Søren Johansen

Researcher Next ID · RN-006582

Researcher · Economics, Econometrics and Finance

Copenhagen, Denmark

Not currently recruitingFunding unknown

Research interests

Economics, Econometrics and Finance

Mathematics

Monetary Policy and Economic Impact

Financial Risk and Volatility Modeling

Advanced Statistical Methods and Models

Statistical Methods and Inference

Market Dynamics and Volatility

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Journal · 1995 · https://doi.org/10.1093/0198774508.001.0001
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Journal of Econometrics · 1992 · https://doi.org/10.1016/0304-4076(92)90086-7
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
Econometrica · 1991 · https://doi.org/10.2307/2938278
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
Oxford Bulletin of Economics and Statistics · 1990 · https://doi.org/10.1111/j.1468-0084.1990.mp52002003.x
Statistical analysis of cointegration vectors
Journal of Economic Dynamics and Control · 1988 · https://doi.org/10.1016/0165-1889(88)90041-3

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