Celebrated Econometricians: Katarina Juselius and Søren Johansen

Celebrated Econometricians: Katarina Juselius and Søren Johansen

This Special Issue collects contributions related to advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate. The papers in this Special Issue provide advances on several topics, and they are group...

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Bibliographic Details
Format: eBook
Language:English
Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:
Economics, finance, business & management
adjustment
adjustment coefficients
Autometrics
bass diffusion model
bibliometrics
breaks
canonical form
causal models
causal search
co-breaking
cointegrated VAR
cointegrated vector autoregression
cointegrated vector autoregression (CVAR)
cointegrating coefficients
cointegrating rank
cointegration
cointegration for singular vectors
common trends
currency risky
CVAR
deterministic terms
empirically-based macroeconomics
error-correcting adjustment
estimation and hypothesis testing in cointegrated models
factor modelling
forediction
fractional (co-)integration
gender gap
GMM
Granger representation theorem
graphical causal modeling
heteroscedasticity
hypothesis testing
I(1)
I(2)
I(d)
imperfect knowledge
indicator saturation
inflation targeting
integrated processes of order two
invariance
irreducible cointegrating relations
Knightian Uncertainty
large-dimensional dynamic factor models)
linking theory to evidence
macroeconomic fluctuations and transmission mechanisms
Markov-switching model
methodology
model comparison
monetary policy analysis
mortality forecasting
n/a
parameterization
partial cointegrated vector autoregressive models
particle filtering
pattern wage bargaining
random coefficient autoregressive model
rank deficiency
reduced rank
rent-sharing in wage formation
response surface
singular stochastic vectors
small open economy wage policies
state space model
state space representation
statistical model
stochastic approximation
structural breaks
structural change
super exogeneity
survival analysis
term structure of mortality
unit roots
VAR
VECM
vector autoregressions
vector error correction model
vector spaces
weak exogeneity
weak identification
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