Søren Johansen - Concepedia

Author

Søren Johansen

Also Known As

Johansen, Soren, Johansen, SÃÿren, Johansen, Søren, Katarina Juselius, S H JOHANSEN, S H Johansen, S H. Johansen, S JOHANSEN, S Johansen, S. H. JOHANSEN

347

Publications

60.6K

Citations

H-Index

134

Concepts

All Affiliations

University of Copenhagen Aarhus University University of Oxford Statistics Denmark European University Institute

About

Søren Johansen is an author at University of Copenhagen specializing in statistics, econometrics, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	30	37	51.5K
2	Engineering	24	34	4.2K
3	Health Sciences	7	7	474
4	Arts	1	1	15
5	Education	1	1	93

Søren Johansen

106

Publications

56.4K

Citations

H-Index

Page 1

	Year	Citations
Statistical analysis of cointegration vectors Søren Johansen Journal of Economic Dynamics and Control Financial Time Series AnalysisCointegration VectorsBusinessEconometricsStatistics	1988	16.6K
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY Søren Johansen, Katarina Jusélius Oxford Bulletin of Economics and Statistics Econometric ModelMonetary PolicyEconomicsMonetary TheoryMacroeconomics	1990	14K
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models Søren Johansen Econometrica Volatility ModelingLikelihood AnalysisCointegration VectorsTime Series EconometricsInternational Finance	1991	11K
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK Søren Johansen, Katarina Jusélius Journal of Econometrics Econometric ModelEconomicsStructural HypothesesEconomic PolicyMacroeconomics	1992	1.7K
DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND Søren Johansen Oxford Bulletin of Economics and Statistics A Linear TrendEconomicsMacroeconomicsExchange Rate MovementEconomic Trend	1992	1K
Cointegration in partial systems and the efficiency of single-equation analysis Søren Johansen Journal of Econometrics Numerical AnalysisMonetary PolicyEconomicsPartial SystemsMacroeconomics	1992	989
Cointegration analysis in the presence of structural breaks in the deterministic trend Søren Johansen, Rocco Mosconi, Bent Nielsen Econometrics Journal Macroeconomic ForecastingEconomic FluctuationMonetary PolicyOpen Economy MacroeconomicsInternational Finance	2000	714
Testing weak exogeneity and the order of cointegration in UK money demand data Søren Johansen Journal of Policy Modeling Monetary PolicyEconomicsWeak ExogeneityMacroeconomicsBusiness	1992	683
Identification of the long-run and the short-run structure an application to the ISLM model Søren Johansen, Katarina Jusélius Journal of Econometrics Dynamic Economic ModelIslm ModelParameter IdentificationEngineeringModeling Method	1994	643
Some tests for parameter constancy in cointegrated VAR‐models Henrik Hansen, Søren Johansen Econometrics Journal Volatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsEngineeringFinance	1999	616

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