What did Søren Johansen change as an economist? Cointegration analysis for finding long-term economic variables

Søren Johansen is a Professor Emeritus at the University of Copenhagen and a researcher specializing in statistics and ...

What did Katarina Juselius change as an economist? Cointegrated VAR for testing economic theory with data

Katarina Juselius is a Professor Emeritus at the University of Copenhagen. Together with Søren Johansen, she developed the empirical methodology of cointegrated VAR, translating the premises of ...