Publication:Working PaperSeries/Report no.:EUI ECO; 2001/02
Title:A Structured Var For Denmark Under Changing Monetary Regimes Author(s):JUSELIUS, KatarinaDate:1998Citation:Journal of Business & Economic Statistics, 1998, 16, 4, 400-411Type of Publication:ArticleAbstract:Using recently developed statistical tools for analyzing cointegrated I(2) data, this article models money, income, prices, and interest rates in Denmark. The final model describes the dynamic adjustment to short-run changes ...