Concepedia

Søren Johansen

SJ

Statistics

Publications

108

Citations

57K

H-Index

51

Active since

1965

Affiliations

University of Copenhagen(Current)

Aarhus University

University of Oxford

Statistics Denmark

European University Institute

Søren Johansen is an author at University of Copenhagen specializing in econometrics, economics, and cointegration analysis.

ORCID

Publications per year

1965–2023

108

Publications

108

Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

, , +13

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

, , +6

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

Søren Johansen · Econometrica · 1991 · 11.2K citations

, , +14

Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

Søren Johansen, Katarina Jusélius · Journal of Econometrics · 1992 · 1.7K citations

, , +5

DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND

Søren Johansen · Oxford Bulletin of Economics and Statistics · 1992 · 1K citations

, , +8

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