Special Issue "Celebrated Econometricians: Katarina Juselius and Søren Johansen"
A special issue of Econometrics (ISSN 2225-1146).
Deadline for manuscript submissions: closed (30 September 2018) | Viewed by 95934
A printed edition of this Special Issue is available here.
Interests: time series; financial econometrics
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:
- How many common trends are there in a given set of time series?
- What is the set of equilibria relations, or, dually what characterizes the attractor set for the common trends?
- How is one variable adjusting to the (dis-)equilibrium or going back to the attractor?
- Is the VAR compatible with agents being learning or rational?
- 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).
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Econometrics is an international peer-reviewed open access quarterly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1400 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
- Common trends
- Error-correcting adjustment
- Estimation and hypothesis testing in cointegrated models
- Fractional integration
- Imperfect knowledge and expectation formation
- Macroeconomic fluctuations and transmission mechanisms
- Mis-specification testing
- Representation theory of I(1), I(2) systems
- Short-run and long-run impact
- Vector Autoregressive Processes