Katarina Juselius

Katarina Juselius
Born	1943 (age 80–81)
Nationality	Swedish
Academic career
Field	Statistics Econometrics
Alma mater	Hanken School of Economics
Doctoral advisor	Johan Fellman
Influences	David F. Hendry, Clive Granger, Søren Johansen
Contributions	Cointegration, VAR modelling

Katarina Juselius (born 1943) is professor Emeritus of econometrics and empirical economics at the University of Copenhagen. Her work has been on empirical macro models and associated issues. She is married to Søren Johansen who is also a professor of econometrics at the same university.

Selected publications

• Juselius, K. (2006). The cointegrated VAR model: methodology and applications. Oxford University Press.
• Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration—with applications to the demand for money. Oxford Bulletin of Economics and statistics, 52(2), 169-210.
• Johansen, S., & Juselius, K. (1992). Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. Journal of econometrics, 53(1), 211-244.

External links

• Katarina Juselius's home page at University of Copenhagen