Celebrated Econometricians: Katarina Juselius and Søren Johansen

Dear Colleagues,

Contributions for this Special Issue in honour of Katarina Juselius and Søren Johansen should relate to an area of research to which they have made significant contributions. These include, but are certainly not limited to, econometric theory and applications related to the following questions:

1. How many common trends are there in a given set of time series?
2. What is the set of equilibria relations, or, dually what characterizes the attractor set for the common trends?
3. How is one variable adjusting to the (dis-)equilibrium or going back to the attractor?
4. Is the VAR compatible with agents being learning or rational?
5. What would have happened if a different policy intervention had been implemented?

Katarina Juselius and Søren Johansen contributed to these fundamental issues by developing new methodology, and by providing inspiring paradigmatic applications to several empirical economics problems; the latter range from the study of international parity relationships, to the analysis of monetary policy, unemployment, climatology, and optimal hedging, to name a few. The former include, but are not restricted to: representation, inference and testing in I(1) and I(2) and fractional systems, nonlinear time series, structural breaks, (mis)-specification testing, identification of linear system of equations.

This Special Issue aims to collect state of the art applications and theory developments in these areas, as well as in all other areas to which Katarina Juselius and Søren Johansen have contributed.

Informal enquiries regarding the scope and suitability of a potential submission should first be made to the guest editors (emails on the top of this page).

Rocco Mosconi
Paolo Paruolo
Guest Editors

Manuscript Submission Information

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